![]() | ActiveSetLineSearchSQPOptions Class |
Namespace: CenterSpace.NMath.Core
The ActiveSetLineSearchSQPOptions type exposes the following members.
Name | Description | |
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![]() | ActiveSetLineSearchSQPOptions |
Constructs an Options object with default values.
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Name | Description | |
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![]() | FunctionChangeTolerance |
Exit criteria. Algotithm will terminate when change in the objective function
in the calculated for the new iterate has a magnitude less than this value.
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![]() | 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.
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![]() | MaxQPsubproblemIterations |
Gets and sets the maximum number of iterations to be performed when
solving the Quadratic Programming subproblem each iteration.
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![]() | StepDirectionTolerance |
Exit criteria. Algotithm will terminate when the step size calculated during an iteration has
a magnitude less than this value.
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![]() | StepSizeCalculator |
Gets and sets the object responsible for calculating the step size during the line search portion
of the algorithm.
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Name | Description | |
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![]() ![]() | DefaultFunctionChangeTolerance |
The defalut 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.
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![]() ![]() | DefaultMaxIterations |
The default maximum number of iterations to be performed by the solver.
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![]() ![]() | 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.
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