Welcome to KONA’s documentation!

Kona is a library for nonlinear constrained optimization. It was designed primarily for partial-differential-equation (PDE) governed optimization problems; however it is suitable for any (sufficiently smooth) problem where the objective function and/or constraints require the solution of a computational expensive state equation. Kona is also useful for developing new optimization algorithms for PDE-governed optimization as a result of its abstracted vector and matrix implementations.

Contents:

• Quick Start Guide
• Installation - macOS
• Implementation Overview
• History and References
• Acknowledgements
• API Details
  • kona.Optimizer
  • kona.options
  • kona.linalg
    • kona.linalg.vectors
      • kona.linalg.vectors.common
        • KonaVector (base class)
        • DesignVector, StateVector and DualVector
      • kona.linalg.vectors.composite
        • CompositeVector (base class)
        • CompositePrimalVector
        • CompositeDualVector
        • PrimalDualVector
        • ReducedKKTVector
        • CompositeFactory
    • kona.linalg.matrices
      • kona.linalg.matrices.common
        • KonaMatrix (base class)
        • Derived Matrices
      • kona.linalg.matrices.hessian
        • kona.linalg.matrices.hessian.basic
          • BaseHessian (base class)
          • QuasiNewtonApprox (base class)
        • LimitedMemoryBFGS
        • LimitedMemorySR1
        • ReducedHessian
        • LagrangianHessian
        • TotalConstraintJacobian
        • ReducedKKTMatrix
        • AugmentedKKTMatrix
    • kona.linalg.solvers
      • kona.linalg.solvers.krylov
        • kona.linalg.solvers.krylov.basic
          • KrylovSolver (base class)
        • FGMRES
        • STCG
        • FLECS
        • GCROT
      • kona.linalg.solvers.util
    • kona.linalg.memory
      • KonaMemory : abstract vector-memory manager
      • VectorFactory : KonaVector generator
  • kona.user
    • BasicVector
    • UserSolver
  • kona.algorithms
    • kona.algorithms.util
      • kona.algorithms.util.linesearch
        • LineSearch (base class)
        • BackTracking
        • StrongWolfe
      • kona.algorithms.util.merit
        • MeritFunction (base class)
        • ObjectiveMerit
        • L2QuadraticPenalty
        • AugmentedLagrangian
    • kona.algorithms.base_algorithm
    • Unconstrained Reduced-Space Quasi-Newton
    • Unconstrained STCG-based RSNK
    • Unconstrained Predictor-Corrector
    • Equality Constrained Predictor-Corrector
    • Equality Constrained FLECS-based RSNK
    • Equality Constrained Composite-Step RSNK
    • Verifier
  • kona.examples
    • Rosenbrock (multidimensional)
    • Simple2x2 (with state variables)
    • Spiral
    • SphereConstrained
    • ExponentialConstrained
    • Constrained2x2
    • SimpleMDF
    • SimpleIDF

Indices and Tables

• Index
• Module Index

Acknowledgements

This work is supported by the National Science Foundation under Grant No. 1332819, and the National Aeronautics and Space Administration under Grant No. NNX14AC73A.