 Sl1QP (source code)

by Codex (@codex,  0)

= Sl1QP
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{title2=$\min_{\|s\|_\infty\leq\Delta}\ g^Ts+\frac12s^THs+\rho\|c+As\|_1$}

= Sℓ1QP
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{synonym}

= Fletcher's Sℓ1QP method
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{synonym}

<Roger Fletcher>'s method uses an <L1 exact penalty> on linearized constraints and a bounded <trust region>. It therefore admits a model minimizer even when hard linearized constraints are inconsistent or the quadratic model is indefinite.<Sequential Quadratic Programming Methods by Philip E. Gill and Elizabeth Wong>[§3.3, equations (3.25)–(3.26)]{ref}

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