LGO Parameter Options

List of Options

Option Name MPL Name Solver Param ParamNr Type Default Min Max
Operation Mode opmode OpMode 1 list 3 0 3
Global Max Function g_maxfct GMaxFct 2 int -1 -1 MAXINT
Merit Function limit max_nosuc MaxNoSuc 3 int -1 -1 MAXINT
Penulty multiplier penmult PenMult 4 real 100.0 0.0001 MAXREAL
Termination criteria acc_tr AccTr 5 real -MAXREAL -MAXREAL MAXREAL
Target merit function fct_trg FctTrg 6 real -MAXREAL -MAXREAL MAXREAL
Merit function tolerance fi_tol FiTol 7 real 1e-8 1e-8 0.1
Constraint Max violation con_tol ConTol 8 real 1e-8 1e-8 0.1
KKT tolerance kt_tol KtTol 9 real 1e-8 1e-8 0.1
Randon seed irngs IRngs 10 int 0 0 MAXINT
Time limit tlimit TLimit 11 int 600 600 MAXINT
Log frequency logfreq LogFreq 12 int 10000 10000 MAXINT
Function evaluation log userfct UserFct 13 flag 0 0 1
Variable value log usercnt UserCnt 14 int 3 1 MAXINT
Debug status dbgopt DbgOpt 16 flag 0 0 1
Debug model dbgmodel DbgModel 17 flag 0 0 1
Debug tree dbgtree DbgTree 18 flag 0 0 1


Description of Options

Operation Mode

Specifies the algorithm to be used, following possible selections:

Local Search (0) Local search from the given nominal solution without preceding local search (LS).
Brand And Bound (1) Global branch-and-bound search and local search (BB+LS).
Adaptive Random (2) Global adaptive random search and local search (GARS+LS).
Multistart Random (3) Global multistart random search and local search (MS+LS)

Global Max Function

Maximum number of merit function evaluations before termination of globalsearch phase (BB, GARS, or MS). The defualt value of -1 means 500(nvars+nocns). The difficultly of global optimization models varies greatly: for difficult models, g_maxfct can be increased as needed

Merit Function limit

Maximum number of merit function evaluations in global search phase (BB,GARS, or MS) where no improvement is made. Global search terminates upon reaching this limit. The value of -1 uses 100(nvars+ncons). For difficult models, this value can also be increased as needed.

Penulty multiplier

Constraint penalty multiplier. Global search phase merit function is defined as objective + the violated constraints weighted by penmult.

Termination criteria

Global search termination criterion parameter (acceptability threshold). The global search phase (BB, GARS, or MS) ends, if an overall merit function value found in the global search phase is less than acc_tr.

Target merit function

Target merit function value in local search phase.

Merit function tolerance

Local search merit function improvement tolerance.

Constraint Max violation

Maximal admissible constraint violation in local search.

KKT tolerance

Kuhn-Tucker local optimality condition tolerance.

Randon seed

Random number seed. An arbitrary integer value can be used instead of the default 0.

Time limit

Time limit in seconds.

Log frequency

Log output occurs evey logfreq iterations.

Function evaluation log

Boolean option whether to display function evaluations in the log output.

Variable value log

The level of present variable value information displayed in the log output, higher th enumber more variable values are displayed. Only active if userfct is set to 1.

Debug status

Boolean option whether to print out LGO status report in log output.

Debug model

Boolean option whether to display model information in log output.

Debug tree

Boolean option whether to display the evaluation tree in nonlinear MPS format in the log output.


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