GAMS — The Solver Manuals - Available Software

154 CONOPT
Option Description Default
rtpiva Absolute pivot tolerance. A pivot element is only considered acceptable if its 1.e-10
absolute value is larger than rtpiva. The default value is 1.e-10. You may have
to decrease this value towards 1.e-11 or 1.e-12 on poorly scaled models.
rtpivr Relative pivot tolerance. A pivot element is only considered acceptable relative 0.05
to other elements in the column if its absolute value is at least rtpivr * the
largest absolute value in the column. The default value is 0.05. You may have
to increase this value towards one on poorly scaled models. Increasing rtpivr
will result in denser L and U factors of the basis.
rtpivt Triangular pivot tolerance. A nonlinear triangular pivot element is considered 1.e-7
acceptable if its absolute value is larger than rtpivt. The default value is 1.e-7.
Linear triangular pivot must be larger than rtpiva.
rtredg Optimality tolerance. The reduced gradient is considered zero and the solution 9.e-8
optimal if the largest superbasic component is less than rtredg. The default
value depends on the machine, but is usually around 9.e-8. If you have problems
with slow progress or stalling you may increase rtredg. This is especially
relevant for very large models.
rvspac A space allocation factor that sometime can speed up the solution of square
systems. CONOPT will tell you if it is worth while to set this parameter to a
non-default value for your class of model.
rvstlm Step length multiplier. The step length in the one-dimensional line search is not 4
allowed to increased by a factor of more than rvstlm between steps for models
with nonlinear constraints and a factor of 100 * rvstlm for models with linear
constraints. The default value is 4.
dohess A logical variable that controls the creation of the Hessian (matrix of second
derivatives). The default value depends on the model. If the number of equalities
is very close to the number of non-fixed variables then the solution is
assumed to be in a corner point or in a very low dimensional space where second
derivatives are not needed, and dohess is initialized to false. Otherwise
dohess is initialized to true. If dohess is false you will not get statistics about
the Hessian in the listing file.
It takes some time to generate second order information and it uses some space.
If CONOPT3 generates this information for your model but it does not use it,
i.e. if you see that no time is spend on 2nd derivative evaluations, then you may
experiment with dohess turned off. If the number of Hessian elements is very
large you may also try turning dohess off. Note that CONOPT3 still can use
directional second derivatives and therefore use its SQP algorithm in the cases
where the Hessian is not available. (CONOPT3 only).
rvhess A real number that controls the space available for creation of the Hessian. The 10
maximum number of nonzero elements in the Hessian and in some intermediate
terms used to compute it is limited by Rvhess times the number of Jacobian
elements (first derivatives). The default value of Rvhess is 10, which means that
the Hessian should not be denser than 10 second derivatives per first derivative.
(CONOPT3 only).
Gcform Defines the functional form used to implement Cone constraints as a nonlinear
inequality constraint using a 0-1 value.
0
0: The Cone constraints are implemented as sqr(x) =G= sum(i, sqr( y(i)
) ) for the quadratic cone and 2*x1*x2 =G= sum(i, sqr( y(i) ) ) for
the rotated or hyperbolic cone.
1: The cone constraints are implemented as x+GCPtb2 =G=
sqrt(GCPtb1+sum(i,sqr(y(i)))) for the quadratic cone and
(GCPtb1+2*x1*x2) =G= Sqrt(GCptb1+sum(i,sqr(y(i)))) for the
rotated or hyperbolic cone.