centering_parameter
Controls how closely the algorithm should follow the “central path”
Specification
Alias: None
Arguments: REAL
Default: Merit function dependent: 0.2 (el_bakry), 0.2 (argaez_tapia), 0.1 (van_shanno)
Description
The centering_parameter specification is a parameter (between 0 and
1) that controls how closely the algorithm should follow the “central
path”.
See [Wri97] for the definition of central
path. The larger the value, the more closely the algorithm follows the
central path, which results in small steps. A value of 0 indicates
that the algorithm will take a pure Newton step. Default values are
.2, .2, and .1 for the el_bakry, argaez_tapia, and van_shanno
merit functions, respectively.
