Value used for determining if rows in the LDL’ factorization should be exchanged. A higher value improves stability.
1e-6
progress_tol
Minimum change in objective function to consider it progress
1e-6
cycle_tol
Allowed number of iterations without progress before terminating
10
iter_limit
Maximum number of iterations before terminating
1000
fval_bound
Maximum allowed objective function value. The solver terminates if the dual objective exceeds this value (since it is a lower bound of the optimal value).
1e30
eps_prox
Regularization parameter used for proximal-point iterations (0 means that no proximal-point iterations are performed)
0
eta_prox
Tolerance that determines if a fix-point has been reached during proximal-point iterations
1e-6
rho_soft
Weight used for soft constraints (higher enables more violations)
1e-3
rel_subopt
Allowed relative suboptimality in branch and bound
0
abs_subopt
Allowed absolute suboptimality in branch and bound
0
Exit flags
Value
Status
2
Soft optimal
1
Optimal
-1
Infeasible
-2
Cycling detected
-3
Unbounded problem
-4
Iteration limit reached
-5
Nonconvex problem
-6
Initial working set overdetermined
Constraint classification
The type of a constraint is classified through an integer value (called sense), where the bits in this integer encode different properties:
Value
Classification
Description
1
Active
The constraint should be imposed as an equality at the start
2
Lower
Determine which of the lower and upper bound is imposed when active
4
Immutable
Disallow the constraint to be activated/deactivated
8
Soft
The constraint should be softened
16
Binary
Either the upper or lower bound should hold with equality
These flags can be combined through addition. For example, if we want to encode equality constraints in our problem we would mark these as active and immutable, that is, with sense 1+4=5.