Package kao.math.sqp

SQP Library. More...

Classes

class  SQP
 Provides methods for solving Sequential Quadratic Programs (SQP). More...
interface  SQPConstraintFunction
 Interface for SQP constraint functions. More...
interface  SQPFunction
 Interface for SQP function y = f(x). More...

Detailed Description

SQP Library.

This routines solves a SQP of the following form:

\[ \min f(x) \]

such that:

\[ g(x) = 0 \]

such that:

\[ h(x) \geq 0 \]

Author:
David Kao

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