mu_superlinear_decrease_power:

Determines superlinear 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 theta_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 $ 1 < {\tt mu\_superlinear\_decrease\_power } < 2$ and its default value is $ 1.5$.



Andreas Waechter 2010-12-22