BARSTEPSTOP

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BARSTEPSTOP

Description

Newton barrier: A convergence parameter, representing the minimal step size. On each iteration of the barrier algorithm, a step is taken along a computed search direction. If that step size is smaller than BARSTEPSTOP, the Optimizer will terminate and return the current solution.

Type

Double

Default value

1.0E-10

Notes

If the barrier method is making small improvements on BARGAPSTOP on later iterations, it may be better to set this value higher, to return a solution after a close approximation to the optimum has been found.

Affects routines

XPRSmaxim (MAXIM), XPRSminim (MINIM).

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Description	Newton barrier: A convergence parameter, representing the minimal step size. On each iteration of the barrier algorithm, a step is taken along a computed search direction. If that step size is smaller than BARSTEPSTOP, the Optimizer will terminate and return the current solution.
Type	Double
Default value	1.0E-10
Notes	If the barrier method is making small improvements on BARGAPSTOP on later iterations, it may be better to set this value higher, to return a solution after a close approximation to the optimum has been found.
Affects routines	XPRSmaxim (MAXIM), XPRSminim (MINIM).