nlopt
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will be sparse sqp suppored?
slsqp solve huge variable(more than 500) is too slow, will be the sparse sqp supported?
I have no immediate plans to implemented, unless there is a good free/open-source C or Fortran implementation available that we can crib from.
For large NLP problems I usually use a CCSA variant.
Thank you for your reply, when i use NLOPT_LD_CCSAQ, I find there is no nlopt_add_precond_equality_mconstraintfunction, is it necessary to set this function?