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SequentialQuadraticProgrammingOptimizer Class

An intermediate base class for ParameterOptimizers that will optimize a cost function by iteration towards a solution. In each iteration, the change of the variable values will be evaluated, applied to the previous variable values and repeated in the next iteration. An instance of a type derived from this will pass in values of Variables into an OptimizerMultivariableFunction to optimize the CostFunction, match the equality constraints, and satisfy the inequality constraints.
Inheritance Hierarchy

Namespace:  AGI.Foundation.NumericalMethods
Assembly:  AGI.Foundation.Core (in AGI.Foundation.Core.dll) Version: 24.1.418.0 (24.1.418.0)
Syntax
public abstract class SequentialQuadraticProgrammingOptimizer : ParameterOptimizer

The SequentialQuadraticProgrammingOptimizer type exposes the following members.

Constructors
  NameDescription
Protected methodSequentialQuadraticProgrammingOptimizer
Initializes a new instance. You must add at least one variable to the Variables as well as set the Function. Further, either the CostFunction must be set or at least one equality constraint must be added to the Equalities to pose a well-defined optimization problem.
Protected methodSequentialQuadraticProgrammingOptimizer(SequentialQuadraticProgrammingOptimizer, CopyContext)
Initializes a new instance as a copy of an existing instance.
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Properties
  NameDescription
Public propertyCostFunction
Gets or sets the cost function settings corresponding to the results computed by the Function. If there are no equality constraints set, then this property must not be for this optimizer to work.
(Inherited from ParameterOptimizer.)
Public propertyCurrentIteration
Gets or sets the number of the current iteration. This should be incremented in the FindSolution(Int32, Boolean, ITrackCalculationProgress) method.
(Inherited from ParameterOptimizer.)
Public propertyEqualities
Gets the equality constraint settings corresponding to the results computed by the Function. If the CostFunction is , there must be at least one constraint set for this optimizer to work.
(Inherited from ParameterOptimizer.)
Public propertyFunction
Gets or sets the function to solve. When the solver converges, this function must have been run with the variable values that converged. This behavior must be obeyed when Multithreaded is either or .
(Inherited from ParameterOptimizer.)
Public propertyInequalities
Gets the inequality constraint settings corresponding to the results computed by the Function.
(Inherited from ParameterOptimizer.)
Public propertyIsThreadSafe
Gets a value indicating whether the methods on this instance are safe to call from multiple threads simultaneously.
(Inherited from ParameterOptimizer.)
Public propertyLastRunsResults
Gets or sets the results of the solver run. This includes such information as if the solver converged, all the iteration results (if configured to save them), if the run was aborted, etc.
(Inherited from ParameterOptimizer.)
Public propertyMultithreaded
Gets or sets a value indicating whether this optimizer should evaluate with as many threads as the current threading policy facet and optimizer algorithm will allow. Note that derived types should copy this in their copy constructor.
(Inherited from ParameterOptimizer.)
Public propertyVariables
Gets the SolverVariableSettings that will be used when computing this function. The variables passed to the function will be in the same order as this list of settings. There must be at least one variable set for this solver to work.
(Inherited from ParameterOptimizer.)
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Methods
  NameDescription
Public methodClone
Clones this object using the specified context.
(Inherited from ParameterOptimizer.)
Public methodComputeNextStep
Computes the next optimization step that this parameter optimizer should take.
Public methodConvergenceCheck
Determines whether the optimizer converged or not.
Public methodDispose
Releases any resources associated with this instance.
(Inherited from ParameterOptimizer.)
Protected methodDispose(Boolean)
Releases any resources associated with this instance.
(Inherited from ParameterOptimizer.)
Public methodEquals
Determines whether the specified object is equal to the current object.
(Inherited from Object.)
Protected methodFinalize
Allows an object to try to free resources and perform other cleanup operations before it is reclaimed by garbage collection.
(Inherited from Object.)
Public methodFindSolution(Int32)
Optimizes the Function. By default, the results of every iteration will be stored.
(Inherited from ParameterOptimizer.)
Public methodFindSolution(Int32, Boolean)
Optimizes the Function.
(Inherited from ParameterOptimizer.)
Public methodFindSolution(Int32, Boolean, ITrackCalculationProgress)
Optimizes the Function.
(Overrides ParameterOptimizerFindSolution(Int32, Boolean, ITrackCalculationProgress).)
Public methodGetHashCode
Serves as the default hash function.
(Inherited from Object.)
Public methodGetType
Gets the Type of the current instance.
(Inherited from Object.)
Protected methodMemberwiseClone
Creates a shallow copy of the current Object.
(Inherited from Object.)
Public methodReset
Resets the ParameterOptimizer by setting the LastRunsResults to and the CurrentIteration to zero. This method should be called in any derived version.
(Inherited from ParameterOptimizer.)
Public methodToString
Returns a string that represents the current object.
(Inherited from Object.)
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See Also