Interface | Description |
---|---|
SQPActiveSetMinimizer.VariationFactory |
This factory constructs a new instance of
SQPASVariation for each
SQP problem. |
SQPASVariation |
This interface allows customization of certain operations in the Active Set algorithm to solve a general constrained minimization problem
using Sequential Quadratic Programming.
|
Class | Description |
---|---|
SQPActiveSetMinimizer |
Sequential quadratic programming (SQP) is an iterative method for nonlinear
optimization.
|
SQPActiveSetOnlyInequalityConstraintMinimizer |
This implementation is a modified version of Algorithm 15.2 in the reference
to solve a general constrained optimization problem with only inequality
constraints.
|
SQPASVariation1 |
This implementation is a modified version of Algorithm 15.4 in the reference
to solve a general constrained minimization problem using Sequential
Quadratic Programming.
|
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