Expand description
This crate solves non-linear programming problems (NLPs) using a primal-dual interior point method. It is based on the MATPOWER Interior Point Solver (MIPS).
We request that publications derived from the use of this crate explicitly acknowledge the MATPOWER Interior Point Solver (MIPS) by citing the following 2007 paper.
H. Wang, C. E. Murillo-Sánchez, R. D. Zimmerman, R. J. Thomas, “On Computational Issues of Market-Based Optimal Power Flow,” Power Systems, IEEE Transactions on, vol. 22, no. 3, pp. 1185-1193, Aug. 2007. doi: 10.1109/TPWRS.2007.901301
Structs§
Traits§
- Nonlinear
Constraint - Objective
Function - Progress
Monitor - Called on each iteration of the solver with the current iteration number, feasibility condition, gradient condition, complementarity condition, cost condition, barrier coefficient, step size, objective function value (scaled by the cost multiplier) and the two update parameters.
Functions§
- lp
- Linear Program solver based on an interior point method.
- nlp
- Primal-dual interior point method for NLP (nonlinear programming).
Minimize a function
F(x)beginning from a starting pointx0, subject to optional linear and nonlinear constraints and variable bounds. - qp
- Quadratic Program Solver based on an interior point method.