131. HRDLMS - Multistart Hurdle
The multistart solver solves nonlinear programs by successively restarting the NLP solver from different starting points. This can be very useful in finding good solutions to non-convex models. Sometimes, however, the multistart solver may take longer to solve than you'd desire. If, in this case, you would be happy with any solution with an objective value better than, say, 100, then you can input this as the HRDLMS value. The multistart solver will interrupt and return when it finds any solution better than your multistart hurdle value.
Note: | If the iteration limit for the multistart solver, MULTIS, is hit before the HRDLMS value, then the solver will also interrupt. |
The default hurdle value is None. In other words, a hurdle value is not used by the multistart solver. To clear an existing hurdle value, type SET HRDLMS NONE.