Initializing help system before first use

XSLP_FILTER, SLPFILTER

Description
Bit map for controlling solution updates
Type
Integer
Values
Bit
Meaning
0 
retain best solution according to the merit function.
1 
check cascaded solutions against improvements in the merit function.
2 
force minimum step sizes in line search.
3 
accept the trust region step is the line search returns a zero step size.
Default value
3 (bit 0,1)
Notes
Bits 0 determine if XSLPgetslpsol should return the final converged solution, or the solution which had the best value according to the merit function.
If bit 1 is set, a cascaded solution which does not improve the merit function will be rejected (XSLP will revert to the solution of the linearization).
Bits 2-3 determine the strategy for when the step direction is not improving according to the merit function.

The following constants are provided for setting these bits:

Setting bit 0 XSLP_FILTER_KEEPBEST
Setting bit 1 XSLP_FILTER_CASCADE
Setting bit 2 XSLP_FILTER_ZEROLINESEARCH
Setting bit 3 XSLP_FILTER_ZEROLINESEARCHTR

Affects routines
XSLPmaxim, XSLPminim, XSLPcascade
See also
XSLP_MERITLAMBDA, XSLP_CASCADE, XSLP_LSSTART, XSLP_LSITERLIMIT, XSLP_LSPATTERNLIMIT

Parent Topic Integer control parameters

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