0

How can I set (and see the default) maximum number of iteration in CVX? I want to set a smaller number of iterations to make my algorithm faster. Also is there any way I can set the convergence threshold?

Any help is highly appreciated.

Erin
  • 177
  • 3
  • 14

1 Answers1

2

To set number of iteration of solver use cvx_slvitr instruction and for convergence threshold, I think, setting the tolerance level achieved by the solver with cvx_slvtol would work. For more details refer to CVX manual at:

http://cvxr.com/cvx/doc/solver.html

Mehdi
  • 293
  • 4
  • 13
  • Hello, I try to write something like cvx_slvitr = 2000 for example but the solver seems to ignore the max number of iterations I set. Isn't it this that you propose? – Paramar Nov 29 '17 at 17:28