BARSTEPSTOP
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Description
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Newton barrier: A convergence parameter, representing the minimal step size. On each iteration of the barrier algorithm, a step is taken along a computed search direction. If that step size is smaller than
BARSTEPSTOP, the Optimizer will terminate and return the current solution.
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Type
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Double
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Default value
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1.0E-16
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Note
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If the barrier method is making small improvements on
BARGAPSTOP on later iterations, it may be better to set this value higher, to return a solution after a close approximation to the optimum has been found.
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Affects routines
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