qpmadParameters: Set qpmad parameters

In qpmadr: Interface to the 'qpmad' Quadratic Programming Solver

Description

Conveniently set qpmad parameters. Please always use named arguments since parameters can change without notice between releases. In a future version specifying the argument names will be mandatory.

Usage

qpmadParameters(
  isFactorized = FALSE,
  maxIter = -1,
  tol = 1e-12,
  checkPD = TRUE,
  factorizationType = "NONE",
  withLagrMult = FALSE,
  returnInvCholFac = FALSE
)

Arguments

isFactorized	Deprecated, will be removed in a future version. Please use factorizationType instead. If TRUE then H is a lower Cholesky factor, overridden byfactorizationType.
maxIter	Maximum number of iterations, if not positive then no limit.
tol	Convergence tolerance.
checkPD	Deprecated. Ignored, will be removed in a future release.
factorizationType	IF "NONE" then H is a Hessian (default), if "CHOLESKY" then H is a (lower) cholesky factor. If "INV_CHOLESKY" then H is the inverse of a cholesky factor, i.e. such that the Hessian is given by inv(HH').
withLagrMult	If TRUE then the Lagrange multipliers of the inequality constraints, along with their indexes and an upper / lower side indicator, will be returned.
returnInvCholFac	If TRUE then also return the inverse Cholesky factor of the Hessian.

Value

a list suitable to be used as the pars-argument to solveqp

See Also

solveqp

Examples

qpmadParameters(withLagrMult = TRUE)

qpmadr documentation built on June 23, 2021, 5:07 p.m.