GRANSO: GRadient-based Algorithm for Non-Smooth Optimization
Version 1.6
Licensed under the AGPLv3, Copyright (C) 2016-2018 Tim Mitchell

GRANSO is an optimization package implemented in Matlab, intended to be
efficient for constrained nonsmooth optimization problems, without any
special structure or assumptions imposed on the objective or constraint
functions. It can handle problems involving functions that are any or all
of the following: smooth or nonsmooth, convex or nonconvex, and locally
Lipschitz or non-locally Lipschitz.

GRANSO is AGPL licensed.  See the LICENSE_INFO folder for more
information.


IMPORTANT USAGE NOTES:

GRANSO only requires that gradients are provided for the objective and
constraint functions.  Gradients should be numerically assessed with a
finite difference utility to ensure that they are correct.

GRANSO should be initialized at points where the objective and constraint
functions are differentiable.  As this can often be difficult to assess, in
the absence of other information, it is recommended to initialize GRANSO
from randomly generated points (which GRANSO will do automatically if no
explicit initial point is provided by the user).

GRANSO requires that a quadprog-compatible quadratic program solver, that
is, a QP solver that is callable via The MathWorks quadprog interface (such
as quadprog.m from Matlab's Optimization Toolbox or MOSEK) is installed.
GRANSO's performance is highly dependent upon the performance of the
available quadprog solver.  The user is expected to ensure that it is
working correctly.


DOCUMENTATION:

For documentation, in Matlab type:

> help granso
> help gransoOptions
> help gransoOptionsAdvanced

and/or see:

http://www.timmitchell.com/software/GRANSO/

For demos, see the examples directory in the GRANSO installation folder.

For utility routines for handling bound and/or linear constraints, see the 
utils subfolder.