GAMS — The Solver Manuals - Available Software

96 COIN-OR
adaptive mu monotone init factor: Determines the initial value of the barrier parameter when switching
to the monotone mode.
When the globalization strategy for the adaptive barrier algorithm switches to the monotone mode ”average
compl” is chosen for fixed mu oracle, the barrier parameter is set to the current average complementarity
times the value of ”adaptive mu monotone init factor”.
The valid range for this real option is 0 < adaptive mu monotone init factor and its default value is 0.8.
adaptive mu restore previous iterate: Indicates if the previous iterate should be restored if the monotone
mode is entered.
When the globalization strategy for the adaptive barrier algorithm switches to the monotone mode, it can either
start from the most recent iterate (no), or from the last iterate that was accepted (yes). The default value for
this string option is ”no”.
Possible values:
• no: don’t restore accepted iterate
• yes: restore accepted iterate
barrier tol factor: Factor for mu in barrier stop test.
The convergence tolerance for each barrier problem in the monotone mode is the value of the barrier parameter
times ”barrier tol factor”. This option is also used in the adaptive mu strategy during the monotone mode. (This
is κ ε in the implementation paper). The valid range for this real option is 0 < barrier tol factor < +inf and
its default value is 10.
filter margin fact: Factor determining width of margin for obj-constr-filter adaptive globalization strategy.
When using the adaptive globalization strategy, ”obj-constr-filter”, sufficient progress for a filter entry is defined
as follows: (new obj) ¡ (filter obj) - filter margin fact*(new constr-viol) OR (new constr-viol) ¡ (filter constr-viol)
- filter margin fact*(new constr-viol). For the description of the ”kkt-error-filter” option see ”filter max margin”.
The valid range for this real option is 0 < filter margin fact < 1 and its default value is 1 · 10 −05 .
filter max margin: Maximum width of margin in obj-constr-filter adaptive globalization strategy.
The valid range for this real option is 0 < filter max margin < +inf and its default value is 1.
fixed mu oracle: Oracle for the barrier parameter when switching to fixed mode.
Determines how the first value of the barrier parameter should be computed when switching to the ”monotone
mode” in the adaptive strategy. (Only considered if ”adaptive” is selected for option ”mu strategy”.) The default
value for this string option is ”average compl”.
Possible values:
• probing: Mehrotra’s probing heuristic
• loqo: LOQO’s centrality rule
• quality-function: minimize a quality function
• average compl: base on current average complementarity
mu allow fast monotone decrease: Allow skipping of barrier problem if barrier test is already met.
If set to ”no”, the algorithm enforces at least one iteration per barrier problem, even if the barrier test is already
met for the updated barrier parameter. The default value for this string option is ”yes”.
Possible values:
• no: Take at least one iteration per barrier problem
• yes: Allow fast decrease of mu if barrier test it met