View source: R/donlp2Control.R
Collection of Control Variables
1 2 3 4 5 6 7 | donlp2Control(
iterma = 4000, nstep = 20,fnscale = 1, report = FALSE,
rep.freq = 1, tau0 = 1.0, tau = 0.1, del0 = 1.0, epsx = 1e-5,
delmin = 0.1, epsdif=1e-8, nreset.multiplier = 1,
difftype=3, epsfcn = 1e-16,taubnd = 1.0, hessian = FALSE,
te0 = TRUE, te1 = FALSE, te2 = FALSE, te3 = FALSE,
silent = TRUE, intakt = TRUE)
|
iterma |
maximum number of iterations. |
nstep |
maximum number of tries in the backtracking. |
fnscale |
set -1 to maximize the object function. |
report |
If |
rep.freq |
the frequency of report(positive integer). the report
will be passed to |
tau0 |
the positive amount how much any constaint other than
abound can be violated. A small |
tau |
gives a weight between descent for |
del0 |
The positive amount by which constraints are considered binding. If too small, the indentification of correct sets of binding constraints may be delayed. If too large, DONLP2 will escape to the full regularlized SQP method(quite costly). Good values are in [0.01, 1.0]. |
epsx |
successful temination is indicated if the Kuhn-Tucker criteria are satisfied within the value. |
delmin |
constraints are considered as sufficiently satisfied if absolute values of their violation are less than the value. |
epsdif |
relative precision in the gradients. |
nreset.multiplier |
maximum number of steps
( |
difftype |
1,2,3. numerical differentiation algorithm. The
algorithm with |
epsfcn |
relative precision of the function evaluation routine. |
taubnd |
The positive amount by which bounds may be violated if numerical differention is used. |
hessian |
if |
intakt |
if TRUE, informations about current iteration step in
optimization and final results are output to R console. The amount
of information depends on |
te0 |
if TRUE one-line-output for every step is printed. |
te1 |
if TRUE post-mortem-dump of accumlated information is printed. |
te2 |
if TRUE, more detailed information is 'pretty-printed'. |
te3 |
if TRUE, the gradients and approximated Newton-Raphson updates(in upper triangler matrix) are printed. |
silent |
If |
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