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: 7.4

Syntax

public class Options

Public Class Options

public ref class Options

type Options = class end

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.