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Can I tell CONOPT to run the SLP algorithm exclusively?

Answer by Arne Stolbjerg Drud:

The SLP solver inside CONOPT is used to find good search directions by approximately solving a linear approximation to the model in the current point. However, CONOPT uses a linesearch in this direction and uses the final basis from the LP to restore feasibility. This is different from 'classical SLP'. In CONOPT we start from a feasible point and feasibility is restored outside the SLP framework. In classical SLP feasibility and change in objective are handled simultaneously by the SLP.

Or to answer your question: you cannot use the SLP algorithm exclusively - you cannot even control when it is used. This is based on observations of the behavior of your model in previous iterations.

solver/can_i_tell_conopt_to_run_the_slp_algorithm_exclusively.txt · Last modified: 2007/08/10 10:44 (external edit)