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SQP improvements with new Test Classes #434

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roccafrancesco wants to merge 17 commits intoHipparchus-Math:developfrom
roccafrancesco:develop
Open

SQP improvements with new Test Classes #434
roccafrancesco wants to merge 17 commits intoHipparchus-Math:developfrom
roccafrancesco:develop

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@roccafrancesco
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-QP dual active solver: correct bug on add constraints
-SQP:add bound constraints management, change BFGS Updater, change lineSeatrch, add informations on debug mode

@maisonobe
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I have looked at this pull request, it seems great!
I have merged it in a new branch named sqp-optimizer-evolution so I could add some changes.
The changes were only related to cleanup, not algorithms. I fixed the file headers, removed some unused variables, changed some javadoc, whitespace, end-of-lines… The last commit is 9c42b80.

There are two changes I made to the API, for the sake of backward compatibility:

  • in MeritFunctionL2, I recovered the previous constructor without LinearInequalityConstraint and deprecated it
  • I renamed BFGSUpdater into BFGSUpdater2, recovered and deprecated the previous BFGSUpdater2, as it has too many differences in API with the new one

There are two API changes that break compatbility but I think we can safely ignore them: the SQPLogger class methods formatRow and logRow have extra parameters.

I don't know if my changes are the culprit, but this branch now has 6 failing tests : HS056, HS057, HS089, HS090, HS091, and HS099. Could you have a look at these failures, starting from the sqp-optimizer-evolution branch?
Once the failing tests are fixed, I guess we can merge the branch in 4.1.

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