NMath Reference Guide

## Sequential |

Data structure containing various values for an iteration of a
Sequential Quadratic Programming algorithm.

Inheritance Hierarchy

Syntax

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) |

See Also