I am not a mathematician, but I write software for a bunch of them, so
forgive me my limited knowledge of the math and math terms...
I need to implement a solution that is estimating the optimal values for
several parameters. I have an objective function and starting points and
all that. The code I have to rewrite currently is using a method called
"SQP", or Sequential Quadratic Programming (actually, a special version of
it called DESQP  Differential Equation Sequential Quadratic Programming).
Supposedly such a function exists in R, but I do not know where to find it,
and I was looking through Apache Math Commons for the equivalent solution,
but I am not sure what it would be, as the names of the optimizers seem to
be following a different nomenclature.
Can anyone tell me whether one can optimize/estimate using SQP with Apache
Math Commons, and some pointers on how to get started?
Mike
