Package dev.nm.solver.multivariate.constrained.general.sqp.activeset
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Interface Summary Interface Description SQPActiveSetMinimizer.VariationFactory This factory constructs a new instance ofSQPASVariation
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 Summary 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.