Subsections

Multiplier Updates


alpha_for_y:

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".
Possible values:


alpha_for_y_tol:

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 $ 0 \le {\tt alpha\_for\_y\_tol } < {\tt +inf}$ and its default value is $ 10$.


recalc_y:

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".
Possible values:


recalc_y_feas_tol:

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 $ 0 < {\tt recalc\_y\_feas\_tol } < {\tt +inf}$ and its default value is $ 1 \cdot 10^{-06}$.