Package com.numericalmethod.suanshu.optimization.constrained.general.sqp.activeset

Interface Summary

Interface	Description
SQPActiveSetSolver.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
SQPActiveSetSolver	Sequential quadratic programming (SQP) is an iterative method for nonlinear optimization.
SQPActiveSetSolverForOnlyInequalityConstraint	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.