the number of iterations of the Meketon algorithm to be calculated
in each step, usually 2 is reasonable, occasionally it may be helpful
to set k=1
InitialStepSize
Starting value in optim to determine the step
length of iterations. The default value of 1 is sometimes too optimistic.
In such cases, the value 0 forces optim to just barely stick its toe in
the water.
big
a large scalar
eps
tolerance for convergence of the algorithm
beta
a shrinkage parameter which controls the recentering process
in the interior point algorithm.