mu_linear_decrease_factor:

Determines linear decrease rate of barrier parameter. $ \;$
For the Fiacco-McCormick update procedure the new barrier parameter mu is obtained by taking the minimum of mu*"mu_linear_decrease_factor" and mu"superlinear_decrease_power". (This is kappa_mu in implementation paper.) This option is also used in the adaptive mu strategy during the monotone mode. The valid range for this real option is $ 0 < {\tt mu\_linear\_decrease\_factor } < 1$ and its default value is $ 0.2$.



Andreas Waechter 2010-12-22