Package: sqp
Type: Package
Title: (Sequential) Quadratic Programming
Version: 0.5
Date: 2020-03-25
Author: Simon Lenau
Maintainer: Simon Lenau <lenau@uni-trier.de>
Description: Solving procedures for quadratic programming with optional equality and inequality constraints, which can be used for by sequential quadratic programming (SQP). Similar to Newton-Raphson methods in the unconstrained case, sequential quadratic programming solves non-linear constrained optimization problems by iteratively solving linear approximations of the optimality conditions of such a problem (cf. Powell (1978) <doi:10.1007/BFb0067703>; Nocedal and Wright (1999, ISBN: 978-0-387-98793-4)). The Hessian matrix in this strategy is commonly approximated by the BFGS method in its damped modification proposed by Powell (1978) <doi:10.1007/BFb0067703>. All methods are implemented in C++ as header-only library, such that it is easy to use in other packages. 
License: GPL-3
Imports: Rcpp (>= 1.0.0), Matrix, Rdpack
LinkingTo: Rcpp, RcppArmadillo, RcppEigen
SystemRequirements: C++11, GNU Make
NeedsCompilation: yes
Packaged: 2020-03-31 11:08:34 UTC; Administrator
RdMacros: Rdpack
Encoding: UTF-8
RoxygenNote: 7.1.0
Repository: CRAN
Date/Publication: 2020-03-31 13:20:02 UTC
Built: R 4.0.2; x86_64-apple-darwin17.0; 2020-07-16 10:57:51 UTC; unix
Archs: sqp.so.dSYM
