NlpValidateKKT Method

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

Parameters

mode   Int32

The calculation mode can be:

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

respectbasis   Int32

The following ways are defined to assess if a constraint is active:

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

updatemult   Int32

The calculated values can be:

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

violtarget   Double

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

Reference