GAMS — The Solver Manuals - Available Software

98 COIN-OR
quality function balancing term: The balancing term included in the quality function for centrality.
This determines whether a term is added to the quality function that penalizes situations where the complementarity
is much smaller than dual and primal infeasibilities. (Only used if option ”mu oracle” is set to ”qualityfunction”.)
The default value for this string option is ”none”.
Possible values:
• none: no balancing term is added
• cubic: Max(0,Max(dual inf,primal inf)-compl) 3
quality function centrality: The penalty term for centrality that is included in quality function.
This determines whether a term is added to the quality function to penalize deviation from centrality with respect
to complementarity. The complementarity measure here is the xi in the Loqo update rule. (Only used if option
”mu oracle” is set to ”quality-function”.) The default value for this string option is ”none”.
Possible values:
• none: no penalty term is added
• log: complementarity * the log of the centrality measure
• reciprocal: complementarity * the reciprocal of the centrality measure
• cubed-reciprocal: complementarity * the reciprocal of the centrality measure cubed
quality function max section steps: Maximum number of search steps during direct search procedure determining
the optimal centering parameter.
The golden section search is performed for the quality function based mu oracle. (Only used if option ”mu oracle”
is set to ”quality-function”.) The valid range for this integer option is 0 ≤ quality function max section steps
and its default value is 8.
quality function norm type: Norm used for components of the quality function.
(Only used if option ”mu oracle” is set to ”quality-function”.) The default value for this string option is ”2-normsquared”.
Possible values:
• 1-norm: use the 1-norm (abs sum)
• 2-norm-squared: use the 2-norm squared (sum of squares)
• max-norm: use the infinity norm (max)
• 2-norm: use 2-norm
quality function section qf tol: Tolerance for the golden section search procedure determining the optimal
centering parameter (in the function value space).
The golden section search is performed for the quality function based mu oracle. (Only used if option ”mu oracle”
is set to ”quality-function”.) The valid range for this real option is 0 ≤ quality function section qf tol < 1
and its default value is 0.
quality function section sigma tol: Tolerance for the section search procedure determining the optimal centering
parameter (in sigma space).
The golden section search is performed for the quality function based mu oracle. (Only used if option ”mu oracle”
is set to ”quality-function”.) The valid range for this real option is 0 ≤ quality function section sigma tol <
1 and its default value is 0.01.