Changeset 1992


Ignore:
Timestamp:
Jun 4, 2012 8:27:18 AM (7 years ago)
Author:
pbonami
Message:

Merge with trunk and create up to date documentation

Location:
stable/1.6/Bonmin
Files:
11 edited

Legend:

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Removed
  • stable/1.6/Bonmin

  • stable/1.6/Bonmin/doc/Install.tex

    r1974 r1992  
    9292 \begin{verbatim}
    9393
    94  with_cplex_lib="-L/usr/ilog/cplex/lib/ -lcplex -lpthread"
    95  with_cplex_incdir="/usr/ilog/cplex/include/ilcplex -lm"
     94 with_cplex_lib="-L/usr/ilog/cplex/lib/ -lcplex -lpthread -lm"
     95 with_cplex_incdir="/usr/ilog/cplex/include/ilcplex"
    9696 
    9797 \end{verbatim}
  • stable/1.6/Bonmin/doc/bonmin.sty

    r1952 r1992  
    11\newcommand{\stableVersion}{1.6}
    2 \newcommand{\releaseVersion}{1.5.2}
     2\newcommand{\releaseVersion}{1.6.0}
    33%Some frequently used html addresses
    44
  • stable/1.6/Bonmin/doc/options_list_bonmin_content.tex

    r1952 r1992  
    135135</tr>
    136136<tr>
     137<td> <a href="#sec:random_generator_seed">random_generator_seed</a> </td>
     138<td>I</td>
     139<td> +</td>
     140<td>+</td>
     141<td>+</td>
     142<td>+</td>
     143</tr>
     144<tr>
    137145<td> <a href="#sec:read_solution_file">read_solution_file</a> </td>
    138146<td>S</td>
     
    179187<td> +</td>
    180188<td>-</td>
    181 <td>-</td>
    182 <td>-</td>
     189<td>+</td>
     190<td>+</td>
    183191</tr>
    184192<tr>   <th colspan=9> <a href="#sec:MILP_cutting_planes_in_hybrid">MILP cutting planes in hybrid</a> </th>
     
    647655<td> <a href="#sec:oa_cuts_scope">oa_cuts_scope</a> </td>
    648656<td>S</td>
     657<td> -</td>
     658<td>+</td>
     659<td>+</td>
     660<td>+</td>
     661</tr>
     662<tr>
     663<td> <a href="#sec:oa_rhs_relax">oa_rhs_relax</a> </td>
     664<td>F</td>
    649665<td> -</td>
    650666<td>+</td>
     
    817833\label{sec:Algorithm_choice}
    818834\htmlanchor{sec:Algorithm_choice}
    819 \htmlanchor{sec:algorithm}
    820835\paragraph{algorithm:}\label{sec:algorithm} Choice of the algorithm. $\;$ \\
    821836 This will preset some of the options of bonmin
     
    836851\label{sec:Branch-and-bound_options}
    837852\htmlanchor{sec:Branch-and-bound_options}
    838 \htmlanchor{sec:allowable_fraction_gap}
    839853\paragraph{allowable\_fraction\_gap:}\label{sec:allowable_fraction_gap} Specify the value of relative gap under which the algorithm stops. $\;$ \\
    840854 Stop the tree search when the gap between the
     
    847861
    848862
    849 \htmlanchor{sec:allowable_gap}
    850863\paragraph{allowable\_gap:}\label{sec:allowable_gap} Specify the value of absolute gap under which the algorithm stops. $\;$ \\
    851864 Stop the tree search when the gap between the
     
    857870
    858871
    859 \htmlanchor{sec:cutoff}
    860872\paragraph{cutoff:}\label{sec:cutoff} Specify cutoff value. $\;$ \\
    861873 cutoff should be the value of a feasible solution
     
    866878
    867879
    868 \htmlanchor{sec:cutoff_decr}
    869880\paragraph{cutoff\_decr:}\label{sec:cutoff_decr} Specify cutoff decrement. $\;$ \\
    870881 Specify the amount by which cutoff is decremented
     
    876887
    877888
    878 \htmlanchor{sec:enable_dynamic_nlp}
    879889\paragraph{enable\_dynamic\_nlp:}\label{sec:enable_dynamic_nlp} Enable dynamic linear and quadratic rows addition in nlp $\;$ \\
    880890
     
    887897\end{itemize}
    888898
    889 \htmlanchor{sec:integer_tolerance}
    890899\paragraph{integer\_tolerance:}\label{sec:integer_tolerance} Set integer tolerance. $\;$ \\
    891900 Any number within that value of an integer is
     
    895904
    896905
    897 \htmlanchor{sec:iteration_limit}
    898906\paragraph{iteration\_limit:}\label{sec:iteration_limit} Set the cumulated maximum number of iteration in the algorithm used to process nodes continuous relaxations in the branch-and-bound. $\;$ \\
    899907 value 0 deactivates option. The valid range for this integer option is
     
    902910
    903911
    904 \htmlanchor{sec:nlp_failure_behavior}
    905912\paragraph{nlp\_failure\_behavior:}\label{sec:nlp_failure_behavior} Set the behavior when an NLP or a series of NLP are unsolved by Ipopt (we call unsolved an NLP for which Ipopt is not able to guarantee optimality within the specified tolerances). $\;$ \\
    906913 If set to "fathom", the algorithm will fathom the
     
    918925\end{itemize}
    919926
    920 \htmlanchor{sec:node_comparison}
    921927\paragraph{node\_comparison:}\label{sec:node_comparison} Choose the node selection strategy. $\;$ \\
    922928 Choose the strategy for selecting the next node
     
    936942\end{itemize}
    937943
    938 \htmlanchor{sec:node_limit}
    939944\paragraph{node\_limit:}\label{sec:node_limit} Set the maximum number of nodes explored in the branch-and-bound search. $\;$ \\
    940945 The valid range for this integer option is
     
    943948
    944949
    945 \htmlanchor{sec:num_cut_passes}
    946950\paragraph{num\_cut\_passes:}\label{sec:num_cut_passes} Set the maximum number of cut passes at regular nodes of the branch-and-cut. $\;$ \\
    947951 The valid range for this integer option is
     
    950954
    951955
    952 \htmlanchor{sec:num_cut_passes_at_root}
    953956\paragraph{num\_cut\_passes\_at\_root:}\label{sec:num_cut_passes_at_root} Set the maximum number of cut passes at regular nodes of the branch-and-cut. $\;$ \\
    954957 The valid range for this integer option is
     
    957960
    958961
    959 \htmlanchor{sec:number_before_trust}
    960962\paragraph{number\_before\_trust:}\label{sec:number_before_trust} Set the number of branches on a variable before its pseudo costs are to be believed in dynamic strong branching. $\;$ \\
    961963 A value of 0 disables pseudo costs. The valid range for this integer option is
     
    964966
    965967
    966 \htmlanchor{sec:number_strong_branch}
    967968\paragraph{number\_strong\_branch:}\label{sec:number_strong_branch} Choose the maximum number of variables considered for strong branching. $\;$ \\
    968969 Set the number of variables on which to do strong
     
    972973
    973974
    974 \htmlanchor{sec:read_solution_file}
     975\paragraph{random\_generator\_seed:}\label{sec:random_generator_seed} Set seed for random number generator (a value of -1 sets seeds to time since Epoch). $\;$ \\
     976 The valid range for this integer option is
     977$-1 \le {\tt random\_generator\_seed } <  {\tt +inf}$
     978and its default value is $0$.
     979
     980
    975981\paragraph{read\_solution\_file:}\label{sec:read_solution_file} Read a file with the optimal solution to test if algorithms cuts it. $\;$ \\
    976982 For Debugging purposes only.
     
    983989\end{itemize}
    984990
    985 \htmlanchor{sec:solution_limit}
    986991\paragraph{solution\_limit:}\label{sec:solution_limit} Abort after that much integer feasible solution have been found by algorithm $\;$ \\
    987992 value 0 deactivates option The valid range for this integer option is
     
    990995
    991996
    992 \htmlanchor{sec:sos_constraints}
    993997\paragraph{sos\_constraints:}\label{sec:sos_constraints} Wether or not to activate SOS constraints. $\;$ \\
    994998 (only type 1 SOS are supported at the moment)
     
    10011005\end{itemize}
    10021006
    1003 \htmlanchor{sec:time_limit}
    10041007\paragraph{time\_limit:}\label{sec:time_limit} Set the global maximum computation time (in secs) for the algorithm. $\;$ \\
    10051008 The valid range for this real option is
     
    10081011
    10091012
    1010 \htmlanchor{sec:tree_search_strategy}
    10111013\paragraph{tree\_search\_strategy:}\label{sec:tree_search_strategy} Pick a strategy for traversing the tree $\;$ \\
    10121014 All strategies can be used in conjunction with
     
    10391041\end{itemize}
    10401042
    1041 \htmlanchor{sec:variable_selection}
    10421043\paragraph{variable\_selection:}\label{sec:variable_selection} Chooses variable selection strategy $\;$ \\
    10431044
    1044 The default value for this string option is "strong-branching".
     1045The default value for this string option is "osi-strong".
    10451046\\
    10461047Possible values:
     
    10601061\label{sec:MILP_cutting_planes_in_hybrid}
    10611062\htmlanchor{sec:MILP_cutting_planes_in_hybrid}
    1062 \htmlanchor{sec:2mir_cuts}
    10631063\paragraph{2mir\_cuts:}\label{sec:2mir_cuts} Frequency (in terms of nodes) for generating 2-MIR cuts in branch-and-cut $\;$ \\
    1064  If $k > 0$, cuts are generated every k nodes, if
    1065 $-99 < k < 0$ cuts are generated every $-k$ nodes
    1066 but Cbc may decide to stop generating cuts, if
    1067 not enough are generated at the root node, if
     1064 If $k > 0$, cuts are generated every $k$ nodes,
     1065if $-99 < k < 0$ cuts are generated every $-k$
     1066nodes but Cbc may decide to stop generating cuts,
     1067if not enough are generated at the root node, if
    10681068$k=-99$ generate cuts only at the root node, if
    10691069$k=0$ or $100$ do not generate cuts. The valid range for this integer option is
     
    10721072
    10731073
    1074 \htmlanchor{sec:Gomory_cuts}
    10751074\paragraph{Gomory\_cuts:}\label{sec:Gomory_cuts} Frequency k (in terms of nodes) for generating Gomory cuts in branch-and-cut. $\;$ \\
    1076  If $k > 0$, cuts are generated every k nodes, if
    1077 $-99 < k < 0$ cuts are generated every $-k$ nodes
    1078 but Cbc may decide to stop generating cuts, if
    1079 not enough are generated at the root node, if
     1075 If $k > 0$, cuts are generated every $k$ nodes,
     1076if $-99 < k < 0$ cuts are generated every $-k$
     1077nodes but Cbc may decide to stop generating cuts,
     1078if not enough are generated at the root node, if
    10801079$k=-99$ generate cuts only at the root node, if
    10811080$k=0$ or $100$ do not generate cuts. The valid range for this integer option is
     
    10841083
    10851084
    1086 \htmlanchor{sec:clique_cuts}
    10871085\paragraph{clique\_cuts:}\label{sec:clique_cuts} Frequency (in terms of nodes) for generating clique cuts in branch-and-cut $\;$ \\
    1088  If $k > 0$, cuts are generated every k nodes, if
    1089 $-99 < k < 0$ cuts are generated every $-k$ nodes
    1090 but Cbc may decide to stop generating cuts, if
    1091 not enough are generated at the root node, if
     1086 If $k > 0$, cuts are generated every $k$ nodes,
     1087if $-99 < k < 0$ cuts are generated every $-k$
     1088nodes but Cbc may decide to stop generating cuts,
     1089if not enough are generated at the root node, if
    10921090$k=-99$ generate cuts only at the root node, if
    10931091$k=0$ or $100$ do not generate cuts. The valid range for this integer option is
     
    10961094
    10971095
    1098 \htmlanchor{sec:cover_cuts}
    10991096\paragraph{cover\_cuts:}\label{sec:cover_cuts} Frequency (in terms of nodes) for generating cover cuts in branch-and-cut $\;$ \\
    1100  If $k > 0$, cuts are generated every k nodes, if
    1101 $-99 < k < 0$ cuts are generated every $-k$ nodes
    1102 but Cbc may decide to stop generating cuts, if
    1103 not enough are generated at the root node, if
     1097 If $k > 0$, cuts are generated every $k$ nodes,
     1098if $-99 < k < 0$ cuts are generated every $-k$
     1099nodes but Cbc may decide to stop generating cuts,
     1100if not enough are generated at the root node, if
    11041101$k=-99$ generate cuts only at the root node, if
    11051102$k=0$ or $100$ do not generate cuts. The valid range for this integer option is
     
    11081105
    11091106
    1110 \htmlanchor{sec:flow_cover_cuts}
    11111107\paragraph{flow\_cover\_cuts:}\label{sec:flow_cover_cuts} Frequency (in terms of nodes) for generating flow cover cuts in branch-and-cut $\;$ \\
    1112  If $k > 0$, cuts are generated every k nodes, if
    1113 $-99 < k < 0$ cuts are generated every $-k$ nodes
    1114 but Cbc may decide to stop generating cuts, if
    1115 not enough are generated at the root node, if
     1108 If $k > 0$, cuts are generated every $k$ nodes,
     1109if $-99 < k < 0$ cuts are generated every $-k$
     1110nodes but Cbc may decide to stop generating cuts,
     1111if not enough are generated at the root node, if
    11161112$k=-99$ generate cuts only at the root node, if
    11171113$k=0$ or $100$ do not generate cuts. The valid range for this integer option is
     
    11201116
    11211117
    1122 \htmlanchor{sec:lift_and_project_cuts}
    11231118\paragraph{lift\_and\_project\_cuts:}\label{sec:lift_and_project_cuts} Frequency (in terms of nodes) for generating lift-and-project cuts in branch-and-cut $\;$ \\
    1124  If $k > 0$, cuts are generated every k nodes, if
    1125 $-99 < k < 0$ cuts are generated every $-k$ nodes
    1126 but Cbc may decide to stop generating cuts, if
    1127 not enough are generated at the root node, if
     1119 If $k > 0$, cuts are generated every $k$ nodes,
     1120if $-99 < k < 0$ cuts are generated every $-k$
     1121nodes but Cbc may decide to stop generating cuts,
     1122if not enough are generated at the root node, if
    11281123$k=-99$ generate cuts only at the root node, if
    11291124$k=0$ or $100$ do not generate cuts. The valid range for this integer option is
     
    11321127
    11331128
    1134 \htmlanchor{sec:mir_cuts}
    11351129\paragraph{mir\_cuts:}\label{sec:mir_cuts} Frequency (in terms of nodes) for generating MIR cuts in branch-and-cut $\;$ \\
    1136  If $k > 0$, cuts are generated every k nodes, if
    1137 $-99 < k < 0$ cuts are generated every $-k$ nodes
    1138 but Cbc may decide to stop generating cuts, if
    1139 not enough are generated at the root node, if
     1130 If $k > 0$, cuts are generated every $k$ nodes,
     1131if $-99 < k < 0$ cuts are generated every $-k$
     1132nodes but Cbc may decide to stop generating cuts,
     1133if not enough are generated at the root node, if
    11401134$k=-99$ generate cuts only at the root node, if
    11411135$k=0$ or $100$ do not generate cuts. The valid range for this integer option is
     
    11441138
    11451139
    1146 \htmlanchor{sec:reduce_and_split_cuts}
    11471140\paragraph{reduce\_and\_split\_cuts:}\label{sec:reduce_and_split_cuts} Frequency (in terms of nodes) for generating reduce-and-split cuts in branch-and-cut $\;$ \\
    1148  If $k > 0$, cuts are generated every k nodes, if
    1149 $-99 < k < 0$ cuts are generated every $-k$ nodes
    1150 but Cbc may decide to stop generating cuts, if
    1151 not enough are generated at the root node, if
     1141 If $k > 0$, cuts are generated every $k$ nodes,
     1142if $-99 < k < 0$ cuts are generated every $-k$
     1143nodes but Cbc may decide to stop generating cuts,
     1144if not enough are generated at the root node, if
    11521145$k=-99$ generate cuts only at the root node, if
    11531146$k=0$ or $100$ do not generate cuts. The valid range for this integer option is
     
    11591152\label{sec:MINLP_Heuristics}
    11601153\htmlanchor{sec:MINLP_Heuristics}
    1161 \htmlanchor{sec:feasibility_pump_objective_norm}
    11621154\paragraph{feasibility\_pump\_objective\_norm:}\label{sec:feasibility_pump_objective_norm} Norm of feasibility pump objective function $\;$ \\
    11631155 The valid range for this integer option is
     
    11661158
    11671159
    1168 \htmlanchor{sec:heuristic_RINS}
    11691160\paragraph{heuristic\_RINS:}\label{sec:heuristic_RINS} if yes runs the RINS heuristic $\;$ \\
    11701161
     
    11771168\end{itemize}
    11781169
    1179 \htmlanchor{sec:heuristic_dive_MIP_fractional}
    11801170\paragraph{heuristic\_dive\_MIP\_fractional:}\label{sec:heuristic_dive_MIP_fractional} if yes runs the Dive MIP Fractional heuristic $\;$ \\
    11811171
     
    11881178\end{itemize}
    11891179
    1190 \htmlanchor{sec:heuristic_dive_MIP_vectorLength}
    11911180\paragraph{heuristic\_dive\_MIP\_vectorLength:}\label{sec:heuristic_dive_MIP_vectorLength} if yes runs the Dive MIP VectorLength heuristic $\;$ \\
    11921181
     
