IMSL C# Numerical Library

MinConNLP Members

MinConNLP overview

Public Instance Constructors

MinConNLP Constructor Nonlinear programming solver constructor.

Public Instance Properties

BindingThreshold The binding threshold for constraints.
BoundViolationBound The amount by which bounds may be violated during numerical differentiation.
DifferentiationType The type of numerical differentiation to be used.
FunctionPrecision The relative precision of the function evaluation routine.
GradientPrecision The relative precision in gradients.
MaximumIterations The maximum number of iterations allowed.
MultiplierError The error allowed in the multipliers.
PenaltyBound The universal bound for describing how much the unscaled penalty-term may deviate from zero.
ScalingBound The scaling bound for the internal automatic scaling of the objective function.
ViolationBound Defines allowable constraint violations of the final accepted result.

Public Instance Methods

Equals (inherited from Object) Determines whether the specified Object is equal to the current Object.
GetConstraintResiduals Returns the constraint residuals.
GetHashCode (inherited from Object) Serves as a hash function for a particular type, suitable for use in hashing algorithms and data structures like a hash table.
GetLagrangeMultiplierEst Returns the Lagrange multiplier estimates of the constraints.
GetSolution Returns the last computed solution.
GetType (inherited from Object) Gets the Type of the current instance.
SetGuess Sets the initial guess of the minimum point of the input function.
SetXlowerBound Sets the lower bounds on the variables.
SetXscale The internal scaling of the variables.
SetXupperBound Sets the upper bounds on the variables.
Solve Solve a general nonlinear programming problem using the successive quadratic programming algorithm with a finite-difference gradient or with a user-supplied gradient.
ToString (inherited from Object) Returns a String that represents the current Object.

Protected Instance Methods

Finalize (inherited from Object) Allows an Object to attempt to free resources and perform other cleanup operations before the Object is reclaimed by garbage collection.
MemberwiseClone (inherited from Object) Creates a shallow copy of the current Object.

See Also

MinConNLP Class | Imsl.Math Namespace | Finite-difference Example | Gradient Example