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inst/uno/docs/options.md
In Uno: R Interface to the 'Uno' Nonlinear Optimization Solver
Options
This document lists the configuration options that Uno accepts, their types and default values.
Options are grouped by functional area.
Defaults are taken from uno/options/DefaultOptions.cpp.
Ingredients
| Ingredient | Available strategies |
| :--- | :--- |
| constraint_relaxation_strategy | feasibility_restoration |
| inequality_handling_method | inequality_constrained, interior_point |
| hessian_model | exact, LBFGS, LSR1, identity, zero |
| inertia_correction_strategy | primal, primal_dual, none |
| globalization_mechanism | TR, LS |
| globalization_strategy | merit_function, fletcher_filter_method, waechter_filter_method, funnel_method |
Subproblem solver
| Ingredient | Available strategies |
| :--- | :--- |
| QP_solver | BQPD, HiGHS (if available) |
| LP_solver | BQPD, HiGHS (if available) |
| linear_solver | MA57, MA27, MUMPS, SSIDS (if available) |
If not provided, the solver is chosen automatically from the available solvers (if any).
Termination
| Option | Type | Default | Description |
| :--- | :--- | :--- | :--- |
| primal_tolerance | double | 1e-8 | Tolerance on constraint violation |
| dual_tolerance | double | 1e-8 | Tolerance on stationarity and complementarity |
| loose_primal_tolerance | double | 1e-6 | Loose tolerance on constraint violation |
| loose_dual_tolerance | double | 1e-6 | Loose tolerance on stationarity and complementarity |
| loose_tolerance_iteration_threshold | integer | 15 | Number of iterations for the loose tolerance to apply |
| max_iterations | integer | 2000 | Maximum number of outer iterations |
| time_limit | double | infinity | Time limit |
| print_solution | bool | false | Whether the primal-dual solution is printed |
| unbounded_objective_threshold | double | -1e20 | Objective threshold under which the problem is declared unbounded |
Main options
String options
| Option | Possible values | Default | Description |
| :--- | :--- | :--- | :--- |
| logger | SILENT, DISCRETE, WARNING, INFO, DEBUG, DEBUG2, DEBUG3 | INFO | Verbosity level of the logger |
| progress_norm | L1, L2, INF | L1 | Norm used for the progress measures |
| residual_norm | L1, L2, INF | INF | Norm used for the residuals |
Numerical options
| Option | Type | Default | Description |
| :--- | :--- | :--- | :--- |
| residual_scaling_threshold | double | 100.0 | Scaling factor in stationarity and complementarity residuals |
| protect_actual_reduction_against_roundoff | bool | false | Whether the actual reduction is slightly modified to account for roundoff |
| protected_actual_reduction_macheps_coefficient | double | 10 | Coefficient of the machine epsilon in the protected actual reduction |
| print_subproblem | bool | false | Whether the subproblem is printed in DEBUG mode |
| write_solution_to_file | bool | false | Whether the solution is printed to a file (used by AMPL and CUTEst) |
Globalization strategy options
| Option | Type | Default | Description |
| :--- | :--- | :--- | :--- |
| armijo_decrease_fraction | double | 1e-4 | Fraction of the predicted reduction that should be achieved by the actual reduction in the Armijo condition |
| armijo_tolerance | double | 1e-9 | Minimum value of the predicted reduction in the Armijo condition, 0 otherwise |
Switching method options
| Option | Type | Default | Description |
| :--- | :--- | :--- | :--- |
| switching_delta | double | 0.999 | Fraction of the constraint violation that should be achieved by the predicted reduction in the switching condition |
| switching_infeasibility_exponent | double | 2 | Exponent of the constraint violation in the switching condition |
Merit function options
| Option | Type | Default | Description |
| :--- | :--- | :--- | :--- |
| sufficient_infeasibility_decrease_ratio | double | 0.9 | Sufficient infeasibility decrease ratio |
Filter method options
String options
| Option | Possible values | Default | Description |
