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This backend calls the sqp function of core Octave, a sequential
quadratic programming algorithm with BFGS, so that it is usable with the
nonlin_min frontend of the optim package. sqp honours
constraints for the returned result, but not necessarily during the
course of optimization.
Compared to calling sqp directly (
see
(octave)sqp),
+-Inf by default, not to +-realmax.
The value of the additional setting octave_sqp_tolerance, a
tolerance to several termination criteria, is passed as the respective
argument to Octaves sqp, which provides the default sqrt
(eps). The settings TolFun, TolX, fract_prec,
max_fract_change, Display, and user_interaction are
not honoured.
Returned value cvg will be 1 for success and 0 or
-4 for failure (
see
nonlin_min for meaning). Returned
structure outp will have the fields niter, nobjf,
and lambda.
The default of MaxIter is that of Octaves sqp (100).