Minimum value for barrier parameter

Type

Floating point number

Range

[0,1e+019]

Default

1e-011

This option specifies the lower bound on the barrier parameter in the adaptive barrier parameter selection mode. By default, it is set to the minimum of 1e-11 and min(u,v)/(w+1), which should be a reasonable value. Here:

u is the value of the option Relative Convergence Tolerance,

v is the value of the option Complementarity Tolerance, and

w is the value of the option Barrier Convergence Tolerance Factor.

This option is only used if ‘Adaptive’ is selected for option Barrier Parameter Update Strategy.

Learn more about

• Barrier convergence tolerance factor

• Barrier parameter update strategy

• Complementarity tolerance

• Relative convergence tolerance