Features of the software include : quadratic approximations of the objective function whose second derivative matrices are updated by means of the BFGS formula, active sets technique, primal-dual quadratic programming procedure for calculation of the search direction.
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In quadratic programming, as the solution is not necessarily on one of the edges of the bounding polygon, an estimation of the active set gives us a subset of inequalities to watch while searching the solution, which reduces the complexity of the search.
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Optimizer is a commercial optimization solver for linear programming ( LP ), quadratic programming ( QP ), quadratically constrained programming ( QCP ), mixed integer linear programming ( MILP ), mixed-integer quadratic programming ( MIQP ), and mixed-integer quadratically constrained programming ( MIQCP ).
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Optimizer is a commercial optimization solver for linear programming ( LP ), quadratic programming ( QP ), quadratically constrained programming ( QCP ), mixed integer linear programming ( MILP ), mixed-integer quadratic programming ( MIQP ), and mixed-integer quadratically constrained programming ( MIQCP ).
