Bound multipliers initialization method
Type : Selection
Range : The settings listed below
Default : Constant
This option defines how the iterates for the bound multipliers are initialized. Possible values are:
Constant
Mu-based
If ‘Constant’ is chosen then all bound multipliers are initialized to the value of the option Initial Value for Bound Multipliers . If ‘Mu-based’ is chosen then each value is initialized to the the value of the option Barrier Parameter Initial Value divided by the corresponding slack variable. This latter option might be useful if the starting point is close to the optimal solution.
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