Introduction - If you have any usage issues, please Google them yourself
CFSQP is a set of C functions for the minimization of the maximum of a set of smooth ob jective functions (possibly a single one, or even none at all) sub ject to general smooth constraints (if there is no ob jective function, the goal is to simply nd a point satisfying the constraints). If the initial guess provided by the user is infeasible for some inequality constraint or some linear equality constraint, CFSQP rst generates a feasible point for these constraints; subsequently the successive iterates generated by CFSQP all satisfy these constraints. Nonlinear equality constraints are turned into inequality constraints (to be satised by all iterates) and the maximum of the ob jective functions is replaced by an exact penalty function which penalizes nonlinear equality constraint violations only.