    11991188\end{itemize}
    12001189
    1201 \htmlanchor{sec:heuristic_dive_fractional}
    12021190\paragraph{heuristic\_dive\_fractional:}\label{sec:heuristic_dive_fractional} if yes runs the Dive Fractional heuristic $\;$ \\
    12031191
     
    12101198\end{itemize}
    12111199
    1212 \htmlanchor{sec:heuristic_dive_vectorLength}
    12131200\paragraph{heuristic\_dive\_vectorLength:}\label{sec:heuristic_dive_vectorLength} if yes runs the Dive VectorLength heuristic $\;$ \\
    12141201
     
    12211208\end{itemize}
    12221209
    1223 \htmlanchor{sec:heuristic_feasibility_pump}
    12241210\paragraph{heuristic\_feasibility\_pump:}\label{sec:heuristic_feasibility_pump} whether the heuristic feasibility pump should be used $\;$ \\
    12251211
     
    12321218\end{itemize}
    12331219
    1234 \htmlanchor{sec:pump_for_minlp}
    12351220\paragraph{pump\_for\_minlp:}\label{sec:pump_for_minlp} if yes runs FP for MINLP $\;$ \\
    12361221
     
    12461231\label{sec:Nlp_solution_robustness}
    12471232\htmlanchor{sec:Nlp_solution_robustness}
    1248 \htmlanchor{sec:max_consecutive_failures}
    12491233\paragraph{max\_consecutive\_failures:}\label{sec:max_consecutive_failures} (temporarily removed) Number $n$ of consecutive unsolved problems before aborting a branch of the tree. $\;$ \\
    12501234 When $n > 0$, continue exploring a branch of the
     
    12571241
    12581242
    1259 \htmlanchor{sec:max_random_point_radius}
    12601243\paragraph{max\_random\_point\_radius:}\label{sec:max_random_point_radius} Set max value r for coordinate of a random point. $\;$ \\
    12611244 When picking a random point, coordinate i will be
     
    12671250
    12681251
    1269 \htmlanchor{sec:num_iterations_suspect}
    12701252\paragraph{num\_iterations\_suspect:}\label{sec:num_iterations_suspect} Number of iterations over which a node is considered "suspect" (for debugging purposes only, see detailed documentation). $\;$ \\
    12711253 When the number of iterations to solve a node is
     
    12771259
    12781260
    1279 \htmlanchor{sec:num_retry_unsolved_random_point}
    12801261\paragraph{num\_retry\_unsolved\_random\_point:}\label{sec:num_retry_unsolved_random_point} Number $k$ of times that the algorithm will try to resolve an unsolved NLP with a random starting point (we call unsolved an NLP for which Ipopt is not able to guarantee optimality within the specified tolerances). $\;$ \\
    12811262 When Ipopt fails to solve a continuous NLP
     
    12881269
    12891270
    1290 \htmlanchor{sec:random_point_perturbation_interval}
    12911271\paragraph{random\_point\_perturbation\_interval:}\label{sec:random_point_perturbation_interval} Amount by which starting point is perturbed when choosing to pick random point by perturbating starting point $\;$ \\
    12921272 The valid range for this real option is
     
    12951275
    12961276
    1297 \htmlanchor{sec:random_point_type}
    12981277\paragraph{random\_point\_type:}\label{sec:random_point_type} method to choose a random starting point $\;$ \\
    12991278
     
    13091288\end{itemize}
    13101289
    1311 \htmlanchor{sec:resolve_on_small_infeasibility}
    1312 \paragraph{resolve\_on\_small\_infeasibility:}\label{sec:resolve_on_small_infeasibility} If a locally infeasible problem is infeasible by less than this resolve itwith initial starting point. $\;$ \\
     1290\paragraph{resolve\_on\_small\_infeasibility:}\label{sec:resolve_on_small_infeasibility} If a locally infeasible problem is infeasible by less than this, resolve it with initial starting point. $\;$ \\
    13131291 It is set to 0 by default with Ipopt. For filter
    13141292Bonmin sets it to a small value. The valid range for this real option is
     
    13201298\label{sec:Nlp_solve_options_in_B-Hyb}
    13211299\htmlanchor{sec:Nlp_solve_options_in_B-Hyb}
    1322 \htmlanchor{sec:nlp_solve_frequency}
    13231300\paragraph{nlp\_solve\_frequency:}\label{sec:nlp_solve_frequency} Specify the frequency (in terms of nodes) at which NLP relaxations are solved in B-Hyb. $\;$ \\
    13241301 A frequency of 0 amounts to to never solve the
     
    13281305
    13291306
    1330 \htmlanchor{sec:nlp_solve_max_depth}
    13311307\paragraph{nlp\_solve\_max\_depth:}\label{sec:nlp_solve_max_depth} Set maximum depth in the tree at which NLP relaxations are solved in B-Hyb. $\;$ \\
    13321308 A depth of 0 amounts to to never solve the NLP
     
    13361312
    13371313
    1338 \htmlanchor{sec:nlp_solves_per_depth}
    13391314\paragraph{nlp\_solves\_per\_depth:}\label{sec:nlp_solves_per_depth} Set average number of nodes in the tree at which NLP relaxations are solved in B-Hyb for each depth. $\;$ \\
    13401315 The valid range for this real option is
     
    13461321\label{sec:Options_for_MILP_solver}
    13471322\htmlanchor{sec:Options_for_MILP_solver}
    1348 \htmlanchor{sec:cpx_parallel_strategy}
    13491323\paragraph{cpx\_parallel\_strategy:}\label{sec:cpx_parallel_strategy} Strategy of parallel search mode in CPLEX. $\;$ \\
    13501324 -1 = opportunistic, 0 = automatic, 1 =
     
    13541328
    13551329
    1356 \htmlanchor{sec:milp_log_level}
    13571330\paragraph{milp\_log\_level:}\label{sec:milp_log_level} specify MILP solver log level. $\;$ \\
    13581331 Set the level of output of the MILP subsolver in
     
    13631336
    13641337
    1365 \htmlanchor{sec:milp_solver}
    13661338\paragraph{milp\_solver:}\label{sec:milp_solver} Choose the subsolver to solve MILP sub-problems in OA decompositions. $\;$ \\
    13671339  To use Cplex, a valid license is required and
     
    13771349\end{itemize}
    13781350
    1379 \htmlanchor{sec:milp_strategy}
    13801351\paragraph{milp\_strategy:}\label{sec:milp_strategy} Choose a strategy for MILPs. $\;$ \\
    13811352
     
    13891360\end{itemize}
    13901361
    1391 \htmlanchor{sec:number_cpx_threads}
    13921362\paragraph{number\_cpx\_threads:}\label{sec:number_cpx_threads} Set number of threads to use with cplex. $\;$ \\
    13931363 (refer to CPLEX documentation) The valid range for this integer option is
     
    13991369\label{sec:Options_for_OA_decomposition}
    14001370\htmlanchor{sec:Options_for_OA_decomposition}
    1401 \htmlanchor{sec:oa_decomposition}
    14021371\paragraph{oa\_decomposition:}\label{sec:oa_decomposition} If yes do initial OA decomposition $\;$ \\
    14031372
     
    14101379\end{itemize}
    14111380
    1412 \htmlanchor{sec:oa_log_frequency}
    14131381\paragraph{oa\_log\_frequency:}\label{sec:oa_log_frequency} display an update on lower and upper bounds in OA every n seconds $\;$ \\
    14141382 The valid range for this real option is
     
    14171385
    14181386
    1419 \htmlanchor{sec:oa_log_level}
    14201387\paragraph{oa\_log\_level:}\label{sec:oa_log_level} specify OA iterations log level. $\;$ \\
    14211388 Set the level of output of OA decomposition
     
    14281395\label{sec:Options_for_ecp_cuts_generation}
    14291396\htmlanchor{sec:Options_for_ecp_cuts_generation}
    1430 \htmlanchor{sec:ecp_abs_tol}
    14311397\paragraph{ecp\_abs\_tol:}\label{sec:ecp_abs_tol} Set the absolute termination tolerance for ECP rounds. $\;$ \\
    14321398 The valid range for this real option is
     
    14351401
    14361402
    1437 \htmlanchor{sec:ecp_max_rounds}
    14381403\paragraph{ecp\_max\_rounds:}\label{sec:ecp_max_rounds} Set the maximal number of rounds of ECP cuts. $\;$ \\
    14391404 The valid range for this integer option is
     
    14421407
    14431408
    1444 \htmlanchor{sec:ecp_probability_factor}
    14451409\paragraph{ecp\_probability\_factor:}\label{sec:ecp_probability_factor} Factor appearing in formula for skipping ECP cuts. $\;$ \\
    14461410 Choosing -1 disables the skipping. The valid range for this real option is
     
    14491413
    14501414
    1451 \htmlanchor{sec:ecp_rel_tol}
    14521415\paragraph{ecp\_rel\_tol:}\label{sec:ecp_rel_tol} Set the relative termination tolerance for ECP rounds. $\;$ \\
    14531416 The valid range for this real option is
     
    14561419
    14571420
    1458 \htmlanchor{sec:filmint_ecp_cuts}
    14591421\paragraph{filmint\_ecp\_cuts:}\label{sec:filmint_ecp_cuts} Specify the frequency (in terms of nodes) at which some a la filmint ecp cuts are generated. $\;$ \\
    14601422 A frequency of 0 amounts to to never solve the
     
    14671429\label{sec:Options_for_feasibility_checker_using_OA_cuts}
    14681430\htmlanchor{sec:Options_for_feasibility_checker_using_OA_cuts}
    1469 \htmlanchor{sec:feas_check_cut_types}
    14701431\paragraph{feas\_check\_cut\_types:}\label{sec:feas_check_cut_types} Choose the type of cuts generated when an integer feasible solution is found $\;$ \\
    14711432 If it seems too much memory is used should try
     
    14791440\end{itemize}
    14801441
    1481 \htmlanchor{sec:feas_check_discard_policy}
    14821442\paragraph{feas\_check\_discard\_policy:}\label{sec:feas_check_discard_policy} How cuts from feasibility checker are discarded $\;$ \\
    14831443 Normally to avoid cycle cuts from feasibility
     
    15051465\end{itemize}
    15061466
    1507 \htmlanchor{sec:generate_benders_after_so_many_oa}
    15081467\paragraph{generate\_benders\_after\_so\_many\_oa:}\label{sec:generate_benders_after_so_many_oa} Specify that after so many oa cuts have been generated Benders cuts should be generated instead. $\;$ \\
    15091468 It seems that sometimes generating too many oa
     
    15191478\label{sec:Options_for_feasibility_pump}
    15201479\htmlanchor{sec:Options_for_feasibility_pump}
    1521 \htmlanchor{sec:fp_log_frequency}
    15221480\paragraph{fp\_log\_frequency:}\label{sec:fp_log_frequency} display an update on lower and upper bounds in FP every n seconds $\;$ \\
    15231481 The valid range for this real option is
     
    15261484
    15271485
    1528 \htmlanchor{sec:fp_log_level}
    15291486\paragraph{fp\_log\_level:}\label{sec:fp_log_level} specify FP iterations log level. $\;$ \\
    15301487 Set the level of output of OA decomposition
     
    15341491
    15351492
    1536 \htmlanchor{sec:fp_pass_infeasible}
    15371493\paragraph{fp\_pass\_infeasible:}\label{sec:fp_pass_infeasible} Say whether feasibility pump should claim to converge or not $\;$ \\
    15381494
     
    15501506\label{sec:Options_for_non-convex_problems}
    15511507\htmlanchor{sec:Options_for_non-convex_problems}
    1552 \htmlanchor{sec:coeff_var_threshold}
    15531508\paragraph{coeff\_var\_threshold:}\label{sec:coeff_var_threshold} Coefficient of variation threshold (for dynamic definition of cutoff\_decr). $\;$ \\
    15541509 The valid range for this real option is
     
    15571512
    15581513
    1559 \htmlanchor{sec:dynamic_def_cutoff_decr}
    15601514\paragraph{dynamic\_def\_cutoff\_decr:}\label{sec:dynamic_def_cutoff_decr} Do you want to define the parameter cutoff\_decr dynamically? $\;$ \\
    15611515
     
    15681522\end{itemize}
    15691523
    1570 \htmlanchor{sec:first_perc_for_cutoff_decr}
    15711524\paragraph{first\_perc\_for\_cutoff\_decr:}\label{sec:first_perc_for_cutoff_decr} The percentage used when, the coeff of variance is smaller than the threshold, to compute the cutoff\_decr dynamically. $\;$ \\
    15721525 The valid range for this real option is
     
    15751528
    15761529
    1577 \htmlanchor{sec:max_consecutive_infeasible}
    15781530\paragraph{max\_consecutive\_infeasible:}\label{sec:max_consecutive_infeasible} Number of consecutive infeasible subproblems before aborting a branch. $\;$ \\
    15791531 Will continue exploring a branch of the tree
     
    15841536
    15851537
    1586 \htmlanchor{sec:num_resolve_at_infeasibles}
    15871538\paragraph{num\_resolve\_at\_infeasibles:}\label{sec:num_resolve_at_infeasibles} Number $k$ of tries to resolve an infeasible node (other than the root) of the tree with different starting point. $\;$ \\
    15881539 The algorithm will solve all the infeasible nodes
     
    15931544
    15941545
    1595 \htmlanchor{sec:num_resolve_at_node}
    15961546\paragraph{num\_resolve\_at\_node:}\label{sec:num_resolve_at_node} Number $k$ of tries to resolve a node (other than the root) of the tree with different starting point. $\;$ \\
    15971547 The algorithm will solve all the nodes with $k$
     
    16021552
    16031553
    1604 \htmlanchor{sec:num_resolve_at_root}
    16051554\paragraph{num\_resolve\_at\_root:}\label{sec:num_resolve_at_root} Number $k$ of tries to resolve the root node with different starting points. $\;$ \\
    16061555 The algorithm will solve the root node with $k$
     
    16111560
    16121561
    1613 \htmlanchor{sec:second_perc_for_cutoff_decr}
    16141562\paragraph{second\_perc\_for\_cutoff\_decr:}\label{sec:second_perc_for_cutoff_decr} The percentage used when, the coeff of variance is greater than the threshold, to compute the cutoff\_decr dynamically. $\;$ \\
    16151563 The valid range for this real option is
     
    16211569\label{sec:Outer_Approximation_cuts_generation}
    16221570\htmlanchor{sec:Outer_Approximation_cuts_generation}
    1623 \htmlanchor{sec:add_only_violated_oa}
    16241571\paragraph{add\_only\_violated\_oa:}\label{sec:add_only_violated_oa} Do we add all OA cuts or only the ones violated by current point? $\;$ \\
    16251572
     
    16321579\end{itemize}
    16331580
    1634 \htmlanchor{sec:oa_cuts_log_level}
    16351581\paragraph{oa\_cuts\_log\_level:}\label{sec:oa_cuts_log_level} level of log when generating OA cuts. $\;$ \\
    16361582 0: outputs nothing,
     
    16451591
    16461592
    1647 \htmlanchor{sec:oa_cuts_scope}
    16481593\paragraph{oa\_cuts\_scope:}\label{sec:oa_cuts_scope} Specify if OA cuts added are to be set globally or locally valid $\;$ \\
    16491594
     
    16561601\end{itemize}
    16571602
    1658 \htmlanchor{sec:tiny_element}
     1603\paragraph{oa\_rhs\_relax:}\label{sec:oa_rhs_relax} Value by which to relax OA cut $\;$ \\
     1604 RHS of OA constraints will be relaxed by this
     1605amount times the absolute value of the initial
     1606rhs if it is >= 1 (otherwise by this amount). The valid range for this real option is
     1607$-0 \le {\tt oa\_rhs\_relax } <  {\tt +inf}$
     1608and its default value is $1 \cdot 10^{-08}$.
     1609
     1610
    16591611\paragraph{tiny\_element:}\label{sec:tiny_element} Value for tiny element in OA cut $\;$ \\
    16601612 We will remove "cleanly" (by relaxing cut) an
     
    16641616
    16651617
    1666 \htmlanchor{sec:very_tiny_element}
    16671618\paragraph{very\_tiny\_element:}\label{sec:very_tiny_element} Value for very tiny element in OA cut $\;$ \\
    16681619 Algorithm will take the risk of neglecting an
     
    16751626\label{sec:Output_and_log-level_options}
    16761627\htmlanchor{sec:Output_and_log-level_options}
    1677 \htmlanchor{sec:bb_log_interval}
    16781628\paragraph{bb\_log\_interval:}\label{sec:bb_log_interval} Interval at which node level output is printed. $\;$ \\
    16791629 Set the interval (in terms of number of nodes) at
     
    16841634
    16851635
    1686 \htmlanchor{sec:bb_log_level}
    16871636\paragraph{bb\_log\_level:}\label{sec:bb_log_level} specify main branch-and-bound log level. $\;$ \\
    16881637 Set the level of output of the branch-and-bound :
     
    16931642
    16941643
    1695 \htmlanchor{sec:lp_log_level}
    16961644\paragraph{lp\_log\_level:}\label{sec:lp_log_level} specify LP log level. $\;$ \\
    16971645 Set the level of output of the linear programming
     
    17031651
    17041652
    1705 \htmlanchor{sec:nlp_log_at_root}
    17061653\paragraph{nlp\_log\_at\_root:}\label{sec:nlp_log_at_root}  Specify a different log level for root relaxtion. $\;$ \\
    17071654 The valid range for this integer option is
     
    17131660\label{sec:Strong_branching_setup}
    17141661\htmlanchor{sec:Strong_branching_setup}
    1715 \htmlanchor{sec:candidate_sort_criterion}
    17161662\paragraph{candidate\_sort\_criterion:}\label{sec:candidate_sort_criterion} Choice of the criterion to choose candidates in strong-branching $\;$ \\
    17171663
     
