Control Variables for SOCP

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Description

Collection of Control Variables

Usage

1
2
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)

Arguments

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 BigM.iter=5 and BigM.K = 2.

See Also

socp

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