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14<!--l. 2--><p class="noindent" ><div id="header">   <h1 id="siteName"><TT> <big> BONMIN </big> </tt> Users' Manual</h1>   <div id="globalNav">   <a href="Intro.html">Introduction</a> |   <a href="Obtain.html">Download</a> |  <a href="Install.html">Install</a> |   <a href="use.html">Use</a> |   <a href="options_set.html">Setting Options</a> |   <a href="options_list.html">Options List</a> |   <a href="bib.html">Bibliography</a> |  </div>   </div>  <div id="leftPanel"> <div id="side-bar">  <ul> <li class="main"><a href="/Bonmin/index.html">Bonmin</a></li>  <li><a href="https://projects.coin-or.org/Bonmin">Wiki</a></li>   <li><a href="http://neos.mcs.anl.gov/neos/solvers/minco:Bonmin/AMPL.html"> NEOS </a> </li>  <li><a href="http://egon.cheme.cmu.edu/ibm/page.htm">IBM-CMU OCR </a></li>  <li><a href="http://domino.research.ibm.com/comm/research_projects.nsf/pages/minlp.index.html">  IBM MINLP </a></li>  <br>  <br>  <li class="main"><a href="/index.html">COIN-OR Home</a></li>  <li><a href="/projects.html">Projects</a></li>  <li><a href="/faqs.html">FAQs</a></li>   <li><a href="/download.html">Download</a></li>  <li><a href="/mail.html">Mailing Lists</a></li>  <li><a href="/how-to-help.html">Get Involved</a></li>  <li><a href="/resources.html">Related Resources</a></li>  <li class="main"><a href="/foundation.html">  <br>  <br>  COIN-OR Foundation  </a></li>   <li><a href="/events.html">Events</a></li>  <li><a href="/members.html">Members</a></li>  </ul>  </div> </div> <!--end navBar div -->  <br>   <h2 id="pageName"> Setting Options  </h2>  <a href="#sec:opt&#x02D9;opt " > Passing options to
15<span 
16class="cmtt-10">BONMIN </span> </a> / <a href="#sec:options&#x02D9;list " > List of options  </a> / <a href="#sec:opt&#x02D9;nonconv " > Getting good
17solutions to nonconvex problems  </a> / <a href="#sec:opt&#x02D9;ipopt " > Notes on <a 
18href="https://projects.coin-or.org/Ipopt" ><span 
19class="cmtt-10">Ipopt</span></a>&#x00A0;options  </a> /   </div> 
20<!--l. 11--><p class="noindent" > </div> <div id="content"> <div class="feature"> <h3> Options </h3>      </div> <div class="story"> <h3><a name=  &#8221;sec:opt&#x02D9;opt&#8221; ></a> Passing options to <span 
21class="cmtt-10">BONMIN </span> </h3>  Options in <span 
22class="cmtt-10">BONMIN</span>&#x00A0;can be
23set in several different ways.
24<!--l. 15--><p class="indent" >   First, you can set options by putting them in a file called <span 
25class="cmtt-10">bonmin.opt </span>in the
26directory where <span 
27class="cmtt-10">bonmin </span>is executing. If you are familiar with the file <a 
28href="http://www.coin-or.org/Ipopt/documentation/node50.html" ><span 
29class="cmtt-10">ipopt.opt</span></a>
30(formerly named <span 
31class="cmtt-10">PARAMS.DAT</span>) in <span 
32class="cmtt-10">Ipopt</span>, the syntax of the <span 
33class="cmtt-10">bonmin.opt </span>is similar. For
34those not familiar with <span 
35class="cmtt-10">ipopt.opt</span>, the syntax is simply to put the name
36of the option followed by its value, with no more than two options on a
37single line. Anything on a line after a # symbol is ignored (i.e., treated as a
38comment).