    17261672\end{itemize}
    17271673
    1728 \htmlanchor{sec:maxmin_crit_have_sol}
    17291674\paragraph{maxmin\_crit\_have\_sol:}\label{sec:maxmin_crit_have_sol} Weight towards minimum in of lower and upper branching estimates when a solution has been found. $\;$ \\
    17301675 The valid range for this real option is
     
    17331678
    17341679
    1735 \htmlanchor{sec:maxmin_crit_no_sol}
    17361680\paragraph{maxmin\_crit\_no\_sol:}\label{sec:maxmin_crit_no_sol} Weight towards minimum in of lower and upper branching estimates when no solution has been found yet. $\;$ \\
    17371681 The valid range for this real option is
     
    17401684
    17411685
    1742 \htmlanchor{sec:min_number_strong_branch}
    17431686\paragraph{min\_number\_strong\_branch:}\label{sec:min_number_strong_branch} Sets minimum number of variables for strong branching (overriding trust) $\;$ \\
    17441687 The valid range for this integer option is
     
    17471690
    17481691
    1749 \htmlanchor{sec:number_before_trust_list}
    17501692\paragraph{number\_before\_trust\_list:}\label{sec:number_before_trust_list} Set the number of branches on a variable before its pseudo costs are to be believed during setup of strong branching candidate list. $\;$ \\
    17511693 The default value is that of
     
    17551697
    17561698
    1757 \htmlanchor{sec:number_look_ahead}
    17581699\paragraph{number\_look\_ahead:}\label{sec:number_look_ahead} Sets limit of look-ahead strong-branching trials $\;$ \\
    17591700 The valid range for this integer option is
     
    17621703
    17631704
    1764 \htmlanchor{sec:number_strong_branch_root}
    17651705\paragraph{number\_strong\_branch\_root:}\label{sec:number_strong_branch_root} Maximum number of variables considered for strong branching in root node. $\;$ \\
    17661706 The valid range for this integer option is
     
    17691709
    17701710
    1771 \htmlanchor{sec:setup_pseudo_frac}
    17721711\paragraph{setup\_pseudo\_frac:}\label{sec:setup_pseudo_frac} Proportion of strong branching list that has to be taken from most-integer-infeasible list. $\;$ \\
    17731712 The valid range for this real option is
     
    17761715
    17771716
    1778 \htmlanchor{sec:trust_strong_branching_for_pseudo_cost}
    17791717\paragraph{trust\_strong\_branching\_for\_pseudo\_cost:}\label{sec:trust_strong_branching_for_pseudo_cost} Whether or not to trust strong branching results for updating pseudo costs. $\;$ \\
    17801718
     
    17901728\label{sec:nlp_interface_option}
    17911729\htmlanchor{sec:nlp_interface_option}
    1792 \htmlanchor{sec:file_solution}
    17931730\paragraph{file\_solution:}\label{sec:file_solution} Write a file bonmin.sol with the solution $\;$ \\
    17941731
     
    18011738\end{itemize}
    18021739
    1803 \htmlanchor{sec:nlp_log_level}
    18041740\paragraph{nlp\_log\_level:}\label{sec:nlp_log_level} specify NLP solver interface log level (independent from ipopt print\_level). $\;$ \\
    18051741 Set the level of output of the OsiTMINLPInterface
     
    18091745
    18101746
    1811 \htmlanchor{sec:nlp_solver}
    18121747\paragraph{nlp\_solver:}\label{sec:nlp_solver} Choice of the solver for local optima of continuous nlp's $\;$ \\
    18131748 Note that option will work only if the specified
     
    18321767\end{itemize}
    18331768
    1834 \htmlanchor{sec:warm_start}
    18351769\paragraph{warm\_start:}\label{sec:warm_start} Select the warm start method $\;$ \\
    18361770 This will affect the function getWarmStart(), and
     
    18411775Possible values:
    18421776\begin{itemize}
    1843    \item none: No warm start just start NLPs from optimal
     1777   \item none: No warm start, just start NLPs from optimal
    18441778solution of the root relaxation
    1845    \item fake\_basis: builds fake bases usefull for cut management in
     1779   \item fake\_basis: builds fake basis, useful for cut management in
    18461780Cbc (warm start is the same as in none)
    18471781   \item optimum: Warm start with direct parent optimum
  • stable/1.6/Bonmin/doc/options_list_filter_content.tex

    r1952 r1992  
    1010<td> B-Hyb</td>
    1111</tr>
    12 <tr>   <th colspan=9> <a href="#sec:FilterSQP_options">FilterSQP options</a> </th>
    13 </tr>
    14 <tr>
    15 <td> <a href="#sec:eps">eps</a> </td>
    16 <td>F</td>
    17 <td> +</td>
    18 <td>+</td>
    19 <td>+</td>
    20 <td>+</td>
    21 </tr>
    22 <tr>
    23 <td> <a href="#sec:infty">infty</a> </td>
    24 <td>F</td>
    25 <td> +</td>
    26 <td>+</td>
    27 <td>+</td>
    28 <td>+</td>
    29 </tr>
    30 <tr>
    31 <td> <a href="#sec:iprint">iprint</a> </td>
    32 <td>I</td>
    33 <td> +</td>
    34 <td>+</td>
    35 <td>+</td>
    36 <td>+</td>
    37 </tr>
    38 <tr>
    39 <td> <a href="#sec:kmax">kmax</a> </td>
    40 <td>I</td>
    41 <td> +</td>
    42 <td>+</td>
    43 <td>+</td>
    44 <td>+</td>
    45 </tr>
    46 <tr>
    47 <td> <a href="#sec:maxf">maxf</a> </td>
    48 <td>I</td>
    49 <td> +</td>
    50 <td>+</td>
    51 <td>+</td>
    52 <td>+</td>
    53 </tr>
    54 <tr>
    55 <td> <a href="#sec:maxiter">maxiter</a> </td>
    56 <td>I</td>
    57 <td> +</td>
    58 <td>+</td>
    59 <td>+</td>
    60 <td>+</td>
    61 </tr>
    62 <tr>
    63 <td> <a href="#sec:mlp">mlp</a> </td>
    64 <td>I</td>
    65 <td> +</td>
    66 <td>+</td>
    67 <td>+</td>
    68 <td>+</td>
    69 </tr>
    70 <tr>
    71 <td> <a href="#sec:mxlws">mxlws</a> </td>
    72 <td>I</td>
    73 <td> +</td>
    74 <td>+</td>
    75 <td>+</td>
    76 <td>+</td>
    77 </tr>
    78 <tr>
    79 <td> <a href="#sec:mxws">mxws</a> </td>
    80 <td>I</td>
    81 <td> +</td>
    82 <td>+</td>
    83 <td>+</td>
    84 <td>+</td>
    85 </tr>
    86 <tr>
    87 <td> <a href="#sec:rho_init">rho_init</a> </td>
    88 <td>F</td>
    89 <td> +</td>
    90 <td>+</td>
    91 <td>+</td>
    92 <td>+</td>
    93 </tr>
    94 <tr>
    95 <td> <a href="#sec:tt">tt</a> </td>
    96 <td>F</td>
    97 <td> +</td>
    98 <td>+</td>
    99 <td>+</td>
    100 <td>+</td>
    101 </tr>
    102 <tr>
    103 <td> <a href="#sec:ubd">ubd</a> </td>
    104 <td>F</td>
    105 <td> +</td>
    106 <td>+</td>
    107 <td>+</td>
    108 <td>+</td>
    109 </tr>
    11012</tr>
    11113</table>
    11214}
    11315}
    114 \subsection{FilterSQP options}
    115 \label{sec:FilterSQP_options}
    116 \htmlanchor{sec:FilterSQP_options}
    117 \htmlanchor{sec:eps}
    118 \paragraph{eps:}\label{sec:eps} Tolerance for SQP solver $\;$ \\
    119  The valid range for this real option is
    120 $0 <  {\tt eps } <  {\tt +inf}$
    121 and its default value is $1 \cdot 10^{-08}$.
    122 
    123 
    124 \htmlanchor{sec:infty}
    125 \paragraph{infty:}\label{sec:infty} A large number (1E20) $\;$ \\
    126  The valid range for this real option is
    127 $0 <  {\tt infty } <  {\tt +inf}$
    128 and its default value is $1 \cdot 10^{+20}$.
    129 
    130 
    131 \htmlanchor{sec:iprint}
    132 \paragraph{iprint:}\label{sec:iprint} Print level (0=silent, 3=verbose) $\;$ \\
    133  The valid range for this integer option is
    134 $0 \le {\tt iprint } \le 6$
    135 and its default value is $0$.
    136 
    137 
    138 \htmlanchor{sec:kmax}
    139 \paragraph{kmax:}\label{sec:kmax} Dimension of null-space $\;$ \\
    140  The valid range for this integer option is
    141 $-1 \le {\tt kmax } <  {\tt +inf}$
    142 and its default value is $-1$.
    143 
    144 
    145 \htmlanchor{sec:maxf}
    146 \paragraph{maxf:}\label{sec:maxf} Maximum filter length $\;$ \\
    147  The valid range for this integer option is
    148 $0 \le {\tt maxf } <  {\tt +inf}$
    149 and its default value is $100$.
    150 
    151 
    152 \htmlanchor{sec:maxiter}
    153 \paragraph{maxiter:}\label{sec:maxiter} Maximum number of iterations $\;$ \\
    154  The valid range for this integer option is
    155 $0 \le {\tt maxiter } <  {\tt +inf}$
    156 and its default value is $1000$.
    157 
    158 
    159 \htmlanchor{sec:mlp}
    160 \paragraph{mlp:}\label{sec:mlp} Maximum level for degeneracy (bqpd) $\;$ \\
    161  The valid range for this integer option is
    162 $0 \le {\tt mlp } <  {\tt +inf}$
    163 and its default value is $1000$.
    164 
    165 
    166 \htmlanchor{sec:mxlws}
    167 \paragraph{mxlws:}\label{sec:mxlws} FINTEGER workspace increment $\;$ \\
    168  The valid range for this integer option is
    169 $0 \le {\tt mxlws } <  {\tt +inf}$
    170 and its default value is $500000$.
    171 
    172 
    173 \htmlanchor{sec:mxws}
    174 \paragraph{mxws:}\label{sec:mxws} REAL workspace increment $\;$ \\
    175  The valid range for this integer option is
    176 $0 \le {\tt mxws } <  {\tt +inf}$
    177 and its default value is $2000000$.
    178 
    179 
    180 \htmlanchor{sec:rho_init}
    181 \paragraph{rho\_init:}\label{sec:rho_init} Initial trust region size $\;$ \\
    182  The valid range for this real option is
    183 $0 <  {\tt rho\_init } <  {\tt +inf}$
    184 and its default value is $10$.
    185 
    186 
    187 \htmlanchor{sec:tt}
    188 \paragraph{tt:}\label{sec:tt} Parameter for upper bound on filter $\;$ \\
    189  The valid range for this real option is
    190 $0 <  {\tt tt } <  {\tt +inf}$
    191 and its default value is $1.25$.
    192 
    193 
    194 \htmlanchor{sec:ubd}
    195 \paragraph{ubd:}\label{sec:ubd} Parameter for upper bound on filter $\;$ \\
    196  The valid range for this real option is
    197 $0 <  {\tt ubd } <  {\tt +inf}$
    198 and its default value is $100$.
    199 
    200 
  • stable/1.6/Bonmin/doc/options_list_ipopt_content.tex

    r1952 r1992  
    21442144}
    21452145}
    2146 \htmlanchor{sec:sb}
    21472146\paragraph{sb:}\label{sec:sb}  $\;$ \\
    21482147
     
    21582157\label{sec:Barrier_Parameter_Update}
    21592158\htmlanchor{sec:Barrier_Parameter_Update}
    2160 \htmlanchor{sec:adaptive_mu_globalization}
    21612159\paragraph{adaptive\_mu\_globalization:}\label{sec:adaptive_mu_globalization} Globalization strategy for the adaptive mu selection mode. $\;$ \\
    21622160 To achieve global convergence of the adaptive
     
    21772175\end{itemize}
    21782176
    2179 \htmlanchor{sec:adaptive_mu_kkt_norm_type}
    21802177\paragraph{adaptive\_mu\_kkt\_norm\_type:}\label{sec:adaptive_mu_kkt_norm_type} Norm used for the KKT error in the adaptive mu globalization strategies. $\;$ \\
    21812178 When computing the KKT error for the
     
    21932190\end{itemize}
    21942191
    2195 \htmlanchor{sec:adaptive_mu_kkterror_red_fact}
    21962192\paragraph{adaptive\_mu\_kkterror\_red\_fact:}\label{sec:adaptive_mu_kkterror_red_fact} Sufficient decrease factor for "kkt-error" globalization strategy. $\;$ \\
    21972193 For the "kkt-error" based globalization strategy,
     
    22022198
    22032199
    2204 \htmlanchor{sec:adaptive_mu_kkterror_red_iters}
    22052200\paragraph{adaptive\_mu\_kkterror\_red\_iters:}\label{sec:adaptive_mu_kkterror_red_iters} Maximum number of iterations requiring sufficient progress. $\;$ \\
    22062201 For the "kkt-error" based globalization strategy,
     
    22142209
    22152210
    2216 \htmlanchor{sec:adaptive_mu_monotone_init_factor}
    22172211\paragraph{adaptive\_mu\_monotone\_init\_factor:}\label{sec:adaptive_mu_monotone_init_factor} Determines the initial value of the barrier parameter when switching to the monotone mode. $\;$ \\
    22182212 When the globalization strategy for the adaptive
     
    22262220
    22272221
    2228 \htmlanchor{sec:adaptive_mu_restore_previous_iterate}
    22292222\paragraph{adaptive\_mu\_restore\_previous\_iterate:}\label{sec:adaptive_mu_restore_previous_iterate} Indicates if the previous iterate should be restored if the monotone mode is entered. $\;$ \\
    22302223 When the globalization strategy for the adaptive
     
    22412234\end{itemize}
    22422235
    2243 \htmlanchor{sec:barrier_tol_factor}
    22442236\paragraph{barrier\_tol\_factor:}\label{sec:barrier_tol_factor} Factor for mu in barrier stop test. $\;$ \\
    22452237 The convergence tolerance for each barrier
     
    22532245
    22542246
    2255 \htmlanchor{sec:filter_margin_fact}
    22562247\paragraph{filter\_margin\_fact:}\label{sec:filter_margin_fact} Factor determining width of margin for obj-constr-filter adaptive globalization strategy. $\;$ \\
    22572248 When using the adaptive globalization strategy,
     
    22682259
    22692260
    2270 \htmlanchor{sec:filter_max_margin}
    22712261\paragraph{filter\_max\_margin:}\label{sec:filter_max_margin} Maximum width of margin in obj-constr-filter adaptive globalization strategy. $\;$ \\
    22722262 The valid range for this real option is
     
    22752265
    22762266
    2277 \htmlanchor{sec:fixed_mu_oracle}
    22782267\paragraph{fixed\_mu\_oracle:}\label{sec:fixed_mu_oracle} Oracle for the barrier parameter when switching to fixed mode. $\;$ \\
    22792268 Determines how the first value of the barrier
     
    22922281\end{itemize}
    22932282
    2294 \htmlanchor{sec:mu_allow_fast_monotone_decrease}
    22952283\paragraph{mu\_allow\_fast\_monotone\_decrease:}\label{sec:mu_allow_fast_monotone_decrease} Allow skipping of barrier problem if barrier test is already met. $\;$ \\
    22962284 If set to "no", the algorithm enforces at least
     
    23062294\end{itemize}
    23072295
    2308 \htmlanchor{sec:mu_init}
    23092296\paragraph{mu\_init:}\label{sec:mu_init} Initial value for the barrier parameter. $\;$ \\
    23102297 This option determines the initial value for the
     
    23172304
    23182305
    2319 \htmlanchor{sec:mu_linear_decrease_factor}
    23202306\paragraph{mu\_linear\_decrease\_factor:}\label{sec:mu_linear_decrease_factor} Determines linear decrease rate of barrier parameter. $\;$ \\
    23212307 For the Fiacco-McCormick update procedure the new
     
    23302316
    23312317
    2332 \htmlanchor{sec:mu_max}
    23332318\paragraph{mu\_max:}\label{sec:mu_max} Maximum value for barrier parameter. $\;$ \\
    23342319 This option specifies an upper bound on the
     
    23412326
    23422327
    2343 \htmlanchor{sec:mu_max_fact}
    23442328\paragraph{mu\_max\_fact:}\label{sec:mu_max_fact} Factor for initialization of maximum value for barrier parameter. $\;$ \\
    23452329 This option determines the upper bound on the
     
    23522336
    23532337
    2354 \htmlanchor{sec:mu_min}
    23552338\paragraph{mu\_min:}\label{sec:mu_min} Minimum value for barrier parameter. $\;$ \\
    23562339 This option specifies the lower bound on the
     
    23662349
    23672350
    2368 \htmlanchor{sec:mu_oracle}
    23692351\paragraph{mu\_oracle:}\label{sec:mu_oracle} Oracle for a new barrier parameter in the adaptive strategy. $\;$ \\
    23702352 Determines how a new barrier parameter is
     
    23822364\end{itemize}
    23832365
    2384 \htmlanchor{sec:mu_strategy}
    23852366\paragraph{mu\_strategy:}\label{sec:mu_strategy} Update strategy for barrier parameter. $\;$ \\
    23862367 Determines which barrier parameter update
     
