Unbounded Objective Value

Type

Floating point number

Range

[0,1e20]

Default

1e20

This option is intended to detect unboundedness in nonlinear problems. (It may not achieve that purpose!). During a line search, a function f is evaluated at points of the forms x + ap, where x and p are fixed and a varies. If | f | exceeds the value of this option (or if a exceeds the value of the option Unbounded Step Size ), iterations are terminated with the exit message “problem is unbounded” (or “badly scaled”).

If singularities are present, unboundedness in f(x) may be manifested by a floating-point overflow (during the evaluation of f(x + ap)), before the test for | f | against the unbounded objective value can be made.

Unboundedness in x is best avoided by placing finite upper and lower bounds on the variables.

Learn more about

• Unbounded Step Size