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

Interface Summary

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 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. \[ \min_x f(x) \textrm{ s.t.,} \\ c_j(x) = 0, j = 1, 2, ..., q\\ \]
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.