ecos.control: Return the default optimization parameters for ECOS

In bnaras/ECOSolveR: Embedded Conic Solver in R

Return the default optimization parameters for ECOS

Description

This is used to control the behavior of the underlying optimization code.

Usage

ecos.control(
  maxit = 100L,
  feastol = 1e-08,
  reltol = 1e-08,
  abstol = 1e-08,
  feastol_inacc = 1e-04,
  abstol_inacc = 5e-05,
  reltol_inacc = 5e-05,
  verbose = 0L,
  mi_max_iters = 1000L,
  mi_int_tol = 1e-04,
  mi_abs_eps = 1e-06,
  mi_rel_eps = 1e-06
)

Arguments

maxit	the maximum number of iterations for ecos, default 100L
feastol	the tolerance on the primal and dual residual, default 1e-8
reltol	the relative tolerance on the duality gap, default 1e-8
abstol	the absolute tolerance on the duality gap, default 1e-8
feastol_inacc	the tolerance on the primal and dual residual if reduced precisions, default 1e-4
abstol_inacc	the absolute tolerance on the duality gap if reduced precision, default 5e-5
reltol_inacc	the relative tolerance on the duality gap if reduced precision, default 5e-5
verbose	verbosity level, default 0L. A verbosity level of 1L will show more detail, but clutter session transcript.
mi_max_iters	the maximum number of branch and bound iterations (mixed integer problems only), default 1000L
mi_int_tol	the integer tolerence (mixed integer problems only), default 1e-4
mi_abs_eps	the absolute tolerance between upper and lower bounds (mixed integer problems only), default 1e-6
mi_rel_eps	the relative tolerance, (U-L)/L, between upper and lower bounds (mixed integer problems only), default 1e-6

Value

a list with the following elements:

FEASTOL

the tolerance on the primal and dual residual, parameter feastol

ABSTOL

the absolute tolerance on the duality gap, parameter abstol

RELTOL

the relative tolerance on the duality gap, parameter reltol

FEASTOL_INACC

the tolerance on the primal and dual residual if reduced precisions, parameter feastol_inacc

ABSTOL_INACC

the absolute tolerance on the duality gap if reduced precision, parameter abstol_inacc

RELTOL_INACC

the relative tolerance on the duality gap if reduced precision, parameter reltol_inacc

MAXIT

the maximum number of iterations for ecos, parameter maxit

MI_MAX_ITERS

the maximum number of branch and bound iterations (mixed integer problems only), parameter mi_max_iters

MI_INT_TOL

the integer tolerence (mixed integer problems only), parameter mi_int_tol

MI_ABS_EPS

the absolute tolerance between upper and lower bounds (mixed integer problems only), parameter mi_abs_eps

MI_REL_EPS

the relative tolerance, (U-L)/L, between upper and lower bounds (mixed integer problems only), parameter mi_rel_eps

VERBOSE

verbosity level, parameter verbose

bnaras/ECOSolveR documentation built on May 16, 2023, 2:32 p.m.