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Dynamic Control of Infeasibility Solver (DCI) is a solver for equality-constrained nonlinear problems, i.e.,
optimization problems of the form
min f(x) s.t. c(x) = 0.
It uses other JuliaSmoothOptimizers packages for development.
In particular, NLPModels.jl is used for defining the problem, and SolverCore for the output.
It uses LDLFactorizations.jl by default to compute the factorization in the tangent step. HSL.jl provides alternative linear solvers if libHSL can be downloaded.
The feasibility steps are factorization-free and use iterative methods from Krylov.jl
References
Bielschowsky, R. H., & Gomes, F. A.
Dynamic control of infeasibility in equality constrained optimization.
SIAM Journal on Optimization, 19(3), 1299-1325 (2008).
10.1137/070679557
Migot, T., Orban D., & Siqueira A. S.
DCISolver. jl: A Julia Solver for Nonlinear Optimization using Dynamic Control of Infeasibility.
Journal of Open Source Software 70(7), 3991 (2022).
10.21105/joss.03991
How to Cite
If you use DCISolver.jl in your work, please cite using the reference given in CITATION.cff.