I have been reading a lot lately on non-linear optimization with constraints most books deal with the general problem:
min f(x) s.t: Ci(x) <= 0 and Ce(x) = 0. where are i are the inequality indices and e the equality indices.
I am wondering though if there are texts dealing just with min f(x) s.t Ax <= c and Aeq x = b, i.e the constraints are linear.
And I have a question here, is it wise to use Sequential Quadratic Programming (SQP) to solve this proble? If so are there texts that shows just this with linear constraints? This can save me a lot of time from translating the books when linear constraints are only present.
So I am looking for a text explaining algorithms for SQP when only linear constraints are present and solving it with a (Quasi)Newton iterative process. As I said this will save me a lot of time.