OptimumParamsIpAction Struct Reference

Public Attributes
double	mu = 1.0e-20
	The perturbation parameter (or barrier parameter) for the interior-point method.
double	tau = 0.99
	The fraction-to-the boundary parameter to relax the line-search backtracking step. More...
StepMode	step = Aggressive
	The step mode for the Newton updates.

Member Data Documentation

tau

double tau = 0.99

The fraction-to-the boundary parameter to relax the line-search backtracking step.

This parameter should be carefully selected as it can mistakenly drive some primal variables prematurely to the bounds, keeping them trapped there until convergence. The closest this parameter is to one, the more this effect is probable.

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The documentation for this struct was generated from the following file:

• Reaktoro/Optimization/OptimumOptions.hpp