Barrier Switch Objective

Type : Selection

Range : The settings listed below

Default : Scalar weighting

This option indicates which objective function to use when the barrier algorithms switch to a pure feasibility phase. Possible values are:

  • Off

  • Scalar weighting

  • Diagonal weighting

With setting ‘Off’ no objective is used. Settings ‘Scalar weighting’ and ‘Diagonal weighting’ use a proximal point objective with scalar and diagonal weighting respectively.

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

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