Reduced Hessian Dimension

Type : Integer

Range : {-1..1000000}

Default : -1

This option specifies that an i × i triangular matrix R is to be available for use by the QP Cholesky solver (to define the reduced Hessian according to RTR = ZTHZ). The value of i affects when QP solver CG is activated.

The default value of -1 is special; in that case the reduced Hessian dimension is set equal to the number of nonlinear variables plus 1 (but will never be larger than 2000).

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