Option | type | B-BB | B-OA | B-QG | B-Hyb | |||
FilterSQP options | ||||||||
---|---|---|---|---|---|---|---|---|
eps | F | + | + | + | + | |||
infty | F | + | + | + | + | |||
iprint | I | + | + | + | + | |||
kmax | I | + | + | + | + | |||
maxf | I | + | + | + | + | |||
maxiter | I | + | + | + | + | |||
mlp | I | + | + | + | + | |||
mxlws | I | + | + | + | + | |||
mxws | I | + | + | + | + | |||
rho_init | F | + | + | + | + | |||
tt | F | + | + | + | + | |||
ubd | F | + | + | + | + |
eps:
Tolerance for SQP solver
The valid range for this real option is 0 < eps < +inf and its default value is
1 ⋅ 10-08.
infty:
A large number (1E20)
The valid range for this real option is 0 < infty < +inf and its default value is
1 ⋅ 10+20.
iprint:
Print level (0=silent, 3=verbose)
The valid range for this integer option is 0 ≤ iprint ≤ 6 and its default value is
0.
kmax:
Dimension of null-space
The valid range for this integer option is -1 ≤ kmax < +inf and its default value is
-1.
maxf:
Maximum filter length
The valid range for this integer option is 0 ≤ maxf < +inf and its default value is
100.
maxiter:
Maximum number of iterations
The valid range for this integer option is 0 ≤ maxiter < +inf and its default value is
1000.
mlp:
Maximum level for degeneracy (bqpd)
The valid range for this integer option is 0 ≤ mlp < +inf and its default value is
1000.
mxlws:
FINTEGER workspace increment
The valid range for this integer option is 0 ≤ mxlws < +inf and its default value is
500000.
mxws:
REAL workspace increment
The valid range for this integer option is 0 ≤ mxws < +inf and its default value is
2000000.
rho_init:
Initial trust region size
The valid range for this real option is 0 < rho_init < +inf and its default value is
10.
tt:
Parameter for upper bound on filter
The valid range for this real option is 0 < tt < +inf and its default value is
1.25.
ubd:
Parameter for upper bound on filter
The valid range for this real option is 0 < ubd < +inf and its default value is
100.