PRODUCTS
L-BFGS-B Directives for AMPL
To set these directives, assign a string specifying their values to the AMPL option lbfgsb_options. For example:
ampl: option lbfgsb_options 'pgtol=1e-06 maxit=50';
Directives:
| Keyword | Value |
|---|---|
| factr | factr * macheps = tolerance for relative change in function values; default 100. |
| iprint | print level: -1 ==> no printing (default) 0 ==> 1 line at last iteration 0 < iprint < 99 ==> f and |proj g| every iprint iterations 100 ==> also changes of active set and final x > 100 ==> details every iteration. |
| m | number of corrections, 3 <= m <= 20 recommended; default = 10. |
| maxfun | maximum function and gradient evaluations (default 2000). |
| maxit | maximum iterations (default 1000). |
| nprob | objective choice: 1 (default) = 1st. |
| outlev | synonym for iprint. |
| pgtol | tolerance for max(|proj g_i|), default 1e-12. |
| wantsol | solution report without -AMPL: sum of 1 ==> write .sol file 2 ==> print variable values 8 ==> do not print solution message |
