Thanks for quick replying.
About the performance, it is measured by failure rate, not speed.
That is the reason why I asked what could cause SQP in SuanShu throws exception “cannot perform quadratic programing.”
And I was wondering that What is “Definition of the tolerance”, RSS (residual sum of squares), relative RSS, mean of RRS or anything else,
not how to tune it.
It would be great if there is a mathematical definition of what is |x| (http://www.numericalmethod.com/javadoc/suanshu/com/numericalmethod/suanshu/optimization/multivariate/constrained/general/sqp/activeset/SQPActiveSetMinimizer.html