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Re: Hello, and Optimization Code


From: Jordi Gutiérrez Hermoso
Subject: Re: Hello, and Optimization Code
Date: Tue, 26 Feb 2013 14:46:35 -0500

On 22 February 2013 14:57, Jeremy West <address@hidden> wrote:
> One of my classmates has decided to work on the project listed on
> the wiki as 'improve sqp'. Its kind of a nebulous description, but
> he's looking into it.
>
> What I was wondering: Is there anyone currently working on this? Is
> there a 'guru' or a maintainer for this section of the code that
> could perhaps give a little more direction on what needs work
> (besides sqp) or whats being worked on? Thanks.

Seeing the lack of response that this got, looks like your answers are
"no" and "no".

However, sequential quadratic programming is a very standard
optimisation technique. It is, for example, described in Nocedal &
Wright, chapter 18. We also have a reference implementation, so that
sqp should at least do as much as Matlab's function. As a start, you
can compare both functions and see where Octave's is lacking.

- Jordi G. H.


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