csdp.control function

Pass control parameters to csdp solver.

Utility function to pass control parameters to csdp solver.

csdp.control(axtol = 1e-08, 
  atytol = 1e-08, 
  objtol = 1e-08, 
  pinftol = 1e+08, 
  dinftol = 1e+08, 
  maxiter = 100, 
  minstepfrac = 0.9, 
  maxstepfrac = 0.97, 
  minstepp = 1e-08, 
  minstepd = 1e-08, 
  usexzgap = 1, 
  tweakgap = 0, 
  affine = 0, 
  printlevel = 1, 
  perturbobj = 1, 
  fastmode = 0)

Arguments

• axtol: Tolerance for primal feasibility.
• atytol: Tolerance for dual feasibility.
• objtol: Tolerance for relative duality gap.
• pinftol: Tolerance for primal infeasibility.
• dinftol: Tolerance for dual infeasibility.
• maxiter: Maximum number of iterations used.
• minstepfrac: Minimum distance to edge of feasibility region for step.
• maxstepfrac: Maximum distance to edge of feasibility region for step.
• minstepp: Failure is declared if primal line search step size is shorter than this parameter.
• minstepd: Failure is declared if dual line search step size is shorter that this parameter.
• usexzgap: If 0, then use objective function duality gap.
• tweakgap: If 1 (and usexzgap=0) then "fix" negative duality gaps.
• affine: If 1, only use affine primal-dual steps and do not use barrier function.
• printlevel: If 0, no printing, 1 normal printing, higher values result in more debug printing.
• perturbobj: Amount of objective permutation used.
• fastmode: If 1, csdp will be faster but also less accurate.

Details

Parameters are fully described in CSDP user guide. https://github.com/coin-or/Csdp/

Returns

A list with values for all parameters. Any parameters not passed to function are set to default.

References

https://github.com/coin-or/Csdp/

Author(s)

Hector Corrada Bravo, CSDP by Brian Borchers

Examples

params <- csdp.control(axtol=1e-6)