NonlinearProgramMethod Enumeration

Specifies the method used to solve a nonlinear program.

Definition

Namespace: Numerics.NET.Optimization
Assembly: Numerics.NET (in Numerics.NET.dll) Version: 10.9.0
C#
public enum NonlinearProgramMethod

Members

SequentialQuadraticProgramming0Uses sequential quadratic programming with damped BFGS or a supplied Hessian.
ReducedSequentialQuadraticProgramming1Uses sequential quadratic programming with curvature along feasible directions.
LimitedMemoryBfgs2Uses limited-memory BFGS for a problem without bounds or general constraints.
BoundedLimitedMemoryBfgs3Uses limited-memory BFGS with variable bounds and no general constraints.
NewtonConjugateGradient4Uses conjugate-gradient Newton steps with Hessian-vector products and optional variable bounds.
SparseSequentialQuadraticProgramming5Uses sparse derivatives for nonlinear problems with general constraints.
Automatic-1Selects a method once per solve from constraints, bounds and initial derivative representations.

See Also