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GRANSO

swMATH ID: 38500
Software Authors: Tim Mitchell
Description: GRANSO: GRadient-based Algorithm for Non-Smooth Optimization. GRANSO is an optimization package implemented in MATLAB, intended to be efficient for constrained nonsmooth optimization problems, without any special structure or assumptions imposed on the objective or constraint functions. It can handle problems involving functions that are any or all of the following: smooth or nonsmooth, convex or nonconvex, and locally Lipschitz or non-locally Lipschitz.
Homepage: http://www.timmitchell.com/software/GRANSO/
Source Code:  https://gitlab.com/timmitchell/GRANSO/
Dependencies: Matlab
Related Software: GradSamp; GQTPAR; DGM; Chebfun; MESS; HANSO; Matlab; PNEW; Eigtool; Loewner; redbKIT; Algorithm 432; HSL-VF05; UOBYQA; MacMPEC; NewtonLib; BOBYQA; LSTRS; revolve; NEWUOA
Cited in: 24 Publications

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