SocpControl: Control Variables for Socp

Description Usage Arguments Details Value Note Author(s) References See Also

View source: R/Socp.R

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

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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.K = 2.

BigM.iter

Iterataion parameter. The default values is BigM.iter = 5.

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.

See Also

Socp


parma documentation built on May 29, 2017, 5:53 p.m.