BindingThreshold Property

The binding threshold for constraints.

public double BindingThreshold {get; set;}

Property Value

A double scalar value specifying the binding threshold for constraints.

Remarks

In the initial phase of minimization a constraint is considered binding if $\frac{g_i \left( x \right)}{max \left( 1,\|\nabla g_i \left( x \right) \| \right)} \leq \mbox{\it BindingThreshold} \ \ \ \ \ \ i=M_e + 1,\dots,M$

Good values are between .01 and 1.0. If BindingThreshold is chosen too small then identification of the correct set of binding constraints may be delayed. Contrary, if BindingThreshold is too large, then the method will often escape to the full regularized SQP method, using individual slack variables for any active constraint, which is quite costly. For well scaled problems BindingThreshold = 1.0 is reasonable. By default, BindingThreshold is set to .5 * PenaltyBound.

Exceptions

Exception Type	Condition
ArgumentException	is thrown if `BindingThreshold` is less than or equal to 0.0

MinConNLP.BindingThreshold Property

Property Value

Remarks

Exceptions

See Also