Next: Detailed description of the
Up: A short review of
Previous: Primal-dual interior point
We will choose ``approach 1". To cope with box and linear
constraints, we will use an active set/null-space strategy.
Non-linear constraints are handled using an SQP method in the
reduced-space of the active constraints. The
SQP method require a QP (quadratical program) in order to work.
In the next chapter, we will see a detailed description of this
Frank Vanden Berghen