Subsections

Barrier Parameter


mehrotra_algorithm:

Indicates if we want to do Mehrotra's algorithm.
If set to yes, Ipopt runs as Mehrotra's predictor-corrector algorithm. This works usually very well for LPs and convex QPs. This automatically disables the line search, and chooses the (unglobalized) adaptive mu strategy with the "probing" oracle, and uses "corrector_type=affine" without any safeguards; you should not set any of those options explicitly in addition. Also, unless otherwise specified, the values of "bound_push", "bound_frac", and "bound_mult_init_val" are set more aggressive, and sets "alpha_for_y=bound_mult". The default value for this string option is "no".
Possible values:


mu_strategy:

Update strategy for barrier parameter.
Determines which barrier parameter update strategy is to be used. The default value for this string option is "monotone".
Possible values:


mu_oracle:

Oracle for a new barrier parameter in the adaptive strategy.
Determines how a new barrier parameter is computed in each "free-mode" iteration of the adaptive barrier parameter strategy. (Only considered if "adaptive" is selected for option "mu_strategy"). The default value for this string option is "quality-function".
Possible values:


quality_function_max_section_steps:

Maximum number of search steps during direct search procedure determining the optimal centering parameter.
The golden section search is performed for the quality function based mu oracle. (Only used if option "mu_oracle" is set to "quality-function".) The valid range for this integer option is $ 0 \le {\tt quality\_function\_max\_section\_steps } < {\tt +inf}$ and its default value is $ 8$.


fixed_mu_oracle:

Oracle for the barrier parameter when switching to fixed mode.
Determines how the first value of the barrier parameter should be computed when switching to the "monotone mode" in the adaptive strategy. (Only considered if "adaptive" is selected for option "mu_strategy".) The default value for this string option is "average_compl".
Possible values:


adaptive_mu_globalization:

Globalization strategy for the adaptive mu selection mode.
To achieve global convergence of the adaptive version, the algorithm has to switch to the monotone mode (Fiacco-McCormick approach) when convergence does not seem to appear. This option sets the criterion used to decide when to do this switch. (Only used if option "mu_strategy" is chosen as "adaptive".) The default value for this string option is "obj-constr-filter".
Possible values:


mu_init:

Initial value for the barrier parameter.
This option determines the initial value for the barrier parameter (mu). It is only relevant in the monotone, Fiacco-McCormick version of the algorithm. (i.e., if "mu_strategy" is chosen as "monotone") The valid range for this real option is $ 0 < {\tt mu\_init } < {\tt +inf}$ and its default value is $ 0.1$.


mu_max_fact:

Factor for initialization of maximum value for barrier parameter.
This option determines the upper bound on the barrier parameter. This upper bound is computed as the average complementarity at the initial point times the value of this option. (Only used if option "mu_strategy" is chosen as "adaptive".) The valid range for this real option is $ 0 < {\tt mu\_max\_fact } < {\tt +inf}$ and its default value is $ 1000$.


mu_max:

Maximum value for barrier parameter.
This option specifies an upper bound on the barrier parameter in the adaptive mu selection mode. If this option is set, it overwrites the effect of mu_max_fact. (Only used if option "mu_strategy" is chosen as "adaptive".) The valid range for this real option is $ 0 < {\tt mu\_max } < {\tt +inf}$ and its default value is $ 100000$.


mu_min:

Minimum value for barrier parameter.
This option specifies the lower bound on the barrier parameter in the adaptive mu selection mode. By default, it is set to the minimum of 1e-11 and min("tol","compl_inf_tol")/("barrier_tol_factor"+1), which should be a reasonable value. (Only used if option "mu_strategy" is chosen as "adaptive".) The valid range for this real option is $ 0 < {\tt mu\_min } < {\tt +inf}$ and its default value is $ 1 \cdot 10^{-11}$.


mu_target:

Desired value of complementarity.
Usually, the barrier parameter is driven to zero and the termination test for complementarity is measured with respect to zero complementarity. However, in some cases it might be desired to have Ipopt solve barrier problem for strictly positive value of the barrier parameter. In this case, the value of "mu_target" specifies the final value of the barrier parameter, and the termination tests are then defined with respect to the barrier problem for this value of the barrier parameter. The valid range for this real option is $ 0 \le {\tt mu\_target } < {\tt +inf}$ and its default value is 0.


barrier_tol_factor:

Factor for mu in barrier stop test.
The convergence tolerance for each barrier problem in the monotone mode is the value of the barrier parameter times "barrier_tol_factor". This option is also used in the adaptive mu strategy during the monotone mode. (This is kappa_epsilon in implementation paper). The valid range for this real option is $ 0 < {\tt barrier\_tol\_factor } < {\tt +inf}$ and its default value is $ 10$.


mu_linear_decrease_factor:

Determines linear decrease rate of barrier parameter.
For the Fiacco-McCormick update procedure the new barrier parameter mu is obtained by taking the minimum of mu*"mu_linear_decrease_factor" and mu"superlinear_decrease_power". (This is kappa_mu in implementation paper.) This option is also used in the adaptive mu strategy during the monotone mode. The valid range for this real option is $ 0 < {\tt mu\_linear\_decrease\_factor } < 1$ and its default value is $ 0.2$.


mu_superlinear_decrease_power:

Determines superlinear decrease rate of barrier parameter.
For the Fiacco-McCormick update procedure the new barrier parameter mu is obtained by taking the minimum of mu*"mu_linear_decrease_factor" and mu"superlinear_decrease_power". (This is theta_mu in implementation paper.) This option is also used in the adaptive mu strategy during the monotone mode. The valid range for this real option is $ 1 < {\tt mu\_superlinear\_decrease\_power } < 2$ and its default value is $ 1.5$.