[R] Rdonlp2 control parameter question

Talbot Katz topkatz at msn.com
Wed Aug 22 18:06:55 CEST 2007


I have been trying to work with the Rdonlp2 package.  There is a control 
parameter called epsx that has the following description:

epsx(1e-5) - successful temination is indicated if the Kuhn-Tucker criteria 
are satisfied within the value

I have tried to use the donlp2.control() function to adjust the value of 
epsx, e.g.:

[1] 0.001

I have adjusted it larger (as above) and smaller, but it has not had any 
effect on the solution when I run donlp2(...,control=cntlx1_3).  And the 
console output from running the donlp2() function reports a value of epsx, 
which is always "epsx= 1.000e-05".

Am I doing something wrong?  Is there a way to adjust the value of epsx?  
I've been comparing donlp2() with quadprog() on a quadratic programming 
problem; the objective function values are pretty close, but Id like to see 
if I can get them any closer by adjusting epsx.  Any help is appreciated.  

--  TMK  --
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