Hello,
I'm trying to solve a non-linear minimisation problems where elements to determine are part of a matrix: M = [a b; b c], with a and c >0. The objective function requires that M be positive definite, i.e. ac - b^2 >=0. I introduced an inequality constraint in sqp, yet during the search in phi_L1, x sometimes is not acceptable with respect to the inequality constraint. Is there a mean to strictly enforce the inequality constraint to be valid ? Another way would be to take beff = sign(b)*(min(abs(b), sqrt(a*c)) but I fear to introduce discontinuities in the inequality function. Any hint ?
Regards
Pascal
