IMSL C# Numerical Library

MinConNLP.Solve Method 

Solve a general nonlinear programming problem using the successive quadratic programming algorithm with a finite-difference gradient or with a user-supplied gradient.

public double[] Solve(
   IFunction f
);

Parameters

f
Defines the user-supplied MinConNLP.IFunction to be evaluated at a given point. f can be used to supply a MinConNLP.IGradient of the function. If f implements IGradient the user-supplied gradient is used. Otherwise, an attempt to solve the problem is made using a finite-difference gradient.

Return Value

A double array containing the last computed solution of the nonlinear programming problem.

Exceptions

Exception Type Condition
ConstraintEvaluationException is thrown if a constraint evaluation returns an error.
ObjectiveEvaluationException is thrown if objective evaluation returns an error.
WorkingSetSingularException is thrown if
QPInfeasibleException is thrown if the working set is singular in dual extended QP.
PenaltyFunctionPointInfeasibleException is thrown if the penalty function point infeasible.
LimitingAccuracyException is thrown if limiting accuracy reached for a singular problem.
TooManyIterationsException is thrown if maximum number of iterations exceeded.
NoAcceptableStepsizeException is thrown if there is no acceptable stepsize.
BadInitialGuessException is thrown if the penalty function point infeasible for original problem.
IllConditionedException is thrown if the problem is singular or ill-conditioned.
SingularException is thrown ifthe problem is singular.
LinearlyDependentGradientsException is thrown if the working set gradients are linearly dependent.
TerminationCriteriaNotSatisfiedException is thrown if termination criteria are not satisfied.

See Also

MinConNLP Class | Imsl.Math Namespace