Adaptive strategy factor limit
- Type
Floating point number
- Range
[0,1e+019]
- Default
1000
This option specifies the factor for initialization of maximum value for the barrier parameter. It 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.
Note
This option is only used if the setting of option Barrier Parameter Update Strategy equals ‘Adaptive’.
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