Usage
control.minQuad(
maxit = 1e4, tol = 1e-04,
q = 0,
ws = c("v","v2","greedy","rv2wg","rvwg","rv","rv2"),
method = c("default","tron","loqo","exhaustive","x"),
optim.control = list(),
rank = 0,
DUP = FALSE,
NAOK = FALSE,
verbose = FALSE,
ret.ws = FALSE,
ret.data = FALSE
)Arguments
rank
a nonnegative integer indicating the 'rank' of the design matrix, only used by by method 'exhaustive' or 'x'. if zero it is
estimated by the singular value decomposition of each 'sub-matrix' associated with the sub-optimization problem
method
a character string (first letter is sufficient) indicating which quadratic optmizer to use, defaults to 'default'. See details.
optim.control
a list of control parameters to methods 'tron' or 'loqo';
'tron' : list(maxfev = 1000,fatol = tol,frtol = tol,cgtol=tol,gtol=tol,fmin = -.Machine$double.xmax),
'loqo' : list(bound = 10,margin=0.05,maxiter=40,sigfig = 7,inf = 1e6)
q
size of the working set, will be set to 2 for all methods except for method = 'tron' when it defaults to NULL. In that case
workings set size is automatically chosen to be sqrt(#violators) at each iteration.
ws
a character string indicating the strategy of how to select the working set, defaults to "rv2wg", see details.
maxit
maximum number of iterations whose typeof returns "integer". tol
tolerance for termination criterion whose typeof returns "double". DUP
should arguments be passed by reference ? defaults to FALSE.
NAOK
should NA's,NaN's be allowed to be passed to C code (no checking) ? defaults to FALSE.
verbose
some output at each iteration, possible values are FALSE/TRUE or and integer if more details are wanted, defaults to FALSE.
ret.ws
defaults to FALSE, indicates whether to return the working set selected at each iteration.
ret.data
defaults to FALSE, indicates whether to return the data passed to minQuad.