Interface | Description |
---|---|
SQPActiveSetOnlyEqualityConstraint1Minimizer.VariationFactory |
This factory constructs a new instance of
SQPASEVariation for each SQP problem. |
SQPASEVariation |
This interface allows customization of certain operations in the Active Set algorithm to solve a general constrained minimization problem with only equality constraints
using Sequential Quadratic Programming.
|
Class | Description |
---|---|
SQPActiveSetOnlyEqualityConstraint1Minimizer |
This implementation is a modified version of Algorithm 15.1 in the reference to solve a general constrained optimization problem with only equality constraints.
|
SQPActiveSetOnlyEqualityConstraint2Minimizer |
This particular implementation of
SQPActiveSetOnlyEqualityConstraint1Minimizer uses SQPASEVariation2 . |
SQPASEVariation1 |
This implementation is a modified version of the algorithm in the reference to solve a general constrained minimization problem
using Sequential Quadratic Programming.
|
SQPASEVariation2 |
This implementation tries to find an exact positive definite Hessian whenever possible.
|
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