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: 7.4

Syntax

public class Iteration

Public Class Iteration

public ref class Iteration

type Iteration = class end

The SequentialQuadraticProgrammingSolverIteration type exposes the following members.

Constructors

	Name	Description
	SequentialQuadraticProgrammingSolverIteration	Initializes a new instance of the SequentialQuadraticProgrammingSolverIteration class

Properties

	Name	Description
	ActiveSet	Gets the active set of constraint Indices for this iteration.
	CurrentSolution	Gets the current solution value xk for this iteration.
	Lagrangian	Gets the Lagrangian function for the nonlinear programming problem being solved.
	LagrangianHession	Gets the Lagrangian Hessian estimate for this iteration.
	LagrangianMultiplier	Gets the vector of Lagrange mulitipliers for this iteration.
	Problem	Gets the nonlinear programming problem being solved.
	QuadraticSubproblem	Gets the quadratic subproblem that was solved on this iteration.
	StepDirection	Gets the step direction pk that was used in making the update xk+1 = xk + alphak*pk, where alphak is a scalar.
	StepSize	Gets the step size alphak that was used in making the update xk+1 = xk + alphak*pk, where pk is the step direction.

Methods

	Name	Description
	ToString	Constructs a string representation for an iteration of the active set, lines SQP solver. (Overrides ObjectToString)