admm_arg_ctrl: Control ADMM Arguments

In yongsu-lee/NOTEARGIS: Learn Directed Acyclic Graphs with Grouped Variables

Description

Control ADMM Arguments

Usage

admm_arg_ctrl(
  max_iter = 100,
  rho = 1,
  kappa = 1.8,
  abs_tol = 1e-04,
  rel_tol = 0.01,
  eps = 1e-08,
  inner_verbose = F
)

Arguments

max_iter	a positive integer, the number of loops in ADMM algorithm. Default is 100.
rho	a positive double scalar, a penalized parameter in the ADMM loop. Default is 1.
kappa	a postive double scalar, a relaxation pameter in the ADMM loop for the better convergnece. Recommended value is between 1.6 and 1.8(Default).
abs_tol	a positive double scale, an absolute tolerance for stopping criterion in the ADMM loop.
rel_tol	positive double scale, an relative tolerance for stopping criterion in the ADMM loop.
eps	a positive scalar, a tolerance of estimates of parameter for the various purpose. Default is 1e-8
inner_verbose	blah

Value

a list object with arguments for customizing ADMM algorithm.

yongsu-lee/NOTEARGIS documentation built on Dec. 27, 2020, 6:58 p.m.