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OK, so I've had a quick look at this and it all seems to work fine, but I had a few hiccoughs along the way, mostly to do with some assumptions I made. I think it would be great to add the following minor additions to the documentation:
Make explicit the form of the QSP being solved. Specifically the orders of the Taylor expansions of the objective (2nd) and constraint functions (1st). But this would be made clear by simply stating that the objective is assumed to be quadratic and the constraints are linearised. Or just the equation!
Clearly document that the sign convention for inequality constraints is >= 0.0. This is not a universal convention in optimisers and is worth mentioning.
I briefly tried in Add complex alkylation test #20 to include equality and inequality constraints with vector outputs, but did not succeed. From briefly looking at the code (specifically T) it would appear possible to have vector-valued constraints. Either make it clearer what the proper API is for specifying vector-valued constraints and matrix Jacobians (also i, j or j,i ?) or error if this is attempted.
The text was updated successfully, but these errors were encountered:
OK, so I've had a quick look at this and it all seems to work fine, but I had a few hiccoughs along the way, mostly to do with some assumptions I made. I think it would be great to add the following minor additions to the documentation:
T
) it would appear possible to have vector-valued constraints. Either make it clearer what the proper API is for specifying vector-valued constraints and matrix Jacobians (also i, j or j,i ?) or error if this is attempted.The text was updated successfully, but these errors were encountered: