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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