List of filter options

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 + + + +

0.1 FilterSQP options

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.