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pyOpt is a Python-based package for formulating and solving nonlinear constrained optimization problems in an efficient, reusable and portable manner.

Description of the algorithms used in the implementations of MMA and GCMMA in Matlab. Files for both MMA and GCMMA: ============================ subsolv.m kktcheck.m toy1.m toy2.m subsolv.m ========= The function subsolv.m makes an attempt to solve either the MMA subproblem generated by mmasub.m, or the GCMMA subproblem generated by gcmmasub.m. A straight-forward primal-dual interior-point method is used. kktcheck.m ========== The function kktcheck.m calculates the left hand sides of the KKT conditions for the optimization problem defined by the user. toy1.m and toy2.m ================= Define, together with mmatoyinit.m or gctoyinit.m, the users problem. ---------------------------------------------------------------- Files for MMA only: ================== mmasub.m mmatoymain.m mmatoyinit.m mmatoyresults mmasub.m ======== The function mmasub.m generates the MMA subproblem for the current iteration, and calls the function subsolv.m mmatoymain.m ============ The file mmatoymain.m makes an attempt to solve the users optimization problem which is defined by the files mmatoyinit.m and toy2.m. In each MMA iteration, mmatoymain.m calls toy2.m and mmasub.m. ---------------------------------------------------------------- Files for GCMMA only: ==================== gcmmasub.m asymp.m concheck.m raaupdate.m gctoymain.m gctoyinit.m gctoyresults gcmmasub.m ========== The function gcmmasub.m generates the GCMMA subproblem for the current outer/inner iteration, and calls the function subsolv.m. asymp.m =========== The function asymp.m calculates values on the parameters raa0, raa, low and upp in the beginning of each outer GCMMA iteration. concheck.m =========== The function concheck.m checks if the current GCMMA approximations are sufficiently conservative. raaupdate.m =========== The function raaupdate.m updates the parameters raa0 and raa in each inner iteration. gctoymain.m =========== The file gctoymain.m makes an attempt to solve the users optimization pr