Minimum value for barrier parameter
Type : Floating point number
Range : [0,1e+019]
Default : 1e-011
This option specifies the lower bound on the barrier parameter in the adaptive barrier parameter selection mode. By default, it is set to the minimum of 1e-11 and min(u,v)/(w+1), which should be a reasonable value. Here:
u is the value of the option Relative Convergence Tolerance ,
v is the value of the option Complementarity Tolerance , and
w is the value of the option Barrier Convergence Tolerance Factor .
This option is only used if ‘Adaptive’ is selected for option Barrier Parameter Update Strategy .
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