    23942375\end{itemize}
    23952376
    2396 \htmlanchor{sec:mu_superlinear_decrease_power}
    23972377\paragraph{mu\_superlinear\_decrease\_power:}\label{sec:mu_superlinear_decrease_power} Determines superlinear decrease rate of barrier parameter. $\;$ \\
    23982378 For the Fiacco-McCormick update procedure the new
     
    24072387
    24082388
    2409 \htmlanchor{sec:quality_function_balancing_term}
    24102389\paragraph{quality\_function\_balancing\_term:}\label{sec:quality_function_balancing_term} The balancing term included in the quality function for centrality. $\;$ \\
    24112390 This determines whether a term is added to the
     
    24222401\end{itemize}
    24232402
    2424 \htmlanchor{sec:quality_function_centrality}
    24252403\paragraph{quality\_function\_centrality:}\label{sec:quality_function_centrality} The penalty term for centrality that is included in quality function. $\;$ \\
    24262404 This determines whether a term is added to the
     
    24432421\end{itemize}
    24442422
    2445 \htmlanchor{sec:quality_function_max_section_steps}
    24462423\paragraph{quality\_function\_max\_section\_steps:}\label{sec:quality_function_max_section_steps} Maximum number of search steps during direct search procedure determining the optimal centering parameter. $\;$ \\
    24472424 The golden section search is performed for the
     
    24522429
    24532430
    2454 \htmlanchor{sec:quality_function_norm_type}
    24552431\paragraph{quality\_function\_norm\_type:}\label{sec:quality_function_norm_type} Norm used for components of the quality function. $\;$ \\
    24562432 (Only used if option "mu\_oracle" is set to
     
    24662442\end{itemize}
    24672443
    2468 \htmlanchor{sec:quality_function_section_qf_tol}
    24692444\paragraph{quality\_function\_section\_qf\_tol:}\label{sec:quality_function_section_qf_tol} Tolerance for the golden section search procedure determining the optimal centering parameter (in the function value space). $\;$ \\
    24702445 The golden section search is performed for the
     
    24752450
    24762451
    2477 \htmlanchor{sec:quality_function_section_sigma_tol}
    24782452\paragraph{quality\_function\_section\_sigma\_tol:}\label{sec:quality_function_section_sigma_tol} Tolerance for the section search procedure determining the optimal centering parameter (in sigma space). $\;$ \\
    24792453 The golden section search is performed for the
     
    24842458
    24852459
    2486 \htmlanchor{sec:sigma_max}
    24872460\paragraph{sigma\_max:}\label{sec:sigma_max} Maximum value of the centering parameter. $\;$ \\
    24882461 This is the upper bound for the centering
     
    24942467
    24952468
    2496 \htmlanchor{sec:sigma_min}
    24972469\paragraph{sigma\_min:}\label{sec:sigma_min} Minimum value of the centering parameter. $\;$ \\
    24982470 This is the lower bound for the centering
     
    25042476
    25052477
    2506 \htmlanchor{sec:tau_min}
    25072478\paragraph{tau\_min:}\label{sec:tau_min} Lower bound on fraction-to-the-boundary parameter tau. $\;$ \\
    25082479 (This is tau\_min in the implementation paper.)
     
    25162487\label{sec:Convergence}
    25172488\htmlanchor{sec:Convergence}
    2518 \htmlanchor{sec:acceptable_compl_inf_tol}
    25192489\paragraph{acceptable\_compl\_inf\_tol:}\label{sec:acceptable_compl_inf_tol} "Acceptance" threshold for the complementarity conditions. $\;$ \\
    25202490 Absolute tolerance on the complementarity.
     
    25272497
    25282498
    2529 \htmlanchor{sec:acceptable_constr_viol_tol}
    25302499\paragraph{acceptable\_constr\_viol\_tol:}\label{sec:acceptable_constr_viol_tol} "Acceptance" threshold for the constraint violation. $\;$ \\
    25312500 Absolute tolerance on the constraint violation.
     
    25382507
    25392508
    2540 \htmlanchor{sec:acceptable_dual_inf_tol}
    25412509\paragraph{acceptable\_dual\_inf\_tol:}\label{sec:acceptable_dual_inf_tol} "Acceptance" threshold for the dual infeasibility. $\;$ \\
    25422510 Absolute tolerance on the dual infeasibility.
     
    25492517
    25502518
    2551 \htmlanchor{sec:acceptable_iter}
    25522519\paragraph{acceptable\_iter:}\label{sec:acceptable_iter} Number of "acceptable" iterates before triggering termination. $\;$ \\
    25532520 If the algorithm encounters this many successive
     
    25602527
    25612528
    2562 \htmlanchor{sec:acceptable_obj_change_tol}
    25632529\paragraph{acceptable\_obj\_change\_tol:}\label{sec:acceptable_obj_change_tol} "Acceptance" stopping criterion based on objective function change. $\;$ \\
    25642530 If the relative change of the objective function
     
    25732539
    25742540
    2575 \htmlanchor{sec:acceptable_tol}
    25762541\paragraph{acceptable\_tol:}\label{sec:acceptable_tol} "Acceptable" convergence tolerance (relative). $\;$ \\
    25772542 Determines which (scaled) overall optimality
     
    25922557
    25932558
    2594 \htmlanchor{sec:compl_inf_tol}
    25952559\paragraph{compl\_inf\_tol:}\label{sec:compl_inf_tol} Desired threshold for the complementarity conditions. $\;$ \\
    25962560 Absolute tolerance on the complementarity.
     
    26022566
    26032567
    2604 \htmlanchor{sec:constr_viol_tol}
    26052568\paragraph{constr\_viol\_tol:}\label{sec:constr_viol_tol} Desired threshold for the constraint violation. $\;$ \\
    26062569 Absolute tolerance on the constraint violation.
     
    26122575
    26132576
    2614 \htmlanchor{sec:diverging_iterates_tol}
    26152577\paragraph{diverging\_iterates\_tol:}\label{sec:diverging_iterates_tol} Threshold for maximal value of primal iterates. $\;$ \\
    26162578 If any component of the primal iterates exceeded
     
    26222584
    26232585
    2624 \htmlanchor{sec:dual_inf_tol}
    26252586\paragraph{dual\_inf\_tol:}\label{sec:dual_inf_tol} Desired threshold for the dual infeasibility. $\;$ \\
    26262587 Absolute tolerance on the dual infeasibility.
     
    26322593
    26332594
    2634 \htmlanchor{sec:max_cpu_time}
    26352595\paragraph{max\_cpu\_time:}\label{sec:max_cpu_time} Maximum number of CPU seconds. $\;$ \\
    26362596 A limit on CPU seconds that Ipopt can use to
     
    26422602
    26432603
    2644 \htmlanchor{sec:max_iter}
    26452604\paragraph{max\_iter:}\label{sec:max_iter} Maximum number of iterations. $\;$ \\
    26462605 The algorithm terminates with an error message if
     
    26502609
    26512610
    2652 \htmlanchor{sec:mu_target}
    26532611\paragraph{mu\_target:}\label{sec:mu_target} Desired value of complementarity. $\;$ \\
    26542612 Usually, the barrier parameter is driven to zero
     
    26672625
    26682626
    2669 \htmlanchor{sec:s_max}
    26702627\paragraph{s\_max:}\label{sec:s_max} Scaling threshold for the NLP error. $\;$ \\
    26712628 (See paragraph after Eqn. (6) in the
     
    26752632
    26762633
    2677 \htmlanchor{sec:tol}
    26782634\paragraph{tol:}\label{sec:tol} Desired convergence tolerance (relative). $\;$ \\
    26792635 Determines the convergence tolerance for the
     
    26962652\label{sec:Derivative_Checker}
    26972653\htmlanchor{sec:Derivative_Checker}
    2698 \htmlanchor{sec:derivative_test}
    26992654\paragraph{derivative\_test:}\label{sec:derivative_test} Enable derivative checker $\;$ \\
    27002655 If this option is enabled, a (slow!) derivative
     
    27162671\end{itemize}
    27172672
    2718 \htmlanchor{sec:derivative_test_first_index}
    27192673\paragraph{derivative\_test\_first\_index:}\label{sec:derivative_test_first_index} Index of first quantity to be checked by derivative checker $\;$ \\
    27202674 If this is set to -2, then all derivatives are
     
    27302684
    27312685
    2732 \htmlanchor{sec:derivative_test_perturbation}
    27332686\paragraph{derivative\_test\_perturbation:}\label{sec:derivative_test_perturbation} Size of the finite difference perturbation in derivative test. $\;$ \\
    27342687 This determines the relative perturbation of the
     
    27382691
    27392692
    2740 \htmlanchor{sec:derivative_test_print_all}
    27412693\paragraph{derivative\_test\_print\_all:}\label{sec:derivative_test_print_all} Indicates whether information for all estimated derivatives should be printed. $\;$ \\
    27422694 Determines verbosity of derivative checker.
     
    27492701\end{itemize}
    27502702
    2751 \htmlanchor{sec:derivative_test_tol}
    27522703\paragraph{derivative\_test\_tol:}\label{sec:derivative_test_tol} Threshold for indicating wrong derivative. $\;$ \\
    27532704 If the relative deviation of the estimated
     
    27592710
    27602711
    2761 \htmlanchor{sec:findiff_perturbation}
    27622712\paragraph{findiff\_perturbation:}\label{sec:findiff_perturbation} Size of the finite difference perturbation for derivative approximation. $\;$ \\
    27632713 This determines the relative perturbation of the
     
    27672717
    27682718
    2769 \htmlanchor{sec:jacobian_approximation}
    27702719\paragraph{jacobian\_approximation:}\label{sec:jacobian_approximation} Specifies technique to compute constraint Jacobian $\;$ \\
    27712720
     
    27792728\end{itemize}
    27802729
    2781 \htmlanchor{sec:point_perturbation_radius}
    27822730\paragraph{point\_perturbation\_radius:}\label{sec:point_perturbation_radius} Maximal perturbation of an evaluation point. $\;$ \\
    27832731 If a random perturbation of a points is required,
     
    27932741\label{sec:Hessian_Approximation}
    27942742\htmlanchor{sec:Hessian_Approximation}
    2795 \htmlanchor{sec:hessian_approximation}
    27962743\paragraph{hessian\_approximation:}\label{sec:hessian_approximation} Indicates what Hessian information is to be used. $\;$ \\
    27972744 This determines which kind of information for the
     
    28072754\end{itemize}
    28082755
    2809 \htmlanchor{sec:hessian_approximation_space}
    28102756\paragraph{hessian\_approximation\_space:}\label{sec:hessian_approximation_space} Indicates in which subspace the Hessian information is to be approximated. $\;$ \\
    28112757
     
    28182764\end{itemize}
    28192765
    2820 \htmlanchor{sec:limited_memory_aug_solver}
    28212766\paragraph{limited\_memory\_aug\_solver:}\label{sec:limited_memory_aug_solver} Strategy for solving the augmented system for low-rank Hessian. $\;$ \\
    28222767
     
    28292774\end{itemize}
    28302775
    2831 \htmlanchor{sec:limited_memory_init_val}
    28322776\paragraph{limited\_memory\_init\_val:}\label{sec:limited_memory_init_val} Value for B0 in low-rank update. $\;$ \\
    28332777 The starting matrix in the low rank update, B0,
     
    28412785
    28422786
    2843 \htmlanchor{sec:limited_memory_init_val_max}
    28442787\paragraph{limited\_memory\_init\_val\_max:}\label{sec:limited_memory_init_val_max} Upper bound on value for B0 in low-rank update. $\;$ \\
    28452788 The starting matrix in the low rank update, B0,
     
    28532796
    28542797
    2855 \htmlanchor{sec:limited_memory_init_val_min}
    28562798\paragraph{limited\_memory\_init\_val\_min:}\label{sec:limited_memory_init_val_min} Lower bound on value for B0 in low-rank update. $\;$ \\
    28572799 The starting matrix in the low rank update, B0,
     
    28652807
    28662808
    2867 \htmlanchor{sec:limited_memory_initialization}
    28682809\paragraph{limited\_memory\_initialization:}\label{sec:limited_memory_initialization} Initialization strategy for the limited memory quasi-Newton approximation. $\;$ \\
    28692810 Determines how the diagonal Matrix B\_0 as the
     
    28812822\end{itemize}
    28822823
    2883 \htmlanchor{sec:limited_memory_max_history}
    28842824\paragraph{limited\_memory\_max\_history:}\label{sec:limited_memory_max_history} Maximum size of the history for the limited quasi-Newton Hessian approximation. $\;$ \\
    28852825 This option determines the number of most recent
     
    28902830
    28912831
    2892 \htmlanchor{sec:limited_memory_max_skipping}
    28932832\paragraph{limited\_memory\_max\_skipping:}\label{sec:limited_memory_max_skipping} Threshold for successive iterations where update is skipped. $\;$ \\
    28942833 If the update is skipped more than this number of
     
    28992838
    29002839
    2901 \htmlanchor{sec:limited_memory_special_for_resto}
    29022840\paragraph{limited\_memory\_special\_for\_resto:}\label{sec:limited_memory_special_for_resto} Determines if the quasi-Newton updates should be special during the restoration phase. $\;$ \\
    29032841 Until Nov 2010, Ipopt used a special update
     
    29162854\end{itemize}
    29172855
    2918 \htmlanchor{sec:limited_memory_update_type}
    29192856\paragraph{limited\_memory\_update\_type:}\label{sec:limited_memory_update_type} Quasi-Newton update formula for the limited memory approximation. $\;$ \\
    29202857 Determines which update formula is to be used for
     
    29312868\label{sec:Initialization}
    29322869\htmlanchor{sec:Initialization}
    2933 \htmlanchor{sec:bound_frac}
    29342870\paragraph{bound\_frac:}\label{sec:bound_frac} Desired minimum relative distance from the initial point to bound. $\;$ \\
    29352871 Determines how much the initial point might have
     
    29422878
    29432879
    2944 \htmlanchor{sec:bound_mult_init_method}
    29452880\paragraph{bound\_mult\_init\_method:}\label{sec:bound_mult_init_method} Initialization method for bound multipliers $\;$ \\
    29462881 This option defines how the iterates for the
     
    29632898\end{itemize}
    29642899
    2965 \htmlanchor{sec:bound_mult_init_val}
    29662900\paragraph{bound\_mult\_init\_val:}\label{sec:bound_mult_init_val} Initial value for the bound multipliers. $\;$ \\
    29672901 All dual variables corresponding to bound
     
    29712905
    29722906
    2973 \htmlanchor{sec:bound_push}
    29742907\paragraph{bound\_push:}\label{sec:bound_push} Desired minimum absolute distance from the initial point to bound. $\;$ \\
    29752908 Determines how much the initial point might have
     
    29822915
    29832916
    2984 \htmlanchor{sec:constr_mult_init_max}
    29852917\paragraph{constr\_mult\_init\_max:}\label{sec:constr_mult_init_max} Maximum allowed least-square guess of constraint multipliers. $\;$ \\
    29862918 Determines how large the initial least-square
     
    29972929
    29982930
    2999 \htmlanchor{sec:least_square_init_duals}
    30002931\paragraph{least\_square\_init\_duals:}\label{sec:least_square_init_duals} Least square initialization of all dual variables $\;$ \\
    30012932 If set to yes, Ipopt tries to compute
     
    30172948\end{itemize}
    30182949
    3019 \htmlanchor{sec:least_square_init_primal}
    30202950\paragraph{least\_square\_init\_primal:}\label{sec:least_square_init_primal} Least square initialization of the primal variables $\;$ \\
    30212951 If set to yes, Ipopt ignores the user provided
     
    30342964\end{itemize}
    30352965
    3036 \htmlanchor{sec:slack_bound_frac}
    30372966\paragraph{slack\_bound\_frac:}\label{sec:slack_bound_frac} Desired minimum relative distance from the initial slack to bound. $\;$ \\
    30382967 Determines how much the initial slack variables
     
    30452974
    30462975
    3047 \htmlanchor{sec:slack_bound_push}
    30482976\paragraph{slack\_bound\_push:}\label{sec:slack_bound_push} Desired minimum absolute distance from the initial slack to bound. $\;$ \\
    30492977 Determines how much the initial slack variables
     
    30592987\label{sec:Line_Search}
    30602988\htmlanchor{sec:Line_Search}
    3061 \htmlanchor{sec:accept_after_max_steps}
    30622989\paragraph{accept\_after\_max\_steps:}\label{sec:accept_after_max_steps} Accept a trial point after maximal this number of steps. $\;$ \\
    30632990 Even if it does not satisfy line search
     
    30672994
    30682995
    3069 \htmlanchor{sec:accept_every_trial_step}
    30702996\paragraph{accept\_every\_trial\_step:}\label{sec:accept_every_trial_step} Always accept the first trial step. $\;$ \\
    30712997 Setting this option to "yes" essentially disables
     
    30813007\end{itemize}
    30823008
    3083 \htmlanchor{sec:alpha_for_y}
    30843009\paragraph{alpha\_for\_y:}\label{sec:alpha_for_y} Method to determine the step size for constraint multipliers. $\;$ \\
    30853010 This option determines how the step size
     
    31073032\end{itemize}
    31083033
    3109 \htmlanchor{sec:alpha_for_y_tol}
    31103034\paragraph{alpha\_for\_y\_tol:}\label{sec:alpha_for_y_tol} Tolerance for switching to full equality multiplier steps. $\;$ \\
    31113035 This is only relevant if "alpha\_for\_y" is
     
    31183042
    31193043
    3120 \htmlanchor{sec:alpha_min_frac}
    31213044\paragraph{alpha\_min\_frac:}\label{sec:alpha_min_frac} Safety factor for the minimal step size (before switching to restoration phase). $\;$ \\
    31223045 (This is gamma\_alpha in Eqn. (20) in the
     
