Expand description
Solver configuration parameters.
SolverOptions controls simplex and IPM solver behaviour: tolerances,
iteration limits, refactorisation frequency, and algorithm selection.
§Solver-specific options
IPM-specific parameters live in IpmOptions, accessed via
SolverOptions::ipm.
Structs§
- Global
Optimization Config - Spatial Branch-and-Bound config for global QP optimisation.
- IpmOptions
- IPM (interior-point method) solver options.
- LpWarm
Start - Extended LP warm-start.
- MipConfig
- MILP/MIQP branch-and-bound config.
- Multi
Start Config - Multi-start local search user-facing config.
- Options
Error - Error returned when option values fail validation.
- QpWarm
Start - QP IP-PMM interior-point warm-start data.
- Solver
Options - Solver configuration.
- Warm
Start Basis - Basis information for warm-starting simplex.
Enums§
- Branching
Strategy - Branching strategy for spatial B&B.
- Dual
Pricing - Dual simplex leaving (depart) strategy.
- MipBranching
- MILP/MIQP branching variable selection strategy.
- Simplex
Method - Simplex algorithm selection.
- Start
Strategy - Multi-start sampling strategy.
- Tolerance
- Convergence accuracy level. Abstracts
ipm.eps; the solver derives its internal threshold from this enum and ignoresipm.eps.
Constants§
- DEFAULT_
CLAMP_ TOL - Default clamp threshold for micro-values in solver output.
- DEFAULT_
GLOBAL_ GAP_ TOL - Defaults for
GlobalOptimizationConfig. - DEFAULT_
GLOBAL_ MAX_ DEPTH - DEFAULT_
GLOBAL_ MAX_ NODES - DEFAULT_
INTEGER_ FEAS_ TOL - DEFAULT_
IPM_ DELTA_ INIT - Default initial proximity regularisation for
IpmOptions::delta_p_initandIpmOptions::delta_d_init. - DEFAULT_
IPM_ DELTA_ MIN - Default proximity regularisation lower bound for
IpmOptions::delta_min. - DEFAULT_
IPM_ EPS - Default convergence tolerance for
IpmOptions::eps. - DEFAULT_
IPM_ MAX_ CORRECTORS - Default Gondzio corrector count (Gondzio 1997, recommended range 2–5).
- DEFAULT_
MIP_ GAP_ TOL - Defaults for
MipConfig. - DEFAULT_
MIP_ MAX_ DEPTH - DEFAULT_
MIP_ MAX_ NODES - DEFAULT_
MULTISTART_ SEED - Default seed for
MultiStartConfig. Fixed non-zero value for deterministic test environments. - TOLERANCE_
FAST_ EPS - IPM eps for
Tolerance::Fast: 100× looser than Medium for faster convergence. - TOLERANCE_
HIGH_ EPS - IPM eps for
Tolerance::High. - TOLERANCE_
MEDIUM_ EPS - IPM eps for
Tolerance::Medium(default).
Functions§
- default_
max_ etas - Auto-compute
max_etasfrom problem size.