| Many
Objectives/Constraints
Consider
the following problem:
where
, 
are large, but finite, sets. For example, finely
discretized Semi-infinite Programming (SIP) problems.
CFSQP
is equipped to efficiently solve problems with large sets
of objectives and/or constraints. Consequently, the size of
the QPs to be solved as well as the number of gradient evaluations
are drastically reduced.
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