39<!--l. 26--><p class="indent" >   Note that <span 
40class="cmtt-10">BONMIN</span>&#x00A0;sets options for <span 
41class="cmtt-10">Ipopt</span>. If you want to set options for <span 
42class="cmtt-10">Ipopt</span>
43(when used inside <span 
44class="cmtt-10">BONMIN</span>) you have to set them in the file <span 
45class="cmtt-10">bonmin.opt </span>(the
46standard <span 
47class="cmtt-10">Ipopt </span>option file <span 
48class="cmtt-10">ipopt.opt </span>is not read by <span 
49class="cmtt-10">BONMIN</span>.) For a list and a
50description of all the <span 
51class="cmtt-10">Ipopt </span>options, the reader may refer to the <a 
52href="http://www.coin-or.org/Ipopt/documentation/node54.html" >documentation of
53<span 
54class="cmtt-10">Ipopt</span></a>.
55<!--l. 36--><p class="indent" >   Since <span 
56class="cmtt-10">bonmin.opt </span>contains both <span 
57class="cmtt-10">Ipopt </span>and <span 
58class="cmtt-10">BONMIN</span>&#x00A0;options, for clarity all
59<span 
60class="cmtt-10">BONMIN</span>&#x00A0;options should be preceded with the prefix &#8220;<span 
61class="cmtt-10">bonmin.</span>&#8221; in <span 
62class="cmtt-10">bonmin.opt</span>&#x00A0;.
63Note that some options can also be passed to the MILP subsolver used by
64<span 
65class="cmtt-10">BONMIN</span>&#x00A0;in the outer approximation decomposition and the hybrid (see Subsection
66<span 
67class="cmbx-10">??</span>).
68<br class="newline" />
69<!--l. 42--><p class="indent" >   The most important option in <span 
70class="cmtt-10">BONMIN</span>&#x00A0;is the choice of the solution algorithm.
71This can be set by using the option named <span 
72class="cmtt-10">bonmin.algorithm </span>which can be set to
73<span 
74class="cmtt-10">B-BB</span>, <span 
75class="cmtt-10">B-OA</span>, <span 
76class="cmtt-10">B-QG</span>, or <span 
77class="cmtt-10">B-Hyb </span>(it&#8217;s default value is <span 
78class="cmtt-10">B-BB</span>). Depending on the value of
79this option, certain other options may be available or not. The list of options
80together with their types, default values and availability in each of the four
81algorithms can be found <a 
82href="../options_list/index.html#sec:options_list" >here</a>. The column labeled &#8216;type&#8217; indicates the type of
83the parameter (&#8216;F&#8217; stands for float, &#8216;I&#8217; for integer, and &#8216;S&#8217; for string). The
84column labeled default indicates the global default value. Then for each
85of the four algorithm <span 
86class="cmtt-10">B-BB</span>, <span 
87class="cmtt-10">B-OA</span>, <span 
88class="cmtt-10">B-QG</span>, and <span 
89class="cmtt-10">B-Hyb</span>, &#8216;+&#8217; indicates that the
90option is available for that particular algorithm while &#8216;<span 
91class="cmsy-10">-</span>&#8217; indicates that it is
92not.
93<br class="newline" />
94<!--l. 57--><p class="indent" >   An example of a <span 
95class="cmtt-10">bonmin.opt </span>file including all the options with their default
96values is located in the <span 
97class="cmtt-10">Test </span>sub-directory.
98<!--l. 61--><p class="indent" >   A small example is as follows:
99
100   <table 
101class="verbatim"><tr class="verbatim"><td 
102class="verbatim"><div class="verbatim">
103&#x00A0;&#x00A0;&#x00A0;bonmin.bb_log_level&#x00A0;4
104&#x00A0;<br />&#x00A0;&#x00A0;&#x00A0;bonmin.algorithm&#x00A0;B-BB
105&#x00A0;<br />&#x00A0;&#x00A0;&#x00A0;print_level&#x00A0;6
106</div>
107</td></tr></table>
108<!--l. 66--><p class="nopar" > This sets the level of output of the branch-and-bound in <span 
109class="cmtt-10">BONMIN</span>&#x00A0;to 4, the algorithm
110to branch-and-bound and the output level for <span 
111class="cmtt-10">Ipopt </span>to 6.
