Refactorization Limit

Type : Integer

Range : {-1..1000000}

Default : -1

This option indicates the maximum number of refactorizations of the KKT system per iteration of the Interior/Direct algorithm before reverting to a CG step. These refactorizations are performed if negative curvature is detected in the model. Rather than reverting to a CG step, the Hessian matrix is modified in an attempt to make the subproblem convex and then the KKT system is refactorized. Increasing this value will make the Interior/Direct algorithm less likely to take CG steps. If the Interior/Direct algorithm is taking a large number of CG steps (as indicated by a positive value for “CG its” in the output), this may improve performance.

If this value is set to -1 then Knitro will use a dynamic strategy.

This option has no effect on the Active Set and SQP algorithms.

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• Algorithm