Reference Documentation by Topic/Functionality

Topics covered in this chapter:

This section lists all functions, controls, and attributes of FICO XPress Nonlinear by topics. The topics comprise problem creation, modification, and the solution process itself as well as querying the solution status and values to quickly get started with the nonlinear solver.

Every function, control or attribute in this section is displayed with all their related topic areas.

Bit-vector

Reference section for all bit-vector controls.

Bit-vector library functions

XSLPchgrowstatus, XPRSslpchgrowstatus	Change the status setting of a constraint [ Bit-vector, Data Input, SLP]
XSLPgetrowstatus, XPRSslpgetrowstatus	Retrieve the status setting of a constraint [ Bit-vector, SLP, Solution]

Bit-vector controls

XSLP_ALGORITHM, SLPALGORITHM	Bit map describing the SLP algorithm(s) to be used [ Bit-vector, SLP]
XSLP_ANALYZE, SLPANALYZE	Bit map activating additional options supporting model / solution path analysis [ Bit-vector, Logging, SLP]
XSLP_AUGMENTATION, SLPAUGMENTATION	Bit map describing the SLP augmentation method(s) to be used [ Bit-vector, SLP]
XSLP_CONTROL	Bit map describing which Xpress NonLinear functions also activate the corresponding Optimizer Library function [ Bit-vector]
XSLP_CONVERGENCEOPS, SLPCONVERGENCEOPS	Bit map describing which convergence tests should be carried out [ Bit-vector, SLP, SLP-convergence]
XSLP_FILTER, SLPFILTER	Bit map for controlling solution updates [ Bit-vector, SLP, Solution]
XSLP_MIPALGORITHM, SLPMIPALGORITHM	Bitmap describing the MISLP algorithms to be used [ Bit-vector, MISLP]
XSLP_PRESOLVEOPS, NLPPRESOLVEOPS	Bitmap indicating the SLP presolve actions to be taken [ Bit-vector, Presolve]
XSLP_TRACEMASKOPS, SLPTRACEMASKOPS	Controls the information printed for XSLP_TRACEMASK. [ Bit-vector, Logging, SLP]
XSLP_ZEROCRITERION, SLPZEROCRITERION	Bitmap determining the behavior of the placeholder deletion procedure [ Bit-vector, SLP]

Branching

Reference section for functions, controls, and attributes related to Branching. All of them affect how problems are subdivided to resolve infeasibilities during the Branch and Bound search.

Branching controls

XKTR_PARAM_MIP_BRANCHRULE, KNITRO_PARAM_MIP_BRANCHRULE	Specifies which branching rule to use for MIP branch and bound procedure. [ Branching, Knitro-MINLP]
XKTR_PARAM_MIP_GUB_BRANCH, KNITRO_PARAM_MIP_GUB_BRANCH	Specifies whether or not to branch on generalized upper bounds (GUBs). [ Branching, Knitro-MINLP]
XKTR_PARAM_MIP_PSEUDOINIT, KNITRO_PARAM_MIP_PSEUDOINIT	Specifies the method used to initialize pseudo-costs corresponding to variables that have not yet been branched on in the MIP method. [ Branching, Knitro-MINLP]
XKTR_PARAM_MIP_STRONG_CANDLIM, KNITRO_PARAM_MIP_STRONG_CANDLIM	Specifies the maximum number of candidates to explore for MIP strong branching. [ Branching, Knitro-MINLP, Limits]
XKTR_PARAM_MIP_STRONG_LEVEL, KNITRO_PARAM_MIP_STRONG_LEVEL	Specifies the maximum number of tree levels on which to perform MIP strong branching. [ Branching, Knitro-MINLP, Limits]
XKTR_PARAM_MIP_STRONG_MAXIT, KNITRO_PARAM_MIP_STRONG_MAXIT	Specifies the maximum number of iterations to allow for MIP strong branching solves. [ Branching, Knitro-MINLP, Limits]

Callback

Reference section for functions, controls, and attributes related to the use of callback functions. Callbacks enable the user to interact with the solver at all stages of the solution process. For example, use callbacks to interrupt the search when a special condition is satisfied, to query or reject certain solutions while the solution process is still running, or to make custom problem modifications.

Callback library functions

XSLPcopycallbacks	Copy the user-defined callbacks from one SLP problem to another [ Callback]
XSLPsetcbcascadeend, XPRSsetcbslpcascadeend	Set a user callback to be called at the end of the cascading process, after the last variable has been cascaded [ Callback, Cascading, SLP]
XSLPsetcbcascadestart, XPRSsetcbslpcascadestart	Set a user callback to be called at the start of the cascading process, before any variables have been cascaded [ Callback, Cascading, SLP]
XSLPsetcbcascadevar, XPRSsetcbslpcascadevar	Set a user callback to be called after each column has been cascaded [ Callback, Cascading, SLP]
XSLPsetcbcascadevarfail, XPRSsetcbslpcascadevarfail	Set a user callback to be called after cascading a column was not successful [ Callback, Cascading, SLP]
XSLPsetcbcoefevalerror, XPRSsetcbnlpcoefevalerror	Set a user callback to be called when an evaluation of a coefficient fails during the solve [ Callback, Numerics]
XSLPsetcbconstruct, XPRSsetcbslpconstruct	Set a user callback to be called during the Xpress-SLP augmentation process [ Callback, SLP]
XSLPsetcbdestroy	Set a user callback to be called when an SLP problem is about to be destroyed [ Callback]
XSLPsetcbdrcol, XPRSsetcbslpdrcol	Set a user callback used to override the update of variables with small determining column [ Callback, Cascading, SLP]
XSLPsetcbintsol, XPRSsetcbslpintsol	Set a user callback to be called during MISLP when an integer solution is obtained [ Callback, MISLP]
XSLPsetcbiterend, XPRSsetcbslpiterend	Set a user callback to be called at the end of each SLP iteration [ Callback, SLP]
XSLPsetcbiterstart, XPRSsetcbslpiterstart	Set a user callback to be called at the start of each SLP iteration [ Callback, SLP]
XSLPsetcbitervar, XPRSsetcbslpitervar	Set a user callback to be called after each column has been tested for convergence [ Callback, SLP, SLP-convergence]
XSLPsetcbmessage	Set a user callback to be called whenever Xpress NonLinear outputs a line of text according to XSLP_ECHOXPRSMESSAGES. [ Callback, Logging]
XSLPsetcbmsjobend, XPRSsetcbmsjobend	Set a user callback to be called every time a new multistart job finishes. [ Callback, Multistart]
XSLPsetcbmsjobstart, XPRSsetcbmsjobstart	Set a user callback to be called every time a new multistart job is created, and the pre-loaded settings are applied [ Callback, Multistart]
XSLPsetcbmswinner, XPRSsetcbmswinner	Set a user callback to be called every time a multistart winner has been declared [ Callback, Multistart]
XSLPsetcboptnode	Set a user callback to be called during MISLP when an optimal SLP solution is obtained at a node [ Callback, MISLP]
XSLPsetcbprenode	Set a user callback to be called during MISLP after the set-up of the SLP problem to be solved at a node, but before SLP optimization [ Callback, MISLP]
XSLPsetcbpresolved	Set a user callback to be called after the nonlinear presolver has been applied. [ Callback, SLP]
XSLPsetcbpreupdatelinearization, XPRSsetcbslppreupdatelinearization	Set a user callback to be called before the linearization is updated [ Callback, SLP]
XSLPsetcbslpend	Set a user callback to be called at the end of the SLP optimization [ Callback, SLP]
XSLPsetcbslpnode	Set a user callback to be called during MISLP after the SLP optimization at each node. [ Callback, MISLP]
XSLPsetcbslpstart	Set a user callback to be called at the start of the SLP optimization [ Callback, SLP]

Cascading

Reference section for functions, controls, and attributes for using cascading in SLP on problems with pooling structure to recompute implied values after the iteration.

Cascading library functions

XSLPcascade, XPRSslpcascade	Re-calculate consistent values for SLP variables based on the current values of the remaining variables. [ Cascading, SLP, Solution Process]
XSLPsetcbcascadeend, XPRSsetcbslpcascadeend	Set a user callback to be called at the end of the cascading process, after the last variable has been cascaded [ Callback, Cascading, SLP]
XSLPsetcbcascadestart, XPRSsetcbslpcascadestart	Set a user callback to be called at the start of the cascading process, before any variables have been cascaded [ Callback, Cascading, SLP]
XSLPsetcbcascadevar, XPRSsetcbslpcascadevar	Set a user callback to be called after each column has been cascaded [ Callback, Cascading, SLP]
XSLPsetcbcascadevarfail, XPRSsetcbslpcascadevarfail	Set a user callback to be called after cascading a column was not successful [ Callback, Cascading, SLP]
XSLPsetcbdrcol, XPRSsetcbslpdrcol	Set a user callback used to override the update of variables with small determining column [ Callback, Cascading, SLP]
XSLPsetdetrow, XPRSslpsetdetrow	Set the determining row of a variable [ Cascading, Data Input, SLP]

Cascading controls

XSLP_CASCADE, SLPCASCADE	Bit map describing the cascading to be used [ Cascading, SLP]
XSLP_CASCADENLIMIT, SLPCASCADENLIMIT	Maximum number of iterations for cascading with non-linear determining rows [ Cascading, Limits, SLP]
XSLP_CASCADETOL_PA, SLPCASCADETOL_PA	Absolute cascading print tolerance [ Cascading, Logging, SLP]
XSLP_CASCADETOL_PR, SLPCASCADETOL_PR	Relative cascading print tolerance [ Cascading, Logging, SLP]
XSLP_DRCOLDJTOL, SLPDRCOLDJTOL	Reduced cost tolerance on the delta variable when fixing due to the determining column being below XSLP_DRCOLTOL. [ Cascading, SLP, Tolerances]
XSLP_DRCOLTOL, SLPDRCOLTOL	The minimum absolute magnitude of a determining column, for which the determined variable is still regarded as well defined [ Cascading, SLP, Tolerances]
XSLP_DRFIXRANGE, SLPDRFIXRANGE	The range around the previous value where variables are fixed in cascading if the determining column is below XSLP_DRCOLTOL. [ Cascading, SLP]

Controls and Attributes

Reference section for functions related to setting and querying Controls and Attributes. There are various problem and solution statistics in the form of user attributes. User controls govern the execution of the solution algorithms.

Controls and Attributes library functions

XSLPcopycontrols	Copy the values of the control variables from one SLP problem to another [ Controls and Attributes]
XSLPgetdblattrib	Retrieve the value of a double precision problem attribute [ Controls and Attributes]
XSLPgetdblcontrol	Retrieve the value of a double precision problem control [ Controls and Attributes]
XSLPgetintattrib	Retrieve the value of an integer problem attribute [ Controls and Attributes]
XSLPgetintcontrol	Retrieve the value of an integer problem control [ Controls and Attributes]
XSLPgetptrattrib	Retrieve the value of a problem pointer attribute [ Controls and Attributes]
XSLPgetstrattrib	Retrieve the value of a string problem attribute [ Controls and Attributes]
XSLPgetstrcontrol	Retrieve the value of a string problem control [ Controls and Attributes]
XSLPsetdblcontrol	Set the value of a double precision problem control [ Controls and Attributes]
XSLPsetdefaultcontrol	Set the values of one SLP control to its default value [ Controls and Attributes]
XSLPsetdefaults	Set the values of all SLP controls to their default values [ Controls and Attributes]
XSLPsetintcontrol	Set the value of an integer problem control [ Controls and Attributes]
XSLPsetparam	Set the value of a control parameter by name [ Controls and Attributes]
XSLPsetstrcontrol	Set the value of a string problem control [ Controls and Attributes]

Cuts

Reference section for functions, controls, and attributes related to cutting plane separation. Separation denotes the process of deriving new valid inequalities to strengthen the linear (LP) relaxation during the Branch and Bound Search.

Cuts controls

XKTR_PARAM_MIP_KNAPSACK, KNITRO_PARAM_MIP_KNAPSACK	Specifies rules for adding MIP knapsack cuts. [ Cuts, Knitro-MINLP]
XSLP_CUTSTRATEGY, SLPCUTSTRATEGY	Determines whihc cuts to apply in the MISLP search when the default SLP-in-MIP strategy is used. [ Cuts, MISLP]

Data Input

Reference section for functions, controls, and attributes related to the input of auxiliary data. While not strictly necessary, auxiliary data can be used to customize the solution process.

Data Input library functions

XSLPcascadeorder, XPRSslpcascadeorder	Establish a re-calculation sequence for SLP variables with determining rows. [ Data Input, SLP]
XSLPchgcascadenlimit, XPRSslpchgcascadenlimit	Set a variable specific cascade iteration limit [ Data Input, SLP]
XSLPchgrowstatus, XPRSslpchgrowstatus	Change the status setting of a constraint [ Bit-vector, Data Input, SLP]
XSLPchgrowwt, XPRSslpchgrowwt	Set or change the initial penalty error weight for a row [ Data Input, SLP]
XSLPmsaddcustompreset, XPRSmsaddcustompreset	A combined version of XSLPmsaddjob and XSLPmsaddpreset. [ Data Input, Multistart]
XSLPmsaddjob, XPRSmsaddjob	Adds a multistart job to the multistart pool [ Data Input, Multistart]
XSLPmsaddpreset, XPRSmsaddpreset	Loads a preset of jobs into the multistart job pool. [ Data Input, Multistart]
XSLPsetcurrentiv, XPRSnlpsetcurrentiv	Transfer the current solution to initial values [ Data Input]
XSLPsetdetrow, XPRSslpsetdetrow	Set the determining row of a variable [ Cascading, Data Input, SLP]
XSLPsetinitval, XPRSnlpsetinitval	Set the initial value of a variable [ Data Input]

Data Input controls

XSLP_DEFAULTIV, NLPDEFAULTIV

Default initial value for an SLP variable if none is explicitly given [ Data Input]

Data Information

Reference section for functions, controls, and attributes related to querying information about auxiliary data.

Data Information library functions

XSLPgetrowwt, XPRSslpgetrowwt

Get the initial penalty error weight for a row [ Data Information, SLP]

Data Information attributes

XSLP_VARIABLES, NLPVARIABLES

Number of SLP variables [ Data Information, SLP]

Derivatives

Reference section for functions, controls, and attributes affecting the calculation of derivatives for the local solvers.

