nf | dimension of the range space for f(x) |
nx | dimension of the domain space for f(x) and g(x). |
ng | dimension of the range space for g(x) |
xi | initial value of x during the optimization procedure (size nx). |
xl | lower limit for x (size nx). |
xu | upper limit for x (size nx). |
gl | lower limit for g(x) (size ng). |
gu | upper limit for g(x) (size ng). |
fg_eval | function object that evaluations f(x) and g(x) using fg_eval(fg, x) |
retape | should the operation sequence be retaped for each argument value. |
sparse_forward | should sparse matrix computations be used for Jacobians and Hessians with forward mode for Jacobian. |
sparse_reverse | should sparse matrix computations be used for Jacobians and Hessians with reverse mode for Jacobian. (sparse_forward and sparse_reverse cannot both be true). |
solution | object where final results are stored. |