uno.options

##### termination #####
# (tight) tolerance
tolerance 1e-8

# loose tolerance used if tight tolerance cannot be reached
loose_tolerance 1e-6

# number of iterations during which the loose tolerance is monitored
loose_tolerance_consecutive_iteration_threshold 15

# maximum outer iterations
max_iterations 2000

# CPU time limit (in seconds)
time_limit inf

# print optimal solution (yes|no)
print_solution no

# threshold on objective to declare unbounded NLP
unbounded_objective_threshold -1e20

# enforce linear constraints at the initial point (yes|no)
enforce_linear_constraints no

# statistics table
statistics_print_header_every_iterations 15

statistics_major_column_order 1
statistics_minor_column_order 2
statistics_penalty_parameter_column_order 5
statistics_barrier_parameter_column_order 8
statistics_SOC_column_order 9
statistics_TR_radius_column_order 10
statistics_LS_step_length_column_order 10
statistics_restoration_phase_column_order 20
statistics_regularization_column_order 21
statistics_funnel_width_column_order 25
statistics_step_norm_column_order 31
statistics_objective_column_order 100
statistics_primal_feasibility_column_order 101
statistics_dual_feasibility_column_order 102
statistics_stationarity_column_order 104
statistics_complementarity_column_order 105
statistics_status_column_order 200

##### ingredients #####
# default constraint relaxation strategy (feasibility_restoration|l1_relaxation)
constraint_relaxation_strategy feasibility_restoration

# default subproblem (QP|LP|primal_dual_interior_point)
subproblem QP

# default globalization strategy (l1_merit|fletcher_filter_method|waechter_filter_method)
globalization_strategy fletcher_filter_method

# default globalization mechanism (TR|LS)
globalization_mechanism TR

##### main options #####
# logging level (SILENT|DISCRETE|WARNING|INFO|DEBUG|DEBUG2|DEBUG3)
logger INFO

# Hessian model (exact|BFGS)
hessian_model exact

# sparse matrix format (COO|CSC)
sparse_format COO

# scale the functions (yes|no)
scale_functions no

function_scaling_threshold 100

# factor scaling
function_scaling_factor 100

# scale the errors with respect to the current point (yes|no)
scale_residuals yes

# enforce the linear constraints at the initial point (yes|no)
enforce_linear_constraints no

# norm of the progress measures (L1|L2|INF)
progress_norm L1

# norm of the primal-dual residuals (L1|L2|INF)
residual_norm INF

residual_scaling_threshold 100.

protect_actual_reduction_against_roundoff no

##### solvers #####
# default QP solver (BQPD)
QP_solver BQPD

# default LP solver (BQPD)
LP_solver BQPD

# default linear solver (MA57|MUMPS)
linear_solver MA57

##### strategy options #####
armijo_decrease_fraction 1e-4
armijo_tolerance 1e-9

##### switching method options #####
switching_delta 0.999
switching_infeasibility_exponent 2

##### filter method options #####
# filter type (standard|nonmonotone)
filter_type standard

filter_beta 0.999
filter_gamma 0.001
filter_ubd 1e2
filter_fact 1.25

filter_capacity 50

# used by Waechter filter method
filter_sufficient_infeasibility_decrease_factor 0.9

# nonmonotone filter strategy
nonmonotone_filter_number_dominated_entries 3

##### funnel options #####
# funnel options
funnel_kappa 0.5
funnel_beta 0.9999
funnel_gamma 0.001
funnel_ubd 1.0
funnel_fact 1.5
funnel_update_strategy 1

funnel_require_acceptance_wrt_current_iterate no

##### line search options #####
# backtracking ratio
LS_backtracking_ratio 0.5

# minimum step length
LS_min_step_length 1e-12

# regularization failure threshold
regularization_failure_threshold 1e40

# Hessian regularization: initial value
regularization_initial_value 1e-4

regularization_increase_factor 2

# regularization of augmented system
primal_regularization_initial_factor 1e-4
dual_regularization_fraction 1e-8

primal_regularization_lb 1e-20
primal_regularization_decrease_factor 3.
primal_regularization_fast_increase_factor 100.
primal_regularization_slow_increase_factor 8.
threshold_unsuccessful_attempts 8

# use the primal-dual and dual step lengths to scale the dual directions when assembling the trial iterate
LS_scale_duals_with_step_length yes

##### trust region options #####
# initial trust region radius
TR_radius 10.

# TR radius increase factor
TR_increase_factor 2

# TR radius decrease factor
TR_decrease_factor 2

# TR aggressive radius decrease factor
TR_aggressive_decrease_factor 4

# tolerance in TR constraint activity
TR_activity_tolerance 1e-6

# minimum TR radius
TR_min_radius 1e-7

# threshold below which the TR radius is reset
TR_radius_reset_threshold 1e-4

# force QP convexification when in a trust-region setting
convexify_QP false

##### constraint relaxation options #####
##### l1 relaxation options #####
# initial value of the penalty parameter
l1_relaxation_initial_parameter 1.

# use a fixed parameter (yes|no)
l1_relaxation_fixed_parameter no

# decrease (multiplicative) factor of penalty parameter
l1_relaxation_decrease_factor 10.

# epsilon constants in Byrd's article
l1_relaxation_epsilon1 0.1
l1_relaxation_epsilon2 0.1

l1_relaxation_residual_small_threshold 1e-12

# coefficient of constraint violation
l1_constraint_violation_coefficient 1

# threshold for determining if duals have a zero norm
l1_small_duals_threshold 1e-10

##### feasibility restoration options #####
# test linearized feasibility when switching back to the optimality phase
switch_to_optimality_requires_linearized_feasibility yes

##### barrier subproblem options #####
barrier_initial_parameter 0.1
barrier_default_multiplier 1
# Ipopt parameters
barrier_tau_min 0.99
barrier_k_sigma 1e10
barrier_smax 100
barrier_k_mu 0.2
barrier_theta_mu 1.5
barrier_k_epsilon 10
barrier_update_fraction 10
barrier_regularization_exponent 0.25
barrier_small_direction_factor 10.
barrier_push_variable_to_interior_k1 1e-2
barrier_push_variable_to_interior_k2 1e-2
barrier_damping_factor 1e-5
least_square_multiplier_max_norm 1e3

##### BQPD options #####
BQPD_print_subproblem no
BQPD_kmax 500

##### AMPL options #####
AMPL_write_solution_to_file yes