Expand description
SqpAlgorithm — active-set SQP outer loop. Consumes an
SqpProblemSpec for evaluation; delegates the QP subproblem
solve to pounce_qp::ParametricActiveSetSolver.
Outer loop (Nocedal-Wright §18 standard SQP):
- Evaluate
f, ∇f, c, ∇c, ∇²Latx_k. - Build the QP via
SqpQpData::build. - Solve the QP via
pounce-qp(warm-started by the previousWorkingSetwhen available). - KKT-error check on
x_k(before stepping) — if all component tolerances are met, declare optimal. - Globalization step acceptance via either the Fletcher-
Leyffer 2002 filter (
SqpGlobalization::Filter, default) or the Han-Powell l1-merit (SqpGlobalization::L1Elastic), both backtracking on α. - Take
α·p; promote(x_k + α p, λ_g, λ_x)to the next iterate and carry the QP’sWorkingSetfor the next solve.
Structs§
- SqpAlgorithm
- SQP-side algorithm driver.