Newton Barrier. This limits the number of consecutive indefinite barrier iterations that will be performed. The optimizer will try to minimize (resp. maximize) a QP problem even if the Q matrix is not positive (resp. negative) semi-definite. However, the optimizer may detect that the Q matrix is indefinite and this can result in the optimizer not converging. This control specifies how many indefinite iterations may occur before the optimizer stops and reports that the problem is indefinite. It is usual to specify a value greater than one, and only stop after a series of indefinite matrices, as the problem may be found to be indefinite incorrectly on a few iterations for numerical reasons.
Namespace:
Optimizer
Assembly: xprsdn (in xprsdn.dll) Version: 43.01.03
Syntax
public int BarIndefLimit { get; set; }
Property Value
Type:
Int32
Remarks
See Also
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