Control parameters with default values and types in parenthesis

Usage

clarabel_control(
  max_iter = 200L,
  time_limit = Inf,
  verbose = TRUE,
  max_step_fraction = 0.99,
  tol_gap_abs = 1e-08,
  tol_gap_rel = 1e-08,
  tol_feas = 1e-08,
  tol_infeas_abs = 1e-08,
  tol_infeas_rel = 1e-08,
  tol_ktratio = 1e-06,
  reduced_tol_gap_abs = 5e-05,
  reduced_tol_gap_rel = 5e-05,
  reduced_tol_feas = 1e-04,
  reduced_tol_infeas_abs = 5e-05,
  reduced_tol_infeas_rel = 5e-05,
  reduced_tol_ktratio = 1e-04,
  equilibrate_enable = TRUE,
  equilibrate_max_iter = 10L,
  equilibrate_min_scaling = 1e-04,
  equilibrate_max_scaling = 10000,
  linesearch_backtrack_step = 0.8,
  min_switch_step_length = 0.1,
  min_terminate_step_length = 1e-04,
  max_threads = 0L,
  direct_kkt_solver = TRUE,
  direct_solve_method = c("qdldl", "mkl", "cholmod"),
  static_regularization_enable = TRUE,
  static_regularization_constant = 1e-08,
  static_regularization_proportional = .Machine$double.eps * .Machine$double.eps,
  dynamic_regularization_enable = TRUE,
  dynamic_regularization_eps = 1e-13,
  dynamic_regularization_delta = 2e-07,
  iterative_refinement_enable = TRUE,
  iterative_refinement_reltol = 1e-13,
  iterative_refinement_abstol = 1e-12,
  iterative_refinement_max_iter = 10L,
  iterative_refinement_stop_ratio = 5,
  presolve_enable = TRUE,
  input_sparse_dropzeros = FALSE,
  chordal_decomposition_enable = FALSE,
  chordal_decomposition_merge_method = c("none", "parent_child", "clique_graph"),
  chordal_decomposition_compact = FALSE,
  chordal_decomposition_complete_dual = FALSE
)

Arguments

max_iter: maximum number of iterations (200L)
time_limit: maximum run time (seconds) (Inf)
verbose: verbose printing (TRUE)
max_step_fraction: maximum interior point step length (0.99)
tol_gap_abs: absolute duality gap tolerance (1e-8)
tol_gap_rel: relative duality gap tolerance (1e-8)
tol_feas: feasibility check tolerance (primal and dual) (1e-8)
tol_infeas_abs: absolute infeasibility tolerance (primal and dual) (1e-8)
tol_infeas_rel: relative infeasibility tolerance (primal and dual) (1e-8)
tol_ktratio: KT tolerance (1e-7)
reduced_tol_gap_abs: reduced absolute duality gap tolerance (5e-5)
reduced_tol_gap_rel: reduced relative duality gap tolerance (5e-5)
reduced_tol_feas: reduced feasibility check tolerance (primal and dual) (1e-4)
reduced_tol_infeas_abs: reduced absolute infeasibility tolerance (primal and dual) (5e-5)
reduced_tol_infeas_rel: reduced relative infeasibility tolerance (primal and dual) (5e-5)
reduced_tol_ktratio: reduced KT tolerance (1e-4)
equilibrate_enable: enable data equilibration pre-scaling (TRUE)
equilibrate_max_iter: maximum equilibration scaling iterations (10L)
equilibrate_min_scaling: minimum equilibration scaling allowed (1e-4)
equilibrate_max_scaling: maximum equilibration scaling allowed (1e+4)
linesearch_backtrack_step: linesearch backtracking (0.8)
min_switch_step_length: minimum step size allowed for asymmetric cones with PrimalDual scaling (1e-1)
min_terminate_step_length: minimum step size allowed for symmetric cones && asymmetric cones with Dual scaling (1e-4)
max_threads: maximum solver threads for multithreaded KKT solvers, 0 lets the solver choose for itself (0L)
direct_kkt_solver: use a direct linear solver method (required true) (TRUE)
direct_solve_method: direct linear solver ("qdldl", "mkl" or "cholmod") ("qdldl")
static_regularization_enable: enable KKT static regularization (TRUE)
static_regularization_constant: KKT static regularization parameter (1e-8)
static_regularization_proportional: additional regularization parameter w.r.t. the maximum abs diagonal term (.Machine.double_eps^2)
dynamic_regularization_enable: enable KKT dynamic regularization (TRUE)
dynamic_regularization_eps: KKT dynamic regularization threshold (1e-13)
dynamic_regularization_delta: KKT dynamic regularization shift (2e-7)
iterative_refinement_enable: KKT solve with iterative refinement (TRUE)
iterative_refinement_reltol: iterative refinement relative tolerance (1e-12)
iterative_refinement_abstol: iterative refinement absolute tolerance (1e-12)
iterative_refinement_max_iter: iterative refinement maximum iterations (10L)
iterative_refinement_stop_ratio: iterative refinement stalling tolerance (5.0)
presolve_enable: whether to enable presolvle (TRUE)
input_sparse_dropzeros: explicitly drop structural zeros from sparse data inputs (FALSE); see details
chordal_decomposition_enable: whether to enable chordal decomposition for SDPs (FALSE)
chordal_decomposition_merge_method: chordal decomposition merge method, one of 'none', 'parent_child' or 'clique_graph', for SDPs ('none')
chordal_decomposition_compact: a boolean flag for SDPs indicating whether to assemble decomposed system in compact form for SDPs (FALSE)
chordal_decomposition_complete_dual: a boolean flag indicating complete PSD dual variables after decomposition for SDPs

Value

a list containing the control parameters.

Details

Setting input_sparse_dropzeros to TRUE will disable parametric updating functionality. See documentation of ‘dropzeros’ in Rust struct CscMatrix for dropping structural zeros before passing to the solver.