Derivatives controls

XKTR_PARAM_GRADOPT, KNITRO_PARAM_GRADOPT	Specifies how to compute the gradients of the objective and constraint functions. [ Derivatives, Knitro]
XKTR_PARAM_HESSOPT, KNITRO_PARAM_HESSOPT	Specifies how to compute the (approximate) Hessian of the Lagrangian. [ Derivatives, Knitro]
XSLP_DELTA_A, SLPDELTA_A	Absolute perturbation of values for calculating numerical derivatives [ Derivatives]
XSLP_DELTA_INFINITY, SLPDELTA_INFINITY	Maximum value for partial derivatives [ Derivatives]
XSLP_DELTA_R, SLPDELTA_R	Relative perturbation of values for calculating numerical derivatives [ Derivatives]
XSLP_DELTA_X, SLPDELTA_X	Minimum absolute value of delta coefficients to be retained [ Derivatives]
XSLP_DELTA_Z, SLPDELTA_Z	Tolerance used when calculating derivatives [ Derivatives, Tolerances]
XSLP_DELTA_ZERO, SLPDELTA_ZERO	Absolute zero acceptance tolerance used when calculating derivatives [ Derivatives, Tolerances]
XSLP_DERIVATIVES, NLPDERIVATIVES	Bitmap describing the method of calculating derivatives [ Derivatives]
XSLP_FUNCEVAL, NLPFUNCEVAL	Bit map for determining the method of evaluating user functions and their derivatives [ Derivatives, User Functions]
XSLP_HESSIAN, NLPHESSIAN	Second order differentiation mode when using analytical derivatives [ Derivatives]
XSLP_JACOBIAN, NLPJACOBIAN	First order differentiation mode when using analytical derivatives [ Derivatives]

Derivatives attributes

XSLP_USEDERIVATIVES, NLPUSEDERIVATIVES

Indicates whether numeric or analytic derivatives were used to create the linear approximations and solve the problem [ Derivatives]

File IO

Reference section for functions, controls, and attributes related to File IO. Use these functions to write and read data from disk.

File IO library functions

XSLPreadprob	Read an Xpress NonLinear extended MPS format matrix from a file into an SLP problem [ File IO, Problem Creation]
XSLPrestore	Restore the Xpress NonLinear problem from a file created by XSLPsave [ File IO, Save Restore]
XSLPsave	Save the Xpress NonLinear problem to file [ File IO, Save Restore]
XSLPsaveas	Save the Xpress NonLinear problem to a named file [ File IO, Save Restore]
XSLPsetlogfile	Define an output file to be used to receive messages from Xpress NonLinear [ File IO, Logging]
XSLPwriteprob	Write the current problem to a file in extended MPS or text format [ File IO, Problem Information]
XSLPwriteslxsol	Write the current solution to an MPS like file format [ File IO, Solution]

File IO controls

XSLP_IVNAME, NLPIVNAME	Name of the set of initial values to be used [ File IO]
XSLP_TOLNAME, SLPTOLNAME	Name of the set of tolerance sets to be used [ File IO, SLP]

Heuristics

Reference section for functions, controls, and attributes related to Primal Heuristics, which are auxiliary search algorithms for quickly finding improving solutions during the Branch and Bound Search.

Heuristics controls

XKTR_PARAM_MIP_HEURISTIC, KNITRO_PARAM_MIP_HEURISTIC	Specifies which MIP heuristic search approach to apply to try to find an initial integer feasible point. [ Heuristics, Knitro-MINLP]
XKTR_PARAM_MIP_HEURISTIC_MAXIT, KNITRO_PARAM_MIP_HEURISTIC_MAXIT	Specifies the maximum number of iterations to allow for MIP heuristic, if one is enabled. [ Heuristics, Knitro-MINLP]
XSLP_FINDIV, NLPFINDIV	Option for running a heuristic to find a feasible initial point [ Heuristics]
XSLP_GRIDHEURSELECT, SLPGRIDHEURSELECT	Bit map selectin which heuristics to run if the problem has variable with an integer delta [ Heuristics, SLP]
XSLP_HEURSTRATEGY, SLPHEURSTRATEGY	Branch and Bound: This specifies the MINLP heuristic strategy. [ Heuristics, SLP]

Knitro

Reference section for controls related to the Knitro solver.

Knitro controls

XKTR_PARAM_ALGORITHM, KNITRO_PARAM_ALGORITHM	Indicates which algorithm to use to solve the problem [ Knitro, Solution Process]
XKTR_PARAM_BAR_DIRECTINTERVAL, KNITRO_PARAM_BAR_DIRECTINTERVAL	Controls the maximum number of consecutive conjugate gradient (CG) steps before Knitro will try to enforce that a step is taken using direct linear algebra. [ Knitro, Limits]
XKTR_PARAM_BAR_FEASIBLE, KNITRO_PARAM_BAR_FEASIBLE	Specifies whether special emphasis is placed on getting and staying feasible in the interior-point algorithms. [ Knitro]
XKTR_PARAM_BAR_FEASMODETOL, KNITRO_PARAM_BAR_FEASMODETOL	Specifies the tolerance in equation that determines whether Knitro will force subsequent iterates to remain feasible. [ Knitro, Tolerances]
XKTR_PARAM_BAR_INITMU, KNITRO_PARAM_BAR_INITMU	Specifies the initial value for the barrier parameter : used with the barrier algorithms. [ Knitro]
XKTR_PARAM_BAR_INITPT, KNITRO_PARAM_BAR_INITPT	Indicates whether an initial point strategy is used with barrier algorithms. [ Knitro]
XKTR_PARAM_BAR_MAXBACKTRACK, KNITRO_PARAM_BAR_MAXBACKTRACK	Indicates the maximum allowable number of backtracks during the linesearch of the Interior/Direct algorithm before reverting to a CG step. [ Knitro, Limits]
XKTR_PARAM_BAR_MAXCROSSIT, KNITRO_PARAM_BAR_MAXCROSSIT	Specifies the maximum number of crossover iterations before termination. [ Knitro, Limits]
XKTR_PARAM_BAR_MAXREFACTOR, KNITRO_PARAM_BAR_MAXREFACTOR	Indicates the maximum number of refactorizations of the KKT system per iteration of the Interior/Direct algorithm before reverting to a CG step. [ Knitro, Limits]
XKTR_PARAM_BAR_MURULE, KNITRO_PARAM_BAR_MURULE	Indicates which strategy to use for modifying the barrier parameter mu in the barrier algorithms. [ Knitro]
XKTR_PARAM_BAR_PENCONS, KNITRO_PARAM_BAR_PENCONS	Indicates whether a penalty approach is applied to the constraints. [ Knitro]
XKTR_PARAM_BAR_PENRULE, KNITRO_PARAM_BAR_PENRULE	Indicates which penalty parameter strategy to use for determining whether or not to accept a trial iterate. [ Knitro]
XKTR_PARAM_BAR_SWITCHRULE, KNITRO_PARAM_BAR_SWITCHRULE	Indicates whether or not the barrier algorithms will allow switching from an optimality phase to a pure feasibility phase. [ Knitro]
XKTR_PARAM_DELTA, KNITRO_PARAM_DELTA	Specifies the initial trust region radius scaling factor used to determine the initial trust region size. [ Knitro]
XKTR_PARAM_FEASTOL, KNITRO_PARAM_FEASTOL	Specifies the final relative stopping tolerance for the feasibility error. [ Knitro, Tolerances]
XKTR_PARAM_FEASTOLABS, KNITRO_PARAM_FEASTOLABS	Specifies the final absolute stopping tolerance for the feasibility error. [ Knitro, Tolerances]
XKTR_PARAM_GRADOPT, KNITRO_PARAM_GRADOPT	Specifies how to compute the gradients of the objective and constraint functions. [ Derivatives, Knitro]
XKTR_PARAM_HESSOPT, KNITRO_PARAM_HESSOPT	Specifies how to compute the (approximate) Hessian of the Lagrangian. [ Derivatives, Knitro]
XKTR_PARAM_HONORBNDS, KNITRO_PARAM_HONORBNDS	Indicates whether or not to enforce satisfaction of simple variable bounds throughout the optimization. [ Knitro]
XKTR_PARAM_INFEASTOL, KNITRO_PARAM_INFEASTOL	Specifies the (relative) tolerance used for declaring infeasibility of a model. [ Knitro, Tolerances]
XKTR_PARAM_LMSIZE, KNITRO_PARAM_LMSIZE	Specifies the number of limited memory pairs stored when approximating the Hessian using the limited-memory quasi-Newton BFGS option. [ Knitro, Limits]
XKTR_PARAM_MAXCGIT, KNITRO_PARAM_MAXCGIT	Specifies the number of limited memory pairs stored when approximating the Hessian using the limited-memory quasi-Newton BFGS option. [ Knitro, Limits]
XKTR_PARAM_MAXIT, KNITRO_PARAM_MAXIT	Specifies the maximum number of iterations before termination. [ Knitro, Limits]
XKTR_PARAM_MIP_INTEGERTOL, KNITRO_PARAM_INTEGERTOL	This value specifies the threshold for deciding whether or not a variable is determined to be an integer. [ Knitro, Knitro-MINLP, Tolerances]
XKTR_PARAM_MIP_INTGAPABS, KNITRO_PARAM_INTGAPABS	The absolute integrality gap stop tolerance for MIP. [ Knitro, Knitro-MINLP, Tolerances]
XKTR_PARAM_MIP_INTGAPREL, KNITRO_PARAM_INTGAPREL	The relative integrality gap stop tolerance for MIP. [ Knitro, Knitro-MINLP, Tolerances]
XKTR_PARAM_OBJRANGE, KNITRO_PARAM_OBJRANGE	Specifies the extreme limits of the objective function for purposes of determining unboundedness. [ Knitro, Limits]
XKTR_PARAM_OPTTOL, KNITRO_PARAM_OPTTOL	Specifies the final relative stopping tolerance for the KKT (optimality) error. [ Knitro, Tolerances]
XKTR_PARAM_OPTTOLABS, KNITRO_PARAM_OPTTOLABS	Specifies the final absolute stopping tolerance for the KKT (optimality) error. [ Knitro, Tolerances]
XKTR_PARAM_OUTLEV, KNITRO_PARAM_OUTLEV	Controls the level of output produced by Knitro. [ Knitro, Logging]
XKTR_PARAM_PRESOLVE, KNITRO_PARAM_PRESOLVE	Determine whether or not to use the Knitro presolver to try to simplify the model by removing variables or constraints. [ Knitro, Presolve]
XKTR_PARAM_PRESOLVE_TOL, KNITRO_PARAM_PRESOLVE_TOL	Determines the tolerance used by the Knitro presolver to remove variables and constraints from the model. [ Knitro, Presolve, Tolerances]
XKTR_PARAM_SCALE, KNITRO_PARAM_SCALE	Performs a scaling of the objective and constraint functions based on their values at the initial point. [ Knitro, Numerics]
XKTR_PARAM_SOC, KNITRO_PARAM_SOC	Specifies whether or not to try second order corrections (SOC). [ Knitro]
XKTR_PARAM_XTOL, KNITRO_PARAM_XTOL	The optimization process will terminate if the relative change in all components of the solution point estimate is less than xtol. [ Knitro, Tolerances]

Knitro-MINLP

Reference section for controls related to the MINLP solver in Knitro.

Knitro-MINLP controls

XKTR_PARAM_MIP_BRANCHRULE, KNITRO_PARAM_MIP_BRANCHRULE	Specifies which branching rule to use for MIP branch and bound procedure. [ Branching, Knitro-MINLP]
XKTR_PARAM_MIP_GUB_BRANCH, KNITRO_PARAM_MIP_GUB_BRANCH	Specifies whether or not to branch on generalized upper bounds (GUBs). [ Branching, Knitro-MINLP]
XKTR_PARAM_MIP_HEURISTIC, KNITRO_PARAM_MIP_HEURISTIC	Specifies which MIP heuristic search approach to apply to try to find an initial integer feasible point. [ Heuristics, Knitro-MINLP]
XKTR_PARAM_MIP_HEURISTIC_MAXIT, KNITRO_PARAM_MIP_HEURISTIC_MAXIT	Specifies the maximum number of iterations to allow for MIP heuristic, if one is enabled. [ Heuristics, Knitro-MINLP]
XKTR_PARAM_MIP_IMPLICATNS, KNITRO_PARAM_MIP_IMPLICATNS	Specifies whether or not to add constraints to the MIP derived from logical implications. [ Knitro-MINLP, Presolve]
XKTR_PARAM_MIP_INTEGERTOL, KNITRO_PARAM_INTEGERTOL	This value specifies the threshold for deciding whether or not a variable is determined to be an integer. [ Knitro, Knitro-MINLP, Tolerances]
XKTR_PARAM_MIP_INTGAPABS, KNITRO_PARAM_INTGAPABS	The absolute integrality gap stop tolerance for MIP. [ Knitro, Knitro-MINLP, Tolerances]
XKTR_PARAM_MIP_INTGAPREL, KNITRO_PARAM_INTGAPREL	The relative integrality gap stop tolerance for MIP. [ Knitro, Knitro-MINLP, Tolerances]
XKTR_PARAM_MIP_KNAPSACK, KNITRO_PARAM_MIP_KNAPSACK	Specifies rules for adding MIP knapsack cuts. [ Cuts, Knitro-MINLP]
XKTR_PARAM_MIP_LPALG, KNITRO_PARAM_MIP_LPALG	Specifies which algorithm to use for any linear programming (LP) subproblem solves that may occur in the MIP branch and bound procedure. [ Knitro-MINLP, Solution Process]
XKTR_PARAM_MIP_MAXNODES, KNITRO_PARAM_MIP_MAXNODES	Specifies the maximum number of nodes explored. [ Knitro-MINLP, Limits]
XKTR_PARAM_MIP_MAXSOLVES, KNITRO_PARAM_MIP_MAXSOLVES	Specifies the maximum number of subproblem solves allowed (0 means no limit). [ Knitro-MINLP, Limits]
XKTR_PARAM_MIP_METHOD, KNITRO_PARAM_MIP_METHOD	Specifies which MIP method to use. [ Knitro-MINLP, Solution Process]
XKTR_PARAM_MIP_OUTINTERVAL, KNITRO_PARAM_MIP_OUTINTERVAL	Specifies node printing interval for XKTR_PARAM_MIP_OUTLEVEL when XKTR_PARAM_MIP_OUTLEVEL > 0. [ Knitro-MINLP, Logging]
XKTR_PARAM_MIP_OUTLEVEL, KNITRO_PARAM_MIP_OUTLEVEL	Specifies how much MIP information to print. [ Knitro-MINLP, Logging]
XKTR_PARAM_MIP_PSEUDOINIT, KNITRO_PARAM_MIP_PSEUDOINIT	Specifies the method used to initialize pseudo-costs corresponding to variables that have not yet been branched on in the MIP method. [ Branching, Knitro-MINLP]
XKTR_PARAM_MIP_ROOTALG, KNITRO_PARAM_MIP_ROOTALG	Specifies which algorithm to use for the root node solve in MIP (same options as XKTR_PARAM_ALGORITHM user option). [ Knitro-MINLP, Solution Process]
XKTR_PARAM_MIP_ROUNDING, KNITRO_PARAM_MIP_ROUNDING	Specifies the MIP rounding rule to apply. [ Knitro-MINLP]
XKTR_PARAM_MIP_SELECTRULE, KNITRO_PARAM_MIP_SELECTRULE	Specifies the MIP select rule for choosing the next node in the branch and bound tree. [ Knitro-MINLP]
XKTR_PARAM_MIP_STRONG_CANDLIM, KNITRO_PARAM_MIP_STRONG_CANDLIM	Specifies the maximum number of candidates to explore for MIP strong branching. [ Branching, Knitro-MINLP, Limits]
XKTR_PARAM_MIP_STRONG_LEVEL, KNITRO_PARAM_MIP_STRONG_LEVEL	Specifies the maximum number of tree levels on which to perform MIP strong branching. [ Branching, Knitro-MINLP, Limits]
XKTR_PARAM_MIP_STRONG_MAXIT, KNITRO_PARAM_MIP_STRONG_MAXIT	Specifies the maximum number of iterations to allow for MIP strong branching solves. [ Branching, Knitro-MINLP, Limits]
XKTR_PARAM_MIP_TERMINATE, KNITRO_PARAM_MIP_TERMINATE	Specifies conditions for terminating the MIP algorithm. [ Knitro-MINLP]

Licensing

Reference section for functions, controls, and attributes related to Licensing.

