clarabel_control {clarabel}

Control parameters with default values and types in parenthesis

Description

Control parameters with default values and types in parenthesis

Usage

clarabel_control(
  max_iter = 200L,
  time_limit = Inf,
  verbose = TRUE,
  max_step_fraction = 0.99,
  tol_gap_abs = 1e-08,
  tol_gap_rel = 1e-08,
  tol_feas = 1e-08,
  tol_infeas_abs = 1e-08,
  tol_infeas_rel = 1e-08,
  tol_ktratio = 1e-06,
  reduced_tol_gap_abs = 5e-05,
  reduced_tol_gap_rel = 5e-05,
  reduced_tol_feas = 1e-04,
  reduced_tol_infeas_abs = 5e-05,
  reduced_tol_infeas_rel = 5e-05,
  reduced_tol_ktratio = 1e-04,
  equilibrate_enable = TRUE,
  equilibrate_max_iter = 10L,
  equilibrate_min_scaling = 1e-04,
  equilibrate_max_scaling = 10000,
  linesearch_backtrack_step = 0.8,
  min_switch_step_length = 0.1,
  min_terminate_step_length = 1e-04,
  direct_kkt_solver = TRUE,
  direct_solve_method = c("qdldl", "mkl", "cholmod"),
  static_regularization_enable = TRUE,
  static_regularization_constant = 1e-08,
  static_regularization_proportional = .Machine$double.eps * .Machine$double.eps,
  dynamic_regularization_enable = TRUE,
  dynamic_regularization_eps = 1e-13,
  dynamic_regularization_delta = 2e-07,
  iterative_refinement_enable = TRUE,
  iterative_refinement_reltol = 1e-13,
  iterative_refinement_abstol = 1e-12,
  iterative_refinement_max_iter = 10L,
  iterative_refinement_stop_ratio = 5,
  presolve_enable = TRUE
)

Arguments

max_iter

maximum number of iterations (200L)

time_limit

maximum run time (seconds) (Inf)

verbose

verbose printing (TRUE)

max_step_fraction

maximum interior point step length (0.99)

tol_gap_abs

absolute duality gap tolerance (1e-8)

tol_gap_rel

relative duality gap tolerance (1e-8)

tol_feas

feasibility check tolerance (primal and dual) (1e-8)

tol_infeas_abs

absolute infeasibility tolerance (primal and dual) (1e-8)

tol_infeas_rel

relative infeasibility tolerance (primal and dual) (1e-8)

tol_ktratio

KT tolerance (1e-7)

reduced_tol_gap_abs

reduced absolute duality gap tolerance (5e-5)

reduced_tol_gap_rel

reduced relative duality gap tolerance (5e-5)

reduced_tol_feas

reduced feasibility check tolerance (primal and dual) (1e-4)

reduced_tol_infeas_abs

reduced absolute infeasibility tolerance (primal and dual) (5e-5)

reduced_tol_infeas_rel

reduced relative infeasibility tolerance (primal and dual) (5e-5)

reduced_tol_ktratio

reduced KT tolerance (1e-4)

equilibrate_enable

enable data equilibration pre-scaling (TRUE)

equilibrate_max_iter

maximum equilibration scaling iterations (10L)

equilibrate_min_scaling

minimum equilibration scaling allowed (1e-4)

equilibrate_max_scaling

maximum equilibration scaling allowed (1e+4)

linesearch_backtrack_step

linesearch backtracking (0.8)

min_switch_step_length

minimum step size allowed for asymmetric cones with PrimalDual scaling (1e-1)

min_terminate_step_length

minimum step size allowed for symmetric cones && asymmetric cones with Dual scaling (1e-4)

direct_kkt_solver

use a direct linear solver method (required true) (TRUE)

direct_solve_method

direct linear solver ("qdldl", "mkl" or "cholmod") ("qdldl")

static_regularization_enable

enable KKT static regularization (TRUE)

static_regularization_constant

KKT static regularization parameter (1e-8)

static_regularization_proportional

additional regularization parameter w.r.t. the maximum abs diagonal term (.Machine.double_eps^2)

dynamic_regularization_enable

enable KKT dynamic regularization (TRUE)

dynamic_regularization_eps

KKT dynamic regularization threshold (1e-13)

dynamic_regularization_delta

KKT dynamic regularization shift (2e-7)

iterative_refinement_enable

KKT solve with iterative refinement (TRUE)

iterative_refinement_reltol

iterative refinement relative tolerance (1e-12)

iterative_refinement_abstol

iterative refinement absolute tolerance (1e-12)

iterative_refinement_max_iter

iterative refinement maximum iterations (10L)

iterative_refinement_stop_ratio

iterative refinement stalling tolerance (5.0)

presolve_enable

whether to enable presolvle (TRUE)

Value

a list containing the control parameters.