expo_control_type structure#
struct expo_control_type{T,INT} f_indexing::Bool error::INT out::INT print_level::INT start_print::INT stop_print::INT print_gap::INT max_it::INT max_eval::INT alive_unit::INT alive_file::NTuple{31,Cchar} update_multipliers_itmin::INT update_multipliers_tol::T infinity::T stop_abs_p::T stop_rel_p::T stop_abs_d::T stop_rel_d::T stop_abs_c::T stop_rel_c::T stop_s::T initial_mu::T mu_reduce::T minimum_weight::T obj_unbounded::T try_advanced_start::T try_sqp_start::T stop_advanced_start::T cpu_time_limit::T clock_time_limit::T hessian_available::Bool subproblem_direct::Bool space_critical::Bool deallocate_error_fatal::Bool prefix::NTuple{31,Cchar} bsc_control::bsc_control_type tru_control::tru_control_type{T,INT} ssls_control::ssls_control_type{T,INT}
detailed documentation#
control derived type as a Julia structure
components#
Bool f_indexing
use C or Fortran sparse matrix indexing
INT error
error and warning diagnostics occur on stream error
INT out
general output occurs on stream out
INT print_level
the level of output required.
\(\leq\) 0 gives no output,
= 1 gives a one-line summary for every iteration,
= 2 gives a summary of the inner iteration for each iteration,
\(\geq\) 3 gives increasingly verbose (debugging) output
INT start_print
any printing will start on this iteration
INT stop_print
any printing will stop on this iteration
INT print_gap
the number of iterations between printing
INT max_it
the maximum number of iterations permitted
INT max_eval
the maximum number of function evaluations permitted
INT alive_unit
removal of the file alive_file from unit alive_unit terminates execution
char alive_file[31]
see alive_unit
INT update_multipliers_itmin
update the Lagrange multipliers/dual variables from iteration .update_multipliers_itmin (<0 means never) and once the primal infeasibility is below .update_multipliers_tol
T update_multipliers_tol
see update_multipliers_itmin
T infinity
T stop_abs_p
the required absolute and relative accuracies for the primal infeasibility (1)
T stop_rel_p
see stop_abs_p
T stop_abs_d
the required absolute and relative accuracies for the dual infeasibility (2)
T stop_rel_d
see stop_abs_d
T stop_abs_c
the required absolute and relative accuracies for the complementary slackness (3)
T stop_rel_c
see stop_abs_c
T stop_s
the smallest the norm of the step can be before termination
T initial_mu
initial value for the penalty parameter (<=0 means set automatically)
T mu_reduce
the amount by which the penalty parameter is decreased
T obj_unbounded
the smallest value the objective function may take before the problem is marked as unbounded
T try_advanced_start
try an advanced start at the end of every iteration when the KKT residuals are smaller than .try_advanced_start (-ve means never)
T try_sqp_start
try an advanced SQP start at the end of every iteration when the KKT residuals are smaller than .try_sqp_start (-ve means never)
T stop_advanced_start
stop the advanced start search once the residuals small tham .stop_advanced_start
T cpu_time_limit
the maximum CPU time allowed (-ve means infinite)
T clock_time_limit
the maximum elapsed clock time allowed (-ve means infinite)
Bool hessian_available
is the Hessian matrix of second derivatives available or is access only via matrix-vector products (coming soon)?
Bool subproblem_direct
use a direct (factorization) or (preconditioned) iterative method (coming soon) to find the search direction
Bool space_critical
if .space_critical true, every effort will be made to use as little space as possible. This may result in longer computation time
Bool deallocate_error_fatal
if .deallocate_error_fatal is true, any array/pointer deallocation error will terminate execution. Otherwise, computation will continue
NTuple{31,Cchar} prefix
all output lines will be prefixed by .prefix(2:LEN(TRIM(.prefix))-1) where .prefix contains the required string enclosed in quotes, e.g. “string” or ‘string’
struct bsc_control_type bsc_control
control parameters for BSC
struct tru_control_type tru_control
control parameters for TRU
struct ssls_control_type ssls_control
control parameters for SSLS