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Module sqp_alg

Module sqp_alg 

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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):

  1. Evaluate f, ∇f, c, ∇c, ∇²L at x_k.
  2. Build the QP via SqpQpData::build.
  3. Solve the QP via pounce-qp (warm-started by the previous WorkingSet when available).
  4. KKT-error check on x_k (before stepping) — if all component tolerances are met, declare optimal.
  5. 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.
  6. Take α·p; promote (x_k + α p, λ_g, λ_x) to the next iterate and carry the QP’s WorkingSet for the next solve.

Structs§

SqpAlgorithm
SQP-side algorithm driver.