SocpControl: Control Variables for Socp

Description

This function returns a list object of control parameters that are passed down to the C-function SOCP. It's default values are used in Socp.

Usage

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.

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

Iterataion parameter. The default values is

BigM.K
  = 2

BigM.iter

Iterataion parameter. The default values is BigM.iter = 5.

Value

list object with the control parameters.

Details

For details about these control parameters, the reader is referred to the reference below, in particular sections 2.7, 2.8 and 4.3 to 4.5. A pdf-version of the user's guide is shipped in the packages doc subdirectory.

References