Licensing library functions

XSLPfree	Free any memory allocated by Xpress NonLinear and close any open Xpress NonLinear files [ Licensing]
XSLPinit	Initializes the Xpress NonLinear system [ Licensing]

Limits

Reference section for controls and attributes related to the various limits for the solution process.

Limits controls

XKTR_PARAM_BAR_DIRECTINTERVAL, KNITRO_PARAM_BAR_DIRECTINTERVAL	Controls the maximum number of consecutive conjugate gradient (CG) steps before Knitro will try to enforce that a step is taken using direct linear algebra. [ Knitro, Limits]
XKTR_PARAM_BAR_MAXBACKTRACK, KNITRO_PARAM_BAR_MAXBACKTRACK	Indicates the maximum allowable number of backtracks during the linesearch of the Interior/Direct algorithm before reverting to a CG step. [ Knitro, Limits]
XKTR_PARAM_BAR_MAXCROSSIT, KNITRO_PARAM_BAR_MAXCROSSIT	Specifies the maximum number of crossover iterations before termination. [ Knitro, Limits]
XKTR_PARAM_BAR_MAXREFACTOR, KNITRO_PARAM_BAR_MAXREFACTOR	Indicates the maximum number of refactorizations of the KKT system per iteration of the Interior/Direct algorithm before reverting to a CG step. [ Knitro, Limits]
XKTR_PARAM_LMSIZE, KNITRO_PARAM_LMSIZE	Specifies the number of limited memory pairs stored when approximating the Hessian using the limited-memory quasi-Newton BFGS option. [ Knitro, Limits]
XKTR_PARAM_MAXCGIT, KNITRO_PARAM_MAXCGIT	Specifies the number of limited memory pairs stored when approximating the Hessian using the limited-memory quasi-Newton BFGS option. [ Knitro, Limits]
XKTR_PARAM_MAXIT, KNITRO_PARAM_MAXIT	Specifies the maximum number of iterations before termination. [ Knitro, Limits]
XKTR_PARAM_MIP_MAXNODES, KNITRO_PARAM_MIP_MAXNODES	Specifies the maximum number of nodes explored. [ Knitro-MINLP, Limits]
XKTR_PARAM_MIP_MAXSOLVES, KNITRO_PARAM_MIP_MAXSOLVES	Specifies the maximum number of subproblem solves allowed (0 means no limit). [ Knitro-MINLP, Limits]
XKTR_PARAM_MIP_STRONG_CANDLIM, KNITRO_PARAM_MIP_STRONG_CANDLIM	Specifies the maximum number of candidates to explore for MIP strong branching. [ Branching, Knitro-MINLP, Limits]
XKTR_PARAM_MIP_STRONG_LEVEL, KNITRO_PARAM_MIP_STRONG_LEVEL	Specifies the maximum number of tree levels on which to perform MIP strong branching. [ Branching, Knitro-MINLP, Limits]
XKTR_PARAM_MIP_STRONG_MAXIT, KNITRO_PARAM_MIP_STRONG_MAXIT	Specifies the maximum number of iterations to allow for MIP strong branching solves. [ Branching, Knitro-MINLP, Limits]
XKTR_PARAM_OBJRANGE, KNITRO_PARAM_OBJRANGE	Specifies the extreme limits of the objective function for purposes of determining unboundedness. [ Knitro, Limits]
XSLP_BARLIMIT, SLPBARLIMIT	Number of initial SLP iterations using the barrier method [ Limits, Linearizations, SLP]
XSLP_BARSTALLINGLIMIT, SLPBARSTALLINGLIMIT	Number of iterations to allow numerical failures in barrier before switching to dual [ Limits, Linearizations, SLP]
XSLP_BARSTALLINGOBJLIMIT, SLPBARSTALLINGOBJLIMIT	Number of iterations over which to measure the objective change for barrier iterations with no crossover [ Limits, Linearizations, SLP]
XSLP_CASCADENLIMIT, SLPCASCADENLIMIT	Maximum number of iterations for cascading with non-linear determining rows [ Cascading, Limits, SLP]
XSLP_INFEASLIMIT, SLPINFEASLIMIT	The maximum number of consecutive infeasible SLP iterations which can occur before Xpress-SLP terminates [ Limits, SLP]
XSLP_ITERLIMIT, SLPITERLIMIT	The maximum number of SLP iterations [ Limits, SLP]
XSLP_LSITERLIMIT, SLPLSITERLIMIT	Number of iterations in the line search [ Limits, SLP]
XSLP_LSPATTERNLIMIT, SLPLSPATTERNLIMIT	Number of iterations in the pattern search preceding the line search [ Limits, SLP]
XSLP_LSZEROLIMIT, SLPLSZEROLIMIT	Maximum number of zero length line search steps before line search is deactivated [ Limits, SLP]
XSLP_MAXTIME, NLPMAXTIME	The maximum time in seconds that the SLP optimization will run before it terminates [ Limits]
XSLP_MIPCUTOFFCOUNT, SLPMIPCUTOFFCOUNT	Number of SLP iterations to check when considering a node for cutting off [ Limits, MISLP]
XSLP_MIPCUTOFFLIMIT, SLPMIPCUTOFFLIMIT	Number of SLP iterations to check when considering a node for cutting off [ Limits, MISLP]
XSLP_MIPITERLIMIT, SLPMIPITERLIMIT	Maximum number of SLP iterations at each node [ Limits, MISLP]
XSLP_MULTISTART_MAXSOLVES, MULTISTART_MAXSOLVES	The maximum number of jobs to create during the multistart search. [ Limits, Multistart]
XSLP_MULTISTART_MAXTIME, MULTISTART_MAXTIME	The maximum total time to be spent in the mutlistart search. [ Limits, Multistart]
XSLP_MULTISTART_POOLSIZE, MULTISTART_POOLSIZE	The maximum number of problem objects allowed to pool up before synchronization in the deterministic multistart. [ Limits, Multistart]
XSLP_XLIMIT, SLPXLIMIT	Number of SLP iterations up to which static objective (1) convergence testing is performed [ Limits, SLP, SLP-convergence]
XSLP_ZEROCRITERIONCOUNT, SLPZEROCRITERIONCOUNT	Number of consecutive times a placeholder entry is zero before being considered for deletion [ Limits, SLP]

Linearizations

Reference section for functions, controls, and attributes related to solving the linearizations in SLP.

Linearizations controls

XSLP_BARCROSSOVERSTART, SLPBARCROSSOVERSTART	Default crossover activation behaviour for barrier start [ Linearizations, SLP]
XSLP_BARLIMIT, SLPBARLIMIT	Number of initial SLP iterations using the barrier method [ Limits, Linearizations, SLP]
XSLP_BARSTALLINGLIMIT, SLPBARSTALLINGLIMIT	Number of iterations to allow numerical failures in barrier before switching to dual [ Limits, Linearizations, SLP]
XSLP_BARSTALLINGOBJLIMIT, SLPBARSTALLINGOBJLIMIT	Number of iterations over which to measure the objective change for barrier iterations with no crossover [ Limits, Linearizations, SLP]
XSLP_BARSTALLINGTOL, SLPBARSTALLINGTOL	Required change in the objective when progress is measured in barrier iterations without crossover [ Linearizations, SLP]
XSLP_BARSTARTOPS, SLPBARSTARTOPS	Controls behaviour when the barrier is used to solve the linearizations [ Linearizations, SLP]
XSLP_FEASTOLTARGET, SLPFEASTOLTARGET	When set, this defines a target feasibility tolerance to which the linearizations are solved to [ Linearizations, SLP, Tolerances]
XSLP_ITERFALLBACKOPS, SLPITERFALLBACKOPS	Alternative LP level control values for numerically challengeing problems [ Linearizations, Numerics, SLP]
XSLP_MIPDEFAULTALGORITHM, SLPMIPDEFAULTALGORITHM	Default algorithm to be used during the tree search in MISLP [ Linearizations, MISLP]
XSLP_OPTIMALITYTOLTARGET, SLPOPTIMALITYTOLTARGET	When set, this defines a target optimality tolerance to which the linearizations are solved to [ Linearizations, SLP, Tolerances]
XSLP_UNFINISHEDLIMIT, SLPUNFINISHEDLIMIT	The number of consecutive SLP iterations that may have an unfinished status before the solve is terminated. [ Linearizations, SLP]

Linearizations attributes

XSLP_ECFCOUNT, SLPECFCOUNT

Number of infeasible constraints found at the point of linearization [ Linearizations, SLP]

Logging

Reference section for functions, controls, and attributes related to Logging.

Logging library functions

XSLPprintevalinfo, XPRSnlpprintevalinfo	Print a summary of any evaluation errors that may have occurred during solving a problem [ Logging]
XSLPprintmemory	Print the dimensions and memory allocations for a problem [ Logging]
XSLPsetcbmessage	Set a user callback to be called whenever Xpress NonLinear outputs a line of text according to XSLP_ECHOXPRSMESSAGES. [ Callback, Logging]
XSLPsetlogfile	Define an output file to be used to receive messages from Xpress NonLinear [ File IO, Logging]

Logging controls

XKTR_PARAM_MIP_OUTINTERVAL, KNITRO_PARAM_MIP_OUTINTERVAL	Specifies node printing interval for XKTR_PARAM_MIP_OUTLEVEL when XKTR_PARAM_MIP_OUTLEVEL > 0. [ Knitro-MINLP, Logging]
XKTR_PARAM_MIP_OUTLEVEL, KNITRO_PARAM_MIP_OUTLEVEL	Specifies how much MIP information to print. [ Knitro-MINLP, Logging]
XKTR_PARAM_OUTLEV, KNITRO_PARAM_OUTLEV	Controls the level of output produced by Knitro. [ Knitro, Logging]
XSLP_ANALYZE, SLPANALYZE	Bit map activating additional options supporting model / solution path analysis [ Bit-vector, Logging, SLP]
XSLP_AUTOSAVE, SLPAUTOSAVE	Frequency with which to save the model [ Logging, SLP]
XSLP_CASCADETOL_PA, SLPCASCADETOL_PA	Absolute cascading print tolerance [ Cascading, Logging, SLP]
XSLP_CASCADETOL_PR, SLPCASCADETOL_PR	Relative cascading print tolerance [ Cascading, Logging, SLP]
XSLP_DELTAFORMAT, SLPDELTAFORMAT	Formatting string for creation of names for SLP delta vectors [ Logging, SLP]
XSLP_DELTAOFFSET, SLPDELTAOFFSET	Position of first character of SLP variable name used to create name of delta vector [ Logging, SLP]
XSLP_ECHOXPRSMESSAGES	Controls if the XSLP message callback should relay messages from the XPRS library. [ Logging]
XSLP_ERROROFFSET, SLPERROROFFSET	Position of first character of constraint name used to create name of penalty error vectors [ Logging, SLP]
XSLP_LOG, NLPLOG	Level of printing during SLP iterations [ Logging, SLP]
XSLP_MINUSDELTAFORMAT, SLPMINUSDELTAFORMAT	Formatting string for creation of names for SLP negative penalty delta vectors [ Logging, SLP]
XSLP_MINUSERRORFORMAT, SLPMINUSERRORFORMAT	Formatting string for creation of names for SLP negative penalty error vectors [ Logging, SLP]
XSLP_MIPLOG, SLPMIPLOG	Frequency with which MIP status is printed [ Logging, MISLP]
XSLP_MULTISTART_LOG, MULTISTART_LOG	The level of logging during the multistart run. [ Logging, Multistart]
XSLP_PENALTYCOLFORMAT, SLPPENALTYCOLFORMAT	Formatting string for creation of the names of the SLP penalty transfer vectors [ Logging, SLP]
XSLP_PENALTYINFOSTART, SLPPENALTYINFOSTART	Iteration from which to record row penalty information [ Logging, SLP]
XSLP_PENALTYROWFORMAT, SLPPENALTYROWFORMAT	Formatting string for creation of the names of the SLP penalty rows [ Logging, SLP]
XSLP_PLUSDELTAFORMAT, SLPPLUSDELTAFORMAT	Formatting string for creation of names for SLP positive penalty delta vectors [ Logging, SLP]
XSLP_PLUSERRORFORMAT, SLPPLUSERRORFORMAT	Formatting string for creation of names for SLP positive penalty error vectors [ Logging, SLP]
XSLP_PRIMALINTEGRALALPHA, NLPPRIMALINTEGRALALPHA	Decay term for primal integral computation [ Logging]
XSLP_PRIMALINTEGRALREF, NLPPRIMALINTEGRALREF	Reference solution value to take into account when calculating the primal integral [ Logging]
XSLP_SBLOROWFORMAT, SLPSBLOROWFORMAT	Formatting string for creation of names for SLP lower step bound rows [ Logging, SLP]
XSLP_SBNAME, SLPSBNAME	Name of the set of initial step bounds to be used [ Logging, SLP]
XSLP_SBROWOFFSET, SLPSBROWOFFSET	Position of first character of SLP variable name used to create name of SLP lower and upper step bound rows [ Logging, SLP]
XSLP_SBUPROWFORMAT, SLPSBUPROWFORMAT	Formatting string for creation of names for SLP upper step bound rows [ Logging, SLP]
XSLP_SLPLOG	Frequency with which SLP status is printed [ Logging, SLP]
XSLP_TRACEMASK, SLPTRACEMASK	Mask of variable or row names that are to be traced through the SLP iterates [ Logging, SLP]
XSLP_TRACEMASKOPS, SLPTRACEMASKOPS	Controls the information printed for XSLP_TRACEMASK. [ Bit-vector, Logging, SLP]
XSLP_UPDATEFORMAT, SLPUPDATEFORMAT	Formatting string for creation of names for SLP update rows [ Logging, SLP]
XSLP_UPDATEOFFSET, SLPUPDATEOFFSET	Position of first character of SLP variable name used to create name of SLP update row [ Logging, SLP]

Memory

Reference section for functions, controls, and attributes related to memory handling and usage.

