|
1 | | -primal_tolerance |
2 | | -dual_tolerance |
3 | | -loose_primal_tolerance |
4 | | -loose_dual_tolerance |
5 | | -loose_tolerance_iteration_threshold |
6 | | -max_iterations |
7 | | -time_limit |
8 | | -print_solution |
9 | | -unbounded_objective_threshold |
10 | | -logger |
11 | | -constraint_relaxation_strategy |
12 | | -inequality_handling_method |
13 | | -globalization_mechanism |
14 | | -globalization_strategy |
15 | | -hessian_model |
16 | | -inertia_correction_strategy |
17 | | -progress_norm |
18 | | -residual_norm |
19 | | -residual_scaling_threshold |
20 | | -protect_actual_reduction_against_roundoff |
21 | | -protected_actual_reduction_macheps_coefficient |
22 | | -print_subproblem |
23 | | -armijo_decrease_fraction |
24 | | -armijo_tolerance |
25 | | -switching_delta |
26 | | -switching_infeasibility_exponent |
27 | | -sufficient_infeasibility_decrease_ratio |
28 | | -filter_type |
29 | | -filter_beta |
30 | | -filter_gamma |
31 | | -filter_ubd |
32 | | -filter_fact |
33 | | -filter_capacity |
34 | | -filter_sufficient_infeasibility_decrease_factor |
35 | | -funnel_kappa |
36 | | -funnel_beta |
37 | | -funnel_gamma |
38 | | -funnel_ubd |
39 | | -funnel_fact |
40 | | -funnel_update_strategy |
41 | | -funnel_require_acceptance_wrt_current_iterate |
42 | | -LS_backtracking_ratio |
43 | | -LS_min_step_length |
44 | | -LS_scale_duals_with_step_length |
45 | | -quasi_newton_memory_size |
46 | | -LBFGS_delta_upper_bound |
47 | | -LSR1_pivot_max_magnitude |
48 | | -regularization_failure_threshold |
49 | | -regularization_increase_factor |
50 | | -primal_regularization_initial_factor |
51 | | -dual_regularization_fraction |
52 | | -primal_regularization_lb |
53 | | -primal_regularization_decrease_factor |
54 | | -primal_regularization_fast_increase_factor |
55 | | -primal_regularization_slow_increase_factor |
56 | | -threshold_unsuccessful_attempts |
57 | | -TR_radius |
58 | | -TR_increase_factor |
59 | | -TR_decrease_factor |
60 | | -TR_aggressive_decrease_factor |
61 | | -TR_activity_tolerance |
62 | | -TR_min_radius |
63 | | -TR_radius_reset_threshold |
64 | | -switch_to_optimality_requires_linearized_feasibility |
65 | | -l1_constraint_violation_coefficient |
66 | | -barrier_initial_parameter |
67 | | -barrier_default_multiplier |
68 | | -barrier_tau_min |
69 | | -barrier_k_sigma |
70 | | -barrier_k_mu |
71 | | -barrier_theta_mu |
72 | | -barrier_k_epsilon |
73 | | -barrier_update_fraction |
74 | | -barrier_regularization_exponent |
75 | | -barrier_small_direction_factor |
76 | | -barrier_push_variable_to_interior_k1 |
77 | | -barrier_push_variable_to_interior_k2 |
78 | | -barrier_damping_factor |
79 | | -barrier_small_infeasibility_factor |
80 | | -least_square_multiplier_max_norm |
81 | | -BQPD_kmax_heuristic |
82 | | -QP_solver |
83 | | -LP_solver |
84 | | -linear_solver |
85 | | -preset "filtersqp" |
86 | | - |
87 | | - /** termination **/ |
88 | | - // primal tolerance (constraint violation) |
89 | | - options.set_double("primal_tolerance", 1e-8); |
90 | | - // dual tolerance (stationarity and complementarity) |
91 | | - options.set_double("dual_tolerance", 1e-8); |
92 | | - // loose tolerance used if primal tolerance cannot be reached |
93 | | - options.set_double("loose_primal_tolerance", 1e-6); |
94 | | - // loose tolerance used if dual tolerance cannot be reached |
95 | | - options.set_double("loose_dual_tolerance", 1e-6); |
