Dear all, For the past 6 years, I have been working (on and off, this year full time) on Uno, a modular C++ solver for nonconvex optimization. It unifies the workflows of most gradient-based iterative methods (such as SQP and barrier methods) and allows the automatic combination of off-the-shelf st…

It should be usable in the Optimization.jl interface via the AMPLWriter stuff. We should probably document how to do it. I’d like to see a PR to have the SciMLBenchmarks.jl machine test it in the battery of global optimizer tests: Black-Box Global Optimizer Benchmarks · The SciML Benchmar…

Any way to get NOMAD.jl into this benchmark?

Just PR the benchmark file and bump the manifest. benchmarks/GlobalOptimization/blackbox_global_optimizers.jmd master --- title: Black-Box Global Optimizer Benchmarks author: Jonathan Bieler, Chris Rackauckas --- In this benchmark we will run the [BlackboxGlobalOptimization.jl…

Optimization.jl looks like a pretty broad toolbox. Comparing local Newton methods (SQP/barrier) against metaheuristics makes little sense to me, but Uno for bound constrained problems should be more or less on par with IPOPT, SNOPT, L-BFGS-B and so on.

I can give it a shot when I have more time, but as I wrote in the previous message, I think this is a weird comparison. Newton methods “solve” (because we have a first-order characterization of stationary points) while metaheuristics “search”. It’s like comparing :red_apple: and :tangerine: (local m…

[image] cvanaret: Uno v2.0.0 is out! Already available in your favorite language: Uno_jll . Wow, Uno 2.0 looks impressive. Thanks! Can one mimic the NCL solver ( GitHub - JuliaSmoothOptimizers/NCL.jl: A nonlinearly-constrained augmented-Lagrangian method ) with Uno as well?

That’s a great question :smiley: When I came up with the unification framework, I always had augmented Lagrangian methods (as constraint relaxation strategies, see wheel diagram ) in the back of my mind. They’re not implemented in Uno yet, but the abstractions are there. I heard about NCL a few year…

@CeterisPartybus We need a C interface in Uno to be able to plug it into NCL.jl. We plan to discuss and work on it with @cvanaret next week at ICCOPT. Do you have a specific application in mind? That said, a direct integration into Uno is probably more relevant. We are working on a new evolution …

Thanks for the answer. Correct me if I am wrong but I understand that the idea of Uno is to allow the user to combine strategies to build a ‘custom’ algorithm. So, I should be able to configure Uno to mimic the NCL algorithm as well, right? I do not have an application in mind but was merely wonder…

Very cool & ambitious work! Congratulations @cvanaret for the 2.0.0 release. Would it be possible to write an NLPModels.jl wrapper? NLPModels.jl is a very thin template for NLPs (specifying callbacks and dimensions, etc.), so writing a wrapper wouldn’t be too much work. It’d make it possible to use…

The Uno (Unifying Nonlinear Optimization) solver

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The Uno (Unifying Nonlinear Optimization) solver

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