Memory controls

XSLP_MEMORYFACTOR

Factor for expanding size of dynamic arrays in memory [ Memory]

MISLP

Reference section for functions, controls, and attributes for using a combination of sequential linear programming, and branch and bound to solve MINLPs to local optimality.

MISLP library functions

XSLPsetcbintsol, XPRSsetcbslpintsol	Set a user callback to be called during MISLP when an integer solution is obtained [ Callback, MISLP]
XSLPsetcboptnode	Set a user callback to be called during MISLP when an optimal SLP solution is obtained at a node [ Callback, MISLP]
XSLPsetcbprenode	Set a user callback to be called during MISLP after the set-up of the SLP problem to be solved at a node, but before SLP optimization [ Callback, MISLP]
XSLPsetcbslpnode	Set a user callback to be called during MISLP after the SLP optimization at each node. [ Callback, MISLP]

MISLP controls

XSLP_CUTSTRATEGY, SLPCUTSTRATEGY	Determines whihc cuts to apply in the MISLP search when the default SLP-in-MIP strategy is used. [ Cuts, MISLP]
XSLP_DETERMINISTIC, NLPDETERMINISTIC	Determines if the parallel features of SLP should be guaranteed to be deterministic [ MISLP, Parallel, SLP]
XSLP_MIPALGORITHM, SLPMIPALGORITHM	Bitmap describing the MISLP algorithms to be used [ Bit-vector, MISLP]
XSLP_MIPCUTOFF_A, SLPMIPCUTOFF_A	Absolute objective function cutoff for MIP termination [ MISLP, Tolerances]
XSLP_MIPCUTOFF_R, SLPMIPCUTOFF_R	Absolute objective function cutoff for MIP termination [ MISLP, Tolerances]
XSLP_MIPCUTOFFCOUNT, SLPMIPCUTOFFCOUNT	Number of SLP iterations to check when considering a node for cutting off [ Limits, MISLP]
XSLP_MIPCUTOFFLIMIT, SLPMIPCUTOFFLIMIT	Number of SLP iterations to check when considering a node for cutting off [ Limits, MISLP]
XSLP_MIPDEFAULTALGORITHM, SLPMIPDEFAULTALGORITHM	Default algorithm to be used during the tree search in MISLP [ Linearizations, MISLP]
XSLP_MIPERRORTOL_A, SLPMIPERRORTOL_A	Absolute penalty error cost tolerance for MIP cut-off [ MISLP, Tolerances]
XSLP_MIPERRORTOL_R, SLPMIPERRORTOL_R	Relative penalty error cost tolerance for MIP cut-off [ MISLP, Tolerances]
XSLP_MIPFIXSTEPBOUNDS, SLPMIPFIXSTEPBOUNDS	Bitmap describing the step-bound fixing strategy during MISLP [ MISLP]
XSLP_MIPITERLIMIT, SLPMIPITERLIMIT	Maximum number of SLP iterations at each node [ Limits, MISLP]
XSLP_MIPLOG, SLPMIPLOG	Frequency with which MIP status is printed [ Logging, MISLP]
XSLP_MIPOCOUNT, SLPMIPOCOUNT	Number of SLP iterations at each node over which to measure objective function variation [ MISLP, SLP-convergence]
XSLP_MIPOTOL_A, SLPMIPOTOL_A	Absolute objective function tolerance for MIP termination [ MISLP, SLP-convergence, Tolerances]
XSLP_MIPOTOL_R, SLPMIPOTOL_R	Relative objective function tolerance for MIP termination [ MISLP, SLP-convergence, Tolerances]
XSLP_MIPRELAXSTEPBOUNDS, SLPMIPRELAXSTEPBOUNDS	Bitmap describing the step-bound relaxation strategy during MISLP [ MISLP]

MISLP attributes

XSLP_MIPITER, SLPMIPITER	Total number of SLP iterations in MISLP [ MISLP]
XSLP_MIPNODES, SLPMIPNODES	Number of nodes explored in MISLP. [ MISLP]
XSLP_MIPPROBLEM	The underlying Optimizer MIP problem. [ MISLP]
XSLP_MIPSOLS, SLPMIPSOLS	Number of integer solutions found in MISLP. [ MISLP, Solution]

Misc

Reference section for further miscellaneous functionality.

Misc library functions

XSLPgetlasterror	Retrieve the error message corresponding to the last Xpress NonLinear error during an SLP run [ Misc]
XSLPsetfunctionerror, XPRSnlpsetfunctionerror	Set the function error flag for the problem [ Misc]

Misc controls

XSLP_KEEPEQUALSCOLUMN, NLPKEEPEQUALSCOLUMN

When set to a nonzero value, the MPS reader will keep the equals column in the problem [ Misc]

Misc attributes

XSLP_IFS, NLPIFS	Number of internal functions [ Misc]
XSLP_JOBID, NLPJOBID	Unique identifier for the current job [ Misc, Multistart]
XSLP_PRIMALINTEGRAL, NLPPRIMALINTEGRAL	Local primal integral of the solve [ Misc]
XSLP_VERSIONDATE	Date of creation of Xpress NonLinear [ Misc]
XSLP_XPRSPROBLEM	The underlying Optimizer problem [ Misc]
XSLP_XSLPPROBLEM	The Xpress NonLinear problem [ Misc]

Multistart

Reference section for functions, controls, and attributes for using multistart with the nonlinear local solvers.

Multistart library functions

XSLPmsaddcustompreset, XPRSmsaddcustompreset	A combined version of XSLPmsaddjob and XSLPmsaddpreset. [ Data Input, Multistart]
XSLPmsaddjob, XPRSmsaddjob	Adds a multistart job to the multistart pool [ Data Input, Multistart]
XSLPmsaddpreset, XPRSmsaddpreset	Loads a preset of jobs into the multistart job pool. [ Data Input, Multistart]
XSLPmsclear, XPRSmsclear	Removes all scheduled jobs from the multistart job pool [ Multistart]
XSLPsetcbmsjobend, XPRSsetcbmsjobend	Set a user callback to be called every time a new multistart job finishes. [ Callback, Multistart]
XSLPsetcbmsjobstart, XPRSsetcbmsjobstart	Set a user callback to be called every time a new multistart job is created, and the pre-loaded settings are applied [ Callback, Multistart]
XSLPsetcbmswinner, XPRSsetcbmswinner	Set a user callback to be called every time a multistart winner has been declared [ Callback, Multistart]

Multistart controls

XSLP_MSMAXBOUNDRANGE, MSMAXBOUNDRANGE	Defines the maximum range inside which initial points are generated by multistart presets [ Multistart]
XSLP_MULTISTART, MULTISTART	The multistart master control. [ Multistart]
XSLP_MULTISTART_LOG, MULTISTART_LOG	The level of logging during the multistart run. [ Logging, Multistart]
XSLP_MULTISTART_MAXSOLVES, MULTISTART_MAXSOLVES	The maximum number of jobs to create during the multistart search. [ Limits, Multistart]
XSLP_MULTISTART_MAXTIME, MULTISTART_MAXTIME	The maximum total time to be spent in the mutlistart search. [ Limits, Multistart]
XSLP_MULTISTART_POOLSIZE, MULTISTART_POOLSIZE	The maximum number of problem objects allowed to pool up before synchronization in the deterministic multistart. [ Limits, Multistart]
XSLP_MULTISTART_SEED, MULTISTART_SEED	Random seed used for the automatic generation of initial point when loading multistart presets [ Multistart]
XSLP_MULTISTART_THREADS, MULTISTART_THREADS	The maximum number of threads to be used in multistart [ Multistart, Parallel]

Multistart attributes

XSLP_JOBID, NLPJOBID	Unique identifier for the current job [ Misc, Multistart]
XSLP_MSSTATUS	Status of the mutlistart search [ Multistart]

Names Manager

Reference section for functions, controls, and attributes related to the Names Manager.

Names Manager library functions

XSLPitemname

Retrieves the name of an Xpress NonLinear entity or the value of a function token as a character string. [ Names Manager]

Numerics

Reference section for functions, controls, and attributes related to Numerics.

Numerics library functions

XSLPscaling	Analyze the current matrix for largest/smallest coefficients and ratios [ Numerics]
XSLPsetcbcoefevalerror, XPRSsetcbnlpcoefevalerror	Set a user callback to be called when an evaluation of a coefficient fails during the solve [ Callback, Numerics]

Numerics controls

XKTR_PARAM_SCALE, KNITRO_PARAM_SCALE	Performs a scaling of the objective and constraint functions based on their values at the initial point. [ Knitro, Numerics]
XSLP_INFINITY, NLPINFINITY	Value returned by a divide-by-zero in a formula [ Numerics]
XSLP_ITERFALLBACKOPS, SLPITERFALLBACKOPS	Alternative LP level control values for numerically challengeing problems [ Linearizations, Numerics, SLP]
XSLP_SCALE	When to re-scale the SLP problem [ Numerics, SLP]
XSLP_SCALECOUNT	Iteration limit used in determining when to re-scale the SLP matrix [ Numerics, SLP]

Numerics attributes

XSLP_TOTALEVALUATIONERRORS, NLPTOTALEVALUATIONERRORS

The total number of evaluation errors during the solve [ Numerics]

Parallel

Reference section for functionality around modern multi-core CPUs. By default, Xpress will detect how many cores are available in the system and try to use all of them. The controls in this section affect to which extent the solver uses the parallel hardware.

Parallel controls

XSLP_CALCTHREADS, NLPCALCTHREADS	Number of threads used for formula and derivatives evaluations [ Parallel]
XSLP_DETERMINISTIC, NLPDETERMINISTIC	Determines if the parallel features of SLP should be guaranteed to be deterministic [ MISLP, Parallel, SLP]
XSLP_MULTISTART_THREADS, MULTISTART_THREADS	The maximum number of threads to be used in multistart [ Multistart, Parallel]
XSLP_THREADS, NLPTHREADS	Default number of threads to be used [ Parallel]
XSLP_THREADSAFEUSERFUNC, NLPTHREADSAFEUSERFUNC	Defines if user functions are allowed to be called in parallel [ Parallel, User Functions]

Presolve

Reference section for functions, controls, and attributes related to Presolve. Presolve is a collection of techniques to transform the input problem into an equivalent, but smaller problem by fixing or eliminating columns and rows.

Presolve library functions

XSLPpostsolve, XPRSnlppostsolve	Restores the problem to its pre-solve state [ Presolve]
XSLPpresolve	Perform a nonlinear presolve on the problem [ Presolve]

Presolve controls

XKTR_PARAM_MIP_IMPLICATNS, KNITRO_PARAM_MIP_IMPLICATNS	Specifies whether or not to add constraints to the MIP derived from logical implications. [ Knitro-MINLP, Presolve]
XKTR_PARAM_PRESOLVE, KNITRO_PARAM_PRESOLVE	Determine whether or not to use the Knitro presolver to try to simplify the model by removing variables or constraints. [ Knitro, Presolve]
XKTR_PARAM_PRESOLVE_TOL, KNITRO_PARAM_PRESOLVE_TOL	Determines the tolerance used by the Knitro presolver to remove variables and constraints from the model. [ Knitro, Presolve, Tolerances]
XSLP_BOUNDTHRESHOLD, SLPBOUNDTHRESHOLD	The maximum size of a bound that can be introduced by nonlinear presolve. [ Presolve, SLP]
XSLP_LINQUADBR, NLPLINQUADBR	Use linear and quadratic constraints and objective function to further reduce bounds on all variables [ Presolve]
XSLP_POSTSOLVE, NLPPOSTSOLVE	This control determines whether postsolving should be performed automatically [ Presolve]
XSLP_PRESOLVE, NLPPRESOLVE	This control determines whether presolving should be performed on the nonlinear problem prior to starting the main algorithm [ Presolve]
XSLP_PRESOLVE_ELIMTOL, NLPPRESOLVE_ELIMTOL	Tolerance for nonlinear eliminations during SLP presolve [ Presolve, Tolerances]
XSLP_PRESOLVELEVEL, NLPPRESOLVELEVEL	This control determines the level of changes presolve may carry out on the problem and whether column/row indices may change [ Presolve]
XSLP_PRESOLVEOPS, NLPPRESOLVEOPS	Bitmap indicating the SLP presolve actions to be taken [ Bit-vector, Presolve]
XSLP_PRESOLVEZERO, NLPPRESOLVEZERO	Minimum absolute value for a variable which is identified as nonzero during SLP presolve [ Presolve, Tolerances]
XSLP_PROBING, NLPPROBING	This control determines whether probing on a subset of variables should be performed prior to starting the main algorithm. [ Presolve]
XSLP_REFORMULATE, NLPREFORMULATE	Controls the problem reformulations carried out before augmentation. [ Presolve]

Presolve attributes

XSLP_PRESOLVEELIMINATIONS, NLPPRESOLVEELIMINATIONS	Number of SLP variables eliminated by XSLPpresolve [ Presolve]
XSLP_PRESOLVESTATE	Indicates if the problem is presolved [ Presolve]

Problem Creation

Reference section for functions, controls, and attributes related to problem creation.

Problem Creation library functions

XSLPcopyprob	Copy an existing SLP problem to another [ Problem Creation]
XSLPcreateprob	Create a new SLP problem [ Problem Creation]
XSLPdestroyprob	Delete an SLP problem and release all the associated memory [ Problem Creation]
XSLPreadprob	Read an Xpress NonLinear extended MPS format matrix from a file into an SLP problem [ File IO, Problem Creation]

Problem Information

Reference section for functions, controls, and attributes related to querying information about a problem.

