ActiveSetLineSearchSQP(Int32, 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(
	int maxIterations,
	double tolerance
)

Public Sub New ( 
	maxIterations As Integer,
	tolerance As Double
)

public:
ActiveSetLineSearchSQP(
	int maxIterations, 
	double tolerance
)

new : 
        maxIterations : int * 
        tolerance : float -> ActiveSetLineSearchSQP

maxIterations Int32: The maximum number of iterations to perform. The solver algorithm will terminate after maxIterations iterations whether or not the algorithm has converged.
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 from the current iterate to its next value is less than twice this value.