Bound multipliers initialization method

Type

Selection

Range

The settings listed below

Default

Constant

This option defines how the iterates for the bound multipliers are initialized. Possible values are:

• Constant

• Mu-based

If ‘Constant’ is chosen then all bound multipliers are initialized to the value of the option Initial Value for Bound Multipliers . If ‘Mu-based’ is chosen then each value is initialized to the the value of the option Barrier Parameter Initial Value divided by the corresponding slack variable. This latter option might be useful if the starting point is close to the optimal solution.

Learn more about

• Barrier parameter initial value

• Initial value for bound multipliers