| :--- | :--- | :--- | :--- |
| filter_type | standard | standard | Type of the filter data structure |
Numerical options
| Option | Type | Default | Description |
| :--- | :--- | :--- | :--- |
| filter_beta | double | 0.999 | Fraction in the infeasibility sufficient reduction condition |
| filter_gamma | double | 0.001 | Slope in the objective sufficient reduction condition |
| filter_ubd | double | 1e2 | Minimum value for the initial upper bound on the infeasibility |
| filter_fact | double | 1.25 | Multiple of the initial infeasibility for the initial upper bound on the infeasibility |
| filter_capacity | integer | 50 | Maximum number of filter entries |
| filter_sufficient_infeasibility_decrease_factor | double | 0.9 | Infeasibility decrease factor in the infeasibility sufficient decrease condition |
Funnel options
| Option | Type | Default | Description |
| :--- | :--- | :--- | :--- |
| funnel_kappa | double | 0.5 | Convex combination coefficient in funnel update rule |
| funnel_beta | double | 0.9999 | Fraction in the infeasibility sufficient reduction condition |
| funnel_gamma | double | 0.001 | Slope in the objective sufficient reduction condition |
| funnel_ubd | double | 1.0 | Minimum value for the initial upper bound on the infeasibility |
| funnel_fact | double | 1.5 | Multiple of the initial infeasibility for the initial upper bound on the infeasibility |
| funnel_update_strategy | integer | 1 | Rule for the funnel update (1, 2, or 3) |
| funnel_require_acceptance_wrt_current_iterate | bool | false | Whether the trial iterate should improve upon the current iterate |
Line search options
| Option | Type | Default | Description |
| :--- | :--- | :--- | :--- |
| LS_backtracking_ratio | double | 0.5 | Decrease ratio of the step length for backtracking line search |
| LS_min_step_length | double | 1e-12 | Minimum acceptable step length before failure is reported |
| LS_scale_duals_with_step_length | bool | true | Whether the Lagrange multipliers are scaled with the step length |
Inertia correction options
| Option | Type | Default | Description |
| :--- | :--- | :--- | :--- |
| regularization_failure_threshold | double | 1e20 | Threshold for the primal inertia correction coefficient above which failure is reported |
| primal_regularization_initial_factor | double | 1e-4 | Initial value of primal inertia correction coefficient |
| regularization_increase_factor | double | 2 | Increase factor for the primal inertia correction coefficient |
| dual_regularization_fraction | double | 1e-8 | Fraction of the dual inertia correction parameter |
| primal_regularization_lb | double | 1e-20 | Minimum value of the primal inertia correction coefficient upon decrease |
| primal_regularization_decrease_factor | double | 3.0 | Decrease factor for the primal inertia correction coefficient |
| primal_regularization_fast_increase_factor | double | 100.0 | Fast increase factor for the primal inertia correction coefficient |
| primal_regularization_slow_increase_factor | double | 8.0 | Slow increase factor for the primal inertia correction coefficient |
| threshold_unsuccessful_attempts | integer | 8 | Number of unsuccessful attempts until inertia correction becomes more aggressive |
Quasi-Newton options
| Option | Type | Default | Description |
|:-------------------------------|:--------|:--------|:---------------------------------------------------------------|
| quasi_newton_memory_size | integer | 6 | Size of the quasi-Newton limited memory |
| LBFGS_delta_upper_bound | double | 100 | Upper bound on delta in L-BFGS |
| LBFGS_max_skips_before_reset | integer | 2 | Number of consecutive skips before the limited memory is reset |
| LSR1_pivot_max_magnitude | double | 1e-7 | Maximum magnitude of allowed pivots in L-SR1 |
Trust region options
| Option | Type | Default | Description |
| :--- | :--- | :--- | :--- |
| TR_radius | double | 10.0 | Initial value of the radius |
| TR_increase_factor | double | 2 | Increase factor of the radius for successful iterations |