112<br class="newline" />
113<!--l. 70--><p class="indent" >   When <span 
114class="cmtt-10">BONMIN</span>&#x00A0;is run from within <span 
115class="cmtt-10">Ampl</span>, another way to set an option is through
116the internal <span 
117class="cmtt-10">Ampl </span>command <span 
118class="cmtt-10">options</span>. For example
119
120   <table 
121class="verbatim"><tr class="verbatim"><td 
122class="verbatim"><div class="verbatim">
123options&#x00A0;bonmin_options&#x00A0;"bonmin.bb_log-level&#x00A0;4&#x00A0;\
124&#x00A0;<br />&#x00A0;&#x00A0;&#x00A0;&#x00A0;&#x00A0;&#x00A0;&#x00A0;&#x00A0;&#x00A0;&#x00A0;&#x00A0;&#x00A0;&#x00A0;&#x00A0;&#x00A0;&#x00A0;&#x00A0;&#x00A0;bonmin.algorithm&#x00A0;B-BB&#x00A0;print_level&#x00A0;6";
125</div>
126</td></tr></table>
127<!--l. 77--><p class="nopar" > has the same affect as the <span 
128class="cmtt-10">bonmin.opt </span>example above. Note that any <span 
129class="cmtt-10">BONMIN</span>&#x00A0;option
130specified in the file <span 
131class="cmtt-10">bonmin.opt </span>overrides any setting of that option from within <img 
132src="tmp0x.png" alt="A
133"  class="udot" >mpl.
134<br class="newline" />
135<!--l. 82--><p class="indent" >   A third way is to set options directly in the C/C++ code when running
136<span 
137class="cmtt-10">BONMIN</span>&#x00A0;from inside a C/C++ program as is explained in the reference manual.
138<!--l. 85--><p class="indent" >   A detailed description of all of the <span 
139class="cmtt-10">BONMIN</span>&#x00A0;options is given <a 
140href="../options_list/index.html#sec:options_list" >here</a>. In the following,
141we give some more details on options for the MILP subsolver and on the options
142specifically designed for nonconvex problems.
143<br class="newline" />
144<!--l. 95--><p class="indent" >    </div> <div class="story"> <h3><a name=  &#8221;sec:sub&#x02D9;solvers&#8221; ></a> Passing options to local search based heuristics and oa
145generators  </h3>   <a 
146 id="x1-1doc"></a>Several parts of the algorithms in <span 
147class="cmtt-10">BONMIN</span>&#x00A0;are based on solving a
148simplified version of the problem with another instance of <span 
149class="cmtt-10">BONMIN</span>: Outer
150Approximation Decomposition (called in <span 
151class="cmtt-10">B-Hyb </span>at the root node) and Feasibility
152Pump for MINLP (called in B-Hyb or B-BB at the root node), RINS, RENS, Local
153Branching.
154<!--l. 101--><p class="indent" >   In all these cases, one can pass options to the sub-algorithm used through the
155bonmin.opt file. The basic principle is that the &#8220;bonmin.&#8221; prefix is replaced with a
156prefix that identify the sub-algorithm used:
157     <ul class="itemize1">
158     <li class="itemize">to     pass     options     to     Outer     Approximation     Decomposition:
159     <span 
160class="cmtt-10">oa</span><span 
161class="cmtt-10">_decomposition.</span>,
162     </li>
163     <li class="itemize">to pass options to Feasibility Pump for MINLP: <span 
164class="cmtt-10">pump</span><span 
165class="cmtt-10">_for</span><span 
166class="cmtt-10">_minlp.</span>,
167     </li>
168     <li class="itemize">to pass options to RINS: <span 
169class="cmtt-10">rins.</span>,
170     </li>
171     <li class="itemize">to RENS: <span 
172class="cmtt-10">rens.</span>,
173     </li>
174     <li class="itemize">to Local Branching: <span 
175class="cmtt-10">local</span><span 
176class="cmtt-10">_branch</span>.</li></ul>
177<!--l. 112--><p class="indent" >   For example, we may want to run a maximum of 60 seconds of FP for MINLP
178until 6 solutions are found at the beginning of the hybrid algorithm. To do so we set
179the following option in <span 
180class="cmtt-10">bonmin.opt</span>
181
182   <table 
183class="verbatim"><tr class="verbatim"><td 
184class="verbatim"><div class="verbatim">
185bonmin.algorithm&#x00A0;B-Hyb
186&#x00A0;<br />
187&#x00A0;<br />bonmin.pump_for_minlp&#x00A0;yes&#x00A0;&#x00A0;&#x00A0;&#x00A0;&#x00A0;&#x00A0;#Tells&#x00A0;to&#x00A0;run&#x00A0;fp&#x00A0;for&#x00A0;MINLP
188&#x00A0;<br />pump_for_minlp.time_limit&#x00A0;60&#x00A0;#set&#x00A0;a&#x00A0;time&#x00A0;limit&#x00A0;for&#x00A0;the&#x00A0;pump
189&#x00A0;<br />pump_for_minlp.solution_limit&#x00A0;6&#x00A0;#&#x00A0;set&#x00A0;a&#x00A0;solution&#x00A0;limit
190&#x00A0;<br />
191</div>
192</td></tr></table>
193<!--l. 121--><p class="nopar" >
194<!--l. 123--><p class="indent" >   Note that the actual solution and time limit will be the minimum of the global
195limits set for <span 
196class="cmtt-10">BONMIN</span>.
