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Frank E. Curtis's Projects

ise403 icon ise403

Example remote repository for ISE403 at Lehigh University.

nonopt icon nonopt

NonOpt: Nonlinear/nonconvex/nonsmooth Optimizer

pipal icon pipal

Penalty-Interior-Point Algorithm

scbfgs icon scbfgs

Self-Correcting BFGS Algorithm for Stochastic Optimization

slqpgs icon slqpgs

Sequential Linear or Quadratic Programming with Gradient Sampling

stochasticsqp icon stochasticsqp

Software package for solving optimization problems involving a stochastic objective function and deterministic constraint functions.

trace icon trace

Trust-Region Algorithm with Contractions and Expansions

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