socpControl | R Documentation |
Collection of Control Variables
socpControl(abs.tol = 1e-18, rel.tol = 1e-16, target = 0, max.iter = 500, Nu = 10, out.mode = 0, BigM.K = 2, BigM.iter = 5)
abs.tol |
Absolute tolerance. |
rel.tol |
Relative tolerance. |
target |
Target value < 0, only used if rel.tol < 0. |
max.iter |
the maximum number of iterations, socp is aborted if more are required for convergence. |
Nu |
The parameter that controls the rate of convergence, Nu > 1, recommended range 5 to 50. |
out.mode |
Specifies what should be output: 0 - nothing, 1 - duality gap for initial point and after each iteration, 2 - duality gap and deviation from centrality, for initial point and after each iteration. |
BigM.K, BigM.iter |
iterataion parameters, The default values are |
socp
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