Tips for using DuaLip

This page contains some things you could try if DuaLip does not work in the way you expected.

Issue: The solver converges slowly or does not converge.

Potential things to try:

1. Rescale the constraints so that the parameters are roughly of the same magnitude. (If not, a small set of constraints might dominate the algorithm path.)

2. Try re-running the solver with a larger value of the gamma parameter.