alpha_for_y:
Method to determine the step size for constraint multipliers.
This option determines how the step size
(alpha_y) will be calculated when updating the
constraint multipliers.
The default value for this string option is "primal".
Possible values:
- primal: use primal step size
- bound-mult: use step size for the bound multipliers (good
for LPs)
- min: use the min of primal and bound multipliers
- max: use the max of primal and bound multipliers
- full: take a full step of size one
- min-dual-infeas: choose step size minimizing new dual
infeasibility
- safer-min-dual-infeas: like "min_dual_infeas", but safeguarded by
"min" and "max"
- primal-and-full: use the primal step size, and full step if
delta_x <= alpha_for_y_tol
- dual-and-full: use the dual step size, and full step if
delta_x <= alpha_for_y_tol
- acceptor: Call LSAcceptor to get step size for y
Andreas Waechter
2010-12-22