| ActiveSetLineSearchSQP(Int32, Double, Double) Constructor |
Creates an ActiveSetLineSearchSQP instance with the given maximum number
of iterations and convergence tolerance values.
Namespace: CenterSpace.NMath.CoreAssembly: NMath (in NMath.dll) Version: 7.4
Syntax public ActiveSetLineSearchSQP(
int maxIterations,
double functionChangeTolerance,
double stepDirectionTolerance
)
Public Sub New (
maxIterations As Integer,
functionChangeTolerance As Double,
stepDirectionTolerance As Double
)
public:
ActiveSetLineSearchSQP(
int maxIterations,
double functionChangeTolerance,
double stepDirectionTolerance
)
new :
maxIterations : int *
functionChangeTolerance : float *
stepDirectionTolerance : float -> ActiveSetLineSearchSQP
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