Class L1MeritStepSize computes the step size for a Sequential Quadratic Programming solver based on
sufficient decrease in the L1 merit function.
Namespace:
CenterSpace.NMath.AnalysisAssembly: NMath (in NMath.dll) Version: 5.1.0.0
Syntax
| C# |
|---|
public class L1MeritStepSize : SequentialQuadraticProgrammingSolver..::.IStepSizeCalculator |
| Visual Basic (Declaration) |
|---|
Public Class L1MeritStepSize _ Implements SequentialQuadraticProgrammingSolver..::.IStepSizeCalculator |
| Visual C++ |
|---|
public ref class L1MeritStepSize : SequentialQuadraticProgrammingSolver..::.IStepSizeCalculator |
Remarks
Algorithm taken from
Numerical Optimization, 2nd Edition,
Jorge Nocedal,
Stephen J. Wright,
ISBN 978-0-387-30303-1,
Chapter 18, section 3.
