NumOpt2
10 points: basic form of the simplex method - Procedure 13.1 10 points: add considerations from:
- section 13.4
- STARTING THE SIMPLEX METHOD section 13.5
10 points: basic form of the active-set methods - Algorithm 16.3 10 points: add considerations from:
- FACTORING THE FULL KKT SYSTEM section 16.2
- SPECIFICATION OF THE ACTIVE-SET METRHOD FOR CONVEX QP
- UPDATING FACTORIZATIONS from section 16.5
20 points: basic SQP method - Algorithm 18.3
- stopping criteria based on the KKT condition (problem pdf) 20 points: implement quasi-Newton approximation and other considerations from
- section 18.3
- warm-start procedures section 18.4
- auto derivative computation