set screw

Short definition from Wiktionary

Noun

1. 1
   Any screw used to hold or adjust a setting, via fixation in a certain location or position: frequently a headless one, but may also be any other machine screw or thumb screw used for the purpose of setting.
2. 2
   Any screw used to hold or adjust a setting, via fixation in a certain location or position: frequently a headless one, but may also be any other machine screw or thumb screw used for the purpose of setting: A headless screw with threads along the entire length. Typically, such screws have a hex or slot drive recessed in the threaded length.
3. 3
   A screw with a head, usually hexagonal, like a bolt but without a shank to allow it to screw into material rather than take a nut; a tap bolt.