KristerSJakobsson/solnp

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.

Language: C++ - Size: 15.1 MB - Last synced at: 26 days ago - Pushed at: 12 months ago - Stars: 16 - Forks: 2