    31263049
    31273050
    3128 \htmlanchor{sec:alpha_red_factor}
    31293051\paragraph{alpha\_red\_factor:}\label{sec:alpha_red_factor} Fractional reduction of the trial step size in the backtracking line search. $\;$ \\
    31303052 At every step of the backtracking line search,
     
    31343056
    31353057
    3136 \htmlanchor{sec:constraint_violation_norm_type}
    31373058\paragraph{constraint\_violation\_norm\_type:}\label{sec:constraint_violation_norm_type} Norm to be used for the constraint violation in the line search. $\;$ \\
    31383059 Determines which norm should be used when the
     
    31483069\end{itemize}
    31493070
    3150 \htmlanchor{sec:corrector_compl_avrg_red_fact}
    31513071\paragraph{corrector\_compl\_avrg\_red\_fact:}\label{sec:corrector_compl_avrg_red_fact} Complementarity tolerance factor for accepting corrector step (unsupported!). $\;$ \\
    31523072 This option determines the factor by which
     
    31573077
    31583078
    3159 \htmlanchor{sec:corrector_type}
    31603079\paragraph{corrector\_type:}\label{sec:corrector_type} The type of corrector steps that should be taken (unsupported!). $\;$ \\
    31613080 If "mu\_strategy" is "adaptive", this option
     
    31713090\end{itemize}
    31723091
    3173 \htmlanchor{sec:delta}
    31743092\paragraph{delta:}\label{sec:delta} Multiplier for constraint violation in the switching rule. $\;$ \\
    31753093 (See Eqn. (19) in the implementation paper.) The valid range for this real option is
     
    31783096
    31793097
    3180 \htmlanchor{sec:eta_phi}
    31813098\paragraph{eta\_phi:}\label{sec:eta_phi} Relaxation factor in the Armijo condition. $\;$ \\
    31823099 (See Eqn. (20) in the implementation paper) The valid range for this real option is
     
    31853102
    31863103
    3187 \htmlanchor{sec:filter_reset_trigger}
    31883104\paragraph{filter\_reset\_trigger:}\label{sec:filter_reset_trigger} Number of iterations that trigger the filter reset. $\;$ \\
    31893105 If the filter reset heuristic is active and the
     
    31953111
    31963112
    3197 \htmlanchor{sec:gamma_phi}
    31983113\paragraph{gamma\_phi:}\label{sec:gamma_phi} Relaxation factor in the filter margin for the barrier function. $\;$ \\
    31993114 (See Eqn. (18a) in the implementation paper.) The valid range for this real option is
     
    32023117
    32033118
    3204 \htmlanchor{sec:gamma_theta}
    32053119\paragraph{gamma\_theta:}\label{sec:gamma_theta} Relaxation factor in the filter margin for the constraint violation. $\;$ \\
    32063120 (See Eqn. (18b) in the implementation paper.) The valid range for this real option is
     
    32093123
    32103124
    3211 \htmlanchor{sec:kappa_sigma}
    32123125\paragraph{kappa\_sigma:}\label{sec:kappa_sigma} Factor limiting the deviation of dual variables from primal estimates. $\;$ \\
    32133126 If the dual variables deviate from their primal
     
    32193132
    32203133
    3221 \htmlanchor{sec:kappa_soc}
    32223134\paragraph{kappa\_soc:}\label{sec:kappa_soc} Factor in the sufficient reduction rule for second order correction. $\;$ \\
    32233135 This option determines how much a second order
     
    32303142
    32313143
    3232 \htmlanchor{sec:line_search_method}
    32333144\paragraph{line\_search\_method:}\label{sec:line_search_method} Globalization method used in backtracking line search $\;$ \\
    32343145 Only the "filter" choice is officially supported.
     
    32443155\end{itemize}
    32453156
    3246 \htmlanchor{sec:max_filter_resets}
    32473157\paragraph{max\_filter\_resets:}\label{sec:max_filter_resets} Maximal allowed number of filter resets $\;$ \\
    32483158 A positive number enables a heuristic that resets
     
    32573167
    32583168
    3259 \htmlanchor{sec:max_soc}
    32603169\paragraph{max\_soc:}\label{sec:max_soc} Maximum number of second order correction trial steps at each iteration. $\;$ \\
    32613170 Choosing 0 disables the second order corrections.
     
    32663175
    32673176
    3268 \htmlanchor{sec:nu_inc}
    32693177\paragraph{nu\_inc:}\label{sec:nu_inc} Increment of the penalty parameter. $\;$ \\
    32703178 The valid range for this real option is
     
    32733181
    32743182
    3275 \htmlanchor{sec:nu_init}
    32763183\paragraph{nu\_init:}\label{sec:nu_init} Initial value of the penalty parameter. $\;$ \\
    32773184 The valid range for this real option is
     
    32803187
    32813188
    3282 \htmlanchor{sec:obj_max_inc}
    32833189\paragraph{obj\_max\_inc:}\label{sec:obj_max_inc} Determines the upper bound on the acceptable increase of barrier objective function. $\;$ \\
    32843190 Trial points are rejected if they lead to an
     
    32893195
    32903196
    3291 \htmlanchor{sec:recalc_y}
    32923197\paragraph{recalc\_y:}\label{sec:recalc_y} Tells the algorithm to recalculate the equality and inequality multipliers as least square estimates. $\;$ \\
    32933198 This asks the algorithm to recompute the
     
    33073212\end{itemize}
    33083213
    3309 \htmlanchor{sec:recalc_y_feas_tol}
    33103214\paragraph{recalc\_y\_feas\_tol:}\label{sec:recalc_y_feas_tol} Feasibility threshold for recomputation of multipliers. $\;$ \\
    33113215 If recalc\_y is chosen and the current
     
    33163220
    33173221
    3318 \htmlanchor{sec:rho}
    33193222\paragraph{rho:}\label{sec:rho} Value in penalty parameter update formula. $\;$ \\
    33203223 The valid range for this real option is
     
    33233226
    33243227
    3325 \htmlanchor{sec:s_phi}
    33263228\paragraph{s\_phi:}\label{sec:s_phi} Exponent for linear barrier function model in the switching rule. $\;$ \\
    33273229 (See Eqn. (19) in the implementation paper.) The valid range for this real option is
     
    33303232
    33313233
    3332 \htmlanchor{sec:s_theta}
    33333234\paragraph{s\_theta:}\label{sec:s_theta} Exponent for current constraint violation in the switching rule. $\;$ \\
    33343235 (See Eqn. (19) in the implementation paper.) The valid range for this real option is
     
    33373238
    33383239
    3339 \htmlanchor{sec:skip_corr_if_neg_curv}
    33403240\paragraph{skip\_corr\_if\_neg\_curv:}\label{sec:skip_corr_if_neg_curv} Skip the corrector step in negative curvature iteration (unsupported!). $\;$ \\
    33413241 The corrector step is not tried if negative
     
    33523252\end{itemize}
    33533253
    3354 \htmlanchor{sec:skip_corr_in_monotone_mode}
    33553254\paragraph{skip\_corr\_in\_monotone\_mode:}\label{sec:skip_corr_in_monotone_mode} Skip the corrector step during monotone barrier parameter mode (unsupported!). $\;$ \\
    33563255 The corrector step is not tried if the algorithm
     
    33663265\end{itemize}
    33673266
    3368 \htmlanchor{sec:slack_move}
    33693267\paragraph{slack\_move:}\label{sec:slack_move} Correction size for very small slacks. $\;$ \\
    33703268 Due to numerical issues or the lack of an
     
    33813279
    33823280
    3383 \htmlanchor{sec:theta_max_fact}
    33843281\paragraph{theta\_max\_fact:}\label{sec:theta_max_fact} Determines upper bound for constraint violation in the filter. $\;$ \\
    33853282 The algorithmic parameter theta\_max is
     
    33943291
    33953292
    3396 \htmlanchor{sec:theta_min_fact}
    33973293\paragraph{theta\_min\_fact:}\label{sec:theta_min_fact} Determines constraint violation threshold in the switching rule. $\;$ \\
    33983294 The algorithmic parameter theta\_min is
     
    34083304
    34093305
    3410 \htmlanchor{sec:tiny_step_tol}
    34113306\paragraph{tiny\_step\_tol:}\label{sec:tiny_step_tol} Tolerance for detecting numerically insignificant steps. $\;$ \\
    34123307 If the search direction in the primal variables
     
    34213316
    34223317
    3423 \htmlanchor{sec:tiny_step_y_tol}
    34243318\paragraph{tiny\_step\_y\_tol:}\label{sec:tiny_step_y_tol} Tolerance for quitting because of numerically insignificant steps. $\;$ \\
    34253319 If the search direction in the primal variables
     
    34323326
    34333327
    3434 \htmlanchor{sec:watchdog_shortened_iter_trigger}
    34353328\paragraph{watchdog\_shortened\_iter\_trigger:}\label{sec:watchdog_shortened_iter_trigger} Number of shortened iterations that trigger the watchdog. $\;$ \\
    34363329 If the number of successive iterations in which
     
    34433336
    34443337
    3445 \htmlanchor{sec:watchdog_trial_iter_max}
    34463338\paragraph{watchdog\_trial\_iter\_max:}\label{sec:watchdog_trial_iter_max} Maximum number of watchdog iterations. $\;$ \\
    34473339 This option determines the number of trial
     
    34563348\label{sec:Linear_Solver}
    34573349\htmlanchor{sec:Linear_Solver}
    3458 \htmlanchor{sec:linear_scaling_on_demand}
    34593350\paragraph{linear\_scaling\_on\_demand:}\label{sec:linear_scaling_on_demand} Flag indicating that linear scaling is only done if it seems required. $\;$ \\
    34603351 This option is only important if a linear scaling
     
    34753366\end{itemize}
    34763367
    3477 \htmlanchor{sec:linear_solver}
    34783368\paragraph{linear\_solver:}\label{sec:linear_solver} Linear solver used for step computations. $\;$ \\
    34793369 Determines which linear algebra package is to be
     
    34983388\end{itemize}
    34993389
    3500 \htmlanchor{sec:linear_system_scaling}
    35013390\paragraph{linear\_system\_scaling:}\label{sec:linear_system_scaling} Method for scaling the linear system. $\;$ \\
    35023391 Determines the method used to compute symmetric
     
    35203409\label{sec:MA27_Linear_Solver}
    35213410\htmlanchor{sec:MA27_Linear_Solver}
    3522 \htmlanchor{sec:ma27_ignore_singularity}
    35233411\paragraph{ma27\_ignore\_singularity:}\label{sec:ma27_ignore_singularity} Enables MA27's ability to solve a linear system even if the matrix is singular. $\;$ \\
    35243412 Setting this option to "yes" means that Ipopt
     
    35383426\end{itemize}
    35393427
    3540 \htmlanchor{sec:ma27_la_init_factor}
    35413428\paragraph{ma27\_la\_init\_factor:}\label{sec:ma27_la_init_factor} Real workspace memory for MA27. $\;$ \\
    35423429 The initial real workspace memory =
     
    35493436
    35503437
    3551 \htmlanchor{sec:ma27_liw_init_factor}
    35523438\paragraph{ma27\_liw\_init\_factor:}\label{sec:ma27_liw_init_factor} Integer workspace memory for MA27. $\;$ \\
    35533439 The initial integer workspace memory =
     
    35603446
    35613447
    3562 \htmlanchor{sec:ma27_meminc_factor}
    35633448\paragraph{ma27\_meminc\_factor:}\label{sec:ma27_meminc_factor} Increment factor for workspace size for MA27. $\;$ \\
    35643449 If the integer or real workspace is not large
     
    35703455
    35713456
    3572 \htmlanchor{sec:ma27_pivtol}
    35733457\paragraph{ma27\_pivtol:}\label{sec:ma27_pivtol} Pivot tolerance for the linear solver MA27. $\;$ \\
    35743458 A smaller number pivots for sparsity, a larger
     
    35793463
    35803464
    3581 \htmlanchor{sec:ma27_pivtolmax}
    35823465\paragraph{ma27\_pivtolmax:}\label{sec:ma27_pivtolmax} Maximum pivot tolerance for the linear solver MA27. $\;$ \\
    35833466 Ipopt may increase pivtol as high as pivtolmax to
     
    35893472
    35903473
    3591 \htmlanchor{sec:ma27_skip_inertia_check}
    35923474\paragraph{ma27\_skip\_inertia\_check:}\label{sec:ma27_skip_inertia_check} Always pretend inertia is correct. $\;$ \\
    35933475 Setting this option to "yes" essentially disables
     
    36073489\label{sec:MA28_Linear_Solver}
    36083490\htmlanchor{sec:MA28_Linear_Solver}
    3609 \htmlanchor{sec:ma28_pivtol}
    36103491\paragraph{ma28\_pivtol:}\label{sec:ma28_pivtol} Pivot tolerance for linear solver MA28. $\;$ \\
    36113492 This is used when MA28 tries to find the
     
    36183499\label{sec:MA57_Linear_Solver}
    36193500\htmlanchor{sec:MA57_Linear_Solver}
    3620 \htmlanchor{sec:ma57_automatic_scaling}
    36213501\paragraph{ma57\_automatic\_scaling:}\label{sec:ma57_automatic_scaling} Controls MA57 automatic scaling $\;$ \\
    36223502 This option controls the internal scaling option
     
    36303510\end{itemize}
    36313511
    3632 \htmlanchor{sec:ma57_block_size}
    36333512\paragraph{ma57\_block\_size:}\label{sec:ma57_block_size} Controls block size used by Level 3 BLAS in MA57BD $\;$ \\
    36343513 This is ICNTL(11) in MA57. The valid range for this integer option is
     
    36373516
    36383517
    3639 \htmlanchor{sec:ma57_node_amalgamation}
    36403518\paragraph{ma57\_node\_amalgamation:}\label{sec:ma57_node_amalgamation} Node amalgamation parameter $\;$ \\
    36413519 This is ICNTL(12) in MA57. The valid range for this integer option is
     
    36443522
    36453523
    3646 \htmlanchor{sec:ma57_pivot_order}
    36473524\paragraph{ma57\_pivot\_order:}\label{sec:ma57_pivot_order} Controls pivot order in MA57 $\;$ \\
    36483525 This is ICNTL(6) in MA57. The valid range for this integer option is
     
    36513528
    36523529
    3653 \htmlanchor{sec:ma57_pivtol}
    36543530\paragraph{ma57\_pivtol:}\label{sec:ma57_pivtol} Pivot tolerance for the linear solver MA57. $\;$ \\
    36553531 A smaller number pivots for sparsity, a larger
     
    36603536
    36613537
    3662 \htmlanchor{sec:ma57_pivtolmax}
    36633538\paragraph{ma57\_pivtolmax:}\label{sec:ma57_pivtolmax} Maximum pivot tolerance for the linear solver MA57. $\;$ \\
    36643539 Ipopt may increase pivtol as high as
     
    36703545
    36713546
    3672 \htmlanchor{sec:ma57_pre_alloc}
    36733547\paragraph{ma57\_pre\_alloc:}\label{sec:ma57_pre_alloc} Safety factor for work space memory allocation for the linear solver MA57. $\;$ \\
    36743548 If 1 is chosen, the suggested amount of work
     
    36813555
    36823556
    3683 \htmlanchor{sec:ma57_small_pivot_flag}
    36843557\paragraph{ma57\_small\_pivot\_flag:}\label{sec:ma57_small_pivot_flag} If set to 1, then when small entries defined by CNTL(2) are detected they are removed and the corresponding pivots placed at the end of the factorization.  This can be particularly efficient if the matrix is highly rank deficient. $\;$ \\
    36853558 This is ICNTL(16) in MA57. The valid range for this integer option is
     
    36913564\label{sec:MA86_Linear_Solver}
    36923565\htmlanchor{sec:MA86_Linear_Solver}
    3693 \htmlanchor{sec:ma86_nemin}
    36943566\paragraph{ma86\_nemin:}\label{sec:ma86_nemin} Node Amalgamation parameter $\;$ \\
    36953567 Two nodes in elimination tree are merged if
     
    36993571
    37003572
    3701 \htmlanchor{sec:ma86_print_level}
    37023573\paragraph{ma86\_print\_level:}\label{sec:ma86_print_level} Debug printing level for the linear solver MA86 $\;$ \\
    37033574 Meep The valid range for this integer option is
     
    37063577
    37073578
    3708 \htmlanchor{sec:ma86_small}
    37093579\paragraph{ma86\_small:}\label{sec:ma86_small} Zero Pivot Threshold $\;$ \\
    37103580 Any pivot less than ma86\_small is treated as
     
    37143584
    37153585
    3716 \htmlanchor{sec:ma86_static}
    37173586\paragraph{ma86\_static:}\label{sec:ma86_static} Static Pivoting Threshold $\;$ \\
    37183587 See MA86 documentation. Either ma86\_static=0.0
     
    37233592
    37243593
    3725 \htmlanchor{sec:ma86_u}
    37263594\paragraph{ma86\_u:}\label{sec:ma86_u} Pivoting Threshold $\;$ \\
    37273595 See MA86 documentation. The valid range for this real option is
     
    37303598
    37313599
    3732 \htmlanchor{sec:ma86_umax}
    37333600\paragraph{ma86\_umax:}\label{sec:ma86_umax} Maximum Pivoting Threshold $\;$ \\
    37343601 See MA86 documentation. The valid range for this real option is
     
