Subsections

Initialization


bound_frac:

Desired minimum relative distance from the initial point to bound.
Determines how much the initial point might have to be modified in order to be sufficiently inside the bounds (together with "bound_push"). (This is kappa_2 in Section 3.6 of implementation paper.) The valid range for this real option is $ 0 < {\tt bound\_frac } \le 0.5$ and its default value is $ 0.01$.


bound_push:

Desired minimum absolute distance from the initial point to bound.
Determines how much the initial point might have to be modified in order to be sufficiently inside the bounds (together with "bound_frac"). (This is kappa_1 in Section 3.6 of implementation paper.) The valid range for this real option is $ 0 < {\tt bound\_push } < {\tt +inf}$ and its default value is $ 0.01$.


slack_bound_frac:

Desired minimum relative distance from the initial slack to bound.
Determines how much the initial slack variables might have to be modified in order to be sufficiently inside the inequality bounds (together with "slack_bound_push"). (This is kappa_2 in Section 3.6 of implementation paper.) The valid range for this real option is $ 0 < {\tt slack\_bound\_frac } \le 0.5$ and its default value is $ 0.01$.


slack_bound_push:

Desired minimum absolute distance from the initial slack to bound.
Determines how much the initial slack variables might have to be modified in order to be sufficiently inside the inequality bounds (together with "slack_bound_frac"). (This is kappa_1 in Section 3.6 of implementation paper.) The valid range for this real option is $ 0 < {\tt slack\_bound\_push } < {\tt +inf}$ and its default value is $ 0.01$.


bound_mult_init_val:

Initial value for the bound multipliers.
All dual variables corresponding to bound constraints are initialized to this value. The valid range for this real option is $ 0 < {\tt bound\_mult\_init\_val } < {\tt +inf}$ and its default value is $ 1$.


constr_mult_init_max:

Maximum allowed least-square guess of constraint multipliers.
Determines how large the initial least-square guesses of the constraint multipliers are allowed to be (in max-norm). If the guess is larger than this value, it is discarded and all constraint multipliers are set to zero. This options is also used when initializing the restoration phase. By default, "resto.constr_mult_init_max" (the one used in RestoIterateInitializer) is set to zero. The valid range for this real option is $ 0 \le {\tt constr\_mult\_init\_max } < {\tt +inf}$ and its default value is $ 1000$.


bound_mult_init_method:

Initialization method for bound multipliers
This option defines how the iterates for the bound multipliers are initialized. If "constant" is chosen, then all bound multipliers are initialized to the value of "bound_mult_init_val". If "mu-based" is chosen, the each value is initialized to the the value of "mu_init" divided by the corresponding slack variable. This latter option might be useful if the starting point is close to the optimal solution. The default value for this string option is "constant".
Possible values: