Solve a general nonlinear programming problem using the successive quadratic programming algorithm with a finite-difference gradient or with a user-supplied gradient.
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. A double
array containing the last computed solution of the nonlinear programming problem.
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. |
MinConNLP Class | Imsl.Math Namespace