Configuring the Mixed-Integer Sequential Quadratic Programming (MISQP) Technique

Select the optimization technique as described in Configuring the Technique and Execution Options.

In the Optimization Technique Options area, enter or select the following:

Option	Description
Maximum Iterations	This parameter sets the maximum number of design iterations that you want the optimizer to run. The value type is integer. The default value is 40. Other possible values are $\geq 1$ .
Maximum Branch and Bound Iterations	This parameter sets the maximum number of branch-and-bound iterations that you want the optimizer to run. The value type is integer. The default value is 40. Other possible values are $\geq 1$ .
Termination Accuracy	This parameter sets the termination criterion for MISQP. The MISQP stopping algorithm uses several alternative convergence checks, with the main convergence parameter based on the Karush-Kuhn-Tucker necessary optimality condition and the complementary slackness. The termination accuracy is applied in such a way that the scale of the objective and constraint parameters has little or no effect on the convergence check. The accuracy of the gradients calculation must be considered when selecting the Termination Accuracy value. If the subflow outputs are accurate up to 8–10 digits and the calculated gradients have at least 7 accurate digits, the recommended Termination Accuracy value is $1 \times 10^{- 7}$ . If the gradient’s accuracy is lower, the Termination Accuracy value must be increased to $1.0 \times 10^{- 5} ...1.0 \times 10^{- 4}$ . The value type is real. The default value is $1 \times 10^{- 6}$ . Other possible values are $> 0$ and $\leq 0.1$ .
Relative Step Size	This parameter sets the relative finite difference step size for the creation of the linear model. The value type is real. The default value is 0.0010 (0.1%). Other possible values are $> 0.0$ .
Minimum Absolute Step Size	This parameter sets the minimum absolute finite difference step for the creation of the linear model. The value type is real. The default value is $1 \times 10^{- 4}$ . Other possible values are $> 0.0$ .
Use Central Differences	This parameter allows you to determine whether or not Isight will use the central difference method for calculating output derivatives. When this option is not selected, the forward difference method is used. Selecting this option increases the accuracy of the gradient calculations at the expense of doubling the number of design point evaluations.
Maximum Failed Runs	This parameter is used to set the maximum number of failed subflow evaluations that can be tolerated by the optimization technique. If the number of failed runs exceeds this value, the optimization component will terminate execution. To disable this feature, set this option to any negative value (e.g., –1). When this option is set to a negative value, the optimization will continue execution despite any number of failed subflow runs.
Failed Run Penalty Value	This parameter represents the value of the Penalty parameter that is used for all failed subflow runs. The default value is $1 \times 10^{30}$ .
Failed Run Objective Value	This parameter represents the value of the Objective parameter that is used for all failed subflow runs. The default value is $1 \times 10^{30}$ .

Click Update Component to save your changes.