mu_max:

Maximum value for barrier parameter. $ \;$
This option specifies an upper bound on the barrier parameter in the adaptive mu selection mode. If this option is set, it overwrites the effect of mu_max_fact. (Only used if option "mu_strategy" is chosen as "adaptive".) The valid range for this real option is $ 0 < {\tt mu\_max } < {\tt +inf}$ and its default value is $ 100000$.



Andreas Waechter 2010-12-22