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Active Set Algorithm in VBA http://forum.alglib.net/viewtopic.php?f=2&t=381 
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Author:  mesman [ Tue Jun 07, 2011 12:36 pm ] 
Post subject:  Active Set Algorithm in VBA 
Hello, I am trying to solve a nonlinear optimization problem with constraints using the VBA implementation of the AS algorithm. I found an example of the use of the LevenbergMarquardt algorithm here: viewtopic.php?f=2&t=76. Is the AS algorithm used in the same way? Moreover, I did not fully grasp how I should include my target function / gradient. The example format seems to be the following: Do While MinLMIteration(State) X = State.X(0#) Y = State.X(1#) If State.NeedF then State.F = Square(X2#*Y)+Square(X2#)+Square(Y1#) End If If State.NeedFiJ then State.Fi(0#) = X2#*Y State.Fi(1#) = X2# State.Fi(2#) = Y1# State.J(0#,0#) = 1# State.J(0#,1#) = 2# State.J(1#,0#) = 1# State.J(1#,1#) = 0# State.J(2#,0#) = 0# State.J(2#,1#) = 1# End If Loop To be sure, could you explain what the State.Fi and State.J statements mean? 
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