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.
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Updated
Nov 19, 2023 - C
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.
Python GOSOLNP implementation based on pysolnp. This algorithm solves Global Optimization problems with optional equality and/or inequality constraints.
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