96 | | - // number of iterations during which the loose tolerance is monitored |
97 | | - options.set_integer("loose_tolerance_iteration_threshold", 15); |
98 | | - // maximum outer iterations |
99 | | - options.set_integer("max_iterations", 2000); |
100 | | - // CPU time limit (in seconds) |
101 | | - options.set_double("time_limit", INF<double>); |
102 | | - // print optimal solution (yes|no) |
103 | | - options.set_bool("print_solution", false); |
104 | | - // threshold on objective to declare unbounded NLP |
105 | | - options.set_double("unbounded_objective_threshold", -1e20); |
106 | | - |
107 | | - /** main options **/ |
108 | | - // logging level (SILENT|DISCRETE|WARNING|INFO|DEBUG|DEBUG2|DEBUG3) |
109 | | - options.set_string("logger", "INFO"); |
110 | | - // Hessian model (exact|LBFGS|identity|zero) |
111 | | - options.set_string("hessian_model", "exact"); |
112 | | - options.set_string("inertia_correction_strategy", "primal"); |
113 | | - // norm of the progress measures (L1|L2|INF) |
114 | | - options.set_string("progress_norm", "L1"); |
115 | | - // norm of the primal-dual residuals (L1|L2|INF) |
116 | | - options.set_string("residual_norm", "INF"); |
117 | | - options.set_double("residual_scaling_threshold", 100.); |
118 | | - options.set_bool("protect_actual_reduction_against_roundoff", false); |
119 | | - options.set_double("protected_actual_reduction_macheps_coefficient", 10.); |
120 | | - options.set_bool("print_subproblem", false); |
121 | | - |
122 | | - /** globalization strategy options **/ |
123 | | - options.set_double("armijo_decrease_fraction", 1e-4); |
124 | | - options.set_double("armijo_tolerance", 1e-9); |
125 | | - |
126 | | - /** switching method options **/ |
127 | | - options.set_double("switching_delta", 0.999); |
128 | | - options.set_double("switching_infeasibility_exponent", 2); |
129 | | - |
130 | | - /** merit function options **/ |
131 | | - options.set_double("sufficient_infeasibility_decrease_ratio", 0.9); |
132 | | - |
133 | | - /** filter method options **/ |
134 | | - // filter type (standard) |
135 | | - options.set_string("filter_type", "standard"); |
136 | | - options.set_double("filter_beta", 0.999); |
137 | | - options.set_double("filter_gamma", 0.001); |
138 | | - options.set_double("filter_ubd", 1e2); |
139 | | - options.set_double("filter_fact", 1.25); |
140 | | - options.set_integer("filter_capacity", 50); |
141 | | - // used by Waechter filter method |
142 | | - options.set_double("filter_sufficient_infeasibility_decrease_factor", 0.9); |
143 | | - |
144 | | - /** funnel options **/ |
145 | | - options.set_double("funnel_kappa", 0.5); |
146 | | - options.set_double("funnel_beta", 0.9999); |
147 | | - options.set_double("funnel_gamma", 0.001); |
148 | | - options.set_double("funnel_ubd", 1.0); |
149 | | - options.set_double("funnel_fact", 1.5); |
150 | | - options.set_integer("funnel_update_strategy", 1); |
151 | | - options.set_bool("funnel_require_acceptance_wrt_current_iterate", false); |
152 | | - |
153 | | - /** line search options */ |
154 | | - // backtracking ratio |
155 | | - options.set_double("LS_backtracking_ratio", 0.5); |
156 | | - // minimum step length |
157 | | - options.set_double("LS_min_step_length", 1e-12); |
158 | | - // use the primal-dual and dual step lengths to scale the dual directions when assembling the trial iterate |
159 | | - options.set_bool("LS_scale_duals_with_step_length", true); |
160 | | - |