197<!--l. 125--><p class="indent" >   A slightly more complicated set of options may be used when using RINS. Say for
198example that we want to run RINS inside B-BB. Each time RINS is called
199we want to solve the small-size MINLP generated using B-QG (we may
200run any algorithm available in bonmin for solving an MINLP) and want
201to stop as soon as B-QG found 1 solution. We set the following options in
202bonmin.opt
203
204   <table 
205class="verbatim"><tr class="verbatim"><td 
206class="verbatim"><div class="verbatim">
207bonmin.algorithm&#x00A0;B-BB
208&#x00A0;<br />
209&#x00A0;<br />bonmin.rins&#x00A0;yes
210&#x00A0;<br />rins.algorithm&#x00A0;B-QG
211&#x00A0;<br />rins.solution_limit&#x00A0;1
212&#x00A0;<br />
213</div>
214</td></tr></table>
215<!--l. 136--><p class="nopar" > This example shows that it is possible to set any option used in the sub=algorithm
216to be different than the one used for the main algorithm.
217<!--l. 140--><p class="indent" >   In the context of OA and FP for MINLP, a standard MILP solver is used. Several
218option are available for configuring this MILP solver. <span 
219class="cmtt-10">BONMIN</span>&#x00A0;allows a choice of
220different MILP solvers through the option <span 
221class="cmtt-10">bonmin.milp</span><span 
222class="cmtt-10">_subsolver</span>. Values for this
223option are: <span 
224class="cmtt-10">Cbc</span><span 
225class="cmtt-10">_D </span>which uses <span 
226class="cmtt-10">Cbc </span>with its default settings, <span 
227class="cmtt-10">Cplex </span>which uses <span 
228class="cmtt-10">Cplex</span>
229with its default settings, and <span 
230class="cmtt-10">Cbc</span><span 
231class="cmtt-10">_Par </span>which uses a version of <span 
232class="cmtt-10">Cbc </span>that can be
233parameterized by the user. The options that can be set in <span 
234class="cmtt-10">Cbc</span><span 
235class="cmtt-10">_Par </span>are the number of
236strong-branching candidates, the number of branches before pseudo costs are to be
237trusted, and the frequency of the various cut generators (these options are signaled in
238Table <span 
239class="cmbx-10">??</span>).
240<!--l. 150--><p class="indent" >    </div> <div class="story"> <h3><a name=  &#8221;sec:opt&#x02D9;nonconv&#8221; ></a> Getting good solutions to nonconvex problems  </h3>   To solve a
241problem with non-convex constraints, one should only use the branch-and-bound
242algorithm <span 
243class="cmtt-10">B-BB</span>.
244<!--l. 155--><p class="indent" >   A few options have been designed in <span 
245class="cmtt-10">BONMIN</span>&#x00A0;specifically to treat problems that
246do not have a convex continuous relaxation. In such problems, the solutions obtained
247from <span 
248class="cmtt-10">Ipopt </span>are not necessarily globally optimal, but are only locally optimal. Also
249the outer-approximation constraints are not necessarily valid inequalities for the
250problem.
251<!--l. 161--><p class="indent" >   No specific heuristic method for treating nonconvex problems is implemented yet
252within the OA framework. But for the pure branch-and-bound <span 
253class="cmtt-10">B-BB</span>, we implemented
254a few options having in mind that lower bounds provided by <span 
255class="cmtt-10">Ipopt </span>should not be
256trusted, and with the goal of trying to get good solutions. Such options are at a very
257experimental stage.
