Charlie Vanaret

Uno. With Uno, finally take full control of your SQP/barrier solver for nonlinearly constrained optimization

nonlinear_optimization_solver_benchmark. This repo collects results of nonlinear optimization solvers on standard benchmark problems

SymmetricBlockMatrix. Form symmetric block matrices and condense them (eliminating blocks) at compile time using Schur complements. The goal is to manipulate KKT/augmented/saddle-point systems symbolically to obtain equivalent systems (typically: unsymmetric, symmetrized, and normal equations) that can be tackled by various numerical solvers