Base class for sequential quadratic programming solvers.
The SequentialQuadraticProgrammingSolver..::.ILagrangianHessianUpdater type exposes the following members.
Methods
| Name | Description | |
|---|---|---|
| Initialize |
Initialize self. For example, if state from previous iterations
is stored, clear it.
| |
| LagrangianHessian |
Update the value of the Lagrangian Hessian based on iterate values.
|