The slides of my talk Argonot: An Open-Source Software Framework for Nonlinear Optimization at ISMP 2018 are available on ResearchGate:
Iterative methods for nonlinear optimization usually share common ingredients, such as strategies to compute a descent direction or mechanisms that promote global convergence. Our new open-source framework for nonlinearly constrained optimization, Argonot, offers a selection of off-the-shelf strategies that can be assembled at will. Argonot thus implements a variety of methods (e.g. trust-region filter SQP, line-search penalty Sl1QP, …) and interfaces with specialized solvers (BQPD, MA57) with no programming effort from the user. Argonot also provides an interface to the algebraic modeling language AMPL. We present extensive results on a subset of problems from the CUTEst collection, and compare Argonot against state-of-the-art solvers CONOPT, IPOPT, KNITRO, LANCELOT, LOQO, MINOS and SNOPT.