ROI.plugin.osqp-package: osqp
In ROI.plugin.osqp: 'osqp' Plugin for the 'R' Optimization Infrastructure
ROI.plugin.osqp-package R Documentation
osqp
Description
This package provides an interface to OSQP.
The OSQP solver is a numerical optimization package or solving convex quadratic programs written in C and based on the alternating direction method of multipliers.
Control Arguments
The following description of the control parameters
is mostly copied from the osqp manual.
[] rho ADMM step rho
[] sigma ADMM step sigma
[] max_iter maximum iterations
[] abs_tol absolute convergence tolerance
[] rel_tol relative convergence tolerance
[] eps_prim_inf primal infeasibility tolerance
[] eps_dual_inf dual infeasibility tolerance
[] alpha relaxation parameter
[] linsys_solver which linear systems solver to use, 0=QDLDL, 1=MKL Pardiso
[] delta regularization parameter for polish
[] polish boolean, polish ADMM solution
[] polish_refine_iter iterative refinement steps in polish
[] verbose boolean, write out progress
[] scaled_termination boolean, use scaled termination criteria
[] check_termination integer, check termination interval. If 0, termination checking is disabled
[] warm_start boolean, warm start
[] scaling heuristic data scaling iterations. If 0, scaling disabled
[] adaptive_rho cboolean, is rho step size adaptive?
[] adaptive_rho_interval Number of iterations between rho adaptations rho. If 0, it is automatic
[] adaptive_rho_tolerance Tolerance X for adapting rho. The new rho has to be X times larger or 1/X times smaller than the current one to trigger a new factorization
[] adaptive_rho_fraction Interval for adapting rho (fraction of the setup time)
References
Bartolomeo Stellato and Goran Banjac and Paul Goulart and Alberto Bemporad and Stephen Boyd.
OSQP: An Operator Splitting Solver for Quadratic Programs
https://arxiv.org/abs/1711.08013, 2017
Bartolomeo Stellato and Goran Banjac. OSQP “webpage”
https://osqp.org/, 2019
ROI.plugin.osqp documentation built on Sept. 12, 2024, 7:22 a.m.
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| ROI.plugin.osqp-package | R Documentation |
osqp
Description
This package provides an interface to OSQP.
The OSQP solver is a numerical optimization package or solving convex quadratic programs written in C and based on the alternating direction method of multipliers.
Control Arguments
The following description of the control parameters is mostly copied from the osqp manual.
[]
rhoADMM step rho[]
sigmaADMM step sigma[]
max_itermaximum iterations[]
abs_tolabsolute convergence tolerance[]
rel_tolrelative convergence tolerance[]
eps_prim_infprimal infeasibility tolerance[]
eps_dual_infdual infeasibility tolerance[]
alpharelaxation parameter[]
linsys_solverwhich linear systems solver to use, 0=QDLDL, 1=MKL Pardiso[]
deltaregularization parameter for polish[]
polishboolean, polish ADMM solution[]
polish_refine_iteriterative refinement steps in polish[]
verboseboolean, write out progress[]
scaled_terminationboolean, use scaled termination criteria[]
check_terminationinteger, check termination interval. If 0, termination checking is disabled[]
warm_startboolean, warm start[]
scalingheuristic data scaling iterations. If 0, scaling disabled[]
adaptive_rhocboolean, is rho step size adaptive?[]
adaptive_rho_intervalNumber of iterations between rho adaptations rho. If 0, it is automatic[]
adaptive_rho_toleranceTolerance X for adapting rho. The new rho has to be X times larger or 1/X times smaller than the current one to trigger a new factorization[]
adaptive_rho_fractionInterval for adapting rho (fraction of the setup time)
References
Bartolomeo Stellato and Goran Banjac and Paul Goulart and Alberto Bemporad and Stephen Boyd.
OSQP: An Operator Splitting Solver for Quadratic Programs
https://arxiv.org/abs/1711.08013, 2017
Bartolomeo Stellato and Goran Banjac. OSQP “webpage”
https://osqp.org/, 2019
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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