Subsections

Line Search


max_soc:

Maximum number of second order correction trial steps at each iteration.
Choosing 0 disables the second order corrections. (This is pmax of Step A-5.9 of Algorithm A in the implementation paper.) The valid range for this integer option is $ 0 \le {\tt max\_soc } < {\tt +inf}$ and its default value is $ 4$.


watchdog_shortened_iter_trigger:

Number of shortened iterations that trigger the watchdog.
If the number of successive iterations in which the backtracking line search did not accept the first trial point exceeds this number, the watchdog procedure is activated. Choosing "0" here disables the watchdog procedure. The valid range for this integer option is $ 0 \le {\tt watchdog\_shortened\_iter\_trigger } < {\tt +inf}$ and its default value is $ 10$.


watchdog_trial_iter_max:

Maximum number of watchdog iterations.
This option determines the number of trial iterations allowed before the watchdog procedure is aborted and the algorithm returns to the stored point. The valid range for this integer option is $ 1 \le {\tt watchdog\_trial\_iter\_max } < {\tt +inf}$ and its default value is $ 3$.


accept_every_trial_step:

Always accept the first trial step.
Setting this option to "yes" essentially disables the line search and makes the algorithm take aggressive steps, without global convergence guarantees. The default value for this string option is "no".
Possible values:


corrector_type:

The type of corrector steps that should be taken (unsupported!).
If "mu_strategy" is "adaptive", this option determines what kind of corrector steps should be tried. The default value for this string option is "none".
Possible values:


soc_method:

Ways to apply second order correction
This option determins the way to apply second order correction, 0 is the method described in the implementation paper. 1 is the modified way which adds alpha on the rhs of x and s rows. The valid range for this integer option is and its default value is 0.