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.

Learn more about

• Algorithm