Nonlinear Program Options.Method Property
Definition
Assembly: Numerics.NET (in Numerics.NET.dll) Version: 10.9.0
public NonlinearProgramMethod Method { get; set; }Property Value
NonlinearProgramMethodThe default is SequentialQuadraticProgramming.
Remarks
The reduced method computes steps using curvature along directions allowed by the active constraints. Both dense methods use Hessian when supplied, and otherwise build a damped BFGS approximation from changes in first derivatives. The first two choices use dense matrices for small and moderate problems. Other choices use limited-memory, product-based or sparse storage and have their own derivative requirements.
Automatic selects once per solve from the constraints, bounds and initial derivative representations. At initialization, Method is updated to the resolved concrete choice. Reusing this object retains that choice; set Method to Automatic again to request new selection. An explicit method change made during initialization is preserved for the next solve, while the active solve uses its own snapshot.
Exceptions
| Argument | The value is not a defined method. |