C++ implementation of the SQP algorithm SOLNP, utilizing Lagrangian Relaxation to handle both Inequality and Equality constraint functions. Good for solving constrained objective functions on convex surfaces.
-
Updated
Nov 19, 2023 - C++
C++ implementation of the SQP algorithm SOLNP, utilizing Lagrangian Relaxation to handle both Inequality and Equality constraint functions. Good for solving constrained objective functions on convex surfaces.
Add a description, image, and links to the solnp-algorithm topic page so that developers can more easily learn about it.
To associate your repository with the solnp-algorithm topic, visit your repo's landing page and select "manage topics."