Method to determine the step size for constraint multipliers.
This option determines how the step size (alpha_y) will be calculated when updating the constraint multipliers. The default value for this string option is "primal".
- primal: use primal step size
- bound-mult: use step size for the bound multipliers (good for LPs)
- min: use the min of primal and bound multipliers
- max: use the max of primal and bound multipliers
- full: take a full step of size one
- min-dual-infeas: choose step size minimizing new dual infeasibility
- safer-min-dual-infeas: like "min_dual_infeas", but safeguarded by "min" and "max"
- primal-and-full: use the primal step size, and full step if delta_x <= alpha_for_y_tol
- dual-and-full: use the dual step size, and full step if delta_x <= alpha_for_y_tol
- acceptor: Call LSAcceptor to get step size for y
Tolerance for switching to full equality multiplier steps.
This is only relevant if "alpha_for_y" is chosen "primal-and-full" or "dual-and-full". The step size for the equality constraint multipliers is taken to be one if the max-norm of the primal step is less than this tolerance. The valid range for this real option is
and its default value is .
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".
- no: use the Newton step to update the multipliers
- yes: use least-square multiplier estimates
Feasibility threshold for recomputation of multipliers.
If recalc_y is chosen and the current infeasibility is less than this value, then the multipliers are recomputed. The valid range for this real option is
and its default value is