MinConNLPBindingThreshold Property |
Namespace: Imsl.Math
Exception | Condition |
---|---|
ArgumentException | is thrown if BindingThreshold is less than or equal to 0.0 |
In the initial phase of minimization a constraint is considered binding if
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.