After a long period planning I have finished a first rough implementation of a interface between the Algencan solver for nonlinear optimization (general NLP with constraints) for JuMP / MathProgBase that I am naming Algenca.jl. This is pre-alpha software, please read the README.md file in the Github page.
At this time, before using it you need to first download and compile Algencan and create a shared library from it. There are some instructions on how to do it in the README.md file in Algencan.jl. See the Github page. After that, you need to create an environment variable named
ALGENCAN_LIB_DIR point to the directory that has the shared library.
For now Algencan.jl is a simple module, not a package yet. So you can not use
Pkg to install it. I plan to give it some Pkg integration soon. To use it, download the code from Github, add the src directory to Julia’s
LOAD_PATH and import Algencan. There is a example of use in the file
first_tests.jl in the
Feel free to test it, make comments, and find issues.