Class ActiveSetLineSearchSQP solves nonlinear programming problems using a Sequential Quadratic Programming (SQP) iterative algorithm.

The ActiveSetLineSearchSQP..::.Options type exposes the following members.

Constructors

  NameDescription
ActiveSetLineSearchSQP..::.Options
Constructs an Options object with default values.

Methods

  NameDescription
Equals
Determines whether the specified Object is equal to the current Object.
(Inherited from Object.)
GetHashCode
Serves as a hash function for a particular type.
(Inherited from Object.)
GetType
Gets the Type of the current instance.
(Inherited from Object.)
ToString
Returns a String that represents the current Object.
(Inherited from Object.)

Fields

  NameDescription
DefaultFunctionChangeTolerance
The defalut Function change tolerance. The algorithm will terminate when the predicted change in the objective function from the current iteration is less than twice this value.
DefaultMaxIterations
The default maximum number of iterations to be performed by the solver.
DefaultStepDirectionTolerance
The default step direction tolerance. The algorithm will terminate when the magnitude of the direction vector used in going from the current iterate to its next value is less than twice this value.

Properties

  NameDescription
FunctionChangeTolerance
Exit criteria. Algotithm will terminate when change in the objective function in the calculated for the new iterate has a magnitude less than this value.
LagrangeHessionCalculator
Gets and sets the object responsible for updating the Hessian of the Lagrangian function associated with the Nonlinear Programming Problem (NLP).
MaxIterations
Gets and sets the maximum number of iterations for this solver. The algorithm will continue to iterate until a convergence test is passed, or an error occurs, or the maximum number of iterations is exceeded.
MaxQPsubproblemIterations
Gets and sets the maximum number of iterations to be performed when solving the Quadratic Programming subproblem each iteration.
StepDirectionTolerance
Exit criteria. Algotithm will terminate when the step size calculated during an iteration has a magnitude less than this value.
StepSizeCalculator
Gets and sets the object responsible for calculating the step size during the line search portion of the algorithm.

See Also