ctrl

This function creates an object of reference-class <code>CTRL</code> which
 contains optimization parameters, e.g. the maximum number of
 iterations.

optimize

Routines for solving convex optimization problems with cone constraints by means of interior-point methods. The implemented algorithms are partially ported from CVXOPT, a Python module for convex optimization (see <https://cvxopt.org> for more information).

Bernhard Pfaff

cccp

Cone Constrained Convex Problems

Lieven Vandenberghe

Martin Andersen

Joachim Dahl

ctrl function

<dl> <dt>maxiters</dt>
<dd><code>integer</code>, the maximum count of iterations.</dd> <dt>abstol</dt>
<dd><code>numeric</code>, the absolute level for convergence to be
 achieved.</dd> <dt>reltol</dt>
<dd><code>numeric</code>, the relative level for convergence to be
 achieved.</dd> <dt>feastol</dt>
<dd><code>numeric</code>, the feasable level for convergence to be
 achieved.</dd> <dt>stepadj</dt>
<dd><code>numeric</code>, step size adjustment in combined step.</dd> <dt>beta</dt>
<dd><code>numeric</code>, parameter in backtracking line search.</dd> <dt>trace</dt>
<dd><code>logical</code>, if <code>TRUE</code> (the default), the
 solver's progress during the iterations is shown.</dd></dl>

Arguments

Creating objects of reference-class CTRL — ctrl

<dl>

 <dt>maxiters</dt>
<dd><code>integer</code>, the maximum count of iterations.</dd>

 <dt>abstol</dt>
<dd><code>numeric</code>, the absolute level for convergence to be
 achieved.</dd>

 <dt>reltol</dt>
<dd><code>numeric</code>, the relative level for convergence to be
 achieved.</dd>

 <dt>feastol</dt>
<dd><code>numeric</code>, the feasable level for convergence to be
 achieved.</dd>

 <dt>stepadj</dt>
<dd><code>numeric</code>, step size adjustment in combined step.</dd>

 <dt>beta</dt>
<dd><code>numeric</code>, parameter in backtracking line search.</dd>

 <dt>trace</dt>
<dd><code>logical</code>, if <code>TRUE</code> (the default), the
 solver's progress during the iterations is shown.</dd>

</dl>

ctrl: Creating objects of reference-class CTRL

Description

Usage

Value

Arguments

See Also