mehrotra_algorithm:
Indicates if we want to do Mehrotra's algorithm.
If set to yes, Ipopt runs as Mehrotra's
predictor-corrector algorithm. This works usually
very well for LPs and convex QPs. This
automatically disables the line search, and
chooses the (unglobalized) adaptive mu strategy
with the "probing" oracle, and uses
"corrector_type=affine" without any safeguards;
you should not set any of those options
explicitly in addition. Also, unless otherwise
specified, the values of "bound_push",
"bound_frac", and "bound_mult_init_val" are
set more aggressive, and sets
"alpha_for_y=bound_mult".
The default value for this string option is "no".
Possible values:
- no: Do the usual Ipopt algorithm.
- yes: Do Mehrotra's predictor-corrector algorithm.
Andreas Waechter
2010-12-22