Free optimization software

Goals of the project

Provide students, engineers and researchers with free access to a new interactive software based on recent theoretical advances in Nonlinear Optimization.
Test the practical performance of the algorithms implemented in a full correspondence to the theoretical recommendations.

All algorithms are supported by the detailed complexity analysis justifying the global and local rate of convergence.
The corresponding results are already published in optimization journals.

General Nonlinear Optimization (2007)	Unconstrained minimization (cubic regularization of the Newton method). Implementation: NopSy#1. Systems of nonlinear equations (modified Gauss-Newton method). Constrained minimization methods. Accelerated Newton method for convex problems.
Gradient methods for Convex Optimization (2008-2009)	Smoothing technique for structured convex problems. Optimization in relative scale. Primal-dual subgradient schemes for black-box nonsmooth optimization problems. Application example: computation of traffic equilibrium in congested hierarchical transportation networks.
Algorithms for Conic Optimization (2008-2009)	Infeasible start primal-dual method for general cones based on nonsymmetric search direction. Corresponding version of the algorithm for symmetric cones. Appication example: Multiload Truss Topology Problem.