Problem Information library functions

XPRSnlpgetformulastr	Retrieve a single matrix formula in a character string. [ Problem Information]
XPRSslpgetcoefstr	Retrieve a single matrix coefficient as a formula in a character string. [ Problem Information, SLP]
XSLPgetcoefformula, XPRSslpgetcoefformula	Retrieve a single matrix coefficient as a formula split into tokens. [ Problem Information, SLP]
XSLPgetcoefs, XPRSslpgetcoefs	Retrieve the list of positions of the nonlinear coefficients in the problem. [ Problem Information, SLP]
XSLPgetformula, XPRSnlpgetformula	Retrieve a single matrix formula as a formula split into tokens. [ Problem Information]
XSLPgetformularows, XPRSnlpgetformularows	Retrieve the list of positions of the nonlinear formulas in the problem [ Problem Information]
XSLPgetindex	Retrieve the index of an Xpress NonLinear entity with a given name [ Problem Information, User Functions]
XSLPloadcoefs, XPRSslploadcoefs	Load non-linear coefficients into the SLP problem. [ Problem Information, SLP]
XSLPloadformulas, XPRSnlploadformulas	Load non-linear formulas into the SLP problem [ Problem Information]
XSLPwriteprob	Write the current problem to a file in extended MPS or text format [ File IO, Problem Information]

Problem Information attributes

XSLP_COEFFICIENTS, SLPCOEFFICIENTS	Number of nonlinear coefficients [ Problem Information, SLP]
XSLP_DELTAS, SLPDELTAS	Number of delta vectors created during augmentation [ Problem Information, SLP]
XSLP_EQUALSCOLUMN, NLPEQUALSCOLUMN	Index of the reserved "=" column [ Problem Information]
XSLP_EXPLOREDELTAS, SLPEXPLOREDELTAS	Number of variables with an exploration-type delta set up in the problem [ Problem Information, SLP]
XSLP_IMPLICITVARIABLES, NLPIMPLICITVARIABLES	Number of SLP variables appearing only in coefficients [ Problem Information, SLP]
XSLP_INTEGERDELTAS, SLPINTEGERDELTAS	Number of variables set up with an integer delta in the problem [ Problem Information, SLP]
XSLP_MINUSPENALTYERRORS, SLPMINUSPENALTYERRORS	Number of negative penalty error vectors [ Problem Information, SLP]
XSLP_NONLINEARCONSTRAINTS, NONLINEARCONSTRAINTS	Number of nonlinear constraints in the problem [ Problem Information]
XSLP_ORIGINALCOLS, NLPORIGINALCOLS	Number of model columns in the extended original problem [ Problem Information]
XSLP_ORIGINALROWS, NLPORIGINALROWS	Number of model rows in the extended original problem [ Problem Information]
XSLP_PENALTYDELTACOLUMN, SLPPENALTYDELTACOLUMN	Index of column costing the penalty delta row [ Problem Information, SLP]
XSLP_PENALTYDELTAROW, SLPPENALTYDELTAROW	Index of equality row holding the penalties for delta vectors [ Problem Information, SLP]
XSLP_PENALTYDELTAS, SLPPENALTYDELTAS	Number of penalty delta vectors [ Problem Information, SLP]
XSLP_PENALTYERRORCOLUMN, SLPPENALTYERRORCOLUMN	Index of column costing the penalty error row [ Problem Information, SLP]
XSLP_PENALTYERRORROW, SLPPENALTYERRORROW	Index of equality row holding the penalties for penalty error vectors [ Problem Information, SLP]
XSLP_PENALTYERRORS, SLPPENALTYERRORS	Number of penalty error vectors [ Problem Information, SLP]
XSLP_PLUSPENALTYERRORS, SLPPLUSPENALTYERRORS	Number of positive penalty error vectors [ Problem Information, SLP]
XSLP_SEMICONTDELTAS, SLPSEMICONTDELTAS	Number of variables with a minimum perturbation step set up in the problem [ Problem Information, SLP]

Problem Modification

Reference section for functions, controls, and attributes related to Problem Modification after loading. Make adjustments to the current problem.

Problem Modification library functions

XPRSnlpchgformulastr	Add or replace a single matrix formula using a character string for the formula. [ Problem Modification]
XPRSslpchgcoefstr	Add or change a single matrix coefficient using a character string for the formula. [ Problem Modification, SLP]
XSLPaddcoefs, XPRSslpaddcoefs	Add non-linear coefficients to the SLP problem. [ Problem Modification, SLP]
XSLPaddformulas, XPRSnlpaddformulas	Add non-linear formulas to the SLP problem. [ Problem Modification]
XSLPchgcoef, XPRSslpchgcoef	Add or change a single matrix coefficient using a parsed or unparsed formula. [ Problem Modification, SLP]
XSLPchgdeltatype, XPRSslpchgdeltatype	Changes the type of the delta assigned to a nonlinear variable [ Problem Modification, SLP]
XSLPchgformula, XPRSnlpchgformula	Add or replace a single matrix formula using a parsed or unparsed formula [ Problem Modification]
XSLPdelcoefs, XPRSslpdelcoefs	Delete coefficients from the current problem. [ Problem Modification, SLP]
XSLPdelformulas, XPRSnlpdelformulas	Delete nonlinear formulas from the current problem [ Problem Modification]

Save Restore

Reference section for functions, controls, and attributes related to the Save and Restore functionality.

Save Restore library functions

XSLPrestore	Restore the Xpress NonLinear problem from a file created by XSLPsave [ File IO, Save Restore]
XSLPsave	Save the Xpress NonLinear problem to file [ File IO, Save Restore]
XSLPsaveas	Save the Xpress NonLinear problem to a named file [ File IO, Save Restore]

SLP

Reference section for functions, controls, and attributes that are specific to using the sequential linear programming solver SLP.

SLP library functions

XPRSslpchgcoefstr	Add or change a single matrix coefficient using a character string for the formula. [ Problem Modification, SLP]
XPRSslpgetcoefstr	Retrieve a single matrix coefficient as a formula in a character string. [ Problem Information, SLP]
XSLPaddcoefs, XPRSslpaddcoefs	Add non-linear coefficients to the SLP problem. [ Problem Modification, SLP]
XSLPcascade, XPRSslpcascade	Re-calculate consistent values for SLP variables based on the current values of the remaining variables. [ Cascading, SLP, Solution Process]
XSLPcascadeorder, XPRSslpcascadeorder	Establish a re-calculation sequence for SLP variables with determining rows. [ Data Input, SLP]
XSLPchgcascadenlimit, XPRSslpchgcascadenlimit	Set a variable specific cascade iteration limit [ Data Input, SLP]
XSLPchgcoef, XPRSslpchgcoef	Add or change a single matrix coefficient using a parsed or unparsed formula. [ Problem Modification, SLP]
XSLPchgdeltatype, XPRSslpchgdeltatype	Changes the type of the delta assigned to a nonlinear variable [ Problem Modification, SLP]
XSLPchgrowstatus, XPRSslpchgrowstatus	Change the status setting of a constraint [ Bit-vector, Data Input, SLP]
XSLPchgrowwt, XPRSslpchgrowwt	Set or change the initial penalty error weight for a row [ Data Input, SLP]
XSLPconstruct, XPRSslpconstruct	Create the full augmented SLP matrix and data structures, ready for optimization [ SLP, Solution Process]
XSLPdelcoefs, XPRSslpdelcoefs	Delete coefficients from the current problem. [ Problem Modification, SLP]
XSLPgetcoefformula, XPRSslpgetcoefformula	Retrieve a single matrix coefficient as a formula split into tokens. [ Problem Information, SLP]
XSLPgetcoefs, XPRSslpgetcoefs	Retrieve the list of positions of the nonlinear coefficients in the problem. [ Problem Information, SLP]
XSLPgetcolinfo, XPRSslpgetcolinfo	Get current column information. [ SLP, Solution]
XSLPgetrowinfo, XPRSslpgetrowinfo	Get current row information. [ SLP, Solution]
XSLPgetrowstatus, XPRSslpgetrowstatus	Retrieve the status setting of a constraint [ Bit-vector, SLP, Solution]
XSLPgetrowwt, XPRSslpgetrowwt	Get the initial penalty error weight for a row [ Data Information, SLP]
XSLPloadcoefs, XPRSslploadcoefs	Load non-linear coefficients into the SLP problem. [ Problem Information, SLP]
XSLPreinitialize, XPRSslpreinitialize	Reset the SLP problem to match a just augmented system [ SLP, Solution Process]
XSLPsetcbcascadeend, XPRSsetcbslpcascadeend	Set a user callback to be called at the end of the cascading process, after the last variable has been cascaded [ Callback, Cascading, SLP]
XSLPsetcbcascadestart, XPRSsetcbslpcascadestart	Set a user callback to be called at the start of the cascading process, before any variables have been cascaded [ Callback, Cascading, SLP]
XSLPsetcbcascadevar, XPRSsetcbslpcascadevar	Set a user callback to be called after each column has been cascaded [ Callback, Cascading, SLP]
XSLPsetcbcascadevarfail, XPRSsetcbslpcascadevarfail	Set a user callback to be called after cascading a column was not successful [ Callback, Cascading, SLP]
XSLPsetcbconstruct, XPRSsetcbslpconstruct	Set a user callback to be called during the Xpress-SLP augmentation process [ Callback, SLP]
XSLPsetcbdrcol, XPRSsetcbslpdrcol	Set a user callback used to override the update of variables with small determining column [ Callback, Cascading, SLP]
XSLPsetcbiterend, XPRSsetcbslpiterend	Set a user callback to be called at the end of each SLP iteration [ Callback, SLP]
XSLPsetcbiterstart, XPRSsetcbslpiterstart	Set a user callback to be called at the start of each SLP iteration [ Callback, SLP]
XSLPsetcbitervar, XPRSsetcbslpitervar	Set a user callback to be called after each column has been tested for convergence [ Callback, SLP, SLP-convergence]
XSLPsetcbpresolved	Set a user callback to be called after the nonlinear presolver has been applied. [ Callback, SLP]
XSLPsetcbpreupdatelinearization, XPRSsetcbslppreupdatelinearization	Set a user callback to be called before the linearization is updated [ Callback, SLP]
XSLPsetcbslpend	Set a user callback to be called at the end of the SLP optimization [ Callback, SLP]
XSLPsetcbslpstart	Set a user callback to be called at the start of the SLP optimization [ Callback, SLP]
XSLPsetdetrow, XPRSslpsetdetrow	Set the determining row of a variable [ Cascading, Data Input, SLP]
XSLPunconstruct, XPRSslpunconstruct	Removes the augmentation and returns the problem to its pre-linearization state [ SLP, Solution Process]
XSLPupdatelinearization, XPRSslpupdatelinearization	Updates the current linearization [ SLP, Solution Process]

SLP controls

XSLP_ALGORITHM, SLPALGORITHM	Bit map describing the SLP algorithm(s) to be used [ Bit-vector, SLP]
XSLP_ANALYZE, SLPANALYZE	Bit map activating additional options supporting model / solution path analysis [ Bit-vector, Logging, SLP]
XSLP_ATOL_A, SLPATOL_A	Absolute delta convergence tolerance [ SLP, SLP-convergence, Tolerances]
XSLP_ATOL_R, SLPATOL_R	Relative delta convergence tolerance [ SLP, SLP-convergence, Tolerances]
XSLP_AUGMENTATION, SLPAUGMENTATION	Bit map describing the SLP augmentation method(s) to be used [ Bit-vector, SLP]
XSLP_AUTOSAVE, SLPAUTOSAVE	Frequency with which to save the model [ Logging, SLP]
XSLP_BARCROSSOVERSTART, SLPBARCROSSOVERSTART	Default crossover activation behaviour for barrier start [ Linearizations, SLP]
XSLP_BARLIMIT, SLPBARLIMIT	Number of initial SLP iterations using the barrier method [ Limits, Linearizations, SLP]
XSLP_BARSTALLINGLIMIT, SLPBARSTALLINGLIMIT	Number of iterations to allow numerical failures in barrier before switching to dual [ Limits, Linearizations, SLP]
XSLP_BARSTALLINGOBJLIMIT, SLPBARSTALLINGOBJLIMIT	Number of iterations over which to measure the objective change for barrier iterations with no crossover [ Limits, Linearizations, SLP]
XSLP_BARSTALLINGTOL, SLPBARSTALLINGTOL	Required change in the objective when progress is measured in barrier iterations without crossover [ Linearizations, SLP]
XSLP_BARSTARTOPS, SLPBARSTARTOPS	Controls behaviour when the barrier is used to solve the linearizations [ Linearizations, SLP]
XSLP_BOUNDTHRESHOLD, SLPBOUNDTHRESHOLD	The maximum size of a bound that can be introduced by nonlinear presolve. [ Presolve, SLP]
XSLP_CASCADE, SLPCASCADE	Bit map describing the cascading to be used [ Cascading, SLP]
XSLP_CASCADENLIMIT, SLPCASCADENLIMIT	Maximum number of iterations for cascading with non-linear determining rows [ Cascading, Limits, SLP]
XSLP_CASCADETOL_PA, SLPCASCADETOL_PA	Absolute cascading print tolerance [ Cascading, Logging, SLP]
XSLP_CASCADETOL_PR, SLPCASCADETOL_PR	Relative cascading print tolerance [ Cascading, Logging, SLP]
XSLP_CLAMPSHRINK, SLPCLAMPSHRINK	Shrink ratio used to impose strict convergence on variables converged in extended criteria only [ SLP]
XSLP_CLAMPVALIDATIONTOL_A, SLPCLAMPVALIDATIONTOL_A	Absolute validation tolerance for applying XSLP_CLAMPSHRINK [ SLP, Tolerances]
XSLP_CLAMPVALIDATIONTOL_R, SLPCLAMPVALIDATIONTOL_R	Relative validation tolerance for applying XSLP_CLAMPSHRINK [ SLP, Tolerances]
XSLP_CONVERGENCEOPS, SLPCONVERGENCEOPS	Bit map describing which convergence tests should be carried out [ Bit-vector, SLP, SLP-convergence]
XSLP_CTOL, SLPCTOL	Closure convergence tolerance [ SLP, SLP-convergence, Tolerances]
XSLP_DAMP, SLPDAMP	Damping factor for updating values of variables [ SLP]
XSLP_DAMPEXPAND, SLPDAMPEXPAND	Multiplier to increase damping factor during dynamic damping [ SLP]
XSLP_DAMPMAX, SLPDAMPMAX	Maximum value for the damping factor of a variable during dynamic damping [ SLP]
XSLP_DAMPMIN, SLPDAMPMIN	Minimum value for the damping factor of a variable during dynamic damping [ SLP]
XSLP_DAMPSHRINK, SLPDAMPSHRINK	Multiplier to decrease damping factor during dynamic damping [ SLP]
XSLP_DAMPSTART, SLPDAMPSTART	SLP iteration at which damping is activated [ SLP]
XSLP_DEFAULTSTEPBOUND, SLPDEFAULTSTEPBOUND	Minimum initial value for the step bound of an SLP variable if none is explicitly given [ SLP]
XSLP_DELAYUPDATEROWS, SLPDELAYUPDATEROWS	Number of SLP iterations before update rows are fully activated [ SLP]
XSLP_DELTACOST, SLPDELTACOST	Initial penalty cost multiplier for penalty delta vectors [ SLP]
XSLP_DELTACOSTFACTOR, SLPDELTACOSTFACTOR	Factor for increasing cost multiplier on total penalty delta vectors [ SLP]
XSLP_DELTAFORMAT, SLPDELTAFORMAT	Formatting string for creation of names for SLP delta vectors [ Logging, SLP]
XSLP_DELTAMAXCOST, SLPDELTAMAXCOST	Maximum penalty cost multiplier for penalty delta vectors [ SLP]
XSLP_DELTAOFFSET, SLPDELTAOFFSET	Position of first character of SLP variable name used to create name of delta vector [ Logging, SLP]
XSLP_DELTAZLIMIT, SLPDELTAZLIMIT	Number of SLP iterations during which to apply XSLP_DELTA_Z [ SLP]
XSLP_DETERMINISTIC, NLPDETERMINISTIC	Determines if the parallel features of SLP should be guaranteed to be deterministic [ MISLP, Parallel, SLP]
XSLP_DJTOL, SLPDJTOL	Tolerance on DJ value for determining if a variable is at its step bound [ SLP, Tolerances]
XSLP_DRCOLDJTOL, SLPDRCOLDJTOL	Reduced cost tolerance on the delta variable when fixing due to the determining column being below XSLP_DRCOLTOL. [ Cascading, SLP, Tolerances]
XSLP_DRCOLTOL, SLPDRCOLTOL	The minimum absolute magnitude of a determining column, for which the determined variable is still regarded as well defined [ Cascading, SLP, Tolerances]
XSLP_DRFIXRANGE, SLPDRFIXRANGE	The range around the previous value where variables are fixed in cascading if the determining column is below XSLP_DRCOLTOL. [ Cascading, SLP]
XSLP_ECFCHECK, SLPECFCHECK	Check feasibility at the point of linearization for extended convergence criteria [ SLP, SLP-convergence]
XSLP_ECFTOL_A, SLPECFTOL_A	Absolute tolerance on testing feasibility at the point of linearization [ SLP, SLP-convergence, Tolerances]
XSLP_ECFTOL_R, SLPECFTOL_R	Relative tolerance on testing feasibility at the point of linearization [ SLP, SLP-convergence, Tolerances]
XSLP_ENFORCECOSTSHRINK, SLPENFORCECOSTSHRINK	Factor by which to decrease the current penalty multiplier when enforcing rows. [ SLP]
XSLP_ENFORCEMAXCOST, SLPENFORCEMAXCOST	Maximum penalty cost in the objective before enforcing most violating rows [ SLP]
XSLP_ERRORCOST, SLPERRORCOST	Initial penalty cost multiplier for penalty error vectors [ SLP]
XSLP_ERRORCOSTFACTOR, SLPERRORCOSTFACTOR	Factor for increasing cost multiplier on total penalty error vectors [ SLP]
XSLP_ERRORMAXCOST, SLPERRORMAXCOST	Maximum penalty cost multiplier for penalty error vectors [ SLP]
XSLP_ERROROFFSET, SLPERROROFFSET	Position of first character of constraint name used to create name of penalty error vectors [ Logging, SLP]
XSLP_ERRORTOL_A, SLPERRORTOL_A	Absolute tolerance for error vectors [ SLP, Tolerances]
XSLP_ERRORTOL_P, SLPERRORTOL_P	Absolute tolerance for printing error vectors [ SLP, Tolerances]
XSLP_ESCALATION, SLPESCALATION	Factor for increasing cost multiplier on individual penalty error vectors [ SLP]
XSLP_ETOL_A, SLPETOL_A	Absolute tolerance on penalty vectors [ SLP, Tolerances]
XSLP_ETOL_R, SLPETOL_R	Relative tolerance on penalty vectors [ SLP, Tolerances]
XSLP_EVTOL_A, SLPEVTOL_A	Absolute tolerance on total penalty costs [ SLP, SLP-convergence, Tolerances]
XSLP_EVTOL_R, SLPEVTOL_R	Relative tolerance on total penalty costs [ SLP, SLP-convergence, Tolerances]
XSLP_EXPAND, SLPEXPAND	Multiplier to increase a step bound [ SLP]
XSLP_FEASTOLTARGET, SLPFEASTOLTARGET	When set, this defines a target feasibility tolerance to which the linearizations are solved to [ Linearizations, SLP, Tolerances]
XSLP_FILTER, SLPFILTER	Bit map for controlling solution updates [ Bit-vector, SLP, Solution]
XSLP_GRANULARITY, SLPGRANULARITY	Base for calculating penalty costs [ SLP]
XSLP_GRIDHEURSELECT, SLPGRIDHEURSELECT	Bit map selectin which heuristics to run if the problem has variable with an integer delta [ Heuristics, SLP]
XSLP_HEURSTRATEGY, SLPHEURSTRATEGY	Branch and Bound: This specifies the MINLP heuristic strategy. [ Heuristics, SLP]
XSLP_INFEASLIMIT, SLPINFEASLIMIT	The maximum number of consecutive infeasible SLP iterations which can occur before Xpress-SLP terminates [ Limits, SLP]
XSLP_ITERFALLBACKOPS, SLPITERFALLBACKOPS	Alternative LP level control values for numerically challengeing problems [ Linearizations, Numerics, SLP]
XSLP_ITERLIMIT, SLPITERLIMIT	The maximum number of SLP iterations [ Limits, SLP]
XSLP_ITOL_A, SLPITOL_A	Absolute impact convergence tolerance [ SLP, SLP-convergence, Tolerances]
XSLP_ITOL_R, SLPITOL_R	Relative impact convergence tolerance [ SLP, SLP-convergence, Tolerances]
XSLP_LOG, NLPLOG	Level of printing during SLP iterations [ Logging, SLP]
XSLP_LSITERLIMIT, SLPLSITERLIMIT	Number of iterations in the line search [ Limits, SLP]
XSLP_LSPATTERNLIMIT, SLPLSPATTERNLIMIT	Number of iterations in the pattern search preceding the line search [ Limits, SLP]
XSLP_LSSTART, SLPLSSTART	Iteration in which to active the line search [ SLP]
XSLP_LSZEROLIMIT, SLPLSZEROLIMIT	Maximum number of zero length line search steps before line search is deactivated [ Limits, SLP]
XSLP_MATRIXTOL, SLPMATRIXTOL	Nonzero tolerance for dropping coefficients from the linearization. [ SLP]
XSLP_MAXWEIGHT, SLPMAXWEIGHT	Maximum penalty weight for delta or error vectors [ SLP]
XSLP_MERITLAMBDA, NLPMERITLAMBDA	Factor by which the net objective is taken into account in the merit function [ SLP, Solution]
XSLP_MINSBFACTOR, SLPMINSBFACTOR	Factor by which step bounds can be decreased beneath XSLP_ATOL_A [ SLP]
XSLP_MINUSDELTAFORMAT, SLPMINUSDELTAFORMAT	Formatting string for creation of names for SLP negative penalty delta vectors [ Logging, SLP]
XSLP_MINUSERRORFORMAT, SLPMINUSERRORFORMAT	Formatting string for creation of names for SLP negative penalty error vectors [ Logging, SLP]
XSLP_MINWEIGHT, SLPMINWEIGHT	Minimum penalty weight for delta or error vectors [ SLP]
XSLP_MTOL_A, SLPMTOL_A	Absolute effective matrix element convergence tolerance [ SLP, SLP-convergence, Tolerances]
XSLP_MTOL_R, SLPMTOL_R	Relative effective matrix element convergence tolerance [ SLP, SLP-convergence, Tolerances]
XSLP_MVTOL, SLPMVTOL	Marginal value tolerance for determining if a constraint is slack [ SLP, SLP-convergence, Tolerances]
XSLP_OBJTHRESHOLD, SLPOBJTHRESHOLD	Assumed maximum value of the objective function in absolute value. [ SLP]
XSLP_OBJTOPENALTYCOST, SLPOBJTOPENALTYCOST	Factor to estimate initial penalty costs from objective function [ SLP]
XSLP_OCOUNT, SLPOCOUNT	Number of SLP iterations over which to measure objective function variation for static objective (2) convergence criterion [ SLP, SLP-convergence]
XSLP_OPTIMALITYTOLTARGET, SLPOPTIMALITYTOLTARGET	When set, this defines a target optimality tolerance to which the linearizations are solved to [ Linearizations, SLP, Tolerances]
XSLP_OTOL_A, SLPOTOL_A	Absolute static objective (2) convergence tolerance [ SLP, SLP-convergence, Tolerances]
XSLP_OTOL_R, SLPOTOL_R	Relative static objective (2) convergence tolerance [ SLP, SLP-convergence, Tolerances]
XSLP_PENALTYCOLFORMAT, SLPPENALTYCOLFORMAT	Formatting string for creation of the names of the SLP penalty transfer vectors [ Logging, SLP]
XSLP_PENALTYINFOSTART, SLPPENALTYINFOSTART	Iteration from which to record row penalty information [ Logging, SLP]
XSLP_PENALTYROWFORMAT, SLPPENALTYROWFORMAT	Formatting string for creation of the names of the SLP penalty rows [ Logging, SLP]
XSLP_PLUSDELTAFORMAT, SLPPLUSDELTAFORMAT	Formatting string for creation of names for SLP positive penalty delta vectors [ Logging, SLP]
XSLP_PLUSERRORFORMAT, SLPPLUSERRORFORMAT	Formatting string for creation of names for SLP positive penalty error vectors [ Logging, SLP]
XSLP_SAMECOUNT, SLPSAMECOUNT	Number of steps reaching the step bound in the same direction before step bounds are increased [ SLP]
XSLP_SAMEDAMP, SLPSAMEDAMP	Number of steps in same direction before damping factor is increased [ SLP]
XSLP_SBLOROWFORMAT, SLPSBLOROWFORMAT	Formatting string for creation of names for SLP lower step bound rows [ Logging, SLP]
XSLP_SBNAME, SLPSBNAME	Name of the set of initial step bounds to be used [ Logging, SLP]
XSLP_SBROWOFFSET, SLPSBROWOFFSET	Position of first character of SLP variable name used to create name of SLP lower and upper step bound rows [ Logging, SLP]
XSLP_SBSTART, SLPSBSTART	SLP iteration after which step bounds are first applied [ SLP]
XSLP_SBUPROWFORMAT, SLPSBUPROWFORMAT	Formatting string for creation of names for SLP upper step bound rows [ Logging, SLP]
XSLP_SCALE	When to re-scale the SLP problem [ Numerics, SLP]
XSLP_SCALECOUNT	Iteration limit used in determining when to re-scale the SLP matrix [ Numerics, SLP]
XSLP_SHRINK, SLPSHRINK	Multiplier to reduce a step bound [ SLP]
XSLP_SHRINKBIAS, SLPSHRINKBIAS	Defines an overwrite / adjustment of step bounds for improving iterations [ SLP]
XSLP_SLPLOG	Frequency with which SLP status is printed [ Logging, SLP]
XSLP_STOL_A, SLPSTOL_A	Absolute slack convergence tolerance [ SLP, SLP-convergence, Tolerances]
XSLP_STOL_R, SLPSTOL_R	Relative slack convergence tolerance [ SLP, SLP-convergence, Tolerances]
XSLP_STOPOUTOFRANGE, NLPSTOPOUTOFRANGE	Stop optimization and return error code if internal function argument is out of range [ SLP]
XSLP_TOLNAME, SLPTOLNAME	Name of the set of tolerance sets to be used [ File IO, SLP]
XSLP_TRACEMASK, SLPTRACEMASK	Mask of variable or row names that are to be traced through the SLP iterates [ Logging, SLP]
XSLP_TRACEMASKOPS, SLPTRACEMASKOPS	Controls the information printed for XSLP_TRACEMASK. [ Bit-vector, Logging, SLP]
XSLP_UNFINISHEDLIMIT, SLPUNFINISHEDLIMIT	The number of consecutive SLP iterations that may have an unfinished status before the solve is terminated. [ Linearizations, SLP]
XSLP_UPDATEFORMAT, SLPUPDATEFORMAT	Formatting string for creation of names for SLP update rows [ Logging, SLP]
XSLP_UPDATEOFFSET, SLPUPDATEOFFSET	Position of first character of SLP variable name used to create name of SLP update row [ Logging, SLP]
XSLP_VALIDATIONFACTOR, NLPVALIDATIONFACTOR	Minimum improvement in validation targets to continue iterating [ SLP, SLP-convergence, Tolerances]
XSLP_VALIDATIONTARGET_K, NLPVALIDATIONTARGET_K	Optimality target tolerance [ SLP, SLP-convergence, Tolerances]
XSLP_VALIDATIONTARGET_R, NLPVALIDATIONTARGET_R	Feasiblity target tolerance [ SLP, SLP-convergence, Tolerances]
XSLP_VALIDATIONTOL_A, NLPVALIDATIONTOL_A	Absolute tolerance for the XSLPvalidate procedure [ SLP, Tolerances]
XSLP_VALIDATIONTOL_K, NLPVALIDATIONTOL_K	Relative tolerance for the XSLPvalidatekkt procedure [ SLP, Tolerances]
XSLP_VCOUNT, SLPVCOUNT	Number of SLP iterations over which to measure static objective (3) convergence [ SLP, SLP-convergence]
XSLP_VLIMIT, SLPVLIMIT	Number of SLP iterations after which static objective (3) convergence testing starts [ SLP, SLP-convergence]
XSLP_VTOL_A, SLPVTOL_A	Absolute static objective (3) convergence tolerance [ SLP, SLP-convergence, Tolerances]
XSLP_VTOL_R, SLPVTOL_R	Relative static objective (3) convergence tolerance [ SLP, SLP-convergence, Tolerances]
XSLP_WCOUNT, SLPWCOUNT	Number of SLP iterations over which to measure the objective for the extended convergence continuation criterion [ SLP, SLP-convergence]
XSLP_WTOL_A, SLPWTOL_A	Absolute extended convergence continuation tolerance [ SLP, SLP-convergence, Tolerances]
XSLP_WTOL_R, SLPWTOL_R	Relative extended convergence continuation tolerance [ SLP, SLP-convergence, Tolerances]
XSLP_XCOUNT, SLPXCOUNT	Number of SLP iterations over which to measure static objective (1) convergence [ SLP, SLP-convergence]
XSLP_XLIMIT, SLPXLIMIT	Number of SLP iterations up to which static objective (1) convergence testing is performed [ Limits, SLP, SLP-convergence]
XSLP_XTOL_A, SLPXTOL_A	Absolute static objective function (1) tolerance [ SLP, SLP-convergence, Tolerances]
XSLP_XTOL_R, SLPXTOL_R	Relative static objective function (1) tolerance [ SLP, SLP-convergence, Tolerances]
XSLP_ZEROCRITERION, SLPZEROCRITERION	Bitmap determining the behavior of the placeholder deletion procedure [ Bit-vector, SLP]
XSLP_ZEROCRITERIONCOUNT, SLPZEROCRITERIONCOUNT	Number of consecutive times a placeholder entry is zero before being considered for deletion [ Limits, SLP]
XSLP_ZEROCRITERIONSTART, SLPZEROCRITERIONSTART	SLP iteration at which criteria for deletion of placeholder entries are first activated. [ SLP]

SLP attributes

XSLP_COEFFICIENTS, SLPCOEFFICIENTS	Number of nonlinear coefficients [ Problem Information, SLP]
XSLP_CURRENTDELTACOST, SLPCURRENTDELTACOST	Current value of penalty cost multiplier for penalty delta vectors [ SLP, Solution]
XSLP_CURRENTERRORCOST, SLPCURRENTERRORCOST	Current value of penalty cost multiplier for penalty error vectors [ SLP, Solution]
XSLP_DELTAS, SLPDELTAS	Number of delta vectors created during augmentation [ Problem Information, SLP]
XSLP_ECFCOUNT, SLPECFCOUNT	Number of infeasible constraints found at the point of linearization [ Linearizations, SLP]
XSLP_ERRORCOSTS, SLPERRORCOSTS	Total penalty costs in the solution [ SLP, Solution]
XSLP_EXPLOREDELTAS, SLPEXPLOREDELTAS	Number of variables with an exploration-type delta set up in the problem [ Problem Information, SLP]
XSLP_IMPLICITVARIABLES, NLPIMPLICITVARIABLES	Number of SLP variables appearing only in coefficients [ Problem Information, SLP]
XSLP_INTEGERDELTAS, SLPINTEGERDELTAS	Number of variables set up with an integer delta in the problem [ Problem Information, SLP]
XSLP_KEEPBESTITER, NLPKEEPBESTITER	The iteration in which the returned solution has been found. [ SLP, Solution]
XSLP_MINUSPENALTYERRORS, SLPMINUSPENALTYERRORS	Number of negative penalty error vectors [ Problem Information, SLP]
XSLP_MODELCOLS, NLPMODELCOLS	Number of model columns in the problem [ SLP]
XSLP_MODELROWS, NLPMODELROWS	Number of model rows in the problem [ SLP]
XSLP_NONCONSTANTCOEFFS, SLPNONCONSTANTCOEFFS	Number of coefficients in the augmented problem that might change between SLP iterations [ SLP]
XSLP_PENALTYDELTACOLUMN, SLPPENALTYDELTACOLUMN	Index of column costing the penalty delta row [ Problem Information, SLP]
XSLP_PENALTYDELTAROW, SLPPENALTYDELTAROW	Index of equality row holding the penalties for delta vectors [ Problem Information, SLP]
XSLP_PENALTYDELTAS, SLPPENALTYDELTAS	Number of penalty delta vectors [ Problem Information, SLP]
XSLP_PENALTYDELTATOTAL, SLPPENALTYDELTATOTAL	Total activity of penalty delta vectors [ SLP, Solution]
XSLP_PENALTYDELTAVALUE, SLPPENALTYDELTAVALUE	Total penalty cost attributed to penalty delta vectors [ SLP, Solution]
XSLP_PENALTYERRORCOLUMN, SLPPENALTYERRORCOLUMN	Index of column costing the penalty error row [ Problem Information, SLP]
XSLP_PENALTYERRORROW, SLPPENALTYERRORROW	Index of equality row holding the penalties for penalty error vectors [ Problem Information, SLP]
XSLP_PENALTYERRORS, SLPPENALTYERRORS	Number of penalty error vectors [ Problem Information, SLP]
XSLP_PENALTYERRORTOTAL, SLPPENALTYERRORTOTAL	Total activity of penalty error vectors [ SLP, Solution]
XSLP_PENALTYERRORVALUE, SLPPENALTYERRORVALUE	Total penalty cost attributed to penalty error vectors [ SLP, Solution]
XSLP_PLUSPENALTYERRORS, SLPPLUSPENALTYERRORS	Number of positive penalty error vectors [ Problem Information, SLP]
XSLP_SBXCONVERGED, SLPSBXCONVERGED	Number of step-bounded variables converged only on extended criteria [ SLP, SLP-convergence]
XSLP_SEMICONTDELTAS, SLPSEMICONTDELTAS	Number of variables with a minimum perturbation step set up in the problem [ Problem Information, SLP]
XSLP_UCCONSTRAINEDCOUNT, SLPUCCONSTRAINEDCOUNT	Number of unconverged variables with coefficients in constraining rows [ SLP, SLP-convergence]
XSLP_UNCONVERGED, SLPUNCONVERGED	Number of unconverged values [ SLP, SLP-convergence]
XSLP_VARIABLES, NLPVARIABLES	Number of SLP variables [ Data Information, SLP]
XSLP_VSOLINDEX	Vertex solution index [ SLP, Solution]
XSLP_ZEROESRESET, SLPZEROESRESET	Number of placeholder entries set to zero [ SLP]
XSLP_ZEROESRETAINED, SLPZEROESRETAINED	Number of potentially zero placeholders left untouched [ SLP]
XSLP_ZEROESTOTAL, SLPZEROESTOTAL	Number of potential zero placeholder entries [ SLP]

SLP-convergence

Reference section for functions, controls, and attributes for convergence criteria within the sequential linear programming solver SLP.

SLP-convergence library functions

XSLPsetcbitervar, XPRSsetcbslpitervar

Set a user callback to be called after each column has been tested for convergence [ Callback, SLP, SLP-convergence]

SLP-convergence controls

XSLP_ATOL_A, SLPATOL_A	Absolute delta convergence tolerance [ SLP, SLP-convergence, Tolerances]
XSLP_ATOL_R, SLPATOL_R	Relative delta convergence tolerance [ SLP, SLP-convergence, Tolerances]
XSLP_CONVERGENCEOPS, SLPCONVERGENCEOPS	Bit map describing which convergence tests should be carried out [ Bit-vector, SLP, SLP-convergence]
XSLP_CTOL, SLPCTOL	Closure convergence tolerance [ SLP, SLP-convergence, Tolerances]
XSLP_ECFCHECK, SLPECFCHECK	Check feasibility at the point of linearization for extended convergence criteria [ SLP, SLP-convergence]
XSLP_ECFTOL_A, SLPECFTOL_A	Absolute tolerance on testing feasibility at the point of linearization [ SLP, SLP-convergence, Tolerances]
XSLP_ECFTOL_R, SLPECFTOL_R	Relative tolerance on testing feasibility at the point of linearization [ SLP, SLP-convergence, Tolerances]
XSLP_EVTOL_A, SLPEVTOL_A	Absolute tolerance on total penalty costs [ SLP, SLP-convergence, Tolerances]
XSLP_EVTOL_R, SLPEVTOL_R	Relative tolerance on total penalty costs [ SLP, SLP-convergence, Tolerances]
XSLP_ITOL_A, SLPITOL_A	Absolute impact convergence tolerance [ SLP, SLP-convergence, Tolerances]
XSLP_ITOL_R, SLPITOL_R	Relative impact convergence tolerance [ SLP, SLP-convergence, Tolerances]
XSLP_MIPOCOUNT, SLPMIPOCOUNT	Number of SLP iterations at each node over which to measure objective function variation [ MISLP, SLP-convergence]
XSLP_MIPOTOL_A, SLPMIPOTOL_A	Absolute objective function tolerance for MIP termination [ MISLP, SLP-convergence, Tolerances]
XSLP_MIPOTOL_R, SLPMIPOTOL_R	Relative objective function tolerance for MIP termination [ MISLP, SLP-convergence, Tolerances]
XSLP_MTOL_A, SLPMTOL_A	Absolute effective matrix element convergence tolerance [ SLP, SLP-convergence, Tolerances]
XSLP_MTOL_R, SLPMTOL_R	Relative effective matrix element convergence tolerance [ SLP, SLP-convergence, Tolerances]
XSLP_MVTOL, SLPMVTOL	Marginal value tolerance for determining if a constraint is slack [ SLP, SLP-convergence, Tolerances]
XSLP_OCOUNT, SLPOCOUNT	Number of SLP iterations over which to measure objective function variation for static objective (2) convergence criterion [ SLP, SLP-convergence]
XSLP_OTOL_A, SLPOTOL_A	Absolute static objective (2) convergence tolerance [ SLP, SLP-convergence, Tolerances]
XSLP_OTOL_R, SLPOTOL_R	Relative static objective (2) convergence tolerance [ SLP, SLP-convergence, Tolerances]
XSLP_STOL_A, SLPSTOL_A	Absolute slack convergence tolerance [ SLP, SLP-convergence, Tolerances]
XSLP_STOL_R, SLPSTOL_R	Relative slack convergence tolerance [ SLP, SLP-convergence, Tolerances]
XSLP_VALIDATIONFACTOR, NLPVALIDATIONFACTOR	Minimum improvement in validation targets to continue iterating [ SLP, SLP-convergence, Tolerances]
XSLP_VALIDATIONTARGET_K, NLPVALIDATIONTARGET_K	Optimality target tolerance [ SLP, SLP-convergence, Tolerances]
XSLP_VALIDATIONTARGET_R, NLPVALIDATIONTARGET_R	Feasiblity target tolerance [ SLP, SLP-convergence, Tolerances]
XSLP_VCOUNT, SLPVCOUNT	Number of SLP iterations over which to measure static objective (3) convergence [ SLP, SLP-convergence]
XSLP_VLIMIT, SLPVLIMIT	Number of SLP iterations after which static objective (3) convergence testing starts [ SLP, SLP-convergence]
XSLP_VTOL_A, SLPVTOL_A	Absolute static objective (3) convergence tolerance [ SLP, SLP-convergence, Tolerances]
XSLP_VTOL_R, SLPVTOL_R	Relative static objective (3) convergence tolerance [ SLP, SLP-convergence, Tolerances]
XSLP_WCOUNT, SLPWCOUNT	Number of SLP iterations over which to measure the objective for the extended convergence continuation criterion [ SLP, SLP-convergence]
XSLP_WTOL_A, SLPWTOL_A	Absolute extended convergence continuation tolerance [ SLP, SLP-convergence, Tolerances]
XSLP_WTOL_R, SLPWTOL_R	Relative extended convergence continuation tolerance [ SLP, SLP-convergence, Tolerances]
XSLP_XCOUNT, SLPXCOUNT	Number of SLP iterations over which to measure static objective (1) convergence [ SLP, SLP-convergence]
XSLP_XLIMIT, SLPXLIMIT	Number of SLP iterations up to which static objective (1) convergence testing is performed [ Limits, SLP, SLP-convergence]
XSLP_XTOL_A, SLPXTOL_A	Absolute static objective function (1) tolerance [ SLP, SLP-convergence, Tolerances]
XSLP_XTOL_R, SLPXTOL_R	Relative static objective function (1) tolerance [ SLP, SLP-convergence, Tolerances]

SLP-convergence attributes

XSLP_SBXCONVERGED, SLPSBXCONVERGED	Number of step-bounded variables converged only on extended criteria [ SLP, SLP-convergence]
XSLP_UCCONSTRAINEDCOUNT, SLPUCCONSTRAINEDCOUNT	Number of unconverged variables with coefficients in constraining rows [ SLP, SLP-convergence]
XSLP_UNCONVERGED, SLPUNCONVERGED	Number of unconverged values [ SLP, SLP-convergence]

Solution Process

Reference section for functions, controls, and attributes related to the invocation of a solution algorithm, and the most fundamental status information after the solver returns.

Solution Process library functions

XSLPcascade, XPRSslpcascade	Re-calculate consistent values for SLP variables based on the current values of the remaining variables. [ Cascading, SLP, Solution Process]
XSLPconstruct, XPRSslpconstruct	Create the full augmented SLP matrix and data structures, ready for optimization [ SLP, Solution Process]
XSLPfixpenalties, XPRSslpfixpenalties	Fixe the values of the error vectors [ Solution Process]
XSLPinterrupt	Interrupts the current SLP optimization [ Solution Process]
XSLPnlpoptimize, XPRSnlpoptimize	Maximize or minimize an SLP problem [ Solution Process]
XSLPreinitialize, XPRSslpreinitialize	Reset the SLP problem to match a just augmented system [ SLP, Solution Process]
XSLPunconstruct, XPRSslpunconstruct	Removes the augmentation and returns the problem to its pre-linearization state [ SLP, Solution Process]
XSLPupdatelinearization, XPRSslpupdatelinearization	Updates the current linearization [ SLP, Solution Process]

Solution Process controls

XKTR_PARAM_ALGORITHM, KNITRO_PARAM_ALGORITHM	Indicates which algorithm to use to solve the problem [ Knitro, Solution Process]
XKTR_PARAM_MIP_LPALG, KNITRO_PARAM_MIP_LPALG	Specifies which algorithm to use for any linear programming (LP) subproblem solves that may occur in the MIP branch and bound procedure. [ Knitro-MINLP, Solution Process]
XKTR_PARAM_MIP_METHOD, KNITRO_PARAM_MIP_METHOD	Specifies which MIP method to use. [ Knitro-MINLP, Solution Process]
XKTR_PARAM_MIP_ROOTALG, KNITRO_PARAM_MIP_ROOTALG	Specifies which algorithm to use for the root node solve in MIP (same options as XKTR_PARAM_ALGORITHM user option). [ Knitro-MINLP, Solution Process]
XSLP_NLPSOLVER, NLPSOLVER	Controls whether to call FICO Xpress Global or one of the local solvers [ Solution Process]
XSLP_SOLVER, LOCALSOLVER	Selects the library to use for local solves [ Solution Process]

Solution Process attributes

XSLP_ITER, SLPITER	SLP iteration count [ Solution Process]
XSLP_NLPSTATUS, NLPSTATUS	The solution status of the problem. [ Solution Process]
XSLP_OPTTIME, NLPOPTTIME	Time spent in optimization [ Solution Process]
XSLP_SOLVERSELECTED, LOCALSOLVERSELECTED	Includes information of which Xpress solver has been used to solve the problem [ Solution Process]
XSLP_STATUS, SLPSTATUS	Bitmap holding the problem convergence status [ Solution Process]
XSLP_STOPSTATUS, NLPSTOPSTATUS	Status of the optimization process. [ Solution Process]

Solution

Reference section for functions, controls, and attributes related to the handling of optimal or intermediate solutions.