| TR_decrease_factor | double | 2 | Decrease factor of the radius for unsuccessful iterations |
| TR_aggressive_decrease_factor | double | 4 | Decrease factor of the radius when errors occur |
| TR_activity_tolerance | double | 1e-6 | Tolerance with which the trust-region constraint is considered active |
| TR_min_radius | double | 1e-12 | Minimum radius acceptable before failure is reported |
| TR_radius_reset_threshold | double | 1e-4 | Smallest value to which the radius is reset at the beginning of an iteration |
Feasibility restoration options
| Option | Type | Default | Description |
| :--- | :--- | :--- | :--- |
| switch_to_optimality_requires_linearized_feasibility | bool | true | Whether the switch to optimality phase requires the linearized constraints to be consistent |
| l1_constraint_violation_coefficient | double | 1 | Coefficient of the constraint violation in the $\ell_1$ relaxed problem |
Barrier subproblem options
String options
| Option | Possible values | Default | Description |
| :--- | :--- | :--- | :--- |
| barrier_function | log | log | Type of the barrier function |
Numerical options
| Option | Type | Default | Description |
| :--- | :--- | :--- | :--- |
| barrier_initial_parameter | double | 0.1 | Initial value of the barrier parameter |
| barrier_default_multiplier | double | 1 | Initial value of the bound multipliers |
| barrier_tau_min | double | 0.99 | Coefficient of the fraction-to-boundary rule |
| barrier_k_sigma | double | 1e10 | Safeguard parameter for rescaling the bound multipliers |
| barrier_k_mu | double | 0.2 | Coefficient for multiplicative update of the barrier parameter |
| barrier_theta_mu | double | 1.5 | Coefficient for geometric update of the barrier parameter |
| barrier_k_epsilon | double | 10 | Scaling factor of the barrier parameter in the barrier update rule |
| barrier_update_fraction | double | 10 | Fraction in the barrier update rule |
| barrier_regularization_exponent | double | 0.25 | Exponent of the barrier parameter in the dual inertia correction parameter |
| barrier_small_direction_factor | double | 10.0 | Multiple of the machine epsilon in the small step condition |
| barrier_push_variable_to_interior_k1 | double | 1e-2 | Coefficient for the perturbation of the initial bounds |
| barrier_push_variable_to_interior_k2 | double | 1e-2 | Coefficient for the perturbation of the initial bounds |
| barrier_damping_factor | double | 1e-5 | Damping coefficient for single bounds |
| barrier_small_infeasibility_factor | double | 1e-4 | Factor in the small infeasibility test |
| least_square_multiplier_max_norm | double | 1e3 | Maximum accepted norm of the least-square multipliers |
BQPD options
| Option | Possible values | Default | Description |
| :--- | :--- | :--- | :--- |
| BQPD_kmax_heuristic | filtersqp, minotaur | filtersqp | Heuristic used to pick upper bound on nullspace size (kmax) |
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Uno documentation built on Aug. 30, 2026, 5:07 p.m.
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Options
This document lists the configuration options that Uno accepts, their types and default values.
Options are grouped by functional area.
Defaults are taken from uno/options/DefaultOptions.cpp.
Ingredients
| Ingredient | Available strategies |
| :--- | :--- |
| constraint_relaxation_strategy | feasibility_restoration |
| inequality_handling_method | inequality_constrained, interior_point |
| hessian_model | exact, LBFGS, LSR1, identity, zero |
| inertia_correction_strategy | primal, primal_dual, none |
| globalization_mechanism | TR, LS |
| globalization_strategy | merit_function, fletcher_filter_method, waechter_filter_method, funnel_method |
Subproblem solver
| Ingredient | Available strategies |
| :--- | :--- |
| QP_solver | BQPD, HiGHS (if available) |
| LP_solver | BQPD, HiGHS (if available) |
| linear_solver | MA57, MA27, MUMPS, SSIDS (if available) |
If not provided, the solver is chosen automatically from the available solvers (if any).
