View all results from CVXR

[Kevin Egan]

I am currently using CVXR to develop Lasso results. I am using the “SCS” solver and see that it goes through 5000 iterations. Is it possible to see the results of each of these iterations? I am hoping to develop a plot from the results.

Thanks

[Balasubramanian Narasimhan]

You mean something more detailed than what the verbose = TRUE param to solve() provides?
I would think that depends on what the specific solver wants to expose. A crude approach would be set the number of iterations from 1 to 5000 and get the results.