[WIP] SLP-EQP (aka SLQP) method#175
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…the LP and EQP multipliers
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SLP-EQP consists in predicting the active set by evaluating a cheap LP, then solving an equality-constrained QP in which the active inequality constraints are equality constraints and the inactive constraints are dropped.
Within Uno, SLP-EQP is implemented as an
InequalityHandlingMethod. In particular, it is an equality-constrained method.Joint work with @leyffer during his visits in 2023 and 2025. This is a first draft based on our 2023 work.
TODO:
FixedActiveSetProblemclass)