XSLP_BARSTALLINGOBJLIMIT
Description
|
Number of iterations over which to measure the objective change for barrier iterations with no crossover
|
Type
|
Integer
|
Default value
|
3
|
Note
|
On large problems, it may be beneficial to warm start progress by running a number of iterations with the barrier solver without crossover by setting
XSLP_BARLIMIT to a positive value and setting
XPRS_CROSSOVER to 0. A potential drawback is slower convergence due to the interior point provided by the barrier solve keeping a higher number of variables active. This may lead to stalling in progress, negating the benefit of using the barrier. When in the last
XSLP_BARSTALLINGOBJLIMIT iterations no significant progress has been made, crossover is automatically enabled.
|
Affects routines
|
|
See also
|
© 2001-2019 Fair Isaac Corporation. All rights reserved. This documentation is the property of Fair Isaac Corporation (“FICO”). Receipt or possession of this documentation does not convey rights to disclose, reproduce, make derivative works, use, or allow others to use it except solely for internal evaluation purposes to determine whether to purchase a license to the software described in this documentation, or as otherwise set forth in a written software license agreement between you and FICO (or a FICO affiliate). Use of this documentation and the software described in it must conform strictly to the foregoing permitted uses, and no other use is permitted.