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ActiveSetLineSearchSQP(Int32, Double, 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 functionChangeTolerance,
	double stepDirectionTolerance
)

Parameters

maxIterations  Int32
The maximum number of iterations to perform. The solver algorithm will terminate after maxIterations iterations whether or not the algorithm has converged.
functionChangeTolerance  Double
The algorithm will terminate when the predicted change in the objective function from the current iteration is less than twice this value.
stepDirectionTolerance  Double
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.
See Also