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SequentialQuadraticProgrammingSolverIteration Class

Data structure containing various values for an iteration of a Sequential Quadratic Programming algorithm.
Inheritance Hierarchy
SystemObject
  CenterSpace.NMath.CoreSequentialQuadraticProgrammingSolverIteration

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

The SequentialQuadraticProgrammingSolverIteration type exposes the following members.

Constructors
  NameDescription
Public methodSequentialQuadraticProgrammingSolverIteration
Initializes a new instance of the SequentialQuadraticProgrammingSolverIteration class
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Properties
  NameDescription
Public propertyActiveSet
Gets the active set of constraint Indices for this iteration.
Public propertyCurrentSolution
Gets the current solution value xk for this iteration.
Public propertyLagrangian
Gets the Lagrangian function for the nonlinear programming problem being solved.
Public propertyLagrangianHession
Gets the Lagrangian Hessian estimate for this iteration.
Public propertyLagrangianMultiplier
Gets the vector of Lagrange mulitipliers for this iteration.
Public propertyProblem
Gets the nonlinear programming problem being solved.
Public propertyQuadraticSubproblem
Gets the quadratic subproblem that was solved on this iteration.
Public propertyStepDirection
Gets the step direction pk that was used in making the update xk+1 = xk + alphak*pk, where alphak is a scalar.
Public propertyStepSize
Gets the step size alphak that was used in making the update xk+1 = xk + alphak*pk, where pk is the step direction.
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Methods
  NameDescription
Public methodToString
Constructs a string representation for an iteration of the active set, lines SQP solver.
(Overrides ObjectToString.)
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See Also