    37403607\label{sec:Mumps_Linear_Solver}
    37413608\htmlanchor{sec:Mumps_Linear_Solver}
    3742 \htmlanchor{sec:mumps_dep_tol}
    37433609\paragraph{mumps\_dep\_tol:}\label{sec:mumps_dep_tol} Pivot threshold for detection of linearly dependent constraints in MUMPS. $\;$ \\
    37443610 When MUMPS is used to determine linearly
     
    37503616
    37513617
    3752 \htmlanchor{sec:mumps_mem_percent}
    37533618\paragraph{mumps\_mem\_percent:}\label{sec:mumps_mem_percent} Percentage increase in the estimated working space for MUMPS. $\;$ \\
    37543619 In MUMPS when significant extra fill-in is caused
     
    37643629
    37653630
    3766 \htmlanchor{sec:mumps_permuting_scaling}
    37673631\paragraph{mumps\_permuting\_scaling:}\label{sec:mumps_permuting_scaling} Controls permuting and scaling in MUMPS $\;$ \\
    37683632 This is ICNTL(6) in MUMPS. The valid range for this integer option is
     
    37713635
    37723636
    3773 \htmlanchor{sec:mumps_pivot_order}
    37743637\paragraph{mumps\_pivot\_order:}\label{sec:mumps_pivot_order} Controls pivot order in MUMPS $\;$ \\
    37753638 This is ICNTL(7) in MUMPS. The valid range for this integer option is
     
    37783641
    37793642
    3780 \htmlanchor{sec:mumps_pivtol}
    37813643\paragraph{mumps\_pivtol:}\label{sec:mumps_pivtol} Pivot tolerance for the linear solver MUMPS. $\;$ \\
    37823644 A smaller number pivots for sparsity, a larger
     
    37873649
    37883650
    3789 \htmlanchor{sec:mumps_pivtolmax}
    37903651\paragraph{mumps\_pivtolmax:}\label{sec:mumps_pivtolmax} Maximum pivot tolerance for the linear solver MUMPS. $\;$ \\
    37913652 Ipopt may increase pivtol as high as pivtolmax to
     
    37973658
    37983659
    3799 \htmlanchor{sec:mumps_scaling}
    38003660\paragraph{mumps\_scaling:}\label{sec:mumps_scaling} Controls scaling in MUMPS $\;$ \\
    38013661 This is ICNTL(8) in MUMPS. The valid range for this integer option is
     
    38073667\label{sec:NLP}
    38083668\htmlanchor{sec:NLP}
    3809 \htmlanchor{sec:bound_relax_factor}
    38103669\paragraph{bound\_relax\_factor:}\label{sec:bound_relax_factor} Factor for initial relaxation of the bounds. $\;$ \\
    38113670 Before start of the optimization, the bounds
     
    38183677
    38193678
    3820 \htmlanchor{sec:check_derivatives_for_naninf}
    38213679\paragraph{check\_derivatives\_for\_naninf:}\label{sec:check_derivatives_for_naninf} Indicates whether it is desired to check for Nan/Inf in derivative matrices $\;$ \\
    38223680 Activating this option will cause an error if an
     
    38373695\end{itemize}
    38383696
    3839 \htmlanchor{sec:dependency_detection_with_rhs}
    38403697\paragraph{dependency\_detection\_with\_rhs:}\label{sec:dependency_detection_with_rhs} Indicates if the right hand sides of the constraints should be considered during dependency detection $\;$ \\
    38413698
     
    38483705\end{itemize}
    38493706
    3850 \htmlanchor{sec:dependency_detector}
    38513707\paragraph{dependency\_detector:}\label{sec:dependency_detector} Indicates which linear solver should be used to detect linearly dependent equality constraints. $\;$ \\
    38523708 The default and available choices depend on how
     
    38633719\end{itemize}
    38643720
    3865 \htmlanchor{sec:fixed_variable_treatment}
    38663721\paragraph{fixed\_variable\_treatment:}\label{sec:fixed_variable_treatment} Determines how fixed variables should be handled. $\;$ \\
    38673722 The main difference between those options is that
     
    38863741\end{itemize}
    38873742
    3888 \htmlanchor{sec:hessian_constant}
    38893743\paragraph{hessian\_constant:}\label{sec:hessian_constant} Indicates whether the problem is a quadratic problem $\;$ \\
    38903744 Activating this option will cause Ipopt to ask
     
    39003754\end{itemize}
    39013755
    3902 \htmlanchor{sec:honor_original_bounds}
    39033756\paragraph{honor\_original\_bounds:}\label{sec:honor_original_bounds} Indicates whether final points should be projected into original bounds. $\;$ \\
    39043757 Ipopt might relax the bounds during the
     
    39163769\end{itemize}
    39173770
    3918 \htmlanchor{sec:jac_c_constant}
    39193771\paragraph{jac\_c\_constant:}\label{sec:jac_c_constant} Indicates whether all equality constraints are linear $\;$ \\
    39203772 Activating this option will cause Ipopt to ask
     
    39323784\end{itemize}
    39333785
    3934 \htmlanchor{sec:jac_d_constant}
    39353786\paragraph{jac\_d\_constant:}\label{sec:jac_d_constant} Indicates whether all inequality constraints are linear $\;$ \\
    39363787 Activating this option will cause Ipopt to ask
     
    39483799\end{itemize}
    39493800
    3950 \htmlanchor{sec:kappa_d}
    39513801\paragraph{kappa\_d:}\label{sec:kappa_d} Weight for linear damping term (to handle one-sided bounds). $\;$ \\
    39523802 (see Section 3.7 in implementation paper.) The valid range for this real option is
     
    39553805
    39563806
    3957 \htmlanchor{sec:nlp_lower_bound_inf}
    39583807\paragraph{nlp\_lower\_bound\_inf:}\label{sec:nlp_lower_bound_inf} any bound less or equal this value will be considered -inf (i.e. not lower bounded). $\;$ \\
    39593808 The valid range for this real option is
     
    39623811
    39633812
    3964 \htmlanchor{sec:nlp_upper_bound_inf}
    39653813\paragraph{nlp\_upper\_bound\_inf:}\label{sec:nlp_upper_bound_inf} any bound greater or this value will be considered +inf (i.e. not upper bounded). $\;$ \\
    39663814 The valid range for this real option is
     
    39693817
    39703818
    3971 \htmlanchor{sec:num_linear_variables}
    39723819\paragraph{num\_linear\_variables:}\label{sec:num_linear_variables} Number of linear variables $\;$ \\
    39733820 When the Hessian is approximated, it is assumed
     
    39843831\label{sec:NLP_Scaling}
    39853832\htmlanchor{sec:NLP_Scaling}
    3986 \htmlanchor{sec:nlp_scaling_constr_target_gradient}
    39873833\paragraph{nlp\_scaling\_constr\_target\_gradient:}\label{sec:nlp_scaling_constr_target_gradient} Target value for constraint function gradient size. $\;$ \\
    39883834 If a positive number is chosen, the scaling
     
    39963842
    39973843
    3998 \htmlanchor{sec:nlp_scaling_max_gradient}
    39993844\paragraph{nlp\_scaling\_max\_gradient:}\label{sec:nlp_scaling_max_gradient} Maximum gradient after NLP scaling. $\;$ \\
    40003845 This is the gradient scaling cut-off. If the
     
    40113856
    40123857
    4013 \htmlanchor{sec:nlp_scaling_method}
    40143858\paragraph{nlp\_scaling\_method:}\label{sec:nlp_scaling_method} Select the technique used for scaling the NLP. $\;$ \\
    40153859 Selects the technique used for scaling the
     
    40313875\end{itemize}
    40323876
    4033 \htmlanchor{sec:nlp_scaling_min_value}
    40343877\paragraph{nlp\_scaling\_min\_value:}\label{sec:nlp_scaling_min_value} Minimum value of gradient-based scaling values. $\;$ \\
    40353878 This is the lower bound for the scaling factors
     
    40463889
    40473890
    4048 \htmlanchor{sec:nlp_scaling_obj_target_gradient}
    40493891\paragraph{nlp\_scaling\_obj\_target\_gradient:}\label{sec:nlp_scaling_obj_target_gradient} Target value for objective function gradient size. $\;$ \\
    40503892 If a positive number is chosen, the scaling
     
    40583900
    40593901
    4060 \htmlanchor{sec:obj_scaling_factor}
    40613902\paragraph{obj\_scaling\_factor:}\label{sec:obj_scaling_factor} Scaling factor for the objective function. $\;$ \\
    40623903 This option sets a scaling factor for the
     
    40763917\label{sec:Output}
    40773918\htmlanchor{sec:Output}
    4078 \htmlanchor{sec:file_print_level}
    40793919\paragraph{file\_print\_level:}\label{sec:file_print_level} Verbosity level for output file. $\;$ \\
    40803920 NOTE: This option only works when read from the
     
    40863926
    40873927
    4088 \htmlanchor{sec:inf_pr_output}
    40893928\paragraph{inf\_pr\_output:}\label{sec:inf_pr_output} Determines what value is printed in the "inf\_pr" output column. $\;$ \\
    40903929 Ipopt works with a reformulation of the original
     
    41043943\end{itemize}
    41053944
    4106 \htmlanchor{sec:option_file_name}
    41073945\paragraph{option\_file\_name:}\label{sec:option_file_name} File name of options file (to overwrite default). $\;$ \\
    41083946 By default, the name of the Ipopt options file is
     
    41203958\end{itemize}
    41213959
    4122 \htmlanchor{sec:output_file}
    41233960\paragraph{output\_file:}\label{sec:output_file} File name of desired output file (leave unset for no file output). $\;$ \\
    41243961 NOTE: This option only works when read from the
     
    41363973\end{itemize}
    41373974
    4138 \htmlanchor{sec:print_info_string}
    41393975\paragraph{print\_info\_string:}\label{sec:print_info_string} Enables printing of additional info string at end of iteration output. $\;$ \\
    41403976 This string contains some insider information
     
    41493985\end{itemize}
    41503986
    4151 \htmlanchor{sec:print_level}
    41523987\paragraph{print\_level:}\label{sec:print_level} Output verbosity level. $\;$ \\
    41533988 Sets the default verbosity level for console
     
    41583993
    41593994
    4160 \htmlanchor{sec:print_options_documentation}
    41613995\paragraph{print\_options\_documentation:}\label{sec:print_options_documentation} Switch to print all algorithmic options. $\;$ \\
    41623996 If selected, the algorithm will print the list of
     
    41724006\end{itemize}
    41734007
    4174 \htmlanchor{sec:print_timing_statistics}
    41754008\paragraph{print\_timing\_statistics:}\label{sec:print_timing_statistics} Switch to print timing statistics. $\;$ \\
    41764009 If selected, the program will print the CPU usage
     
    41844017\end{itemize}
    41854018
    4186 \htmlanchor{sec:print_user_options}
    41874019\paragraph{print\_user\_options:}\label{sec:print_user_options} Print all options set by the user. $\;$ \\
    41884020 If selected, the algorithm will print the list of
     
    41994031\end{itemize}
    42004032
    4201 \htmlanchor{sec:replace_bounds}
    42024033\paragraph{replace\_bounds:}\label{sec:replace_bounds} Indicates if all variable bounds should be replaced by inequality constraints $\;$ \\
    42034034 This option must be set for the inexact algorithm
     
    42114042\end{itemize}
    42124043
    4213 \htmlanchor{sec:skip_finalize_solution_call}
    42144044\paragraph{skip\_finalize\_solution\_call:}\label{sec:skip_finalize_solution_call} Indicates if call to NLP::FinalizeSolution after optimization should be suppressed $\;$ \\
    42154045 In some Ipopt applications, the user might want
     
    42294059\label{sec:Pardiso_Linear_Solver}
    42304060\htmlanchor{sec:Pardiso_Linear_Solver}
    4231 \htmlanchor{sec:pardiso_iter_coarse_size}
    42324061\paragraph{pardiso\_iter\_coarse\_size:}\label{sec:pardiso_iter_coarse_size} Maximum Size of Coarse Grid Matrix $\;$ \\
    42334062 DPARM(3) The valid range for this integer option is
     
    42364065
    42374066
    4238 \htmlanchor{sec:pardiso_iter_dropping_factor}
    42394067\paragraph{pardiso\_iter\_dropping\_factor:}\label{sec:pardiso_iter_dropping_factor} dropping value for incomplete factor $\;$ \\
    42404068 DPARM(5) The valid range for this real option is
     
    42434071
    42444072
    4245 \htmlanchor{sec:pardiso_iter_dropping_schur}
    42464073\paragraph{pardiso\_iter\_dropping\_schur:}\label{sec:pardiso_iter_dropping_schur} dropping value for sparsify schur complement factor $\;$ \\
    42474074 DPARM(6) The valid range for this real option is
     
    42504077
    42514078
    4252 \htmlanchor{sec:pardiso_iter_inverse_norm_factor}
    42534079\paragraph{pardiso\_iter\_inverse\_norm\_factor:}\label{sec:pardiso_iter_inverse_norm_factor}  $\;$ \\
    42544080 DPARM(8) The valid range for this real option is
     
    42574083
    42584084
    4259 \htmlanchor{sec:pardiso_iter_max_levels}
    42604085\paragraph{pardiso\_iter\_max\_levels:}\label{sec:pardiso_iter_max_levels} Maximum Size of Grid Levels $\;$ \\
    42614086 DPARM(4) The valid range for this integer option is
     
    42644089
    42654090
    4266 \htmlanchor{sec:pardiso_iter_max_row_fill}
    42674091\paragraph{pardiso\_iter\_max\_row\_fill:}\label{sec:pardiso_iter_max_row_fill} max fill for each row $\;$ \\
    42684092 DPARM(7) The valid range for this integer option is
     
    42714095
    42724096
    4273 \htmlanchor{sec:pardiso_iter_relative_tol}
    42744097\paragraph{pardiso\_iter\_relative\_tol:}\label{sec:pardiso_iter_relative_tol} Relative Residual Convergence $\;$ \\
    42754098 DPARM(2) The valid range for this real option is
     
    42784101
    42794102
    4280 \htmlanchor{sec:pardiso_iterative}
    42814103\paragraph{pardiso\_iterative:}\label{sec:pardiso_iterative} Switch on iterative solver in Pardiso library $\;$ \\
    42824104
     
    42894111\end{itemize}
    42904112
    4291 \htmlanchor{sec:pardiso_matching_strategy}
    42924113\paragraph{pardiso\_matching\_strategy:}\label{sec:pardiso_matching_strategy} Matching strategy to be used by Pardiso $\;$ \\
    42934114 This is IPAR(13) in Pardiso manual.  This option
     
    43034124\end{itemize}
    43044125
    4305 \htmlanchor{sec:pardiso_max_droptol_corrections}
    43064126\paragraph{pardiso\_max\_droptol\_corrections:}\label{sec:pardiso_max_droptol_corrections} Maximal number of decreases of drop tolerance during one solve. $\;$ \\
    43074127 This is relevant only for iterative Pardiso
     
    43114131
    43124132
    4313 \htmlanchor{sec:pardiso_max_iter}
    43144133\paragraph{pardiso\_max\_iter:}\label{sec:pardiso_max_iter} Maximum number of Krylov-Subspace Iteration $\;$ \\
    43154134 DPARM(1) The valid range for this integer option is
     
    43184137
    43194138
    4320 \htmlanchor{sec:pardiso_msglvl}
    43214139\paragraph{pardiso\_msglvl:}\label{sec:pardiso_msglvl} Pardiso message level $\;$ \\
    43224140 This determines the amount of analysis output
     
    43274145
    43284146
    4329 \htmlanchor{sec:pardiso_out_of_core_power}
    43304147\paragraph{pardiso\_out\_of\_core\_power:}\label{sec:pardiso_out_of_core_power} Enables out-of-core variant of Pardiso $\;$ \\
    43314148 Setting this option to a positive integer k makes
     
    43394156
    43404157
    4341 \htmlanchor{sec:pardiso_redo_symbolic_fact_only_if_inertia_wrong}
    43424158\paragraph{pardiso\_redo\_symbolic\_fact\_only\_if\_inertia\_wrong:}\label{sec:pardiso_redo_symbolic_fact_only_if_inertia_wrong} Toggle for handling case when elements were perturbed by Pardiso. $\;$ \\
    43434159 This option is only available if Ipopt has been
     
    43534169\end{itemize}
    43544170
    4355 \htmlanchor{sec:pardiso_repeated_perturbation_means_singular}
    43564171\paragraph{pardiso\_repeated\_perturbation\_means\_singular:}\label{sec:pardiso_repeated_perturbation_means_singular} Interpretation of perturbed elements. $\;$ \\
    43574172 This option is only available if Ipopt has been
     
    43684183\end{itemize}
    43694184
    4370 \htmlanchor{sec:pardiso_skip_inertia_check}
    43714185\paragraph{pardiso\_skip\_inertia\_check:}\label{sec:pardiso_skip_inertia_check} Always pretend inertia is correct. $\;$ \\
    43724186 Setting this option to "yes" essentially disables
     
    43864200\label{sec:Restoration_Phase}
    43874201\htmlanchor{sec:Restoration_Phase}
    4388 \htmlanchor{sec:bound_mult_reset_threshold}
    43894202\paragraph{bound\_mult\_reset\_threshold:}\label{sec:bound_mult_reset_threshold} Threshold for resetting bound multipliers after the restoration phase. $\;$ \\
    43904203 After returning from the restoration phase, the
     
    44014214
    44024215
    4403 \htmlanchor{sec:constr_mult_reset_threshold}
    44044216\paragraph{constr\_mult\_reset\_threshold:}\label{sec:constr_mult_reset_threshold} Threshold for resetting equality and inequality multipliers after restoration phase. $\;$ \\
    44054217 After returning from the restoration phase, the
     
