ROI.plugin.osqp-package | R Documentation |
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.
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)
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
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