Non linear programming

[khadjiyi]

I am interested in non linear programming. As far as I can understand this is not directly provided from ojAlgo.
Any plans to provide a sequential quadratic programming for example?

[apete]

Thinking about it, yes.

I've long thought that it's a bit of a problem that the current set of built-in solvers can't handle anything/everything ExpressionsBasedModel can model (can't handle quadratic constraints). That, at least, would be very nice to have.

Are you willing to contribute work towards such solver?

[khadjiyi]

I need to investigate it first and let you know. SQP is a priority. Primal dual interior point method will also be nice to have, JOptimizer at least provides it.

[khadjiyi]

I was wondering if we have any update on that issue.

[apete]

No, not really. The solvers have been improved, but not to handle new problem types.