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Hi NM team,
We did some test against the SQP method,
But the performance is not that well compared with SQP in R.
We got the some exceptions like “cannot perform quadratic programming” from SQP of NumericalMethod.
Do you have any documents about how to eliminate those exceptions?
Also, the definition of tolerance of SQP is vague. (http://www.numericalmethod.com/javadoc/suanshu/com/numericalmethod/suanshu/optimization/multivariate/constrained/general/sqp/activeset/SQPActiveSetMinimizer.html)
Do you have mathematical document describing definition of tolerance.
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