Morten Lysgaard

Numerical solvers

1 Multifrontal sparse symmetric linear solver

Key characteristics:

1.1 C-API

2 Nonlinear constrained optimization solver compiler

Based on a nonlinear interior-point penalty method with the multifrontal sparse symmetric linear solver as its main workhorse.

Key characteristics: * Optimized for fast solutions to medium sized problems, eg. real-time optimal control.

Following workflow: