Linear decrease factor barrier parameter

Type

Floating point number

Range

[0,1]

Default

0.2

This option determines the linear decrease rate of the barrier parameter. For the Fiacco-McCormick update procedure the new barrier parameter (mu) is obtained by taking the minimum of mu*v and w, where v denotes the value of this option and w denotes the value of the option Superlinear Decrease Rate Barrier Parameter .

This option is also used in the adaptive barrier parameter strategy during the monotone mode.

Learn more about

• Barrier parameter update strategy

• Superlinear decrease rate barrier parameter