\texttt{Tenscalc}: a toolbox to generate fast code to solve nonlinear constrained minimizations and compute Nash equilibria

DOI10.1007/s12532-022-00216-2zbMath1496.90004OpenAlexW4210882899MaRDI QIDQ2088964

João P. Hespanha

Publication date: 6 October 2022

Published in: Mathematical Programming Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s12532-022-00216-2

zbMATH Keywords

optimizationinterior-point methodslinear algebracode generationsymbolic differentiation

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Software, source code, etc. for problems pertaining to calculus of variations and optimal control (49-04) Software, source code, etc. for problems pertaining to operations research and mathematical programming (90-04)

Related Items

Tenscalc

Uses Software

• COLAMD
• Matlab
• UMFPACK
• SCIP
• SeDuMi
• SDPT3
• Gurobi
• CVXOPT
• CVX
• YALMIP
• SuiteSparse
• Ipopt
• CasADi
• ColPack
• CVXGEN

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• Unnamed Item
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