258<!--l. 167--><p class="indent" >   First, in the context of nonconvex problems, <span 
259class="cmtt-10">Ipopt </span>may find different
260local optima when started from different starting points. The two options
261<span 
262class="cmtt-10">num</span><span 
263class="cmtt-10">_resolve</span><span 
264class="cmtt-10">_at</span><span 
265class="cmtt-10">_root </span>and <span 
266class="cmtt-10">num</span><span 
267class="cmtt-10">_resolve</span><span 
268class="cmtt-10">_at</span><span 
269class="cmtt-10">_node </span>allow for solving the root node or
270each node of the tree, respectively, with a user-specified number of different
271randomly-chosen starting points, saving the best solution found. Note that the
272function to generate a random starting point is very naïve: it chooses a
273random point (uniformly) between the bounds provided for the variable. In
274particular if there are some functions that can not be evaluated at some
275points of the domain, it may pick such points, and so it is not robust in that
276respect.
277
278<!--l. 177--><p class="indent" >   Secondly, since the solution given by <span 
279class="cmtt-10">Ipopt </span>does not truly give a lower bound, we
280allow for changing the fathoming rule to continue branching even if the solution value
281to the current node is worse than the best-known solution. This is achieved by setting
282<span 
283class="cmtt-10">allowable</span><span 
284class="cmtt-10">_gap </span>and <span 
285class="cmtt-10">allowable</span><span 
286class="cmtt-10">_fraction</span><span 
287class="cmtt-10">_gap </span>and <span 
288class="cmtt-10">cutoff</span><span 
289class="cmtt-10">_decr </span>to negative
290values.
291<!--l. 184--><p class="indent" >    </div> <div class="story"> <h3><a name=  &#8221;sec:opt&#x02D9;ipopt&#8221; ></a> Notes on <span 
292class="cmtt-10">Ipopt </span>options  </h3>   <a 
293href="https://projects.coin-or.org/Ipopt" ><span 
294class="cmtt-10">Ipopt</span></a>&#x00A0;has a very large number
295of options, to get a complete description of them, you should refer to the
296<a 
297href="https://projects.coin-or.org/Ipopt" ><span 
298class="cmtt-10">Ipopt</span></a>&#x00A0;manual. Here we only mention and explain some of the options that have been
299more important to us, so far, in developing and using <span 
300class="cmtt-10">BONMIN</span>.
301   <a 
302 id="subsubsection.0.0.1"></a>
303   <h5 class="subsubsectionHead"><span class="titlemark">0.0.1   </span> <a 
304 id="x1-10000.0.1"></a>Default options changed by <span 
305class="cmtt-10">BONMIN</span></h5>
306<!--l. 191--><p class="noindent" ><a 
307href="https://projects.coin-or.org/Ipopt" ><span 
308class="cmtt-10">Ipopt</span></a>&#x00A0;has been tailored to be more efficient when used in the context of the
309solution of a MINLP problem. In particular, we have tried to improve <a 
310href="https://projects.coin-or.org/Ipopt" ><span 
311class="cmtt-10">Ipopt</span></a>&#8217;s
312warm-starting capabilities and its ability to prove quickly that a subproblem is
313infeasible. For ordinary NLP problems, <a 
314href="https://projects.coin-or.org/Ipopt" ><span 
315class="cmtt-10">Ipopt</span></a>&#x00A0;does not use these options by
316default, but <span 
317class="cmtt-10">BONMIN</span>&#x00A0;automatically changes these options from their default
318values.
319<!--l. 197--><p class="indent" >   Note that options set by the user in <span 
320class="cmtt-10">bonmin.opt </span>will override these settings.
321<a 
322 id="section*.1"></a>
323<!--l. 200--><p class="noindent" ><span class="paragraphHead"><a 
324 id="x1-20000.0.1"></a><span 
325class="cmtt-10">mu</span><span 
326class="cmtt-10">_strategy </span><span 
327class="cmbx-10">and </span><span 
328class="cmtt-10">mu</span><span 
329class="cmtt-10">_oracle</span></span> are set, respectively, to <span 
330class="cmtt-10">adaptive </span>and <span 
331class="cmtt-10">probing </span>by
332default (these are newly implemented strategies in <a 
333href="https://projects.coin-or.org/Ipopt" ><span 
334class="cmtt-10">Ipopt</span></a>&#x00A0;for updating the barrier
335parameter  <a href=&#8221;../bib/index.html#NocedalAdaptive&#8221; > [Nocedal2004]</a>  which we have
336found to be more efficient in the context of MINLP).
