ctrl function

Creating objects of reference-class CTRL

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

ctrl(maxiters = 100L, abstol = 1e-06, reltol = 1e-06,
     feastol = 1e-06, stepadj = 0.95, beta = 0.5, trace = TRUE)

Arguments

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

Returns

An object of reference-class CTRL.

Note

Either abstol or reltol can be set to a negative real number. feastol must be greater than zero.

See Also

Rcpp_CTRL