Feasible Mode

Type

Selection

Range

The settings listed below

Default

Off

This option indicates whether or not the feasible version of Knitro should be used. Possible values are:

  • Off

  • On

Given an initial point which sufficiently satisfies all inequality constraints as defined by,

cl + tol ≤ c(x) ≤ cu - tol

(for cl ¹ cu), the feasible version of Knitro ensures that all subsequent solution estimates strictly satisfy the inequality constraints. However,

the iterates may not be feasible with respect to the equality constraints. The tolerance tol > 0 for determining when the feasible mode is active is determined by the option Feasible Mode Activation Tolerance . To enter feasible mode, the point given to Knitro must be strictly feasible with respect to the inequality constraints. If the initial point is infeasible (or not sufficiently feasible according to the above formula) with respect to the inequality constraints, then Knitro will run the infeasible version until a point is obtained which sufficiently satisfies all the inequality constraints. At this point it will switch to feasible mode.

This option and the option Honor Bounds may be useful in applications where functions are undefined outside the region defined by inequalities.

Note

  • This option can only be used with the interior-point optimizers.

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