APM.SCALING - APMonitor Option

Main.OptionApmScaling History

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June 09, 2017, at 12:45 AM by 10.5.113.159 -
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June 01, 2017, at 07:49 PM by 45.56.3.173 -
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(:title APM.SCALING - APMonitor Option:)
(:keywords APM.SCALING, Optimization, Estimation, Option, Configure, Default, Description:)
(:description Variable and Equation Scaling: 0=Off, 1=On (Automatic), 2=On (Manual):)

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 Type: Integer, Input
 Default Value: 1
 Description: Variable and Equation Scaling
              0=Off
              1=On (Automatic)
              2=On (Manual)

SCALING is an option to adjust variables by constants to make starting values equal to 1.0. Scaling of variables and equations generally improves solver convergence. Automatic and Internal scaling strategies are often implemented within solvers as well. The purpose of scaling is to avoid very large or very small values that may cause numerical problems with inverting matrices. Poor scaling may lead to ill-conditioned matrix inversions in finding a search direction. The difference between the largest and smallest eigenvalues should be within 12 orders of magnitude to avoid numerical problems. Scaling can be turned OFF (0) or ON (1). With SCALING=1, the scaling is taken from the initial guess values in the APM file. If the absolute value is less than one, no scaling is applied. With SCALING=2, the scaling is set for each variable individually.