Superlinear decrease rate barrier parameter

Type

Floating point number

Range

[1,2]

Default

1.5

This option determines the superlinear 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 the option Linear Decrease Factor Barrier Parameter and w denotes the value of this option.

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

Learn more about

• Barrier parameter update strategy

• Linear decrease factor barrier parameter