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Re: Newbie question - sqp solver equality constraints function


From: alexegin
Subject: Re: Newbie question - sqp solver equality constraints function
Date: Thu, 22 Jun 2017 12:59:14 -0700 (PDT)

Hi, Juan Pablo Carbajal-2


Juan Pablo Carbajal-2 wrote
> ... or even better 
*
> h = @(x) f - x.' * A * x
*

I tried to implement non-equality constraint function that way and the
result is incredible - it is a *hundred times faster* than the one with the
loop! One hundred, man! It took me so much time to answer because it was
very hard to believe and I was checking the results.
Thank you very, very much!!!


Juan Pablo Carbajal-2 wrote
> Your problem seems quite simple, check using QP (maybe you can render
> it in that form) instead of SQP. Anyways SQP should work.

Maybe I would, but now it seems to me that sqp is doing quite good - I mean
the speed :)
Thank you very much!



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