ActiveSetLineSearchSQP(Double) Constructor

Creates an ActiveSetLineSearchSQP instance with the given maximum number of iterations and convergence tolerance values.

Namespace: CenterSpace.NMath.Core
Assembly: 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

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.