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.

Learn more about

• Algorithm