337<a 
338 id="section*.2"></a>
339<!--l. 204--><p class="noindent" ><span class="paragraphHead"><a 
340 id="x1-30000.0.1"></a><span 
341class="cmtt-10">gamma</span><span 
342class="cmtt-10">_phi </span><span 
343class="cmbx-10">and </span><span 
344class="cmtt-10">gamma</span><span 
345class="cmtt-10">_theta</span></span> are set to 10<sup><span 
346class="cmsy-7">-</span><span 
347class="cmr-7">8</span></sup> and 10<sup><span 
348class="cmsy-7">-</span><span 
349class="cmr-7">4</span></sup> respectively. This has
350the effect of reducing the size of the filter in the line search performed by
351Ipopt.
352<a 
353 id="section*.3"></a>
354<!--l. 207--><p class="noindent" ><span class="paragraphHead"><a 
355 id="x1-40000.0.1"></a><span 
356class="cmtt-10">required</span><span 
357class="cmtt-10">_infeasibility</span><span 
358class="cmtt-10">_reduction</span></span> is set to 0<span 
359class="cmmi-10">.</span>1. This increases the required
360infeasibility reduction when <a 
361href="https://projects.coin-or.org/Ipopt" ><span 
362class="cmtt-10">Ipopt</span></a>&#x00A0;enters the restoration phase and should thus help
363detect infeasible problems faster.
364<a 
365 id="section*.4"></a>
366<!--l. 212--><p class="noindent" ><span class="paragraphHead"><a 
367 id="x1-50000.0.1"></a><span 
368class="cmtt-10">expect</span><span 
369class="cmtt-10">_infeasible</span><span 
370class="cmtt-10">_problem</span></span> is set to <span 
371class="cmtt-10">yes </span>which enables some heuristics to detect
372infeasible problems faster.
373<a 
374 id="section*.5"></a>
375<!--l. 215--><p class="noindent" ><span class="paragraphHead"><a 
376 id="x1-60000.0.1"></a><span 
377class="cmtt-10">warm</span><span 
378class="cmtt-10">_start</span><span 
379class="cmtt-10">_init</span><span 
380class="cmtt-10">_point</span></span> is set to <span 
381class="cmtt-10">yes </span>when a full primal/dual starting point is
382available (generally all the optimizations after the continuous relaxation has been
383solved).
384
385<a 
386 id="section*.6"></a>
387<!--l. 218--><p class="noindent" ><span class="paragraphHead"><a 
388 id="x1-70000.0.1"></a><span 
389class="cmtt-10">print</span><span 
390class="cmtt-10">_level</span></span> is set to 0 by default to turn off Ipopt output.
391   <a 
392 id="subsubsection.0.0.2"></a>
393   <h5 class="subsubsectionHead"><span class="titlemark">0.0.2   </span> <a 
394 id="x1-80000.0.2"></a>Some useful <a 
395href="https://projects.coin-or.org/Ipopt" ><span 
396class="cmtt-10">Ipopt</span></a>&#x00A0;options</h5>
397<a 
398 id="section*.7"></a>
399<!--l. 220--><p class="noindent" ><span class="paragraphHead"><a 
400 id="x1-90000.0.2"></a><span 
401class="cmbx-10">bound</span><span 
402class="cmbx-10">_relax</span><span 
403class="cmbx-10">_factor</span></span> is by default set to 10<sup><span 
404class="cmsy-7">-</span><span 
405class="cmr-7">8</span></sup> in <a 
406href="https://projects.coin-or.org/Ipopt" ><span 
407class="cmtt-10">Ipopt</span></a>. All of the bounds of the
408problem are relaxed by this factor. This may cause some trouble when constraint
409functions can only be evaluated within their bounds. In such cases, this option should
410be set to 0.
411   
412</body></html> 
413
414
415
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