Initializing help system before first use

SLPFILTER, XSLP_FILTER

Description
Bit map for controlling solution updates
Type
Integer
Topic areas
SLP, Bit-vector, Solution
Values
Bit
Meaning
0 
XPRS_SLPFILTER_KEEPBEST retain best solution according to the merit function.
1 
XPRS_SLPFILTER_CASCADE check cascaded solutions against improvements in the merit function.
2 
XPRS_SLPFILTER_ZEROLINESEARCH force minimum step sizes in line search.
3 
XPRS_SLPFILTER_ZEROLINESEARCHTR accept the trust region step is the line search returns a zero step size.
Default value
3 (bit 0,1)
Notes
Bit 0 is superseded by SLPRETURNSOLUTION, which if left at its default of -1 continues to respect this bit.
Bit 0 determines whether XPRSgetsolution should return the final converged solution (if the bit is off), or the solution which had the best value according to the merit function (if the bit is on, which is the default).
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.
Affects routines
XPRSoptimize, XPRSnlpoptimize, XPRSslpcascade
See also
NLPMERITLAMBDA, SLPCASCADE, SLPLSSTART, SLPLSITERLIMIT, SLPLSPATTERNLIMIT
Category
Control

Parent Topic Integer control parameters

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