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A Newton-CG trust-region solver for bound constrained optimization

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Bound-Constrained Flash (BCFLASH)

Overview

BCFLASH is an optimization solver for

min_x f(x) subject to l <= x <= u

that is essentially a Matlab implementation of TRON.

Documentation

Hosted on ReadTheDocs.

Installation

BCFLASH uses the optimizers/model to define the optimization problems.

Once the model library is installed, then installing BCFLASH simply involves cloning this repository and adding bcflash.m to your path.

Basic Usage

nlp = model(...); % model defining problem
solver = bcflash(nlp); % construct solver object.
[x, info] = solver.solve(nlp.x0); % begin solve

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A Newton-CG trust-region solver for bound constrained optimization

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