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[Experimental] A SQP solver implemented with Eigen.

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SQP Solver

This project implements a Sequential Quadratic Programming (SQP) Solver in C++. The implementation follows Algorithm 18.3 from Numerical Optimization by J. Nocedal and S. J. Wright. The solver class is templated to statically allocate necessary objects beforehand and allows for compile-time checks. For solving the quadratic sub-problems the Operator Splitting QP Solver (OSQP) was re-implemented in C++ using Eigen.

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[Experimental] A SQP solver implemented with Eigen.

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