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…

UnoSolver.jl is now a registered Julia package :partying_face: It can be used via NLPModels.jl and MathOptInterface.jl . Thank you to MVP @amontoison for making it happen! I’m now working on documentation and tutorials (something like First steps with Uno). Until then, here’s a small appetizer: Uno…

Exciting! :slight_smile: @franckgaga there’s a decent change that Uno with the SQP settings would beat Ipopt for MPC problems

I’m in a good position to know that a free and positive publicity is always appreciated for open source projects. I finished the implementation of exact Hessian support in ModelPredictiveControl.jl. I just tested UnoSolver.jl with filtersqp, a multiple shooting transcription, and exact Hessian compu…

That’s awesome news @franckgaga ! :partying_face: Thanks for the feedback. The underlying QP solver (BQPD) accepts Hessian-vector products, so if you think that they’re cheaper than forming the explicit Hessian for your application, feel free to give it a go. Also, I’m curious to see how the (undoc…

[image] cvanaret: The underlying QP solver (BQPD) accepts Hessian-vector products, so if you think that they’re cheaper than forming the explicit Hessian for your application, feel free to give it a go. It is not supported by the MOI.VectorNonlinearOracle for now, but maybe in the future. Sti…

We have just submitted the revision of the Uno paper to Math Programming Computation :smiling_face_with_sunglasses: We introduce a unifying framework for Lagrange-Newton methods (SQP and barrier) with 8 ingredients (a major update since the first submission in June 2024), and describe state-of-the-…

Wow that’s super cool! Thanks for your positive feedback :slight_smile: @baggepinnen @franckgaga would you mind sharing some info about your instances (#variables, #constraints, #inequality constraints, #sparsity, etc)?

@franckgaga not sure that’s relevant but I think your benchmarks have changed following our recent discussions on sparse autodiff?

It would be nice to show some results for larger-scale problems, with thousands or even millions of parameters, in which dense Hessians are not practical. A nice collection of high-dimensional non-convex optimization test problems in physics can be found at invrs-gym , for example.

The Uno (Unifying Nonlinear Optimization) solver

Specific Domains Optimization (Mathematical)

baggepinnen November 17, 2025, 3:35pm 47

I just tried Uno with the filtersqp present as the inner optimizer for a mixed-integer MPC problem, it was 6x faster despite using tighter tolerances than Ipopt. What a nice addition to the julia optimizer ecosystem

Topic		Replies	Views
Comparing non-linear least squares solvers Optimization (Mathematical) nonlinear , nonlinear-optimizati	37	4884	March 5, 2024
JuMP: Constraint with a huge expression Optimization (Mathematical) jump	25	1758	February 8, 2024
Connecting a simple first-order solver to solve standard form linear program to JuMP Optimization (Mathematical) jump	37	1538	August 16, 2023
Is it time for a native Julia LP(Simplex) solver? Optimization (Mathematical)	44	9052	March 18, 2021
Nonlinear Optimization with Many Constraints + Autodifferentiation: Which Julia Solution? Optimization (Mathematical) jump , ipopt , nonlinear-optimizati	23	1093	March 15, 2024

The Uno (Unifying Nonlinear Optimization) solver

Related topics