SQPpro can solve a smooth nonlinear optimization problem possibly
having bound contraints on the n variables x, nonlinear inequality
constraints, and nonlinear equality constraints. The problem is
supposed to be written in the form:
| minimize | f(x)
|
| subject to | lb ≤ x ≤ ub
|
| | li ≤ ci(x) ≤ ui
|
| | ce(x) = 0.
|
The constraints functions are
ci: Rn → Rmi and
ce: Rn → Rme,
which means that there are mi (≥0) two-side
nonlinear inequality constraints and
me (≥0) nonlinear equality constraints.
Lower and upper bounds can be infinite, but must verify l < u.
The functions f, ci and ce
are supposed smooth (at least first differentiability is required), but
may be nonconvex.