ecos.control: Return the default optimization parameters for ECOS

Description Usage Arguments Value

View source: R/firstlib.R

Description

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

Usage

1
2
3
4
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 Nov. 7, 2019, 12:23 p.m.