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PENNON

swMATH ID: 4336
Software Authors: Kočvara, Michal; Stingl, Michael
Description: Pennon: A code for convex nonlinear and semidefinite programming. We introduce a computer program PENNON for the solution of problems of convex nonlinear and semidefinite programming (NLP-SDP). The algorithm used in PENNON is a generalized version of the augmented Lagrangian method, originally introduced by Ben-Tal and Zibulevsky for convex NLP problems. We present generalization of this algorithm to convex NLP-SDP problems, as implemented in PENNON and details of its implementation. The code can also solve second-order conic programming (SOCP) problems, as well as problems with a mixture of SDP, SOCP and NLP constraints. Results of extensive numerical tests and comparison with other optimization codes are presented. The test examples show that PENNON is particularly suitable for large sparse problems.
Homepage: http://web.mat.bham.ac.uk/kocvara/pennon/
Keywords: convex programming; large-scale problems
Related Software: SeDuMi; SDPT3; COMPleib; YALMIP; SDPA; SDPLR; Benchmarks for Optimization Software; CSDP; PENSDP; SDPLIB; PENBMI; LANCELOT; SNOPT; AMPL; Matlab; Ipopt; GloptiPoly; PENLAB; complib; Mosek
Cited in: 114 Documents
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Cited by 209 Authors

14 Kočvara, Michal
11 Stingl, Michael
6 Yamashita, Hiroshi
5 Robinson, Daniel P.
5 Yabe, Hiroshi
4 Anjos, Miguel F.
4 Leugering, Günter
3 Chen, Zhongwen
3 Gómez Bofill, Walter
3 Gould, Nicholas Ian Mark
3 Haeser, Gabriel
3 Jarre, Florian
3 Zhao, Qi
2 Andreani, Roberto
2 Burer, Samuel
2 Chen, Borsen
2 Chen, Po-Wei
2 Curtis, Frank E.
2 Dolgopolik, Maxim Vladimirovich
2 Fukushima, Masao
2 Harada, Kouhei
2 Henrion, Didier
2 Jian, Jinbao
2 Jiang, Hao
2 Kanzow, Christian
2 Li, Jianling
2 Meziat, René J.
2 Mito, Leonardo M.
2 Orban, Dominique
2 Outrata, Jiří V.
2 Toint, Philippe Louis
2 Yang, Li
2 Yang, Zhenping
2 Yu, Bo
1 Aboutahoun, Abdallah W.
1 Achtziger, Wolfgang
1 Akbarzadeh-T, Mohammad-R
1 Alasty, Aria
1 Alber, Mark S.
1 Apkarian, Pierre
1 Aranda, Ernesto
1 Armand, Paul
1 Arzelier, Denis
1 Ávila Vilchis, Juan Carlos
1 Bacci, Giorgio
1 Bacci, Giovanni
1 Bai, Wei
1 Becker, Stephen R.
1 Ben Sassi, Mohamed Amin
1 Benson, Steven J.
1 Bhaskar, Atul
1 Birgin, Ernesto G.
1 Bock, Hans Georg
1 Borchers, Brian
1 Braatz, Richard D.
1 Brune, Alexander
1 Buss, Martin
1 Chamanbaz, Mohammadreza
1 Choi, Changhui
1 Dabbene, Fabrizio
1 Delibaşı, Akın
1 Diehl, Moritz Mathias
1 Doškář, Martin
1 Dür, Mirjam
1 Famularo, Domenico
1 Findeisen, Rolf
1 Forni, Fulvio
1 Franzè, Giuseppe
1 Freund, Roland W.
1 Fujisawa, Katsuki
1 Fukuda, Ellen Hidemi
1 Fukuda, Mituhiro
1 Gaile, Stefanie
1 Galeani, Sergio
1 Gao, Xixin
1 Garcés, Rodrigo
1 Ghaddar, Bissan
1 Ghalehnoie, Mohsen
1 Gould, Nick I. M.
1 Gronski, Jessica A.
1 Guo, Xu
1 Habermehl, Kai
1 Hafstein, Sigurður Freyr
1 Hamdi, Abdelouahed
1 Hangos, Katalin Mária
1 Hirche, Sandra
1 Hu, Jianghai
1 Jin, Ming
1 Josz, Cédric
1 Kato, Atsushi
1 Kato, Hirokazu
1 Kawan, Christoph
1 Keane, Andy J.
1 Kennings, Andrew
1 Kim, Sunyoung
1 Kirches, Christian
1 Kojima, Masakazu
1 Kostina, Ekaterina A.
1 Krishnan, Kartik
1 Kružík, Martin
...and 109 more Authors
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Cited in 53 Serials

12 Mathematical Programming. Series A. Series B
9 Computational Optimization and Applications
8 SIAM Journal on Optimization
8 Optimization Methods & Software
4 Automatica
4 Journal of Optimization Theory and Applications
3 Journal of Computational and Applied Mathematics
3 Computational and Applied Mathematics
3 Structural and Multidisciplinary Optimization
2 Computer Methods in Applied Mechanics and Engineering
2 Journal of Mathematical Analysis and Applications
2 Mathematical Biosciences
2 Mathematical Methods of Operations Research
2 Journal of Inequalities and Applications
2 Mathematical Programming Computation
1 International Journal of Control
1 Physics Letters. A
1 ACM Transactions on Mathematical Software
1 Applied Mathematics and Computation
1 Journal of Multivariate Analysis
1 Journal of the Operations Research Society of Japan
1 Numerical Functional Analysis and Optimization
1 Numerische Mathematik
1 Opsearch
1 SIAM Journal on Control and Optimization
1 Acta Applicandae Mathematicae
1 Acta Mathematicae Applicatae Sinica. English Series
1 Asia-Pacific Journal of Operational Research
1 Annals of Operations Research
1 Journal of Global Optimization
1 Automation and Remote Control
1 European Journal of Operational Research
1 International Journal of Robust and Nonlinear Control
1 Advances in Engineering Software
1 Formal Methods in System Design
1 SIAM Journal on Scientific Computing
1 European Journal of Control
1 Abstract and Applied Analysis
1 International Journal of Applied Mathematics and Computer Science
1 CEJOR. Central European Journal of Operations Research
1 Optimization and Engineering
1 Journal of Applied Mathematics and Computing
1 Acta Numerica
1 Advances in Difference Equations
1 Oberwolfach Reports
1 Discrete Optimization
1 Optimization Letters
1 Journal of Physics A: Mathematical and Theoretical
1 Nonlinear Analysis. Hybrid Systems
1 International Journal of Combinatorics
1 EURO Journal on Computational Optimization
1 Journal of Logical and Algebraic Methods in Programming
1 International Journal of Systems Science. Principles and Applications of Systems and Integration

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