This repository implements a proximal augmented Lagrangian method for solving nonconvex structured nonlinear programming problems as described in the paper A proximal augmented Lagrangian method for nonconvex optimization with equality and inequality constraints by Adeyemi D. Adeoye, Puya Latafat and Alberto Bemporad (2025).
To run the examples, first install pbalm in editable mode:
pip install -e .
Note:
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Gurobi Optimizer: Required for the MM example. Obtain a license from the Gurobi website. Academic users can request a free license. The Gurobi Optimizer is a registered trademark of Gurobi Optimization, LLC. We acknowledge its use in our research.
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Alpaqa: The code also depends on Alpaqa. Ensure compliance with the LGPL terms.
See pyproject.toml for other dependencies.