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matlabcvx
Erin
Erin

Reputation: 187

Setting maximum number of iterations in CVX (Matlab)

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.

Upvotes: 0

Views: 1892

Answers (1)

Mehdi
Mehdi

Reputation: 301

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

Upvotes: 2

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