Crate numopt

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Numerical optimization problem abstractions, solver interfaces, and modeling tools.

§Features

  • Abstractions for Minlp, Nlp, Milp, and Lp optimization problems.
  • Interfaces for COIN-OR optimization solvers Cbc, Clp, and Ipopt.
  • Modeling tools with automatic sparse first- and second-order derivatives.

Modules§

macros
Helper macros.
matrix
Sparse matrix data structures and associated tools.
model
Optimization algebraic modeling tools.
problem
Optimization problem data structures, types, and traits.
solver
Optimization solver interfaces.

Macros§

assert_vec_approx_eq
Approximate equality of vectors based on element-wise absolute difference.