NonlinearProgramLargeScaleOptions Constructor

Constructs options for limited-memory, Newton and sparse nonlinear methods.

Definition

Namespace: Numerics.NET.Optimization
Assembly: Numerics.NET (in Numerics.NET.dll) Version: 10.9.0
C#
public NonlinearProgramLargeScaleOptions(
	int memory = 10,
	NewtonCgPreconditioner preconditioner = NewtonCgPreconditioner.Automatic,
	bool useNewtonLineSearch = false,
	SparseNlpCurvature sparseCurvature = SparseNlpCurvature.Automatic,
	SparseNlpLinearSolver sparseLinearSolver = SparseNlpLinearSolver.Adaptive,
	bool enableFeasibilityRestoration = true,
	bool enableSecondOrderCorrection = true
)

Parameters

memory  Int32  (Optional)
The number of retained BFGS steps. The default is 10.
preconditioner  NewtonCgPreconditioner  (Optional)
The Newton conjugate-gradient preconditioner.
useNewtonLineSearch  Boolean  (Optional)
Whether unbounded Newton steps use a backtracking line search.
sparseCurvature  SparseNlpCurvature  (Optional)
How sparse Lagrangian curvature is obtained.
sparseLinearSolver  SparseNlpLinearSolver  (Optional)
The factorization policy for sparse steps.
enableFeasibilityRestoration  Boolean  (Optional)
Whether sparse optimization can try a short recovery phase after a failed ordinary step.
enableSecondOrderCorrection  Boolean  (Optional)
Whether sparse optimization can correct steps rejected because constraints curve away from their linear approximation.

Exceptions

ArgumentOutOfRangeExceptionMemory is not positive or an enum value is undefined.

See Also