Barrier Globalize
Type : Selection
Range : The settings listed below
Default : Filter
This option specifies the globalization strategy used by the interior-point algorithms. Possible values are:
None
Karush-Kuhn-Tucker
Filter
With the setting ‘None’, Knitro does not apply a globalization strategy.
With the setting ‘Karush-Kuhn-Tucker’, a globalization strategy based on decreasing the KKT error is applied.
With the default setting ‘Filter’, a globalization strategy using a filter based on the objective and constraint violation is applied.
This option has no effect on the Active Set and SQP algorithms.
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