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.
C++NOASSERTION
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.
C++NOASSERTION