public class SQPOptimizerGM extends AbstractSQPOptimizer
Sequential Quadratic Programming Optimizer.
min f(x)
q(x)=b1
h(x)>=b2
Algorithm based on paper:"Some Theoretical properties of an augmented lagrangian merit function (Gill,Murray,Sauders,Wriht,April 1986)"
Since:
3.1
  • Constructor Details

    • SQPOptimizerGM

      public SQPOptimizerGM()
  • Method Details