Unbounded Step Size
- Type
Floating point number
- Range
[1e-15,1e20]
- 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 \(x + \alpha p\), where \(x\) and \(p\) are fixed and \(\alpha\) 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