bound_mult_init_method:
Initialization method for bound multipliers
This option defines how the iterates for the
bound multipliers are initialized. If "constant"
is chosen, then all bound multipliers are
initialized to the value of
"bound_mult_init_val". If "mu-based" is
chosen, the each value is initialized to the the
value of "mu_init" divided by the corresponding
slack variable. This latter option might be
useful if the starting point is close to the
optimal solution.
The default value for this string option is "constant".
Possible values:
- constant: set all bound multipliers to the value of
bound_mult_init_val
- mu-based: initialize to mu_init/x_slack
Andreas Waechter
2010-12-22