mu_max_fact:

Factor for initialization of maximum value for barrier parameter. $ \;$
This option determines the upper bound on the barrier parameter. This upper bound is computed as the average complementarity at the initial point times the value of this option. (Only used if option "mu_strategy" is chosen as "adaptive".) The valid range for this real option is $ 0 < {\tt mu\_max\_fact } < {\tt +inf}$ and its default value is $ 1000$.



Andreas Waechter 2010-12-22