| ActiveSetLineSearchSQP(Double) Constructor |
Creates an ActiveSetLineSearchSQP instance with the given maximum number
of iterations and convergence tolerance values.
Namespace: CenterSpace.NMath.CoreAssembly: NMath (in NMath.dll) Version: 7.4
Syntax public ActiveSetLineSearchSQP(
double tolerance
)
Public Sub New (
tolerance As Double
)
public:
ActiveSetLineSearchSQP(
double tolerance
)
new :
tolerance : float -> ActiveSetLineSearchSQP
Parameters
- tolerance Double
- The algorithm will terminate when the predicted change
in the objective function from the current iteration, or the magnitude of the
direction vector used in going to the current iterate to its next value is less
than twice this value.
See Also