Solution library functions

XSLPcalcslacks, XPRSnlpcalcslacks	Calculate the slack values for the provided solution in the non-linear problem [ Solution]
XSLPevaluatecoef, XPRSslpevaluatecoef	Evaluate a coefficient using the current values of the variables [ Solution]
XSLPevaluateformula, XPRSnlpevaluateformula	Evaluate a formula using the current values of the variables [ Solution]
XSLPgetcolinfo, XPRSslpgetcolinfo	Get current column information. [ SLP, Solution]
XSLPgetrowinfo, XPRSslpgetrowinfo	Get current row information. [ SLP, Solution]
XSLPgetrowstatus, XPRSslpgetrowstatus	Retrieve the status setting of a constraint [ Bit-vector, SLP, Solution]
XSLPvalidate, XPRSnlpvalidate	Validate the feasibility of constraints in a converged solution [ Solution]
XSLPvalidatekkt, XPRSnlpvalidatekkt	Validates the first order optimality conditions also known as the Karush-Kuhn-Tucker (KKT) conditions versus the currect solution [ Solution]
XSLPvalidateprob, XPRSnlpvalidateprob	Validates the current problem formulation and statement [ Solution]
XSLPvalidaterow, XPRSnlpvalidaterow	Prints an extensive analysis on a given constraint of the SLP problem [ Solution]
XSLPvalidatevector, XPRSnlpvalidatevector	Validate the feasibility of constraints for a given solution [ Solution]
XSLPwriteslxsol	Write the current solution to an MPS like file format [ File IO, Solution]

Solution controls

XSLP_FILTER, SLPFILTER	Bit map for controlling solution updates [ Bit-vector, SLP, Solution]
XSLP_MERITLAMBDA, NLPMERITLAMBDA	Factor by which the net objective is taken into account in the merit function [ SLP, Solution]

Solution attributes

XSLP_CURRENTDELTACOST, SLPCURRENTDELTACOST	Current value of penalty cost multiplier for penalty delta vectors [ SLP, Solution]
XSLP_CURRENTERRORCOST, SLPCURRENTERRORCOST	Current value of penalty cost multiplier for penalty error vectors [ SLP, Solution]
XSLP_ERRORCOSTS, SLPERRORCOSTS	Total penalty costs in the solution [ SLP, Solution]
XSLP_KEEPBESTITER, NLPKEEPBESTITER	The iteration in which the returned solution has been found. [ SLP, Solution]
XSLP_MIPSOLS, SLPMIPSOLS	Number of integer solutions found in MISLP. [ MISLP, Solution]
XSLP_OBJVAL, NLPOBJVAL	Objective function value excluding any penalty costs [ Solution]
XSLP_PENALTYDELTATOTAL, SLPPENALTYDELTATOTAL	Total activity of penalty delta vectors [ SLP, Solution]
XSLP_PENALTYDELTAVALUE, SLPPENALTYDELTAVALUE	Total penalty cost attributed to penalty delta vectors [ SLP, Solution]
XSLP_PENALTYERRORTOTAL, SLPPENALTYERRORTOTAL	Total activity of penalty error vectors [ SLP, Solution]
XSLP_PENALTYERRORVALUE, SLPPENALTYERRORVALUE	Total penalty cost attributed to penalty error vectors [ SLP, Solution]
XSLP_SOLSTATUS, NLPSOLSTATUS	Indicates the type of solution returned by the solver. [ Solution]
XSLP_VALIDATIONINDEX_A, NLPVALIDATIONINDEX_A	Absolute validation index [ Solution]
XSLP_VALIDATIONINDEX_K, NLPVALIDATIONINDEX_K	Relative first order optimality validation index [ Solution]
XSLP_VALIDATIONINDEX_R, NLPVALIDATIONINDEX_R	Relative validation index [ Solution]
XSLP_VALIDATIONNETOBJ, NLPVALIDATIONNETOBJ	Net objective as calculated by validation [ Solution]
XSLP_VALIDATIONSTATUS, NLPVALIDATIONSTATUS	Feasiblity status of the current solution. [ Solution]
XSLP_VSOLINDEX	Vertex solution index [ SLP, Solution]

Tolerances

Reference section for functions, controls, and attributes related to feasibility and optimality tolerances.

Tolerances controls

XKTR_PARAM_BAR_FEASMODETOL, KNITRO_PARAM_BAR_FEASMODETOL	Specifies the tolerance in equation that determines whether Knitro will force subsequent iterates to remain feasible. [ Knitro, Tolerances]
XKTR_PARAM_FEASTOL, KNITRO_PARAM_FEASTOL	Specifies the final relative stopping tolerance for the feasibility error. [ Knitro, Tolerances]
XKTR_PARAM_FEASTOLABS, KNITRO_PARAM_FEASTOLABS	Specifies the final absolute stopping tolerance for the feasibility error. [ Knitro, Tolerances]
XKTR_PARAM_INFEASTOL, KNITRO_PARAM_INFEASTOL	Specifies the (relative) tolerance used for declaring infeasibility of a model. [ Knitro, Tolerances]
XKTR_PARAM_MIP_INTEGERTOL, KNITRO_PARAM_INTEGERTOL	This value specifies the threshold for deciding whether or not a variable is determined to be an integer. [ Knitro, Knitro-MINLP, Tolerances]
XKTR_PARAM_MIP_INTGAPABS, KNITRO_PARAM_INTGAPABS	The absolute integrality gap stop tolerance for MIP. [ Knitro, Knitro-MINLP, Tolerances]
XKTR_PARAM_MIP_INTGAPREL, KNITRO_PARAM_INTGAPREL	The relative integrality gap stop tolerance for MIP. [ Knitro, Knitro-MINLP, Tolerances]
XKTR_PARAM_OPTTOL, KNITRO_PARAM_OPTTOL	Specifies the final relative stopping tolerance for the KKT (optimality) error. [ Knitro, Tolerances]
XKTR_PARAM_OPTTOLABS, KNITRO_PARAM_OPTTOLABS	Specifies the final absolute stopping tolerance for the KKT (optimality) error. [ Knitro, Tolerances]
XKTR_PARAM_PRESOLVE_TOL, KNITRO_PARAM_PRESOLVE_TOL	Determines the tolerance used by the Knitro presolver to remove variables and constraints from the model. [ Knitro, Presolve, Tolerances]
XKTR_PARAM_XTOL, KNITRO_PARAM_XTOL	The optimization process will terminate if the relative change in all components of the solution point estimate is less than xtol. [ Knitro, Tolerances]
XSLP_ATOL_A, SLPATOL_A	Absolute delta convergence tolerance [ SLP, SLP-convergence, Tolerances]
XSLP_ATOL_R, SLPATOL_R	Relative delta convergence tolerance [ SLP, SLP-convergence, Tolerances]
XSLP_CDTOL_A, SLPCDTOL_A	Absolute tolerance for deducing constant derivatives [ Tolerances]
XSLP_CDTOL_R, SLPCDTOL_R	Relative tolerance for deducing constant derivatives [ Tolerances]
XSLP_CLAMPVALIDATIONTOL_A, SLPCLAMPVALIDATIONTOL_A	Absolute validation tolerance for applying XSLP_CLAMPSHRINK [ SLP, Tolerances]
XSLP_CLAMPVALIDATIONTOL_R, SLPCLAMPVALIDATIONTOL_R	Relative validation tolerance for applying XSLP_CLAMPSHRINK [ SLP, Tolerances]
XSLP_CTOL, SLPCTOL	Closure convergence tolerance [ SLP, SLP-convergence, Tolerances]
XSLP_DELTA_Z, SLPDELTA_Z	Tolerance used when calculating derivatives [ Derivatives, Tolerances]
XSLP_DELTA_ZERO, SLPDELTA_ZERO	Absolute zero acceptance tolerance used when calculating derivatives [ Derivatives, Tolerances]
XSLP_DJTOL, SLPDJTOL	Tolerance on DJ value for determining if a variable is at its step bound [ SLP, Tolerances]
XSLP_DRCOLDJTOL, SLPDRCOLDJTOL	Reduced cost tolerance on the delta variable when fixing due to the determining column being below XSLP_DRCOLTOL. [ Cascading, SLP, Tolerances]
XSLP_DRCOLTOL, SLPDRCOLTOL	The minimum absolute magnitude of a determining column, for which the determined variable is still regarded as well defined [ Cascading, SLP, Tolerances]
XSLP_ECFTOL_A, SLPECFTOL_A	Absolute tolerance on testing feasibility at the point of linearization [ SLP, SLP-convergence, Tolerances]
XSLP_ECFTOL_R, SLPECFTOL_R	Relative tolerance on testing feasibility at the point of linearization [ SLP, SLP-convergence, Tolerances]
XSLP_ERRORTOL_A, SLPERRORTOL_A	Absolute tolerance for error vectors [ SLP, Tolerances]
XSLP_ERRORTOL_P, SLPERRORTOL_P	Absolute tolerance for printing error vectors [ SLP, Tolerances]
XSLP_ETOL_A, SLPETOL_A	Absolute tolerance on penalty vectors [ SLP, Tolerances]
XSLP_ETOL_R, SLPETOL_R	Relative tolerance on penalty vectors [ SLP, Tolerances]
XSLP_EVTOL_A, SLPEVTOL_A	Absolute tolerance on total penalty costs [ SLP, SLP-convergence, Tolerances]
XSLP_EVTOL_R, SLPEVTOL_R	Relative tolerance on total penalty costs [ SLP, SLP-convergence, Tolerances]
XSLP_FEASTOLTARGET, SLPFEASTOLTARGET	When set, this defines a target feasibility tolerance to which the linearizations are solved to [ Linearizations, SLP, Tolerances]
XSLP_ITOL_A, SLPITOL_A	Absolute impact convergence tolerance [ SLP, SLP-convergence, Tolerances]
XSLP_ITOL_R, SLPITOL_R	Relative impact convergence tolerance [ SLP, SLP-convergence, Tolerances]
XSLP_MIPCUTOFF_A, SLPMIPCUTOFF_A	Absolute objective function cutoff for MIP termination [ MISLP, Tolerances]
XSLP_MIPCUTOFF_R, SLPMIPCUTOFF_R	Absolute objective function cutoff for MIP termination [ MISLP, Tolerances]
XSLP_MIPERRORTOL_A, SLPMIPERRORTOL_A	Absolute penalty error cost tolerance for MIP cut-off [ MISLP, Tolerances]
XSLP_MIPERRORTOL_R, SLPMIPERRORTOL_R	Relative penalty error cost tolerance for MIP cut-off [ MISLP, Tolerances]
XSLP_MIPOTOL_A, SLPMIPOTOL_A	Absolute objective function tolerance for MIP termination [ MISLP, SLP-convergence, Tolerances]
XSLP_MIPOTOL_R, SLPMIPOTOL_R	Relative objective function tolerance for MIP termination [ MISLP, SLP-convergence, Tolerances]
XSLP_MTOL_A, SLPMTOL_A	Absolute effective matrix element convergence tolerance [ SLP, SLP-convergence, Tolerances]
XSLP_MTOL_R, SLPMTOL_R	Relative effective matrix element convergence tolerance [ SLP, SLP-convergence, Tolerances]
XSLP_MVTOL, SLPMVTOL	Marginal value tolerance for determining if a constraint is slack [ SLP, SLP-convergence, Tolerances]
XSLP_OPTIMALITYTOLTARGET, SLPOPTIMALITYTOLTARGET	When set, this defines a target optimality tolerance to which the linearizations are solved to [ Linearizations, SLP, Tolerances]
XSLP_OTOL_A, SLPOTOL_A	Absolute static objective (2) convergence tolerance [ SLP, SLP-convergence, Tolerances]
XSLP_OTOL_R, SLPOTOL_R	Relative static objective (2) convergence tolerance [ SLP, SLP-convergence, Tolerances]
XSLP_PRESOLVE_ELIMTOL, NLPPRESOLVE_ELIMTOL	Tolerance for nonlinear eliminations during SLP presolve [ Presolve, Tolerances]
XSLP_PRESOLVEZERO, NLPPRESOLVEZERO	Minimum absolute value for a variable which is identified as nonzero during SLP presolve [ Presolve, Tolerances]
XSLP_STOL_A, SLPSTOL_A	Absolute slack convergence tolerance [ SLP, SLP-convergence, Tolerances]
XSLP_STOL_R, SLPSTOL_R	Relative slack convergence tolerance [ SLP, SLP-convergence, Tolerances]
XSLP_VALIDATIONFACTOR, NLPVALIDATIONFACTOR	Minimum improvement in validation targets to continue iterating [ SLP, SLP-convergence, Tolerances]
XSLP_VALIDATIONTARGET_K, NLPVALIDATIONTARGET_K	Optimality target tolerance [ SLP, SLP-convergence, Tolerances]
XSLP_VALIDATIONTARGET_R, NLPVALIDATIONTARGET_R	Feasiblity target tolerance [ SLP, SLP-convergence, Tolerances]
XSLP_VALIDATIONTOL_A, NLPVALIDATIONTOL_A	Absolute tolerance for the XSLPvalidate procedure [ SLP, Tolerances]
XSLP_VALIDATIONTOL_K, NLPVALIDATIONTOL_K	Relative tolerance for the XSLPvalidatekkt procedure [ SLP, Tolerances]
XSLP_VALIDATIONTOL_R, NLPVALIDATIONTOL_R	Relative tolerance for the XSLPvalidate procedure [ Tolerances]
XSLP_VTOL_A, SLPVTOL_A	Absolute static objective (3) convergence tolerance [ SLP, SLP-convergence, Tolerances]
XSLP_VTOL_R, SLPVTOL_R	Relative static objective (3) convergence tolerance [ SLP, SLP-convergence, Tolerances]
XSLP_WTOL_A, SLPWTOL_A	Absolute extended convergence continuation tolerance [ SLP, SLP-convergence, Tolerances]
XSLP_WTOL_R, SLPWTOL_R	Relative extended convergence continuation tolerance [ SLP, SLP-convergence, Tolerances]
XSLP_XTOL_A, SLPXTOL_A	Absolute static objective function (1) tolerance [ SLP, SLP-convergence, Tolerances]
XSLP_XTOL_R, SLPXTOL_R	Relative static objective function (1) tolerance [ SLP, SLP-convergence, Tolerances]
XSLP_ZERO, NLPZERO	Absolute tolerance [ Tolerances]

User Functions

Reference section for functions, controls, and attributes related to user functions (compare User Functions).

User Functions library functions

XSLPadduserfunction, XPRSnlpadduserfunction	Add user function definitions to an SLP problem. [ User Functions]
XSLPdeluserfunction, XPRSnlpdeluserfunction	Delete a user function from the current problem [ User Functions]
XSLPgetindex	Retrieve the index of an Xpress NonLinear entity with a given name [ Problem Information, User Functions]
XSLPimportlibfunc, XPRSnlpimportlibfunc	Imports a function from a library file to be called as a user function [ User Functions]

User Functions controls

XSLP_EVALUATE, NLPEVALUATE	Evaluation strategy for user functions [ User Functions]
XSLP_FUNCEVAL, NLPFUNCEVAL	Bit map for determining the method of evaluating user functions and their derivatives [ Derivatives, User Functions]
XSLP_THREADSAFEUSERFUNC, NLPTHREADSAFEUSERFUNC	Defines if user functions are allowed to be called in parallel [ Parallel, User Functions]

User Functions attributes

XSLP_UFINSTANCES	Number of user function instances [ User Functions]
XSLP_UFS, NLPUFS	Number of user functions [ User Functions]
XSLP_USERFUNCCALLS, NLPUSERFUNCCALLS	Number of calls made to user functions [ User Functions]