161 | | - /* quasi-Newton options */ |
162 | | - options.set_integer("quasi_newton_memory_size", 6); |
163 | | - options.set_double("LBFGS_delta_upper_bound", 10.); |
164 | | - options.set_double("LSR1_pivot_max_magnitude", 1e-7); |
165 | | - |
166 | | - /** regularization options **/ |
167 | | - // regularization failure threshold |
168 | | - options.set_double("regularization_failure_threshold", 1e40); |
169 | | - // Hessian regularization: initial value |
170 | | - options.set_double("primal_regularization_initial_factor", 1e-4); |
171 | | - options.set_double("regularization_increase_factor", 2); |
172 | | - // regularization of augmented system |
173 | | - options.set_double("dual_regularization_fraction", 1e-8); |
174 | | - options.set_double("primal_regularization_lb", 1e-20); |
175 | | - options.set_double("primal_regularization_decrease_factor", 3.); |
176 | | - options.set_double("primal_regularization_fast_increase_factor", 100.); |
177 | | - options.set_double("primal_regularization_slow_increase_factor", 8.); |
178 | | - options.set_integer("threshold_unsuccessful_attempts", 8); |
179 | | - |
180 | | - /** trust region options **/ |
181 | | - // initial trust region radius |
182 | | - options.set_double("TR_radius", 10.); |
183 | | - // TR radius increase factor |
184 | | - options.set_double("TR_increase_factor", 2); |
185 | | - // TR radius decrease factor |
186 | | - options.set_double("TR_decrease_factor", 2); |
187 | | - // TR aggressive radius decrease factor |
188 | | - options.set_double("TR_aggressive_decrease_factor", 4); |
189 | | - // tolerance in TR constraint activity |
190 | | - options.set_double("TR_activity_tolerance", 1e-6); |
191 | | - // minimum TR radius |
192 | | - options.set_double("TR_min_radius", 1e-12); |
193 | | - // threshold below which the TR radius is reset |
194 | | - options.set_double("TR_radius_reset_threshold", 1e-4); |
195 | | - |
196 | | - /** feasibility restoration options **/ |
197 | | - // test linearized feasibility when switching back to the optimality phase |
198 | | - options.set_bool("switch_to_optimality_requires_linearized_feasibility", true); |
199 | | - options.set_double("l1_constraint_violation_coefficient", 1); |
200 | | - |
201 | | - /** barrier subproblem options **/ |
202 | | - options.set_string("barrier_function", "log"); |
203 | | - options.set_double("barrier_initial_parameter", 0.1); |
204 | | - options.set_double("barrier_default_multiplier", 1); |
205 | | - // Ipopt parameters |
206 | | - options.set_double("barrier_tau_min", 0.99); |
207 | | - options.set_double("barrier_k_sigma", 1e10); |
208 | | - options.set_double("barrier_k_mu", 0.2); |
209 | | - options.set_double("barrier_theta_mu", 1.5); |
210 | | - options.set_double("barrier_k_epsilon", 10); |
211 | | - options.set_double("barrier_update_fraction", 10); |
212 | | - options.set_double("barrier_regularization_exponent", 0.25); |
213 | | - options.set_double("barrier_small_direction_factor", 10.); |
214 | | - options.set_double("barrier_push_variable_to_interior_k1", 1e-2); |
215 | | - options.set_double("barrier_push_variable_to_interior_k2", 1e-2); |
216 | | - options.set_double("barrier_damping_factor", 1e-5); |
217 | | - options.set_double("barrier_small_infeasibility_factor", 1e-4); |
218 | | - options.set_double("least_square_multiplier_max_norm", 1e3); |
219 | | - |
220 | | - /** BQPD options **/ |
