9.5 Algorithm Parameters
One can change the parameters in the default solvers by adding entries with the following key values.
- 'show_progress'
- True or False; turns the output to the screen on or off (default: True).
- 'maxiters'
- maximum number of iterations (default: 100).
- 'abstol'
- absolute accuracy (default: 1e-7).
- 'reltol'
- relative accuracy (default: 1e-6).
- 'feastol'
- tolerance for feasibility conditions (default: 1e-7).
- 'refinement'
- number of iterative refinement steps when solving KKT equations (default: 1).
>>> from cvxopt import solversturns off the screen output during calls to the solvers. The tolerances abstol, reltol and feastol have the following meaning in nlcp().
>>> solvers.options['show_progress'] = False
cpl() returns with status 'optimal' if
where x_0 is the point returned by F(), and
where
The functions cp(), qp(), and gp() call cpl() and hence use the same stopping criteria (with x_0=0 for qp() and gp()).
The MOSEK interior-point algorithm parameters are set to their default values. They can be modified by adding an entry solvers.options['MOSEK']. This entry is a dictionary with MOSEK parameter/value pairs, with the parameter names imported from pymosek. For details see Section 14.1.3 of the MOSEK Python API Manual.
For example the commands
>>> from cvxopt import solversturn off the screen output during calls of qp() with the 'mosek' option.
>>> import pymosek
>>> solvers.options['MOSEK'] = {pymosek.iparam.log: 0}