Constraint multipliers step size method

Type

Selection

Range

The settings listed below

Default

Primal

This option determines how the step size will be calculated when updating the constraint multipliers. Possible values are:

  • Primal

  • Bound multipliers

  • Minimum of primal and bound multipliers

  • Maximum of primal and bound multipliers

  • Full

  • Min dual infeasibility

  • Safer min dual infeasibility

  • Primal and full

  • Dual and full

  • Acceptor

Setting ‘Bound multipliers’ is good for LPs.

Setting ‘Full’ implies taking a full step of size one.

Setting ‘Min dual infeasibility’ implies choosing the step size minimizing new dual infeasibility; setting ‘Safer min dual infeasibility’ is the same but with a safeguard.

Setting ‘Primal and full’ means: use the primal step size, and the full step if the step size is smaller than or equal to the value of the option Equality Multipliers Switch Tolerance .

Setting ‘Dual and full’ means: use the dual step size, and the full step if the step size is smaller than or equal to the value of the option Equality Multipliers Switch Tolerance .

Setting ‘Acceptor’ calls LSAcceptor to get the step size.

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