221 | | - options.set_string("BQPD_kmax_heuristic", "filtersqp"); |
| 1 | +# these are the Uno default options |
| 2 | +BQPD_kmax_heuristic filtersqp |
| 3 | +LBFGS_delta_upper_bound 10 |
| 4 | +LP_solver BQPD |
| 5 | +LSR1_pivot_max_magnitude 1e-07 |
| 6 | +LS_backtracking_ratio 0.5 |
| 7 | +LS_min_step_length 1e-12 |
| 8 | +LS_scale_duals_with_step_length true |
| 9 | +QP_solver BQPD |
| 10 | +TR_activity_tolerance 1e-06 |
| 11 | +TR_aggressive_decrease_factor 4 |
| 12 | +TR_decrease_factor 2 |
| 13 | +TR_increase_factor 2 |
| 14 | +TR_min_radius 1e-12 |
| 15 | +TR_radius 10 |
| 16 | +TR_radius_reset_threshold 0.0001 |
| 17 | +armijo_decrease_fraction 0.0001 |
| 18 | +armijo_tolerance 1e-09 |
| 19 | +barrier_damping_factor 1e-05 |
| 20 | +barrier_default_multiplier 1 |
| 21 | +barrier_initial_parameter 0.1 |
| 22 | +barrier_k_epsilon 10 |
| 23 | +barrier_k_mu 0.2 |
| 24 | +barrier_k_sigma 1e+10 |
| 25 | +barrier_push_variable_to_interior_k1 0.01 |
| 26 | +barrier_push_variable_to_interior_k2 0.01 |
| 27 | +barrier_regularization_exponent 0.25 |
| 28 | +barrier_small_direction_factor 10 |
| 29 | +barrier_small_infeasibility_factor 0.0001 |
| 30 | +barrier_tau_min 0.99 |
| 31 | +barrier_theta_mu 1.5 |
| 32 | +barrier_update_fraction 10 |
| 33 | +constraint_relaxation_strategy feasibility_restoration |
| 34 | +dual_regularization_fraction 1e-08 |
| 35 | +dual_tolerance 1e-06 |
| 36 | +filter_beta 0.999 |
| 37 | +filter_capacity 50 |
| 38 | +filter_fact 1.25 |
| 39 | +filter_gamma 0.001 |
| 40 | +filter_sufficient_infeasibility_decrease_factor 0.9 |
| 41 | +filter_type standard |
| 42 | +filter_ubd 100 |
| 43 | +funnel_beta 0.9999 |
| 44 | +funnel_fact 1.5 |
| 45 | +funnel_gamma 0.001 |
| 46 | +funnel_kappa 0.5 |
| 47 | +funnel_require_acceptance_wrt_current_iterate false |
| 48 | +funnel_ubd 1 |
| 49 | +funnel_update_strategy 1 |
| 50 | +globalization_mechanism TR |
| 51 | +globalization_strategy fletcher_filter_method |
| 52 | +hessian_model exact |
| 53 | +inequality_handling_method inequality_constrained |
| 54 | +inertia_correction_strategy none |
| 55 | +l1_constraint_violation_coefficient 1 |
| 56 | +least_square_multiplier_max_norm 1000 |
| 57 | +linear_solver MA57 |
| 58 | +logger INFO |
| 59 | +loose_dual_tolerance 1e-06 |
| 60 | +loose_primal_tolerance 1e-06 |
| 61 | +loose_tolerance_iteration_threshold 15 |
| 62 | +max_iterations 2000 |
| 63 | +primal_regularization_decrease_factor 3 |
| 64 | +primal_regularization_fast_increase_factor 100 |
| 65 | +primal_regularization_initial_factor 0.0001 |
| 66 | +primal_regularization_lb 1e-20 |
| 67 | +primal_regularization_slow_increase_factor 8 |
| 68 | +primal_tolerance 1e-06 |
| 69 | +print_solution true |
| 70 | +print_subproblem false |
| 71 | +progress_norm L1 |
| 72 | +protect_actual_reduction_against_roundoff false |
| 73 | +protected_actual_reduction_macheps_coefficient 10 |
| 74 | +quasi_newton_memory_size 6 |
| 75 | +regularization_failure_threshold 1e+20 |
| 76 | +regularization_increase_factor 2 |
| 77 | +residual_norm L2 |
| 78 | +residual_scaling_threshold 100 |
| 79 | +sufficient_infeasibility_decrease_ratio 0.9 |
| 80 | +switch_to_optimality_requires_linearized_feasibility true |
| 81 | +switching_delta 0.999 |
| 82 | +switching_infeasibility_exponent 2 |
| 83 | +threshold_unsuccessful_attempts 8 |
| 84 | +time_limit inf |
| 85 | +unbounded_objective_threshold -1e+20 |
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