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Table 11.5: Summary of the Control Parameters Vector
Index | Description |
1 | specifies the singularity criterion (SINGULAR) |
2 | specifies the initial step length or trust-region radius |
3 | specifies the range for active (violated) constraints (LCEPS) |
4 | specifies the Lagrange multiplier threshold for constraints (LCDEACT) |
5 | specifies a criterion to determine linear dependence of constraints (LCSING) |
6 | specifies the required accuracy of the line-search algorithms (LSPRECISION) |
7 | reduces the line-search step size in successive iterations (DAMPSTEP) |
8 | specifies the number of accurate digits used in evaluating the objective function (FDIGITS) |
9 | specifies the number of accurate digits used in evaluating the nonlinear constraints (CDIGITS) |
10 | specifies a scalar factor for the diagonal of the initial Hessian (DIAHES) |
Subroutine | Update Method | Default value |
NLPCG | All | par[6] = 0.1 |
NLPHQN | DBFGS | par[6] = 0.1 |
NLPHQN | DDFP | par[6] = 0.06 |
NLPNRA | No update | par[6] = 0.9 |
NLPQN | BFGS, DBFGS | par[6] = 0.4 |
NLPQN | DFP, DDFP | par[6] = 0.06 |
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