CONOPT
|
allow discontinuous functions and derivatives.
CONOPT assumes that all functions are smooth with smooth derivatives and that these functions and derivatives can be computed with a noise level close to the machine precision. CONOPT can also be used on models with non-smooth derivatives, e.g. models with ABS
or MIN
or MAX
functions, but the algorithm will still work as if all functions and derivatives are smooth. A few internal tests may fail for a model with discontinuous derivatives. The call will only turn the tests off or on; it will not alter the optimization behavior.
discont | 1 allows discontinuous functions and derivatives, 0 is the default behaviour. |