Direct Step Interval

Type : Integer

Range : {0..1000000}

Default : 10

This option controls the maximum number of consecutive conjugate gradient (CG) steps before Knitro will try to enforce that a step is taken using direct linear algebra. This option is only valid for the Interior/Direct algorithm and may be useful on problems where Knitro appears to be taking lots of conjugate gradient steps.

Setting the value to 0 will try to enforce that only direct steps are taken which may produce better results on some problems.

Learn more about

• Algorithm