XKTR_PARAM_BAR_MAXREFACTOR, KNITRO_PARAM_BAR_MAXREFACTOR
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Description
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Indicates the maximum number of refactorizations of the KKT system per iteration of the Interior/Direct algorithm before reverting to a CG step.
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Type
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Integer
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Topic areas
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Default value
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-1
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Note
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These refactorizations are performed if negative curvature is detected in the model. Rather than reverting to a CG step, the Hessian matrix is modified in an attempt to make the subproblem convex and then the KKT system is refactorized. Increasing this value will make the Interior/Direct algorithm less likely to take CG steps. If the Interior/Direct algorithm is taking a large number of CG steps (as indicated by a positive value for "CGits" in the output), this may improve performance. This option has no effect on the Active Set algorithm.
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Category
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Control
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