bound_mult_reset_threshold:
Threshold for resetting bound multipliers after the restoration phase.
After returning from the restoration phase, the
bound multipliers are updated with a Newton step
for complementarity. Here, the change in the
primal variables during the entire restoration
phase is taken to be the corresponding primal
Newton step. However, if after the update the
largest bound multiplier exceeds the threshold
specified by this option, the multipliers are all
reset to 1. The valid range for this real option is
and its default value is
.
Andreas Waechter
2010-12-22