This function returns a list object of control parameters that
are passed down to the C-function SOCP. It's default
values are used in Socp.
SocpControl(abs.tol = 1e-18, rel.tol = 1e-16, target = 0,
max.iter = 500, Nu = 10, out.mode = 0, BigM.K = 2,
BigM.iter = 5)Absolute tolerance.
Relative tolerance.
Target value < 0, only used if rel.tol < 0.
The maximum number of iterations, socp is aborted if more are required for convergence.
The parameter that controls the rate of convergence, Nu > 1, recommended range 5 to 50.
Specifies what should be output: 0 - nothing, 1 - duality gap for initial point and after each iteration, 2 - duality gap and deviation from centrality, for initial point and after each iteration.
Iterataion parameter. The default values is BigM.K
= 2.
Iterataion parameter. The default values is
BigM.iter = 5.
A list object with the control parameters.
For details about these control parameters, the reader is referred to
the reference below, in particular sections 2.7, 2.8 and 4.3 to 4.5. A
pdf-version of the user's guide is shipped in the packages doc
subdirectory.
Lobo, M. and Vandenberghe, L. and Boyd, S., SOCP: Software for Second-order Cone Programming, User's Guide, Beta Version, April 1997, Stanford University.