Here will I record the path that I learn the optimal theory by coding the algorithms with different language.
After hard working of two days I have almost implemented SQP-Algorithm with Python. Python-Package Numpy is being used. The rest work of completing the code is aimed to adapt the program with equation constraints. Because most parts about this algorithm are caused by inequation constraints, so to determine the total framework of the program I try to write the code by aiming at inequation constraints.
----28.01.2021
All works are done and the program is now able to solve a linear optimization problem with whatever equation or inequation constraints. Some days I may improve the program with taylor expansion for dealing with nonlinear problem.
----29.01.2021
After another hard working of 3 days I have implemented SQP algorithm with C++ and Eigen library. The aim of this work is to learn about how to operate matrix with C++ language and to consolidate the my knowledge about numerical optimizaiton. And then I would like to use this library on ROS to implement some Tracking Algorithms or Sensor Fusion algorithms. But there are still some tiny works to be finished such that I have to cover the case of eqution constraints and add some error raises.
-----31.01.2021
Finally today I have finished all work about programming a C++ program to run a sequential quadratic programming algorithm. And also I have reached my aim to learning Eigen Library for next tasks on Robot Operating System(ROS). I really appreciate that I have made a hard working so that I could experience the beauty of this library and C++ and get more confidence to face the works in my future career.
------01.02.2021
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