Radius of Convergence

Type : Floating point number

Range : [1e-7,1]

Default : 0.01

This option determines when the penalty parameter r will be reduced (if initialized to a positive value). Both the nonlinear constraint violation (see option Row Tolerance ) and the relative change in consecutive Lagrange multipler estimates must be less than the value of this option at the start of a major iteration before r is reduced or set to zero. Once r is zero, the sequence of major iterations should converge quadratically to an optimum.

Learn more about

• Penalty Parameter

• Row Tolerance