Next: Linear Solver
Up: Restoration Phase
Determines if the original objective function should be evaluated at restoration phase trial points.
Setting this option to "yes" makes the
restoration phase algorithm evaluate the
objective function of the original problem at
every trial point encountered during the
restoration phase, even if this value is not
required. In this way, it is guaranteed that the
original objective function can be evaluated
without error at all accepted iterates; otherwise
the algorithm might fail at a point where the
restoration phase accepts an iterate that is good
for the restoration phase problem, but not the
original problem. On the other hand, if the
evaluation of the original objective is
expensive, this might be costly.
The default value for this string option is "yes".
- no: skip evaluation
- yes: evaluate at every trial point