| MinConNLPSolve Method |
Solve a general nonlinear programming problem using the successive
quadratic programming algorithm with a finite-difference gradient or
with a user-supplied gradient.
Namespace: Imsl.Math
Assembly: ImslCS (in ImslCS.dll) Version: 6.5.2.0
SyntaxParameters
- f
- Type: Imsl.MathMinConNLPIFunction
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
Type: DoubleA double array containing the last computed solution of the nonlinear programming problem.
Exceptions| Exception | 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