recalc_y:
Tells the algorithm to recalculate the equality and inequality multipliers as least square estimates.
This asks the algorithm to recompute the
multipliers, whenever the current infeasibility
is less than recalc_y_feas_tol. Choosing yes
might be helpful in the quasi-Newton option.
However, each recalculation requires an extra
factorization of the linear system. If a limited
memory quasi-Newton option is chosen, this is
used by default.
The default value for this string option is "no".
Possible values:
- no: use the Newton step to update the multipliers
- yes: use least-square multiplier estimates
Andreas Waechter
2010-12-22