1.3 Backend wrapping core Octaves sqp function

This backend calls the sqp function of core Octave, a sequential quadratic programming algorithm with BFGS, so that it is usable with the nonlin_min frontend of the optim package. sqp honours constraints for the returned result, but not necessarily during the course of optimization.

Compared to calling sqp directly (see sqp),

• a different default (numerical) gradient function is used (that of the frontend),
• bounds are set to +-Inf by default, not to +-realmax.

The value of the additional setting octave_sqp_tolerance, a tolerance to several termination criteria, is passed as the respective argument to Octaves sqp, which provides the default sqrt (eps). The settings TolFun, TolX, fract_prec, max_fract_change, Display, and user_interaction are not honoured.

Returned value cvg will be 1 for success and 0 or -4 for failure (see nonlin_min for meaning). Returned structure outp will have the fields niter, nobjf, and lambda.

The default of MaxIter is that of Octaves sqp (100).