Expand description
SQP iterate state — (x, λ_g, λ_x) plus the working set
carried across QP subproblem solves for warm-starting (the
§5/§6 design-note contract).
Distinct from crate::iterates_vector::IteratesVector (which
is IPM-shaped with slacks and barrier multipliers). The SQP
iterate is simpler: primal x, constraint multipliers
λ_g, packed bound multipliers λ_x = z_l − z_u, and the
pounce_qp::WorkingSet from the previous QP solve.
Structs§
- SqpIterates
- Inside the algorithm the fields are in its own space:
xover the non-fixed variables (per-variable scaled),lambda_g = [y_c; y_d](equality rows first) and both multipliers times the objective / constraint scale. What a caller handsIpoptApplication::set_sqp_warm_startis the user space instead — the layoutfinalize_solutionreports — and the application converts.