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ActiveSetLineSearchSQPOptions Class

Contains the options available to the ActiveSetLineSearchSQP Nonlinear Program Solver (NLP).
Inheritance Hierarchy
SystemObject
  CenterSpace.NMath.CoreActiveSetLineSearchSQPOptions

Namespace:  CenterSpace.NMath.Core
Assembly:  NMath (in NMath.dll) Version: 7.3
Syntax
public class Options

The ActiveSetLineSearchSQPOptions type exposes the following members.

Constructors
  NameDescription
Public methodActiveSetLineSearchSQPOptions
Constructs an Options object with default values.
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Properties
  NameDescription
Public propertyFunctionChangeTolerance
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.
Public propertyLagrangeHessionCalculator
Gets and sets the object responsible for updating the Hessian of the Lagrangian function associated with the Nonlinear Programming Problem (NLP).
Public propertyMaxIterations
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.
Public propertyMaxQPsubproblemIterations
Gets and sets the maximum number of iterations to be performed when solving the Quadratic Programming subproblem each iteration.
Public propertyStepDirectionTolerance
Exit criteria. Algotithm will terminate when the step size calculated during an iteration has a magnitude less than this value.
Public propertyStepSizeCalculator
Gets and sets the object responsible for calculating the step size during the line search portion of the algorithm.
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Fields
  NameDescription
Public fieldStatic memberDefaultFunctionChangeTolerance
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.
Public fieldStatic memberDefaultMaxIterations
The default maximum number of iterations to be performed by the solver.
Public fieldStatic memberDefaultStepDirectionTolerance
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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See Also