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SQP and convex problems?


From: forkandwait
Subject: SQP and convex problems?
Date: Wed, 27 Mar 2013 20:21:37 +0000 (UTC)
User-agent: Loom/3.14 (http://gmane.org/)

Can I be confident that Octave's SQP finds the global optimum as long as I can 
prove the problem is convex? If not, why not? Any special cases? Weird numerics?

Thanks!



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