Default subsidiary algorithm in NLopt AUGLAG

jump

#1

I wan to use the NLopt’s Augmented Lagrangian algorithm in JuMP environment. In the documentation it is mentioned that the AUGLAG algorithm uses a subsidary algorithm for the optimization and that this local search algorithm can be changed by user. However I could not find any information about what the default subsidary algorithm might be. Is there possibly a way to check in JuMP environment which algorithm AUGLAG is currently using?

Thanks beforehand.


#2

There isn’t one. It defaults to NULL and AUGLAG will throw an error if you didn’t specify one. Documentation PRs are welcome.


#3

Thanks for the answer @stevengj. I want to specify that I’m using :LD_AUGLAG and I’m not getting an error. The optimization works as it should. I still wonder which subsidiary algorithm this one is using.