Nonlinear Programming Problem.
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#include <nlp.hpp>
template<typename T>
std::decay_t<T> & nlp, const Eigen::Ref<const Eigen::VectorXd> x, const Eigen::Ref<const Eigen::VectorXd> lambda)
{
{nlp.n()} -> std::convertible_to<std::size_t>;
{nlp.m()} -> std::convertible_to<std::size_t>;
{nlp.xl()} -> std::convertible_to<Eigen::VectorXd>;
{nlp.xu()} -> std::convertible_to<Eigen::VectorXd>;
{nlp.f(x)} -> std::convertible_to<double>;
{nlp.df_dx(x)} -> std::convertible_to<Eigen::SparseMatrix<double>>;
{nlp.g(x)} -> std::convertible_to<Eigen::VectorXd>;
{nlp.gl()} -> std::convertible_to<Eigen::VectorXd>;
{nlp.gu()} -> std::convertible_to<Eigen::VectorXd>;
{nlp.dg_dx(x)} -> std::convertible_to<Eigen::SparseMatrix<double>>;
}
Nonlinear Programming Problem.
Nonlinear Programming Problem.
\[
\begin{cases}
\min_{x} & f(x) \\
\text{s.t.} & x_l \leq x \leq x_u \\
& g_l \leq g(x) \leq g_u
\end{cases}
\]
for \( f : \mathbb{R}^n \rightarrow \mathbb{R} \) and \( g : \mathbb{R}^n \rightarrow \mathbb{R}^m \).
Definition at line 31 of file nlp.hpp.