Open dmcconachie opened 5 years ago
@calderpg @a-price @bsaund Is there a standard way these are handled across optimization libraries that anyone is aware of? I'd be happy to match something, but I'd need to know what to match.
Matlab uses C*x <= d https://www.mathworks.com/help/optim/ug/fmincon.html
For example some functions take constraints of the form
Others take the form