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                                            Damien

OSQP and L-BFGS

Has anyone worked on using a limited-memory BFGS with OSQP instead of a full Hessian?

Is there a way to tell the optimizer the step is too far?

I'm thinking of trying SOLNP on a black-box problem. There are some regions where evaluation might fail, even though all variables are within their bounds. Is there a way to...