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XKTR_PARAM_FEASTOL
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This is the relative feasibility tolerance applied to a problem.
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XKTR_PARAM_FEASTOLABS
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This is the corresponding absolute feasibility tolerance.
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XKTR_PARAM_INFEASTOL
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This is the tolerance for declaring a problem infeasible.
The feasibility emphasis control,
XKTR_PARAM_BAR_FEASIBLE, can be set for models on which Knitro has encountered difficulties in finding a feasible solution. If it is set to
get or
get_stay, particular emphasis will be placed upon obtaining feasibility, rather than balancing progress toward feasibility and optimality as is the default. If one of the built-in interior point methods is used, as determined by
XKTR_PARAM_ALGORITHM, the feasibility emphasis control can force the iterates to strictly satisfy inequalities. It does not, however, require Knitro to satisfy all equality constraints at intermediate iterates. The migration between a pure search for feasibility, and a balanced approach to feasibility and optimality, may be further fine tuned by using the
XKTR_PARAM_BAR_SWITCHRULE control. Should a model still fail to converge to a feasible solution, the
XKTR_PARAM_BAR_PENCONS control may be used to instruct Knitro to introduce penalty breakers of its own. This option has similar behaviour to the corresponding option in XSLP.
