SocpControl {parma} | R Documentation |
Control Variables for Socp
Description
This function returns a list
object of control parameters that
are passed down to the C
-function SOCP
. It's default
values are used in Socp
.
Usage
SocpControl(abs.tol = 1e-18, rel.tol = 1e-16, target = 0,
max.iter = 500, Nu = 10, out.mode = 0, BigM.K = 2,
BigM.iter = 5)
Arguments
abs.tol |
Absolute tolerance. |
rel.tol |
Relative tolerance. |
target |
Target value < 0, only used if rel.tol < 0. |
max.iter |
The maximum number of iterations, socp is aborted if more are required for convergence. |
Nu |
The parameter that controls the rate of convergence, Nu > 1, recommended range 5 to 50. |
out.mode |
Specifies what should be output: 0 - nothing, 1 - duality gap for initial point and after each iteration, 2 - duality gap and deviation from centrality, for initial point and after each iteration. |
BigM.K |
Iterataion parameter. The default values is |
BigM.iter |
Iterataion parameter. The default values is
|
Details
For details about these control parameters, the reader is referred to
the reference below, in particular sections 2.7, 2.8 and 4.3 to 4.5. A
pdf-version of the user's guide is shipped in the packages doc
subdirectory.
Value
A list
object with the control parameters.
Note
This function has been ported from the Rsocp package contained in the Rmetrics-Project on R-Forge.
Author(s)
Bernhard Pfaff
References
Lobo, M. and Vandenberghe, L. and Boyd, S., SOCP: Software for Second-order Cone Programming, User's Guide, Beta Version, April 1997, Stanford University.