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Integration of Funnel Method in Uno main branch #13

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merged 49 commits into from
Sep 12, 2024

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david0oo
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This PR includes a new globalization strategy called funnel.

The funnel is an upper bound on constraint violation that is gradually decreased to drive convergence towards feasibility. The paper "A Unified Funnel Restoration SQP Algorithm" describes the full algorithm.

The new features include a:

  • two new files funnel method
  • a new preset funnel_method to call the trust-region funnel restoration SQP algorithm
  • some new options to for the funnel method

@cvanaret cvanaret merged commit ee26626 into cvanaret:main Sep 12, 2024
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