ActiveSetLineSearchSQPOptions Class 
Namespace: CenterSpace.NMath.Core
The ActiveSetLineSearchSQPOptions type exposes the following members.
Name  Description  

ActiveSetLineSearchSQPOptions 
Constructs an Options object with default values.

Name  Description  

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.
 
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. Algotithm 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.

Name  Description  

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.
 
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.
