ActiveSetLineSearchSQPSolve(NonlinearProgrammingProblem, IActiveSetQPSolver, DoubleVector) Method

Solve the specified nonlinear programming problem starting the iteration from the specified starting point and using the provided quadratic sub-problem solver.

Namespace: CenterSpace.NMath.Core
Assembly: NMath (in NMath.dll) Version: 7.4

Syntax

C++

Copy

public bool Solve(
	NonlinearProgrammingProblem problem,
	IActiveSetQPSolver quadraticSubproblemSolver,
	DoubleVector startingPoint
)

Public Function Solve ( 
	problem As NonlinearProgrammingProblem,
	quadraticSubproblemSolver As IActiveSetQPSolver,
	startingPoint As DoubleVector
) As Boolean

public:
bool Solve(
	NonlinearProgrammingProblem^ problem, 
	IActiveSetQPSolver^ quadraticSubproblemSolver, 
	DoubleVector^ startingPoint
)

member Solve : 
        problem : NonlinearProgrammingProblem * 
        quadraticSubproblemSolver : IActiveSetQPSolver * 
        startingPoint : DoubleVector -> bool

Parameters

problem NonlinearProgrammingProblem: The nonlinear programming problem.
quadraticSubproblemSolver IActiveSetQPSolver: Use this quadratic programming solver to solve the quadratic programming sub-problems.
startingPoint DoubleVector: Initial iteration starting point.

Return Value

Boolean
true if the algorithm converged to a solution. false if it did not.

Remarks

If you have no constraints, use a minimizer such as DownhillSimplexMinimizer or ConjugateGradientMinimizer.

Reference

ActiveSetLineSearchSQP Class

Solve Overload

CenterSpace.NMath.Core Namespace