Unbounded Step Size

Type

Floating point number

Range

[0,1e20]

Default

1e10

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 a exceeds the value of this option (or if | f | exceeds the value of the option Unbounded Objective Value ), iterations are terminated with the exit message “problem is unbounded” (or “badly scaled”).

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

Learn more about

• Unbounded Objective Value