XSLP_ECFCHECK, SLPECFCHECK

Check feasibility at the point of linearization for extended convergence criteria

Integer

SLP, SLP-convergence

0	no check (extended criteria are always used);
1	check until one infeasible constraint is found;
2	check all constraints.

1

The extended convergence criteria measure the accuracy of the solution of the linear approximation compared to the solution of the original nonlinear problem. For this to work, the linear approximation needs to be reasonably good at the point of linearization. In particular, it needs to be reasonably close to feasibility.
XSLP_ECFCHECK is used to determine what checking of feasibility is carried out at the point of linearization. If the point of linearization at the start of an SLP iteration is deemed to be infeasible, then the extended convergence criteria are not used to decide convergence at the end of that SLP iteration.
If all that is required is to decide that the point of linearization is not feasible, then the search can stop after the first infeasible constraint is found (parameter is set to 1). If the actual number of infeasible constraints is required, then XSLP_ECFCHECK should be set to 2, and all constraints will be checked.
The number of infeasible constraints found at the point of linearization is returned in XSLP_ECFCOUNT.

Convergence criteria, XSLPmaxim, XSLPminim

XSLP_ECFCOUNT, XSLP_ECFTOL_A, XSLP_ECFTOL_R

Control