NlpValidateKKT Method

public void NlpValidateKKT(
	int mode,
	int respectbasis,
	int updatemult,
	double violtarget
)

Parameters

mode

Type:  System.Int32
The calculation mode can be:

• 0: recalculate the reduced costs at the current solution using the current dual solution.
• 1: minimize the sum of KKT violations by adjusting the dual solution.
• 2: perform both.

respectbasis

Type:  System.Int32
The following ways are defined to assess if a constraint is active:

• 0: evaluate the recalculated slack activity versus XSLP_ECFTOL_R.
• 1: use the basis status of the slack in the linearized problem if available.
• 2: use both.

updatemult

Type:  System.Int32
The calculated values can be:

• 0: only used to calculate the XSLP_VALIDATIONINDEX_K measure.
• 1: used to update the current dual solution and reduced costs.

violtarget

Type:  System.Double
When calculating the best KKT multipliers, it is possible to enforce an even distribution of reduced costs violations by enforcing a bound on them.

Reference