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XKTR_PARAM_BAR_MURULE

Description
Indicates which strategy to use for modifying the barrier parameter mu in the barrier algorithms.
Type
Integer
Values
0 
(auto) Let Knitro automatically choose the strategy.
1 
(monotone) Monotonically decrease the barrier parameter. Available for both barrier algorithms.
2 
(adaptive) Use an adaptive rule based on the complementarity gap to determine the value of the barrier parameter. Available for both barrier algorithms.
3 
(probing) Use a probing (affine-scaling) step to dynamically determine the barrier parameter. Available only for the Interior/Direct algorithm.
4 
(dampmpc) Use a Mehrotra predictor-corrector type rule to determine the barrier parameter, with safeguards on the corrector step. Available only for the Interior/Direct algorithm.
5 
(fullmpc) Use a Mehrotra predictor-corrector type rule to determine the barrier parameter, without safeguards on the corrector step. Available only for the Interior/Direct algorithm.
6 
(quality) Minimize a quality function at each iteration to determine the barrier parameter. Available only for the Interior/Direct algorithm.
Default value
0
Note
Not all strategies are available for both barrier algorithms. This option has no effect on the Active Set algorithm.

Parent Topic Integer control parameters

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