    44114223
    44124224
    4413 \htmlanchor{sec:evaluate_orig_obj_at_resto_trial}
    44144225\paragraph{evaluate\_orig\_obj\_at\_resto\_trial:}\label{sec:evaluate_orig_obj_at_resto_trial} Determines if the original objective function should be evaluated at restoration phase trial points. $\;$ \\
    44154226 Setting this option to "yes" makes the
     
    44354246\end{itemize}
    44364247
    4437 \htmlanchor{sec:expect_infeasible_problem}
    44384248\paragraph{expect\_infeasible\_problem:}\label{sec:expect_infeasible_problem} Enable heuristics to quickly detect an infeasible problem. $\;$ \\
    44394249 This options is meant to activate heuristics that
     
    44544264\end{itemize}
    44554265
    4456 \htmlanchor{sec:expect_infeasible_problem_ctol}
    44574266\paragraph{expect\_infeasible\_problem\_ctol:}\label{sec:expect_infeasible_problem_ctol} Threshold for disabling "expect\_infeasible\_problem" option. $\;$ \\
    44584267 If the constraint violation becomes smaller than
     
    44654274
    44664275
    4467 \htmlanchor{sec:expect_infeasible_problem_ytol}
    44684276\paragraph{expect\_infeasible\_problem\_ytol:}\label{sec:expect_infeasible_problem_ytol} Multiplier threshold for activating "expect\_infeasible\_problem" option. $\;$ \\
    44694277 If the max norm of the constraint multipliers
     
    44754283
    44764284
    4477 \htmlanchor{sec:max_resto_iter}
    44784285\paragraph{max\_resto\_iter:}\label{sec:max_resto_iter} Maximum number of successive iterations in restoration phase. $\;$ \\
    44794286 The algorithm terminates with an error message if
     
    44844291
    44854292
    4486 \htmlanchor{sec:max_soft_resto_iters}
    44874293\paragraph{max\_soft\_resto\_iters:}\label{sec:max_soft_resto_iters} Maximum number of iterations performed successively in soft restoration phase. $\;$ \\
    44884294 If the soft restoration phase is performed for
     
    44934299
    44944300
    4495 \htmlanchor{sec:required_infeasibility_reduction}
    44964301\paragraph{required\_infeasibility\_reduction:}\label{sec:required_infeasibility_reduction} Required reduction of infeasibility before leaving restoration phase. $\;$ \\
    44974302 The restoration phase algorithm is performed,
     
    45034308
    45044309
    4505 \htmlanchor{sec:resto_failure_feasibility_threshold}
    45064310\paragraph{resto\_failure\_feasibility\_threshold:}\label{sec:resto_failure_feasibility_threshold} Threshold for primal infeasibility to declare failure of restoration phase. $\;$ \\
    45074311 If the restoration phase is terminated because of
     
    45154319
    45164320
    4517 \htmlanchor{sec:resto_penalty_parameter}
    45184321\paragraph{resto\_penalty\_parameter:}\label{sec:resto_penalty_parameter} Penalty parameter in the restoration phase objective function. $\;$ \\
    45194322 This is the parameter rho in equation (31a) in
     
    45234326
    45244327
    4525 \htmlanchor{sec:resto_proximity_weight}
    45264328\paragraph{resto\_proximity\_weight:}\label{sec:resto_proximity_weight} Weighting factor for the proximity term in restoration phase objective. $\;$ \\
    45274329 This determines how the parameter zera in
     
    45344336
    45354337
    4536 \htmlanchor{sec:soft_resto_pderror_reduction_factor}
    45374338\paragraph{soft\_resto\_pderror\_reduction\_factor:}\label{sec:soft_resto_pderror_reduction_factor} Required reduction in primal-dual error in the soft restoration phase. $\;$ \\
    45384339 The soft restoration phase attempts to reduce the
     
    45484349
    45494350
    4550 \htmlanchor{sec:start_with_resto}
    45514351\paragraph{start\_with\_resto:}\label{sec:start_with_resto} Tells algorithm to switch to restoration phase in first iteration. $\;$ \\
    45524352 Setting this option to "yes" forces the algorithm
     
    45654365\label{sec:Step_Calculation}
    45664366\htmlanchor{sec:Step_Calculation}
    4567 \htmlanchor{sec:fast_step_computation}
    45684367\paragraph{fast\_step\_computation:}\label{sec:fast_step_computation} Indicates if the linear system should be solved quickly. $\;$ \\
    45694368 If set to yes, the algorithm assumes that the
     
    45824381\end{itemize}
    45834382
    4584 \htmlanchor{sec:first_hessian_perturbation}
    45854383\paragraph{first\_hessian\_perturbation:}\label{sec:first_hessian_perturbation} Size of first x-s perturbation tried. $\;$ \\
    45864384 The first value tried for the x-s perturbation in
     
    45914389
    45924390
    4593 \htmlanchor{sec:jacobian_regularization_exponent}
    45944391\paragraph{jacobian\_regularization\_exponent:}\label{sec:jacobian_regularization_exponent} Exponent for mu in the regularization for rank-deficient constraint Jacobians. $\;$ \\
    45954392 (This is kappa\_c in the implementation paper.) The valid range for this real option is
     
    45984395
    45994396
    4600 \htmlanchor{sec:jacobian_regularization_value}
    46014397\paragraph{jacobian\_regularization\_value:}\label{sec:jacobian_regularization_value} Size of the regularization for rank-deficient constraint Jacobians. $\;$ \\
    46024398 (This is bar delta\_c in the implementation
     
    46064402
    46074403
    4608 \htmlanchor{sec:max_hessian_perturbation}
    46094404\paragraph{max\_hessian\_perturbation:}\label{sec:max_hessian_perturbation} Maximum value of regularization parameter for handling negative curvature. $\;$ \\
    46104405 In order to guarantee that the search directions
     
    46294424
    46304425
    4631 \htmlanchor{sec:max_refinement_steps}
    46324426\paragraph{max\_refinement\_steps:}\label{sec:max_refinement_steps} Maximum number of iterative refinement steps per linear system solve. $\;$ \\
    46334427 Iterative refinement (on the full unsymmetric
     
    46394433
    46404434
    4641 \htmlanchor{sec:mehrotra_algorithm}
    46424435\paragraph{mehrotra\_algorithm:}\label{sec:mehrotra_algorithm} Indicates if we want to do Mehrotra's algorithm. $\;$ \\
    46434436 If set to yes, Ipopt runs as Mehrotra's
     
    46624455\end{itemize}
    46634456
    4664 \htmlanchor{sec:min_hessian_perturbation}
    46654457\paragraph{min\_hessian\_perturbation:}\label{sec:min_hessian_perturbation} Smallest perturbation of the Hessian block. $\;$ \\
    46664458 The size of the perturbation of the Hessian block
     
    46724464
    46734465
    4674 \htmlanchor{sec:min_refinement_steps}
    46754466\paragraph{min\_refinement\_steps:}\label{sec:min_refinement_steps} Minimum number of iterative refinement steps per linear system solve. $\;$ \\
    46764467 Iterative refinement (on the full unsymmetric
     
    46844475
    46854476
    4686 \htmlanchor{sec:neg_curv_test_tol}
    46874477\paragraph{neg\_curv\_test\_tol:}\label{sec:neg_curv_test_tol} Tolerance for heuristic to ignore wrong inertia. $\;$ \\
    46884478 If positive, incorrect inertia in the augmented
     
    46954485
    46964486
    4697 \htmlanchor{sec:perturb_always_cd}
    46984487\paragraph{perturb\_always\_cd:}\label{sec:perturb_always_cd} Active permanent perturbation of constraint linearization. $\;$ \\
    46994488 This options makes the delta\_c and delta\_d
     
    47094498\end{itemize}
    47104499
    4711 \htmlanchor{sec:perturb_dec_fact}
    47124500\paragraph{perturb\_dec\_fact:}\label{sec:perturb_dec_fact} Decrease factor for x-s perturbation. $\;$ \\
    47134501 The factor by which the perturbation is decreased
     
    47194507
    47204508
    4721 \htmlanchor{sec:perturb_inc_fact}
    47224509\paragraph{perturb\_inc\_fact:}\label{sec:perturb_inc_fact} Increase factor for x-s perturbation. $\;$ \\
    47234510 The factor by which the perturbation is increased
     
    47304517
    47314518
    4732 \htmlanchor{sec:perturb_inc_fact_first}
    47334519\paragraph{perturb\_inc\_fact\_first:}\label{sec:perturb_inc_fact_first} Increase factor for x-s perturbation for very first perturbation. $\;$ \\
    47344520 The factor by which the perturbation is increased
     
    47434529
    47444530
    4745 \htmlanchor{sec:residual_improvement_factor}
    47464531\paragraph{residual\_improvement\_factor:}\label{sec:residual_improvement_factor} Minimal required reduction of residual test ratio in iterative refinement. $\;$ \\
    47474532 If the improvement of the residual test ratio
     
    47534538
    47544539
    4755 \htmlanchor{sec:residual_ratio_max}
    47564540\paragraph{residual\_ratio\_max:}\label{sec:residual_ratio_max} Iterative refinement tolerance $\;$ \\
    47574541 Iterative refinement is performed until the
     
    47634547
    47644548
    4765 \htmlanchor{sec:residual_ratio_singular}
    47664549\paragraph{residual\_ratio\_singular:}\label{sec:residual_ratio_singular} Threshold for declaring linear system singular after failed iterative refinement. $\;$ \\
    47674550 If the residual test ratio is larger than this
     
    47764559\label{sec:Uncategorized}
    47774560\htmlanchor{sec:Uncategorized}
    4778 \htmlanchor{sec:warm_start_target_mu}
    47794561\paragraph{warm\_start\_target\_mu:}\label{sec:warm_start_target_mu} Unsupported! $\;$ \\
    47804562 The valid range for this real option is
     
    47864568\label{sec:Undocumented}
    47874569\htmlanchor{sec:Undocumented}
    4788 \htmlanchor{sec:adaptive_mu_safeguard_factor}
    47894570\paragraph{adaptive\_mu\_safeguard\_factor:}\label{sec:adaptive_mu_safeguard_factor}  $\;$ \\
    47904571 The valid range for this real option is
     
    47934574
    47944575
    4795 \htmlanchor{sec:chi_cup}
    47964576\paragraph{chi\_cup:}\label{sec:chi_cup} LIFENG WRITES THIS. $\;$ \\
    47974577 The valid range for this real option is
     
    48004580
    48014581
    4802 \htmlanchor{sec:chi_hat}
    48034582\paragraph{chi\_hat:}\label{sec:chi_hat} LIFENG WRITES THIS. $\;$ \\
    48044583 The valid range for this real option is
     
    48074586
    48084587
    4809 \htmlanchor{sec:chi_tilde}
    48104588\paragraph{chi\_tilde:}\label{sec:chi_tilde} LIFENG WRITES THIS. $\;$ \\
    48114589 The valid range for this real option is
     
    48144592
    48154593
    4816 \htmlanchor{sec:delta_y_max}
    48174594\paragraph{delta\_y\_max:}\label{sec:delta_y_max} a parameter used to check if the fast direction can be used asthe line search direction (for Chen-Goldfarb line search). $\;$ \\
    48184595 The valid range for this real option is
     
    48214598
    48224599
    4823 \htmlanchor{sec:epsilon_c}
    48244600\paragraph{epsilon\_c:}\label{sec:epsilon_c} LIFENG WRITES THIS. $\;$ \\
    48254601 The valid range for this real option is
     
    48284604
    48294605
    4830 \htmlanchor{sec:eta_min}
    48314606\paragraph{eta\_min:}\label{sec:eta_min} LIFENG WRITES THIS. $\;$ \\
    48324607 The valid range for this real option is
     
    48354610
    48364611
    4837 \htmlanchor{sec:eta_penalty}
    48384612\paragraph{eta\_penalty:}\label{sec:eta_penalty} Relaxation factor in the Armijo condition for the penalty function. $\;$ \\
    48394613 The valid range for this real option is
     
    48424616
    48434617
    4844 \htmlanchor{sec:fast_des_fact}
    48454618\paragraph{fast\_des\_fact:}\label{sec:fast_des_fact} a parameter used to check if the fast direction can be used asthe line search direction (for Chen-Goldfarb line search). $\;$ \\
    48464619 The valid range for this real option is
     
    48494622
    48504623
    4851 \htmlanchor{sec:gamma_hat}
    48524624\paragraph{gamma\_hat:}\label{sec:gamma_hat} LIFENG WRITES THIS. $\;$ \\
    48534625 The valid range for this real option is
     
    48564628
    48574629
    4858 \htmlanchor{sec:gamma_tilde}
    48594630\paragraph{gamma\_tilde:}\label{sec:gamma_tilde} LIFENG WRITES THIS. $\;$ \\
    48604631 The valid range for this real option is
     
    48634634
    48644635
    4865 \htmlanchor{sec:kappa_x_dis}
    48664636\paragraph{kappa\_x\_dis:}\label{sec:kappa_x_dis} a parameter used to check if the fast direction can be used asthe line search direction (for Chen-Goldfarb line search). $\;$ \\
    48674637 The valid range for this real option is
     
    48704640
    48714641
    4872 \htmlanchor{sec:kappa_y_dis}
    48734642\paragraph{kappa\_y\_dis:}\label{sec:kappa_y_dis} a parameter used to check if the fast direction can be used asthe line search direction (for Chen-Goldfarb line search). $\;$ \\
    48744643 The valid range for this real option is
     
    48774646
    48784647
    4879 \htmlanchor{sec:magic_steps}
    48804648\paragraph{magic\_steps:}\label{sec:magic_steps} Enables magic steps. $\;$ \\
    48814649 DOESN'T REALLY WORK YET!
     
    48884656\end{itemize}
    48894657
    4890 \htmlanchor{sec:min_alpha_primal}
    48914658\paragraph{min\_alpha\_primal:}\label{sec:min_alpha_primal} LIFENG WRITES THIS. $\;$ \\
    48924659 The valid range for this real option is
     
    48954662
    48964663
    4897 \htmlanchor{sec:mult_diverg_feasibility_tol}
    48984664\paragraph{mult\_diverg\_feasibility\_tol:}\label{sec:mult_diverg_feasibility_tol} tolerance for deciding if the multipliers are diverging $\;$ \\
    48994665 The valid range for this real option is
     
    49024668
    49034669
    4904 \htmlanchor{sec:mult_diverg_y_tol}
    49054670\paragraph{mult\_diverg\_y\_tol:}\label{sec:mult_diverg_y_tol} tolerance for deciding if the multipliers are diverging $\;$ \\
    49064671 The valid range for this real option is
     
    49094674
    49104675
    4911 \htmlanchor{sec:never_use_fact_cgpen_direction}
    49124676\paragraph{never\_use\_fact\_cgpen\_direction:}\label{sec:never_use_fact_cgpen_direction} Toggle to switch off the fast Chen-Goldfarb direction $\;$ \\
    49134677
     
    49204684\end{itemize}
    49214685
    4922 \htmlanchor{sec:never_use_piecewise_penalty_ls}
    49234686\paragraph{never\_use\_piecewise\_penalty\_ls:}\label{sec:never_use_piecewise_penalty_ls} Toggle to switch off the piecewise penalty method $\;$ \\
    49244687
     
    49314694\end{itemize}
    49324695
    4933 \htmlanchor{sec:pen_des_fact}
    49344696\paragraph{pen\_des\_fact:}\label{sec:pen_des_fact} a parameter used in penalty parameter computation (for Chen-Goldfarb line search). $\;$ \\
    49354697 The valid range for this real option is
     
    49384700
    49394701
    4940 \htmlanchor{sec:pen_init_fac}
    49414702\paragraph{pen\_init\_fac:}\label{sec:pen_init_fac} a parameter used to choose initial penalty parameterswhen the regularized Newton method is used. $\;$ \\
    49424703 The valid range for this real option is
     
    49454706
    49464707
    4947 \htmlanchor{sec:pen_theta_max_fact}
    49484708\paragraph{pen\_theta\_max\_fact:}\label{sec:pen_theta_max_fact} Determines upper bound for constraint violation in the filter. $\;$ \\
    49494709 The algorithmic parameter theta\_max is
     
    49574717
    49584718
    4959 \htmlanchor{sec:penalty_init_max}
    49604719\paragraph{penalty\_init\_max:}\label{sec:penalty_init_max} Maximal value for the intial penalty parameter (for Chen-Goldfarb line search). $\;$ \\
    49614720 The valid range for this real option is
     
    49644723
    49654724
    4966 \htmlanchor{sec:penalty_init_min}
    49674725\paragraph{penalty\_init\_min:}\label{sec:penalty_init_min} Minimal value for the intial penalty parameter for line search(for Chen-Goldfarb line search). $\;$ \\
    49684726 The valid range for this real option is
     
    49714729
    49724730
    4973 \htmlanchor{sec:penalty_max}
    49744731\paragraph{penalty\_max:}\label{sec:penalty_max} Maximal value for the penalty parameter (for Chen-Goldfarb line search). $\;$ \\
    49754732 The valid range for this real option is
     
    49784735
    49794736
    4980 \htmlanchor{sec:penalty_update_compl_tol}
    49814737\paragraph{penalty\_update\_compl\_tol:}\label{sec:penalty_update_compl_tol} LIFENG WRITES THIS. $\;$ \\
    49824738 The valid range for this real option is
     
    49854741
    49864742
    4987 \htmlanchor{sec:penalty_update_infeasibility_tol}
    49884743\paragraph{penalty\_update\_infeasibility\_tol:}\label{sec:penalty_update_infeasibility_tol} Threshold for infeasibility in penalty parameter update test. $\;$ \\
    49894744 If the new constraint violation is smaller than
     
    49944749
    49954750
    4996 \htmlanchor{sec:piecewisepenalty_gamma_infeasi}
    49974751\paragraph{piecewisepenalty\_gamma\_infeasi:}\label{sec:piecewisepenalty_gamma_infeasi} LIFENG WRITES THIS. $\;$ \\
    49984752 The valid range for this real option is
     
    50014755
    50024756
    5003 \htmlanchor{sec:piecewisepenalty_gamma_obj}
    50044757\paragraph{piecewisepenalty\_gamma\_obj:}\label{sec:piecewisepenalty_gamma_obj} LIFENG WRITES THIS. $\;$ \\
    50054758 The valid range for this real option is
     
    50084761
    50094762
    5010 \htmlanchor{sec:print_options_latex_mode}
    50114763\paragraph{print\_options\_latex\_mode:}\label{sec:print_options_latex_mode} Undocumented $\;$ \\
    50124764 Undocumented
     
    50194771\end{itemize}
    50204772
    5021 \htmlanchor{sec:suppress_all_output}
    50224773\paragraph{suppress\_all\_output:}\label{sec:suppress_all_output} Undocumented $\;$ \\
    50234774 Undocumented
     
    50304781\end{itemize}
    50314782
    5032 \htmlanchor{sec:theta_min}
    50334783\paragraph{theta\_min:}\label{sec:theta_min} LIFENG WRITES THIS. $\;$ \\
    50344784 The valid range for this real option is
     
    50374787
    50384788
    5039 \htmlanchor{sec:vartheta}
    50404789\paragraph{vartheta:}\label{sec:vartheta} a parameter used to check if the fast direction can be used asthe line search direction (for Chen-Goldfarb line search). $\;$ \\
    50414790 The valid range for this real option is
     
    50444793
    50454794
    5046 \htmlanchor{sec:wsmp_iterative}
    50474795\paragraph{wsmp\_iterative:}\label{sec:wsmp_iterative} Switches to iterative solver in WSMP. $\;$ \\
    50484796 EXPERIMENTAL!
     
