Barrier Penalty Parameter Strategy
Type : Selection
Range : The settings listed below
Default : Automatic
This option indicates which penalty parameter strategy to use for determining whether or not to accept a trial iterate. Possible values are:
Automatic
Single parameter
Multiple parameters
With setting ‘Single parameter’ Knitro uses a single penalty parameter in the merit function to weight feasibility versus optimality. With setting ‘Multiple parameters’ Knitro uses a more tolerant and flexible step acceptance procedure based on a range of penalty parameter values. This setting can often accelerate convergence.
This option has no effect on the Active Set and SQP algorithms.
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