Termination
| Option | Type | Default | Description |
| :--- | :--- | :--- | :--- |
| primal_tolerance | double | 1e-8 | Tolerance on constraint violation |
| dual_tolerance | double | 1e-8 | Tolerance on stationarity and complementarity |
| loose_primal_tolerance | double | 1e-6 | Loose tolerance on constraint violation |
| loose_dual_tolerance | double | 1e-6 | Loose tolerance on stationarity and complementarity |
| loose_tolerance_iteration_threshold | integer | 15 | Number of iterations for the loose tolerance to apply |
| max_iterations | integer | 2000 | Maximum number of outer iterations |
| time_limit | double | infinity | Time limit |
| print_solution | bool | false | Whether the primal-dual solution is printed |
| unbounded_objective_threshold | double | -1e20 | Objective threshold under which the problem is declared unbounded |
Main options
String options
| Option | Possible values | Default | Description |
| :--- | :--- | :--- | :--- |
| logger | SILENT, DISCRETE, WARNING, INFO, DEBUG, DEBUG2, DEBUG3 | INFO | Verbosity level of the logger |
| progress_norm | L1, L2, INF | L1 | Norm used for the progress measures |
| residual_norm | L1, L2, INF | INF | Norm used for the residuals |
Numerical options
| Option | Type | Default | Description |
| :--- | :--- | :--- | :--- |
| residual_scaling_threshold | double | 100.0 | Scaling factor in stationarity and complementarity residuals |
| protect_actual_reduction_against_roundoff | bool | false | Whether the actual reduction is slightly modified to account for roundoff |
| protected_actual_reduction_macheps_coefficient | double | 10 | Coefficient of the machine epsilon in the protected actual reduction |
| print_subproblem | bool | false | Whether the subproblem is printed in DEBUG mode |
| write_solution_to_file | bool | false | Whether the solution is printed to a file (used by AMPL and CUTEst) |
Globalization strategy options
| Option | Type | Default | Description |
| :--- | :--- | :--- | :--- |
| armijo_decrease_fraction | double | 1e-4 | Fraction of the predicted reduction that should be achieved by the actual reduction in the Armijo condition |
| armijo_tolerance | double | 1e-9 | Minimum value of the predicted reduction in the Armijo condition, 0 otherwise |
Switching method options
| Option | Type | Default | Description |
| :--- | :--- | :--- | :--- |
| switching_delta | double | 0.999 | Fraction of the constraint violation that should be achieved by the predicted reduction in the switching condition |
| switching_infeasibility_exponent | double | 2 | Exponent of the constraint violation in the switching condition |
Merit function options
| Option | Type | Default | Description |
| :--- | :--- | :--- | :--- |
| sufficient_infeasibility_decrease_ratio | double | 0.9 | Sufficient infeasibility decrease ratio |
Filter method options
String options
| Option | Possible values | Default | Description |
| :--- | :--- | :--- | :--- |
| filter_type | standard | standard | Type of the filter data structure |
Numerical options
| Option | Type | Default | Description |
| :--- | :--- | :--- | :--- |
| filter_beta | double | 0.999 | Fraction in the infeasibility sufficient reduction condition |
| filter_gamma | double | 0.001 | Slope in the objective sufficient reduction condition |
| filter_ubd | double | 1e2 | Minimum value for the initial upper bound on the infeasibility |
| filter_fact | double | 1.25 | Multiple of the initial infeasibility for the initial upper bound on the infeasibility |
| filter_capacity | integer | 50 | Maximum number of filter entries |
| filter_sufficient_infeasibility_decrease_factor | double | 0.9 | Infeasibility decrease factor in the infeasibility sufficient decrease condition |
Funnel options
| Option | Type | Default | Description |
| :--- | :--- | :--- | :--- |
| funnel_kappa | double | 0.5 | Convex combination coefficient in funnel update rule |
| funnel_beta | double | 0.9999 | Fraction in the infeasibility sufficient reduction condition |
| funnel_gamma | double | 0.001 | Slope in the objective sufficient reduction condition |
| funnel_ubd | double | 1.0 | Minimum value for the initial upper bound on the infeasibility |
| funnel_fact | double | 1.5 | Multiple of the initial infeasibility for the initial upper bound on the infeasibility |
| funnel_update_strategy | integer | 1 | Rule for the funnel update (1, 2, or 3) |
| funnel_require_acceptance_wrt_current_iterate | bool | false | Whether the trial iterate should improve upon the current iterate |
Line search options
| Option | Type | Default | Description |
| :--- | :--- | :--- | :--- |
| LS_backtracking_ratio | double | 0.5 | Decrease ratio of the step length for backtracking line search |
| LS_min_step_length | double | 1e-12 | Minimum acceptable step length before failure is reported |
| LS_scale_duals_with_step_length | bool | true | Whether the Lagrange multipliers are scaled with the step length |
