Setting CONOPT options, Limit Iterations

3 Setting CONOPT Options

All CONOPT control parameters are possible to set from Matlab .

3.1 Setting options using the CONOPT.options structure

The parameters can be set as subfields in the Prob.CONOPT structure. The following example shows how to set a limit on the maximum number of iterations.

Prob = conAssign(...);              % Setup problem, see help conAssign for more information

Prob.CONOPT.options.LFITER = 10000; % Setting maximum number of iterations

The maximum number of iterations can also be done through the TOMLAB parameter MaxIter :

Prob.optParam.MaxIter = 200;

In the cases where a solver specific parameter has a corresponding TOMLAB general parameter, the latter is used only if the user has not given the solver specific parameter.

A complete description of the available CONOPT parameters can be found in Section 4.0.1.

3.2 Using the CONOPT Options file

CONOPT supports reading parameter settings from a text file named in the field Prob.CONOPT.OptFile. This can be used together with options set in Prob.CONOPT.options , which will override any settings made in the file. To use this feature, simply write a pure text file named for example “conopt.opts” and give the location of this file as Prob.CONOPT.Optsfile .

The format of the CONOPT Options file consists in its simplest form of a number of lines like these:

rtmaxv := 1.e8;
lfnsup := 500;

An optional "set" verb can be added in front of the assignment statements, and the separators “:”, “=”, and “;” are silently ignored, so the first line could also be written as “set rtmaxv 1.e8” or simply "rtmaxv 1.e8". Lower case letters are converted to upper case so the second line could also be written as "LFNSUP := 500;".

The assignment or set statement is used to assign a new value to internal CONOPT variables, so-called CR-Cells. The optional set verb, the name of the CR-Cell, and the value must be separated by blanks, tabs, commas, colons, and/or equal signs.

The value must be written using legal Fortran format with a maximum of 10 characters, i.e. a real number may contain an optional E and D exponent, but a number may not contain blanks.

The value must have the same type as the CR-Cell, i.e. real CR-Cells must be assigned real values, integer CR-Cells must be assigned integer values, and logical CR-Cells must be assigned logical values. Values can also be the name of a CR-Cell of the same type.

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