Namespace:
Imsl.Math
Assembly:
ImslCS (in ImslCS.dll) Version: 6.5.0.0
Syntax
C# |
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public double BindingThreshold { get; set; } |
Visual Basic (Declaration) |
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Public Property BindingThreshold As Double |
Visual C++ |
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public: property double BindingThreshold { double get (); void set (double value); } |
Field Value
A double scalar value specifying the binding threshold for constraints.
Remarks
In the initial phase of minimization a constraint is considered
binding if
Good values are between .01 and 1.0. If BindingThreshold is chosen too small then identification of the correct set of binding constraints may be delayed. Contrary, if BindingThreshold is too large, then the method will often escape to the full regularized SQP method, using individual slack variables for any active constraint, which is quite costly. For well scaled problems BindingThreshold = 1.0 is reasonable. By default, BindingThreshold is set to .5 * PenaltyBound.
Exceptions
Exception | Condition |
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System..::.ArgumentException | is thrown if BindingThreshold is less than or equal to 0.0 |