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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Last modified: February 21, 2005