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OPTEC's Projects

alpaqa icon alpaqa

Library for nonconvex constrained optimization using the augmented Lagrangian method and the matrix-free PANOC algorithm.

c_fbe_algos icon c_fbe_algos

A minimalistic implementation of the panoc algorithm.

drn icon drn

Newton-type Douglas-Rachford splitting method and ADMM for structured nonconvex optimization

forbes icon forbes

Generic and efficient MATLAB solver for nonsmooth optimization problems

ladel icon ladel

Quasidefinite LDL factorization package with (symmetric) row/column adds and deletes

libforbes icon libforbes

libForBES is a C++ solver for generic, constrained and possibly nonsmooth convex optimization problems. LASSO, optimal control, elastic net, SVM and many more can now be solved with a single efficient solver!

panoc icon panoc

Fast solver for nonlinear model predictive control

panoc.jl icon panoc.jl

Newton-type accelerated proximal gradient method in Julia

qpalm icon qpalm

Proximal Augmented Lagrangian method for Quadratic Programs

risk-averse icon risk-averse

Modeling framework for risk-constrained risk-averse optimal control problems (MATLAB toolbox)

spock.jl icon spock.jl

A proximal solver for the solution of multistage risk-averse optimal control problems

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