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Module qp_assembly

Module qp_assembly 

Source
Expand description

Build a pounce_qp::QpProblem from the NLP linearization at the current SQP iterate (x, λ_g).

Standard SQP QP subproblem (Nocedal-Wright §18.1):

    min  ½ pᵀ ∇²L(x, λ) p + ∇f(x)ᵀ p
    s.t.   bl_c ≤ c(x) + ∇c(x) p ≤ bu_c
           xl − x ≤ p ≤ xu − x

The QP’s general bounds are shifted RHSs: bl_qp = bl_c − c(x) and bu_qp = bu_c − c(x) (treating equalities as bl_c = bu_c = 0). The QP’s variable bounds are xl − x and xu − x, so the QP primal p directly equals the SQP step.

SqpQpData owns the sparse storage and exposes a borrowed QpProblem view; this is the analog of pounce_qp::ElasticReformulation::as_qp.

Structs§

SqpQpData
Owned linearization data for a single SQP iteration.
Triplet
Sparse-triplet view of a derivative matrix. Indices are 1-based per the pounce-linalg convention; values are owned.