Hello, I'm using NLOpt to solve a (strictly convex) QP problem with box, linear and quadratic inequality constraints. I tried the MMA and SLSQP methods. In most cases, they both converge to a very good solution but SLSQP always gives an answer that satisfies the inequality constraints up to required precision, whereas MMA occasionally starts erring into the infeasible region (despite starting with a feasible point). Did I misunderstand the strict requirement of feasibility of NLOpt ? (I can send an example .c file if that helps).
I'm no optimisation expert and I'm particularly interested in the guarantee of convergence of MMA. Are there similar results for the SLSQP method ? thanks Christophe _______________________________________________ NLopt-discuss mailing list [email protected] http://ab-initio.mit.edu/cgi-bin/mailman/listinfo/nlopt-discuss
