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Re: Exception – unable to solve a sub quadratic programming problem

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#2171
Ryu
Member

Hello Nilavalagan,

There is a bug in this line of your code.

If you change it to:

Your code will work fine without switching the variables.

The 2nd argument is ‘labmda’, the lagrange multiplier for equality constraints; the 3rd argument is ‘mu’,  the lagrange multiplier for inequality constraints. All lambda’s must be negative; all mu’s must be positive.

For more details, you may refer to

“Andreas Antoniou, Wu-Sheng Lu, “Algorithm 15.4, SQP algorithm for nonlinear problems with equality and inequality constraints,” Practical Optimization: Algorithms and Engineering Applications.”

Hope this helps.