Reduced Hessian Dimension
- Type
Integer
- Range
{-1..1000000}
- Default
-1
This option specifies that an i × i triangular matrix R is to be available for use by the QP Cholesky solver (to define the reduced Hessian according to RTR = ZTHZ). The value of i affects when QP solver CG is activated.
The default value of -1 is special; in that case the reduced Hessian dimension is set equal to the number of nonlinear variables plus 1 (but will never be larger than 2000).
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