If the Selective Constraint Eval box is checked, LINGO’s nonlinear solver will only evaluate constraints on an as needed basis. Thus, not every constraint will be evaluated during each iteration. This generally leads to faster solution times, but can also lead to problems in models that have functions that are undefined in certain regions.

LINGO may not evaluate a constraint for many iterations only to find that it has moved into a region where the constraint is no longer defined. In this case, there may not be a valid point for the solver to retreat to, and the solution process terminates with an error. Turning off selective constraint evaluation eliminates these errors.

LINGO defaults to not using Selective Constraint Eval.