Options reference
Parameters can be queried and set through the get_parameter
and set_parameter
functions.
In all that follows, $\epsilon$ refers to the numerical precision, which is given by eps(Tv)
where Tv
is the arithmetic of the current model. For instance, in double-precision arithmetic, i.e., Tv=Float64
, we have $\epsilon \simeq 10^{-16}$.
Tulip.Factory
— TypeFactory{T}
Factory-like struct for passing options to lower-level components.
IPM
Tolerances
Numerical tolerances for the interior-point algorithm.
Parameter | Description | Default |
---|---|---|
TolerancePFeas | Primal feasibility tolerance | $\sqrt{\epsilon}$ |
ToleranceDFeas | Dual feasibility tolerance | $\sqrt{\epsilon}$ |
ToleranceRGap | Relative optimality gap tolerance | $\sqrt{\epsilon}$ |
ToleranceIFeas | Infeasibility tolerance | $\sqrt{\epsilon}$ |
Algorithmic parameters
Parameter | Description | Default |
---|---|---|
BarrierAlgorithm | Interior-point algorithm | 1 |
CorrectionLimit | Maximum number of additional centrality corrections | 5 |
StepDampFactor | Step | 0.9995 |
GammaMin | Minimum value of $\gamma$ for computing correctors | 0.1 |
CentralityOutlierThreshold | Relative threshold for computing extra centrality corrections | 0.1 |
PRegMin | Minimum value of primal regularization | $\sqrt{\epsilon}$ |
DRegMin | Minimum value of dual regularization | $\sqrt{\epsilon}$ |
Stopping criterion
Parameter | Description | Default |
---|---|---|
IterationsLimit | Maximum number of barrier iterations | 100 |
TimeLimit | Time limit, in seconds | Inf |
KKT
Parameter | Description | Default |
---|---|---|
Backend | See KKT backends | KKT.DefaultKKTBackend |
System | See KKT systems | KKT.DefaultKKTSystem |
Linear Algebra
These parameters control the linear algebra implementation
Parameter | Description | Default |
---|---|---|
MatrixFactory | See Factory | Factory(SparseMatrixCSC) |
Presolve
These parameters control the execution of the presolve phase. They should be called as "Presolve_<Param>"
.
Others
Parameter | Description | Default |
---|---|---|
OutputLevel | Controls the solver's output | 0 |
Threads | Maximum number of threads | 1 |
Presolve | Presolve (no presolve if set to ≤ 0) | 1 |