kao.math.sqp.SQP Class Reference

Provides methods for solving Sequential Quadratic Programs (SQP). More...

Classes
class	Options
	A definition of the options for the SQP routines. More...
class	Out
	A definition of the outputs from the SQP routines. More...
Static Public Member Functions
static Out	sqp (SQPFunction f, SQPConstraintFunction g, SQPConstraintFunction h, Vector x0, Vector u0, Vector v0, Vector dx, Options opt, boolean sparse)

Detailed Description

Provides methods for solving Sequential Quadratic Programs (SQP).

static Out kao.math.sqp.SQP.sqp	(	SQPFunction	f,
		SQPConstraintFunction	g,
		SQPConstraintFunction	h,
		Vector	x0,
		Vector	u0,
		Vector	v0,
		Vector	dx,
		Options	opt,
		boolean	sparse
	)			`[static]`

This routines solves a SQP of the following form:

$\min f(x)$

such that:

$g(x) = 0$

such that:

$h(x) \geq 0$

Parameters:

`[in]`	f	Function f
`[in]`	g	Equality constraint function g
`[in]`	h	Inequality constraint function h
`[in]`	x0	Initial guess of x
`[in]`	u0	Initial guess of equality contraint Lagrange multipliers
`[in]`	v0	Initial guess of inequality contraint Lagrange multipliers
`[in]`	dx	Perturbations to use for sensitivity calculations
`[in]`	opt	SQP options
`[in]`	sparse	Store SQP matrices in a sparse format