Description Usage Arguments Details Value Note Author(s) References See Also
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
.
1 2 3  SocpControl(abs.tol = 1e18, rel.tol = 1e16, target = 0,
max.iter = 500, Nu = 10, out.mode = 0, BigM.K = 2,
BigM.iter = 5)

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

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
pdfversion of the user's guide is shipped in the packages doc
subdirectory.
A list
object with the control parameters.
This function has been ported from the Rsocp package contained in the RmetricsProject on RForge.
Bernhard Pfaff
Lobo, M. and Vandenberghe, L. and Boyd, S., SOCP: Software for Secondorder Cone Programming, User's Guide, Beta Version, April 1997, Stanford University.
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