Settings parameters with default values and types in parenthesis
Usage
piqp_settings(
rho_init = 1e-06,
delta_init = 1e-04,
eps_abs = 1e-08,
eps_rel = 1e-09,
check_duality_gap = TRUE,
eps_duality_gap_abs = 1e-08,
eps_duality_gap_rel = 1e-09,
reg_lower_limit = 1e-10,
reg_finetune_lower_limit = 1e-13,
reg_finetune_primal_update_threshold = 7L,
reg_finetune_dual_update_threshold = 5L,
max_iter = 250L,
max_factor_retires = 10L,
preconditioner_scale_cost = FALSE,
preconditioner_iter = 10L,
tau = 0.99,
iterative_refinement_always_enabled = FALSE,
iterative_refinement_eps_abs = 1e-12,
iterative_refinement_eps_rel = 1e-12,
iterative_refinement_max_iter = 10L,
iterative_refinement_min_improvement_rate = 5,
iterative_refinement_static_regularization_eps = 1e-07,
iterative_refinement_static_regularization_rel = .Machine$double.eps^2,
verbose = FALSE,
compute_timings = FALSE
)Arguments
- rho_init
Initial value for the primal proximal penalty parameter rho (default = 1e-6)
- delta_init
Initial value for the augmented lagrangian penalty parameter delta (default = 1e-4)
- eps_abs
Absolute tolerance (default = 1e-8)
- eps_rel
Relative tolerance (default = 1e-9)
- check_duality_gap
Check terminal criterion on duality gap (default = TRUE)
- eps_duality_gap_abs
Absolute tolerance on duality gap (default = 1e-8)
- eps_duality_gap_rel
Relative tolerance on duality gap (default = 1e-9)
- reg_lower_limit
Lower limit for regularization (default = 1e-10)
- reg_finetune_lower_limit
Fine tune lower limit regularization (default = 1e-13)
- reg_finetune_primal_update_threshold
Threshold of number of no primal updates to transition to fine tune mode (default = 7)
- reg_finetune_dual_update_threshold
Threshold of number of no dual updates to transition to fine tune mode (default = 5)
- max_iter
Maximum number of iterations (default = 250)
- max_factor_retires
Maximum number of factorization retires before failure (default = 10)
- preconditioner_scale_cost
Scale cost in Ruiz preconditioner (default = FALSE)
- preconditioner_iter
Maximum of preconditioner iterations (default = 10)
- tau
Maximum interior point step length (default = 0.99)
- iterative_refinement_always_enabled
Always run iterative refinement and not only on factorization failure (default = FALSE)
- iterative_refinement_eps_abs
Iterative refinement absolute tolerance (default = 1e-12)
- iterative_refinement_eps_rel
Iterative refinement relative tolerance (default = 1e-12)
- iterative_refinement_max_iter
Maximum number of iterations for iterative refinement (default = 10)
- iterative_refinement_min_improvement_rate
Minimum improvement rate for iterative refinement (default = 5.0)
- iterative_refinement_static_regularization_eps
Static regularization for KKT system for iterative refinement (default = 1e-7)
- iterative_refinement_static_regularization_rel
Static regularization w.r.t. the maximum abs diagonal term of KKT system. (default = .Machine$double.eps^2)
- verbose
Verbose printing (default = FALSE)
- compute_timings
Measure timing information internally (default = FALSE)