piqp_settings {piqp}

Settings parameters with default values and types in parenthesis

Description

Settings parameters with default values and types in parenthesis

Usage

piqp_settings(
  rho_init = 1e-06,
  delta_init = 1e-04,
  eps_abs = 1e-08,
  eps_rel = 1e-09,
  check_duality_gap = TRUE,
  eps_duality_gap_abs = 1e-08,
  eps_duality_gap_rel = 1e-09,
  reg_lower_limit = 1e-10,
  reg_finetune_lower_limit = 1e-13,
  reg_finetune_primal_update_threshold = 7L,
  reg_finetune_dual_update_threshold = 5L,
  max_iter = 250L,
  max_factor_retires = 10L,
  preconditioner_scale_cost = FALSE,
  preconditioner_iter = 10L,
  tau = 0.99,
  iterative_refinement_always_enabled = FALSE,
  iterative_refinement_eps_abs = 1e-12,
  iterative_refinement_eps_rel = 1e-12,
  iterative_refinement_max_iter = 10L,
  iterative_refinement_min_improvement_rate = 5,
  iterative_refinement_static_regularization_eps = 1e-07,
  iterative_refinement_static_regularization_rel = .Machine$double.eps^2,
  verbose = FALSE,
  compute_timings = FALSE
)

Arguments

rho_init

Initial value for the primal proximal penalty parameter rho (default = 1e-6)

delta_init

Initial value for the augmented lagrangian penalty parameter delta (default = 1e-4)

eps_abs

Absolute tolerance (default = 1e-8)

eps_rel

Relative tolerance (default = 1e-9)

check_duality_gap

Check terminal criterion on duality gap (default = TRUE)

eps_duality_gap_abs

Absolute tolerance on duality gap (default = 1e-8)

eps_duality_gap_rel

Relative tolerance on duality gap (default = 1e-9)

reg_lower_limit

Lower limit for regularization (default = 1e-10)

reg_finetune_lower_limit

Fine tune lower limit regularization (default = 1e-13)

reg_finetune_primal_update_threshold

Threshold of number of no primal updates to transition to fine tune mode (default = 7)

reg_finetune_dual_update_threshold

Threshold of number of no dual updates to transition to fine tune mode (default = 5)

max_iter

Maximum number of iterations (default = 250)

max_factor_retires

Maximum number of factorization retires before failure (default = 10)

preconditioner_scale_cost

Scale cost in Ruiz preconditioner (default = FALSE)

preconditioner_iter

Maximum of preconditioner iterations (default = 10)

tau

Maximum interior point step length (default = 0.99)

iterative_refinement_always_enabled

Always run iterative refinement and not only on factorization failure (default = FALSE)

iterative_refinement_eps_abs

Iterative refinement absolute tolerance (default = 1e-12)

iterative_refinement_eps_rel

Iterative refinement relative tolerance (default = 1e-12)

iterative_refinement_max_iter

Maximum number of iterations for iterative refinement (default = 10)

iterative_refinement_min_improvement_rate

Minimum improvement rate for iterative refinement (default = 5.0)

iterative_refinement_static_regularization_eps

Static regularization for KKT system for iterative refinement (default = 1e-7)

iterative_refinement_static_regularization_rel

Static regularization w.r.t. the maximum abs diagonal term of KKT system. (default = .Machine$double.eps^2)

verbose

Verbose printing (default = FALSE)

compute_timings

Measure timing information internally (default = FALSE)

Value

a list containing the settings parameters.