Expand description
Sequential Quadratic Programming (SQP) for constrained nonlinear optimization.
At each iteration: (1) form a QP subproblem using a BFGS Hessian approximation, (2) solve the QP for a search direction, (3) line search with L1 merit function.
Author: Moussa Leblouba Date: 5 March 2026 Modified: 2 May 2026
Structs§
- SqpOptions
- Options for the SQP solver.
Functions§
- sqp_
minimize - SQP solver for nonlinearly constrained optimization.