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2010 Jul 07
4
constrained optimization
...orted the matlab code of Yinyu Ye
http://www.stanford.edu/~yyye/ <http://www.stanford.edu/%7Eyyye/>)
Currently I'm looking for an implementation of sequential quadratic
programming to replicate SNOPT*. A good reference I found on the web is this
booklet
http://www2.imm.dtu.dk/pubdb/views/edoc_download.php/5456/pdf/imm5456.pdf .
Does anyone know an implementation of such algorithms? Is there any fortran
implementation available useful if I have to implement it?
Thanks in advance
Christophe
* SNOPT: An SQP Algorithm For Large-Scale Constrained Optimization (1997) by
Philip E. Gill , Walter M...