This project implements a Sequential Quadratic Programming (SQP) Solver in C++. The implementation follows Algorithm 18.3 from Numerical Optimization by J. Nocedal and S. J. Wright. The solver class is templated to statically allocate necessary objects beforehand and allows for compile-time checks. For solving the quadratic sub-problems the Operator Splitting QP Solver (OSQP) was re-implemented in C++ using Eigen.
- Eigen3 : https://eigen.tuxfamily.org/