    50584806\label{sec:Warm_Start}
    50594807\htmlanchor{sec:Warm_Start}
    5060 \htmlanchor{sec:warm_start_bound_frac}
    50614808\paragraph{warm\_start\_bound\_frac:}\label{sec:warm_start_bound_frac} same as bound\_frac for the regular initializer. $\;$ \\
    50624809 The valid range for this real option is
     
    50654812
    50664813
    5067 \htmlanchor{sec:warm_start_bound_push}
    50684814\paragraph{warm\_start\_bound\_push:}\label{sec:warm_start_bound_push} same as bound\_push for the regular initializer. $\;$ \\
    50694815 The valid range for this real option is
     
    50724818
    50734819
    5074 \htmlanchor{sec:warm_start_entire_iterate}
    50754820\paragraph{warm\_start\_entire\_iterate:}\label{sec:warm_start_entire_iterate} Tells algorithm whether to use the GetWarmStartIterate method in the NLP. $\;$ \\
    50764821
     
    50834828\end{itemize}
    50844829
    5085 \htmlanchor{sec:warm_start_init_point}
    50864830\paragraph{warm\_start\_init\_point:}\label{sec:warm_start_init_point} Warm-start for initial point $\;$ \\
    50874831 Indicates whether this optimization should use a
     
    50974841\end{itemize}
    50984842
    5099 \htmlanchor{sec:warm_start_mult_bound_push}
    51004843\paragraph{warm\_start\_mult\_bound\_push:}\label{sec:warm_start_mult_bound_push} same as mult\_bound\_push for the regular initializer. $\;$ \\
    51014844 The valid range for this real option is
     
    51044847
    51054848
    5106 \htmlanchor{sec:warm_start_mult_init_max}
    51074849\paragraph{warm\_start\_mult\_init\_max:}\label{sec:warm_start_mult_init_max} Maximum initial value for the equality multipliers. $\;$ \\
    51084850 The valid range for this real option is
     
    51114853
    51124854
    5113 \htmlanchor{sec:warm_start_same_structure}
    51144855\paragraph{warm\_start\_same\_structure:}\label{sec:warm_start_same_structure} Indicates whether a problem with a structure identical to the previous one is to be solved. $\;$ \\
    51154856 If "yes" is chosen, then the algorithm assumes
     
    51254866\end{itemize}
    51264867
    5127 \htmlanchor{sec:warm_start_slack_bound_frac}
    51284868\paragraph{warm\_start\_slack\_bound\_frac:}\label{sec:warm_start_slack_bound_frac} same as slack\_bound\_frac for the regular initializer. $\;$ \\
    51294869 The valid range for this real option is
     
    51324872
    51334873
    5134 \htmlanchor{sec:warm_start_slack_bound_push}
    51354874\paragraph{warm\_start\_slack\_bound\_push:}\label{sec:warm_start_slack_bound_push} same as slack\_bound\_push for the regular initializer. $\;$ \\
    51364875 The valid range for this real option is
  • stable/1.6/Bonmin/doc/options_table.tex

    r1555 r1992  
    88\tabletail{\hline \multicolumn{9}{|c|}{continued on next page}\\\hline}
    99\tablelasttail{\hline}
    10 {\footnotesize
     10{\tiny
    1111\begin{xtabular}{|l|r|r|r|r|r|r|r|r|}
    1212\hline
     
    2121cutoff& F& $\surd$& $\surd$& $\surd$& $\surd$& $\surd$& $\surd$& $\surd$\\
    2222cutoff\_decr& F& $\surd$& $\surd$& $\surd$& $\surd$& $\surd$& $\surd$& $\surd$\\
    23 enable\_dynamic\_nlp& S& -& -& $\surd$& $\surd$& $\surd$& -& -\\
     23enable\_dynamic\_nlp& S& $\surd$& -& -& -& -& -& -\\
    2424integer\_tolerance& F& $\surd$& $\surd$& $\surd$& $\surd$& $\surd$& $\surd$& $\surd$\\
    2525iteration\_limit& I& $\surd$& $\surd$& $\surd$& $\surd$& $\surd$& $\surd$& $\surd$\\
     
    3131number\_before\_trust& I& $\surd$& $\surd$& $\surd$& $\surd$& $\surd$& $\surd$& $\surd$\\
    3232number\_strong\_branch& I& $\surd$& $\surd$& $\surd$& $\surd$& $\surd$& $\surd$& $\surd$\\
     33random\_generator\_seed& I& $\surd$& $\surd$& $\surd$& $\surd$& $\surd$& $\surd$& $\surd$\\
     34read\_solution\_file& S& $\surd$& $\surd$& $\surd$& $\surd$& $\surd$& $\surd$& $\surd$\\
    3335solution\_limit& I& $\surd$& $\surd$& $\surd$& $\surd$& $\surd$& $\surd$& $\surd$\\
    3436sos\_constraints& S& $\surd$& $\surd$& $\surd$& $\surd$& $\surd$& $\surd$& -\\
    3537time\_limit& F& $\surd$& $\surd$& $\surd$& $\surd$& $\surd$& $\surd$& $\surd$\\
    3638tree\_search\_strategy& S& $\surd$& $\surd$& $\surd$& $\surd$& $\surd$& $\surd$& -\\
    37 variable\_selection& S& $\surd$& -& -& -& -& -& -\\
     39variable\_selection& S& $\surd$& -& $\surd$& $\surd$& $\surd$& -& -\\
    3840\hline
    3941\multicolumn{1}{|c}{} & \multicolumn{8}{l|}{MILP cutting planes in hybrid}\\
     
    5254feasibility\_pump\_objective\_norm& I& $\surd$& $\surd$& $\surd$& $\surd$& $\surd$& $\surd$& -\\
    5355heuristic\_RINS& S& $\surd$& $\surd$& $\surd$& $\surd$& $\surd$& $\surd$& -\\
     56heuristic\_dive\_MIP\_fractional& S& $\surd$& $\surd$& $\surd$& $\surd$& $\surd$& $\surd$& -\\
    5457heuristic\_dive\_MIP\_vectorLength& S& $\surd$& $\surd$& $\surd$& $\surd$& $\surd$& $\surd$& -\\
    5558heuristic\_dive\_fractional& S& $\surd$& $\surd$& $\surd$& $\surd$& $\surd$& $\surd$& -\\
     
    5760heuristic\_feasibility\_pump& S& $\surd$& $\surd$& $\surd$& $\surd$& $\surd$& $\surd$& -\\
    5861pump\_for\_minlp& S& $\surd$& $\surd$& $\surd$& $\surd$& $\surd$& $\surd$& -\\
    59 \hline
    60 \multicolumn{1}{|c}{} & \multicolumn{8}{l|}{MINLP heuristics}\\
    61 \hline
    62 heuristic\_dive\_MIP\_fractional& S& $\surd$& $\surd$& $\surd$& $\surd$& $\surd$& $\surd$& -\\
    6362\hline
    6463\multicolumn{1}{|c}{} & \multicolumn{8}{l|}{Nlp solution robustness}\\
     
    7069random\_point\_perturbation\_interval& F& $\surd$& -& -& -& -& -& -\\
    7170random\_point\_type& S& $\surd$& -& -& -& -& -& -\\
     71resolve\_on\_small\_infeasibility& F& $\surd$& $\surd$& $\surd$& $\surd$& $\surd$& $\surd$& $\surd$\\
    7272\hline
    7373\multicolumn{1}{|c}{} & \multicolumn{8}{l|}{Nlp solve options in B-Hyb}\\
     
    7979\multicolumn{1}{|c}{} & \multicolumn{8}{l|}{Options for MILP solver}\\
    8080\hline
     81cpx\_parallel\_strategy& I& -& -& -& -& -& -& $\surd$\\
    8182milp\_log\_level& I& -& -& -& -& -& -& $\surd$\\
    8283milp\_solver& S& -& -& -& -& -& -& $\surd$\\
     84milp\_strategy& S& -& -& -& -& -& -& $\surd$\\
     85number\_cpx\_threads& I& -& -& -& -& -& -& $\surd$\\
    8386\hline
    8487\multicolumn{1}{|c}{} & \multicolumn{8}{l|}{Options for OA decomposition}\\
     
    9295ecp\_abs\_tol& F& -& -& $\surd$& $\surd$& -& -& -\\
    9396ecp\_max\_rounds& I& -& -& $\surd$& $\surd$& -& -& -\\
    94 ecp\_propability\_factor& F& -& -& $\surd$& $\surd$& -& -& -\\
     97ecp\_probability\_factor& F& -& -& $\surd$& $\surd$& -& -& -\\
    9598ecp\_rel\_tol& F& -& -& $\surd$& $\surd$& -& -& -\\
    9699filmint\_ecp\_cuts& I& -& -& $\surd$& $\surd$& -& -& -\\
     
    106109fp\_log\_frequency& F& -& -& $\surd$& $\surd$& -& -& -\\
    107110fp\_log\_level& I& -& -& $\surd$& $\surd$& -& -& -\\
     111fp\_pass\_infeasible& S& $\surd$& $\surd$& $\surd$& $\surd$& $\surd$& $\surd$& $\surd$\\
    108112\hline
    109113\multicolumn{1}{|c}{} & \multicolumn{8}{l|}{Options for non-convex problems}\\
     
    123127oa\_cuts\_log\_level& I& -& $\surd$& $\surd$& $\surd$& $\surd$& $\surd$& $\surd$\\
    124128oa\_cuts\_scope& S& -& $\surd$& $\surd$& $\surd$& $\surd$& $\surd$& $\surd$\\
     129oa\_rhs\_relax& F& -& $\surd$& $\surd$& $\surd$& $\surd$& $\surd$& $\surd$\\
    125130tiny\_element& F& -& $\surd$& $\surd$& $\surd$& $\surd$& $\surd$& $\surd$\\
    126131very\_tiny\_element& F& -& $\surd$& $\surd$& $\surd$& $\surd$& $\surd$& $\surd$\\
    127132\hline
    128 \multicolumn{1}{|c}{} & \multicolumn{8}{l|}{Output ond log-levels options}\\
     133\multicolumn{1}{|c}{} & \multicolumn{8}{l|}{Output and log-level options}\\
    129134\hline
    130135bb\_log\_interval& I& $\surd$& $\surd$& $\surd$& $\surd$& $\surd$& $\surd$& $\surd$\\
  • stable/1.6/Bonmin/src

  • stable/1.6/Bonmin/src/Algorithms/BonBabSetupBase.cpp

    r1982 r1992  
    585585#endif
    586586        "Chooses variable selection strategy",
    587         "strong-branching",
     587        "osi-strong",
    588588        "most-fractional", "Choose most fractional variable",
    589589        "strong-branching", "Perform strong branching",
     
    599599        "random", "Method to choose branching variable randomly");
    600600
    601     roptions->setOptionExtraInfo("variable_selection", 8);
     601    roptions->setOptionExtraInfo("variable_selection", 27);
    602602
    603603    roptions->AddLowerBoundedIntegerOption("num_cut_passes",
  • stable/1.6/Bonmin/test

  • stable/1.6/Bonmin/test/bonmin.opt

    r1967 r1992  
    2020bonmin.number_before_trust                   8          #Set the number of branches on a variable before its pseudo costs are to be believed in dynamic strong branching.
    2121bonmin.number_strong_branch                  20         #Choose the maximum number of variables considered for strong branching.
     22bonmin.random_generator_seed                 0          #Set seed for random number generator (a value of -1 sets seeds to time since Epoch).
     23bonmin.read_solution_file                    no         #Read a file with the optimal solution to test if algorithms cuts it.
    2224bonmin.solution_limit                        2147483647 #Abort after that much integer feasible solution have been found by algorithm
    2325bonmin.sos_constraints                       enable     #Wether or not to activate SOS constraints.
     
    3133bonmin.Gomory_cuts                           -5         #Frequency k (in terms of nodes) for generating Gomory cuts in branch-and-cut.
    3234bonmin.clique_cuts                           -5         #Frequency (in terms of nodes) for generating clique cuts in branch-and-cut
    33 bonmin.cover_cuts                            -5         #Frequency (in terms of nodes) for generating cover cuts in branch-and-cut
     35bonmin.cover_cuts                            0          #Frequency (in terms of nodes) for generating cover cuts in branch-and-cut
    3436bonmin.flow_cover_cuts                       -5         #Frequency (in terms of nodes) for generating flow cover cuts in branch-and-cut
    3537bonmin.lift_and_project_cuts                 0          #Frequency (in terms of nodes) for generating lift-and-project cuts in branch-and-cut
     
    4143bonmin.feasibility_pump_objective_norm       1          #Norm of feasibility pump objective function
    4244bonmin.heuristic_RINS                        no         #if yes runs the RINS heuristic
     45bonmin.heuristic_dive_MIP_fractional         no         #if yes runs the Dive MIP Fractional heuristic
    4346bonmin.heuristic_dive_MIP_vectorLength       no         #if yes runs the Dive MIP VectorLength heuristic
    4447bonmin.heuristic_dive_fractional             no         #if yes runs the Dive Fractional heuristic
     
    4649bonmin.heuristic_feasibility_pump            no         #whether the heuristic feasibility pump should be used
    4750bonmin.pump_for_minlp                        no         #if yes runs FP for MINLP
    48 
    49 # registering category: MINLP heuristics
    50 
    51 bonmin.heuristic_dive_MIP_fractional         no         #if yes runs the Dive MIP Fractional heuristic
    5251
    5352# registering category: Nlp solution robustness
     
    5958bonmin.random_point_perturbation_interval    1          #Amount by which starting point is perturbed when choosing to pick random point by perturbating starting point
    6059bonmin.random_point_type                     Jon        #method to choose a random starting point
     60bonmin.resolve_on_small_infeasibility        0          #If a locally infeasible problem is infeasible by less than this, resolve it with initial starting point.
    6161
    6262# registering category: Nlp solve options in B-Hyb
     
    6868# registering category: Options for MILP solver
    6969
     70bonmin.cpx_parallel_strategy                 0          #Strategy of parallel search mode in CPLEX.
    7071bonmin.milp_log_level                        0          #specify MILP solver log level.
    7172bonmin.milp_solver                           Cbc_D      #Choose the subsolver to solve MILP sub-problems in OA decompositions.
     73bonmin.milp_strategy                         find_good_sol      #Choose a strategy for MILPs.
     74bonmin.number_cpx_threads                    0          #Set number of threads to use with cplex.
    7275
    7376# registering category: Options for OA decomposition
     
    9598bonmin.fp_log_frequency                      100        #display an update on lower and upper bounds in FP every n seconds
    9699bonmin.fp_log_level                          1          #specify FP iterations log level.
     100bonmin.fp_pass_infeasible                    no         #Say whether feasibility pump should claim to converge or not
    97101
    98102# registering category: Options for non-convex problems
     
    112116bonmin.oa_cuts_log_level                     0          #level of log when generating OA cuts.
    113117bonmin.oa_cuts_scope                         global     #Specify if OA cuts added are to be set globally or locally valid
     118bonmin.oa_rhs_relax                          1e-08      #Value by which to relax OA cut
    114119bonmin.tiny_element                          1e-08      #Value for tiny element in OA cut
    115120bonmin.very_tiny_element                     1e-17      #Value for very tiny element in OA cut
    116121
    117 # registering category: Output ond log-levels options
     122# registering category: Output and log-level options
    118123
    119124bonmin.bb_log_interval                       100        #Interval at which node level output is printed.
     
    140145bonmin.nlp_solver                            Ipopt      #Choice of the solver for local optima of continuous nlp's
    141146bonmin.warm_start                            none       #Select the warm start method
    142 
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