Constraint multipliers step size method

Type : Selection

Range : The settings listed below

Default : Primal

This option determines how the step size will be calculated when updating the constraint multipliers. Possible values are:

• Primal

• Bound multipliers

• Minimum of primal and bound multipliers

• Maximum of primal and bound multipliers

• Full

• Min dual infeasibility

• Safer min dual infeasibility

• Primal and full

• Dual and full

• Acceptor

Setting ‘Bound multipliers’ is good for LPs.

Setting ‘Full’ implies taking a full step of size one.

Setting ‘Min dual infeasibility’ implies choosing the step size minimizing new dual infeasibility; setting ‘Safer min dual infeasibility’ is the same but with a safeguard.

Setting ‘Primal and full’ means: use the primal step size, and the full step if the step size is smaller than or equal to the value of the option Equality Multipliers Switch Tolerance .

Setting ‘Dual and full’ means: use the dual step size, and the full step if the step size is smaller than or equal to the value of the option Equality Multipliers Switch Tolerance .

Setting ‘Acceptor’ calls LSAcceptor to get the step size.

Learn more about

• Equality multipliers switch tolerance