LANCELOT Directives for AMPL

To set these directives, assign a string specifying their values to the AMPL option lancelot_options. For example:

ampl: option lancelot_options 'cauchy=1 timing=1 outlev=1';

Directives:

cauchy    1 = exact Cauchy point, 0 = approx.
ctol      tol. for maxnorm(constraint violation); default 1e-5
firstc    constraint tol. for multiplier estimates; default .1
firstg    projected grad. tol. for multiplier estimates; default .1
groups    1 = find group structure
gtol      tol. for maxnorm(Lagrangian gradient); default 1e-5
imeth     method for solving linear system (default 8):
                1 = CG (no preconditioner)
                2 = diagonal precond. CG
                4 = expanding-band precond. CG
                5 = Munksgaard's precond. CG
                6 = Schnabel-Eskow modified Cholesky precond. CG
                7 = Gill-Murray-Ponceleon-Saunders mod. Chol. precond. CG
                8 = band matrix precond. CG (default)
                11 = multifrontal direct
                12 = modified multifront direct
lincmax   max increment to liwk and lwk
liwk      length of IWK
lwinc     increment to default work-array lengths
lwk       length of WK
maxfwd    # of partials to forward recur; default 5
maxit     maximum iterations; default 1000
mu        initial penalty parameter; default .1
mutol     max. mu value for updating Lagrange multipliers; default .1
objno     objective number (1 = first)
objscale  scale factor for objective
outlev    printing: 0 = none; 1-6 = successively more
pfreq     print every pfreq iterations (default 1)
pstart    iteration to start printing (default 0)
pstop     iteration to stop printing (default 1000000)
qmin      2 = min. quad. model loosely; 1 = tightly
radius    initial trust radius; default -1
sbw       semi-bandwith for preconditioners; default 5
sdkind    Hessians: 0 = anal.; 1 = BFGS, 2 = DFP, 3 = PSB, 4 = SR1
solmsg    1 = echo solution msg, 0 = do not
timing    report I/O and solution times: 1 = stdout, 2 = stderr, 3 = both
trtype    trust-region type: 2 = box, 1 = spherical
wantsol   solution report without -AMPL: sum of
                1 ==> write .sol file
                2 ==> print primal variable values
                4 ==> print dual variable values
                8 ==> do not print solution message