ksil / LFPSQP.jl

Julia implementation of Locally Feasibly Projected Sequential Quadratic Programming
MIT License
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`MathOptInterface.jl` implementation ? #3

Open franckgaga opened 4 months ago

franckgaga commented 4 months ago

Hi,

First, many thanks for making you code open source.

I was wondering If you are interested in making a MathOptInterface of LFPSQP ? This would allow interfacing your solver with JuMP.jl (among others) and a also with ModelPredictiveControl.jl. Your solution is promising for the MPC package, since every iterate satisfies the constraints.

ksil commented 4 months ago

Thanks for the note and your interest in the library! That's a great point, and I would love to make LFSQP MathOptInterface compatible at some point... I haven't given this library attention in a long while, and there are some additional changes I should probably make under the hood that I've thought about over the past year related to improving efficiency with inequality constraints.