OptimumOptions Struct Reference
A type that describes the options of a optimisation calculation. More...
#include <OptimumOptions.hpp>
Collaboration diagram for OptimumOptions:
Public Attributes | |
| double | tolerance = 1.0e-6 |
| The tolerance for the residual of the optimality conditions. | |
| double | tolerancex = 0.0 |
| The tolerance for the variation in primal variables x. More... | |
| double | tolerancef = 0.0 |
| The tolerance for the variation in objective value. More... | |
| double | tolerance_linear_constraints = 1.0e-14 |
| The tolerance for the linear contraint equations. | |
| unsigned | max_iterations = 200 |
| The maximum number of iterations in the optimisation calculations. | |
| OptimumOutputOptions | output |
| The options for the output of the optimisation calculations. | |
| OptimumParamsActNewton | actnewton |
| The parameters for the ActNewton algorithm. | |
| OptimumParamsIpAction | ipaction |
| The parameters for the IpAction algorithm. | |
| OptimumParamsIpOpt | ipopt |
| The parameters for the IpOpt algorithm. | |
| OptimumParamsIpNewton | ipnewton |
| The parameters for the IpNewton algorithm. | |
| OptimumParamsIpActive | ipactive |
| The parameters for the IpActive algorithm. | |
| OptimumParamsKarpov | karpov |
| The parameters for the Karpov algorithm. | |
| OptimumParamsRefiner | refiner |
| The parameters for the Refiner algorithm. | |
| OptimumParamsRegularization | regularization |
| The regularization options for the optimisation calculation. | |
| KktOptions | kkt |
| The options for the KKT calculations. | |
Detailed Description
A type that describes the options of a optimisation calculation.
Member Data Documentation
◆ tolerancex
| double tolerancex = 0.0 |
The tolerance for the variation in primal variables x.
Set this to a value greater than zero to stop the calculation whenever max(abs(dx)) < tolerancex, where dx is the current step of the primal variables.
◆ tolerancef
| double tolerancef = 0.0 |
The tolerance for the variation in objective value.
Set this to a value greater than zero to stop the calculation whenever abs(f - fprev) < tolerancef, where f and fprev are the current and previous value of the objective function.
The documentation for this struct was generated from the following file:
- Reaktoro/Optimization/OptimumOptions.hpp