NMath Reference Guide

## Active |

Contains the options available to the ActiveSetLineSearchSQP
Nonlinear Program Solver (NLP).

Inheritance Hierarchy

Syntax

The ActiveSetLineSearchSQPOptions type exposes the following members.

Constructors

Name | Description | |
---|---|---|

ActiveSetLineSearchSQPOptions | Constructs an Options object with default values. |

Properties

Name | Description | |
---|---|---|

FunctionChangeTolerance | Exit criteria. Algorithm will terminate when change in the objective function in the calculated for the new iterate has a magnitude less than this value. | |

LagrangeHessionCalculator | Gets and sets the object responsible for updating the Hessian of the Lagrangian function associated with the Nonlinear Programming Problem (NLP). | |

MaxIterations | Gets and sets the maximum number of iterations for this solver. The algorithm will continue to iterate until a convergence test is passed, or an error occurs, or the maximum number of iterations is exceeded. | |

MaxQPsubproblemIterations | Gets and sets the maximum number of iterations to be performed when solving the Quadratic Programming subproblem each iteration. | |

StepDirectionTolerance | Exit criteria. Algorithm will terminate when the step size calculated during an iteration has a magnitude less than this value. | |

StepSizeCalculator | Gets and sets the object responsible for calculating the step size during the line search portion of the algorithm. |

Fields

Name | Description | |
---|---|---|

DefaultFunctionChangeTolerance | The default Function change tolerance. The algorithm will terminate when the predicted change in the objective function from the current iteration is less than twice this value. | |

DefaultMaxIterations | The default maximum number of iterations to be performed by the solver. | |

DefaultStepDirectionTolerance | The default step direction tolerance. 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