csdp.control: Pass control parameters to csdp solver.

Description Usage Arguments Details Value Author(s) References Examples

View source: R/Rcsdp.R

Description

Utility function to pass control parameters to csdp solver.

Usage

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csdp.control(axtol = 1e-08, 
  atytol = 1e-08, 
  objtol = 1e-08, 
  pinftol = 1e+08, 
  dinftol = 1e+08, 
  maxiter = 100, 
  minstepfrac = 0.9, 
  maxstepfrac = 0.97, 
  minstepp = 1e-08, 
  minstepd = 1e-08, 
  usexzgap = 1, 
  tweakgap = 0, 
  affine = 0, 
  printlevel = 1, 
  perturbobj = 1, 
  fastmode = 0)

Arguments

axtol

Tolerance for primal feasibility.

atytol

Tolerance for dual feasibility.

objtol

Tolerance for relative duality gap.

pinftol

Tolerance for primal infeasibility.

dinftol

Tolerance for dual infeasibility.

maxiter

Maximum number of iterations used.

minstepfrac

Minimum distance to edge of feasibility region for step.

maxstepfrac

Maximum distance to edge of feasibility region for step.

minstepp

Failure is declared if primal line search step size is shorter than this parameter.

minstepd

Failure is declared if dual line search step size is shorter that this parameter.

usexzgap

If 0, then use objective function duality gap.

tweakgap

If 1 (and usexzgap=0) then "fix" negative duality gaps.

affine

If 1, only use affine primal-dual steps and do not use barrier function.

printlevel

If 0, no printing, 1 normal printing, higher values result in more debug printing.

perturbobj

Amount of objective permutation used.

fastmode

If 1, csdp will be faster but also less accurate.

Details

Parameters are fully described in CSDP user guide. https://projects.coin-or.org/Csdp/

Value

A list with values for all parameters. Any parameters not passed to function are set to default.

Author(s)

Hector Corrada Bravo, CSDP by Brian Borchers

References

https://projects.coin-or.org/Csdp/

Examples

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params <- csdp.control(axtol=1e-6)

Rcsdp documentation built on May 30, 2017, 7:18 a.m.

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