XSLP_ITERFALLBACKOPS, SLPITERFALLBACKOPS

When set, this control provides alternative ways of solving a linearization called adaptive iteration solves. This can be useful for numerically challenging problems that either solve to a non-satisfactory accuracy (relative to XSLP_FEASTOLTARGET) with the default solves, or that can incorrectly report infeasibility or unboundedness. In such cases, the solve will try the controls listed by XSLP_ITERFALLBACKOPS until a satisfactory solution is found or all options are exhausted.

The individual controls for each solve are separated by a comma (','), while the set of controls for an attepmt by a colon (':') . Example: 'XPRS_DEFAULTALG=3 : XPRS_BARORDER = 2, XPRS_PRESOVLE = 0' will try primal in one solve, and the homogenous barrier with presolve turned off in an other. Optimizer flags are not inherited by the solve, so use XPRS_DEFAULTALG for selecting an LP solver to use.

The resulting LP solves are carried out in a parallel manner, using XSLP_MULTISTART_THREADS number of threads.

The result of the adaptive solves are always deterministic.

Once a satisfactory solution is found, remaining solves are progressed only as far as necessary to guarantee determinism, so it is beneficial to list more promising control sets first.