piqp_settings function

Settings parameters with default values and types in parenthesis

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)

Returns

a list containing the settings parameters.