Package dev.nm.solver.multivariate.constrained.general.sqp.activeset.equalityconstraint

Interface Summary Interface Description SQPActiveSetOnlyEqualityConstraint1Minimizer.VariationFactory This factory constructs a new instance ofSQPASEVariation
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 Summary 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 ofSQPActiveSetOnlyEqualityConstraint1Minimizer
usesSQPASEVariation2
.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.