# # U0: multiplier parameter # # The initial vector of multipliers is computed by u0 = U0 * (1,1,...,1) # 1.0E0 # # ----------------------------------------------------------------------------------------- # # P0: multiplier parameter # 1.0E0 # # ----------------------------------------------------------------------------------------- # # MU: restrictions for multiplier update # # By the factor MU the multiplier update (5) is restricted from above and below in the # following way # MU * U(k) < U(k+1) < (1 / MU) * U(k). # 7.0E-1 # # ----------------------------------------------------------------------------------------- # # MU2: restrictions for matrix multiplier update # # By the factor MU the multiplier update (5) is restricted from above and below # MU2 * lambda_min(U(k)) < lambda_min(U(k+1)) and # lambda_max(U(k)) < (1 / MU2) * lambda_max(U(k)). # 1.0E-1 # # ----------------------------------------------------------------------------------------- # # PRECISION: Stopping criterion for outer iteration # # depending on the problem type, the difference of objective values, the feasibility # and the duality gap are taken into account. # 1.0E-7 # # ----------------------------------------------------------------------------------------- # # P_EPS: Lower bound for penalty parameters. # 1.0E-6 # # ----------------------------------------------------------------------------------------- # # U_EPS: Lower bound for norm of multipliers # 1.0E-14 # # ----------------------------------------------------------------------------------------- # # ALPHA: Stop criterion for unconstrained minimization # # The Unconstrained minimization (4) stops, if grad F(X,U,P) < ALPHA or the descent # of the augmented lagrangian in last step is less than min(P_i)*ALPHA. # i # 1.0 # # ----------------------------------------------------------------------------------------- # # ALPHA_UP: update of ALPHA (ALPHA_NEW = ALPHA * ALPHA_UP) # 0.7 # # ----------------------------------------------------------------------------------------- # # ALPHA_MIN: lower bound on ALPHA_NEW # 1.0E-6 # # ----------------------------------------------------------------------------------------- # MAX_OUTER_ITER: maximal outer iterations # # The PBM method stops after maximal PBM_MAX_ITER iterations. # 50 # # ----------------------------------------------------------------------------------------- # # MAX_INNER_ITER: maximal inner iterations # # The Unconstrained minimization (4) stops after maximal UM_MAX_ITER iterations. # 100 # # ----------------------------------------------------------------------------------------- # # OUTPUT: Outputlevel # # (0) Silent Mode: No output is written to the standard output. # (1) Summary Mode: Only the final result is written to the standard output. # (2) Iteration Mode: After every outer iteration the status is written to standard output.. # (3) Verbose Mode: After every iteration result the current status is written to the standard output. # 2 # #----------------------------------------------------------------------------------------- # # CHECKDENSITY: sparse/dense data handling of hessian # # (0) Automatic # (1) Dense # 0 # # #----------------------------------------------------------------------------------------- # # USELS: Use Linesearch ? # # (0) No # (1) Yes # 0 # # #----------------------------------------------------------------------------------------- # # XOUT: Write primal solution to file 'x.dat' ? # # (0) No # (1) Yes # 0 # # #----------------------------------------------------------------------------------------- # # UOUT: Write dual solution to file 'u.dat' ? # # (0) No # (1) Yes # 0 # # #----------------------------------------------------------------------------------------- # # USECG: Use Conjugate Gradient approach instead of Colesky for solution of linear systems ? # # (0) No (Cholesky is used) # (1) CG with exact Hessian # (2) CG with approximated Hessian # 0 # # #----------------------------------------------------------------------------------------- # # CG_TOL_DIR: Stopping criterion for conjugate gradient algorithm # # 5.0e-2 # # #----------------------------------------------------------------------------------------- # # PRECTYPE: Which preconditioner for CG ? (If USECG=2, only values 0-2 are accepted) # # (0) No # (1) diagonal # (2) LBFGS # (3) approximate inverse # (4) SGS # 1 # # #----------------------------------------------------------------------------------------- # # DIMACS: Print Dimacs error measures ? # # (0) No # (1) Yes # 1 # # #-----------------------------------------------------------------------------------------