Inertia correction options
| Option | Type | Default | Description |
| :--- | :--- | :--- | :--- |
| regularization_failure_threshold | double | 1e20 | Threshold for the primal inertia correction coefficient above which failure is reported |
| primal_regularization_initial_factor | double | 1e-4 | Initial value of primal inertia correction coefficient |
| regularization_increase_factor | double | 2 | Increase factor for the primal inertia correction coefficient |
| dual_regularization_fraction | double | 1e-8 | Fraction of the dual inertia correction parameter |
| primal_regularization_lb | double | 1e-20 | Minimum value of the primal inertia correction coefficient upon decrease |
| primal_regularization_decrease_factor | double | 3.0 | Decrease factor for the primal inertia correction coefficient |
| primal_regularization_fast_increase_factor | double | 100.0 | Fast increase factor for the primal inertia correction coefficient |
| primal_regularization_slow_increase_factor | double | 8.0 | Slow increase factor for the primal inertia correction coefficient |
| threshold_unsuccessful_attempts | integer | 8 | Number of unsuccessful attempts until inertia correction becomes more aggressive |
Quasi-Newton options
| Option | Type | Default | Description |
|:-------------------------------|:--------|:--------|:---------------------------------------------------------------|
| quasi_newton_memory_size | integer | 6 | Size of the quasi-Newton limited memory |
| LBFGS_delta_upper_bound | double | 100 | Upper bound on delta in L-BFGS |
| LBFGS_max_skips_before_reset | integer | 2 | Number of consecutive skips before the limited memory is reset |
| LSR1_pivot_max_magnitude | double | 1e-7 | Maximum magnitude of allowed pivots in L-SR1 |
Trust region options
| Option | Type | Default | Description |
| :--- | :--- | :--- | :--- |
| TR_radius | double | 10.0 | Initial value of the radius |
| TR_increase_factor | double | 2 | Increase factor of the radius for successful iterations |
| TR_decrease_factor | double | 2 | Decrease factor of the radius for unsuccessful iterations |
| TR_aggressive_decrease_factor | double | 4 | Decrease factor of the radius when errors occur |
| TR_activity_tolerance | double | 1e-6 | Tolerance with which the trust-region constraint is considered active |
| TR_min_radius | double | 1e-12 | Minimum radius acceptable before failure is reported |
| TR_radius_reset_threshold | double | 1e-4 | Smallest value to which the radius is reset at the beginning of an iteration |
Feasibility restoration options
| Option | Type | Default | Description |
| :--- | :--- | :--- | :--- |
| switch_to_optimality_requires_linearized_feasibility | bool | true | Whether the switch to optimality phase requires the linearized constraints to be consistent |
| l1_constraint_violation_coefficient | double | 1 | Coefficient of the constraint violation in the $\ell_1$ relaxed problem |
Barrier subproblem options
String options
| Option | Possible values | Default | Description |
| :--- | :--- | :--- | :--- |
| barrier_function | log | log | Type of the barrier function |
Numerical options
| Option | Type | Default | Description |
| :--- | :--- | :--- | :--- |
| barrier_initial_parameter | double | 0.1 | Initial value of the barrier parameter |
| barrier_default_multiplier | double | 1 | Initial value of the bound multipliers |
| barrier_tau_min | double | 0.99 | Coefficient of the fraction-to-boundary rule |
| barrier_k_sigma | double | 1e10 | Safeguard parameter for rescaling the bound multipliers |
| barrier_k_mu | double | 0.2 | Coefficient for multiplicative update of the barrier parameter |
| barrier_theta_mu | double | 1.5 | Coefficient for geometric update of the barrier parameter |
| barrier_k_epsilon | double | 10 | Scaling factor of the barrier parameter in the barrier update rule |
| barrier_update_fraction | double | 10 | Fraction in the barrier update rule |
| barrier_regularization_exponent | double | 0.25 | Exponent of the barrier parameter in the dual inertia correction parameter |
| barrier_small_direction_factor | double | 10.0 | Multiple of the machine epsilon in the small step condition |
| barrier_push_variable_to_interior_k1 | double | 1e-2 | Coefficient for the perturbation of the initial bounds |
| barrier_push_variable_to_interior_k2 | double | 1e-2 | Coefficient for the perturbation of the initial bounds |
| barrier_damping_factor | double | 1e-5 | Damping coefficient for single bounds |
| barrier_small_infeasibility_factor | double | 1e-4 | Factor in the small infeasibility test |
| least_square_multiplier_max_norm | double | 1e3 | Maximum accepted norm of the least-square multipliers |
BQPD options
| Option | Possible values | Default | Description |
| :--- | :--- | :--- | :--- |
| BQPD_kmax_heuristic | filtersqp, minotaur | filtersqp | Heuristic used to pick upper bound on nullspace size (kmax) |
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