tol:

Determines the convergence tolerance for the algorithm. The algorithm terminates successfully, if the (scaled) NLP error becomes smaller than this value, and if the (absolute) criteria according to "dual_inf_tol", "constr_viol_tol", and "compl_inf_tol" are met. (This is epsilon_tol in Eqn. (6) in implementation paper). See also "acceptable_tol" as a second termination criterion. Note, some other algorithmic features also use this quantity to determine thresholds etc. The valid range for this real option is and its default value is .

max_iter:

The algorithm terminates with an error message if the number of iterations exceeded this number. The valid range for this integer option is and its default value is .

max_cpu_time:

A limit on CPU seconds that Ipopt can use to solve one problem. If during the convergence check this limit is exceeded, Ipopt will terminate with a corresponding error message. The valid range for this real option is and its default value is .

dual_inf_tol:

Absolute tolerance on the dual infeasibility. Successful termination requires that the max-norm of the (unscaled) dual infeasibility is less than this threshold. The valid range for this real option is and its default value is .

constr_viol_tol:

Absolute tolerance on the constraint violation. Successful termination requires that the max-norm of the (unscaled) constraint violation is less than this threshold. The valid range for this real option is and its default value is .

compl_inf_tol:

Absolute tolerance on the complementarity. Successful termination requires that the max-norm of the (unscaled) complementarity is less than this threshold. The valid range for this real option is and its default value is .

acceptable_tol:

Determines which (scaled) overall optimality error is considered to be "acceptable." There are two levels of termination criteria. If the usual "desired" tolerances (see tol, dual_inf_tol etc) are satisfied at an iteration, the algorithm immediately terminates with a success message. On the other hand, if the algorithm encounters "acceptable_iter" many iterations in a row that are considered "acceptable", it will terminate before the desired convergence tolerance is met. This is useful in cases where the algorithm might not be able to achieve the "desired" level of accuracy. The valid range for this real option is and its default value is .

acceptable_iter:

If the algorithm encounters this many successive "acceptable" iterates (see "acceptable_tol"), it terminates, assuming that the problem has been solved to best possible accuracy given round-off. If it is set to zero, this heuristic is disabled. The valid range for this integer option is and its default value is .

acceptable_constr_viol_tol:

Absolute tolerance on the constraint violation. "Acceptable" termination requires that the max-norm of the (unscaled) constraint violation is less than this threshold; see also acceptable_tol. The valid range for this real option is and its default value is .

acceptable_dual_inf_tol:

Absolute tolerance on the dual infeasibility. "Acceptable" termination requires that the (max-norm of the unscaled) dual infeasibility is less than this threshold; see also acceptable_tol. The valid range for this real option is and its default value is .

acceptable_compl_inf_tol:

Absolute tolerance on the complementarity. "Acceptable" termination requires that the max-norm of the (unscaled) complementarity is less than this threshold; see also acceptable_tol. The valid range for this real option is and its default value is .

acceptable_obj_change_tol:

If the relative change of the objective function (scaled by Max(1,|f(x)|)) is less than this value, this part of the acceptable tolerance termination is satisfied; see also acceptable_tol. This is useful for the quasi-Newton option, which has trouble to bring down the dual infeasibility. The valid range for this real option is and its default value is .

diverging_iterates_tol:

If any component of the primal iterates exceeded this value (in absolute terms), the optimization is aborted with the exit message that the iterates seem to be diverging. The valid range for this real option is and its default value is .