Hello folks,
within the scope of a project, I need to port code which has to solve
a constrained non-linear optimization problem to a parallel version
which pereferabilly runs with MPI.
Currently we use the Nag C Library, especially this function:
http://www.nag.co.uk/numeric/CL/nagdoc_cl08/pdf/E04/e04unc.pdf
so, basically, I need a parallelizable version of that function. I
know there is a parallel Nag library, but it only contains
unconstrained versions.
If someone knew a parallel version or a replacement of that method,
I'd be grateful.