GAMS — The Solver Manuals - Available Software

CONOPT 153
Option Description Default
lstria Logical switch for triangular models. If lstria = t (default is f or false) then false
the model must be triangular as discussed in section A13.1. Not CONOPT1.
rtmaxj Maximum Jacobian element. The optimization is stopped if a Jacobian element
exceeds this value. rtmaxj is initialized to a value that depends on the machine
precision. It is on most machines around 2.5. The actual value is shown by
CONOPT in connection with ”Too large Jacobian element” messages. If you
need a larger value then your model is poorly scaled and CONOPT may find it
difficult to solve.
rtmaxv Internal value of infinity. The model is considered unbounded if a variable
exceeds rtmaxv in absolute value. rtmaxv is initialized to a value that depends
on the machine precision. It is on most machines around 6.e7. The actual
value is shown by CONOPT in connection with ”Unbounded” messages. If you
need a larger value then your model is poorly scaled and CONOPT may find it
difficult to solve.
rtmaxs Scale factors larger than rtmaxs are rounded down to rtmaxs. The default 1024*1024
value is 1024 in CONOPT2 and 1024*1024 in CONOPT3.
rtmxj2 Upper bound on second derivatives used by the Function and Derivative Debugger
1.e4
to determine if a derivative computed by the modeler is consistent with
a numerically computed derivative.
rtminj All Jacobian elements with a value less than rtminj are rounded up to the 1.e-5
value rtminj before scaling is started to avoid problems with zero and very
small Jacobian elements. The default value is 1.e-5. Only CONOPT2.
rtmins Scale factors smaller than rtmins are rounded up to rtmins. The default value 1
is in CONOPT2 and 1/1024 in CONOPT2 and 1. (All scale factors are powers
of 2 to avoid round-off errors from the scaling procedure).
rtnwma Maximum feasibility tolerance. A constraint will only be considered feasible 1.e-3
if the residual is less than rtnwma times MaxJac, independent on the dual
variable. MaxJac is an overall scaling measure for the constraints computed as
max(1,maximal Jacobian element/100). The default value of rtnwma is 1.e-3.
rtnwmi Minimum feasibility tolerance. A constraint will always be considered feasible
if the residual is less than rtnwmi times MaxJac (see above), independent of
the dual variable. The default value depends on the machine precision. It is on
most machines around 4.e-10. You should only increase this number if you have
inaccurate function values and you get an infeasible solution with a very small
sum of infeasibility, or if you have very large terms in some of your constraints
(in which case scaling may be more appropriate). Square systems (see lssqrs
and section A13.2) are always solved to the tolerance rtnwmi.
rtnwtr
Triangular feasibility tolerance. If you solve a model, fix some of the variables
at their optimal value and solve again and the model then is reported infeasible
in the pre-triangular part, then you should increase rtnwtr. The infeasibilities
in some unimportant constraints in the ”Optimal” solution have been larger
than rtnwtr. The default value depends on the machine precision. It is on
most machines around 6.e-7.
rtobjr Relative objective tolerance. CONOPT assumes that the reduced objective
function can be computed to an accuracy of rtobjr * max(1,abs(FOBJ)) where
FOBJ is the value of the current objective function. The default value of rtobjr
is machine specific. It is on most machines around 3.e-13. The value is used in
tests for ”Slow Progress”, see lfnicr.
rtoned Relative accuracy of one-dimensional search. The one-dimensional search is
stopped if the expected further decrease in objective estimated from a quadratic
approximation is less than rtoned times the decrease obtained so far. The
default value is 0.2. A smaller value will result in more accurate but more
expensive line searches and this may result in an overall decrease in the number
of iterations. Values above 0.7 or below 0.01 should not be used.
0.2