CVXR Iteration Limit

Question

Using R, I am running a mixed integer optimization which uses the ECOS_BB solver option when using the standard solve or psolve functions for CVXR.

How can I set the max iterations? I have looked everywhere. None of the ECOS_BB native options do anything when I add them to the function call.

I am using version 0.99-3.

score 0 · Answer 1 · answered Apr 15 '20 at 23:21

0

With the current CVXR 1.0.1 on CRAN, you can use num_iter for all solvers.

result <- solve(problem, num_iter = 1000)

Five common options are documented in Dealing with Solver-specific Parameters but the documentation needs further improvement.

answered Apr 15 '20 at 23:21

Thanks very much for that. Unfortunately I am using .99-3. Do you know how I would do it with that version as num_iters doesn't work. – user3444632 Apr 16 '20 at 04:12
Ok I figured it out. Thanks. Needed to use the control variable. – user3444632 Apr 16 '20 at 20:27

1 Answers1