Specs file checklist and defaults

The following example SPECS file shows all valid keywords and their default values.  The keywords are grouped according to the function they perform.

Some of the default values depend on e, the relative precision of the machine being used.  The values given here correspond to double-precision arithmetic on most current machines (e 2.22 x 10-16).  Similar values would apply to any machine having about 15 decimal digits of precision.

 

BEGIN checklist of SPECS file parameters and their default values

 

*

Printing

 

 

 

 

Major print level

1

*

1-line major iteration log

 

Minor print level

0

*

no minor iteration log

 

Print file

9

*

 

 

Summary file

6

*

typically the screen

 

Print frequency

1

*

minor iterations log on PRINT file

 

Summary frequency

1

*

minor iterations log on SUMMARY file

 

Solution

Yes

*

on the PRINT file

*

Suppress options listing

 

*

default: options are listed

 

*

Convergence Tolerances

 

  

 

 

Major feasibility tolerance

1.0e-6

*

target nonlinear constraint violation

 

Major optimality  tolerance

1.0e-6

*

target complementarity gap

 

Minor feasibility tolerance

1.0e-6

*

 

 

Minor optimality  tolerance

1.0e-6

*

typically the screen

 

*

Derivative checking

   

  

 

 

Verify level

0

*

cheap check on gradients

 

Start objective  check at col

1

*

 

 

Stop  objective  check at col

n1

*

 

 

Start constraint check at col

1

*

 

 

Stop  constraint check at col

n1

*

 

 

*

Scaling

   

  

 

 

Scale option

1

*

linear constraints and variables

 

Scale tolerance

0.9

*

 

*

Scale Print

 

*

default: scales are not printed

 

*

Other Tolerances

 

  

 

 

Crash tolerance

0.1

*

 

 

Linesearch tolerance

0.9

*

smaller for more accurate search

 

LU factor tolerance

10.0

*

limits size of multipliers in L

 

LU update tolerance

10.0

*

the same during updates

 

LU singularity tolerance

2.0e-6

*

 

 

Pivot tolerance

3.7e-11

*

e 2/3

 

*

QP subproblems

 

 

 

 

Crash option

0

*

all slack initial basis

 

Elastic weight

100.0

*

used only during elastic mode

 

Iterations limit

10000

*

or 20m if that is more

 

Partial price

1

*

the same during updates

 

*

SQP method

 

 

 

 

Minimize

 

*

(opposite of Maximize)

*

Feasible point

 

*

(alternative to Max or Min)

*

Feasible Exit

 

*

(get feasible before exiting)

 

Major iterations limit            

1000

*

or m if that is more

 

Minor iterations limit

500

*

or 3m if that is more

 

Major step limit

2.0

*

 

 

Superbasics limit

500

*

or n1+1 if that is less

 

Reduced Hessian dimension

50

*

or Superbasics limit

 

Derivative level

3

*

assumes all gradients are known

 

Derivative linesearch    

 

*

 

 

Function precision

3.0e-13

*

e 0.8 (almost full accuracy)

 

Difference interval

5.5e-7

*

(Function precision)1/2

 

Central difference interval

6.7e-5

*

(Function precision)1/3

 

Violation limit

10.0

*

unscaled constraint violation limit

 

Unbounded step size

1.0e+18

*

 

 

Unbounded objective

1.0e+15

*

 

 

*

Hessian approximation

 

 

 

 

Hessian

Full memory

 *

default if n 75

 

Hessian

Limited memory

 *

default if n > 75

 

Hessian frequency       

999999

 *

for full Hessian (never reset)

 

Hessian updates    

20

 *

for limited memory Hessian

 

Hessian flush  

999999

 *

no flushing

 

*

Frequencies

 

 

 

 

Check frequency

60

*

test row residuals ||Ax - s||

 

Expand frequency   

10000

*

for anti-cycling procedure

 

Factorization frequency

50

*

100 for LPs

 

Save frequency 

100

*

save basis map

 

*

BASIS files

 

 

 

 

OLD BASIS file

0

*

input basis map

 

NEW BASIS file

0

*

output basis map

 

BACKUP BASIS file  

0

*

output basis map

 

INSERT file

0

*

input in industry format

 

PUNCH file

0

*

output INSERT data

 

LOAD file

0

*

input names and values

 

DUMP file

0

*

output LOAD data

 

SOLUTION file 

0

*

different from printed solution

 

*

Partitions of cw, iw, rw

 

  

 

 

Total character workspace

lencw

*

 

 

Total integer workspace

leniw

*

 

 

Total real workspace

lenrw

*

 

 

User character workspace

500

*

  

 

User integer workspace

500

*

 

 

User real workspace

500

*

 

End of SPECS file checklist