osqpSettings: Settings for OSQP

In osqp: Quadratic Programming Solver using the 'OSQP' Library

Settings for OSQP

Description

For further details please consult the OSQP documentation: https://osqp.org/

Usage

osqpSettings(
  rho = 0.1,
  sigma = 1e-06,
  max_iter = 4000L,
  eps_abs = 0.001,
  eps_rel = 0.001,
  eps_prim_inf = 1e-04,
  eps_dual_inf = 1e-04,
  alpha = 1.6,
  linsys_solver = c(QDLDL_SOLVER = 0L),
  delta = 1e-06,
  polish = FALSE,
  polish_refine_iter = 3L,
  verbose = TRUE,
  scaled_termination = FALSE,
  check_termination = 25L,
  warm_start = TRUE,
  scaling = 10L,
  adaptive_rho = 1L,
  adaptive_rho_interval = 0L,
  adaptive_rho_tolerance = 5,
  adaptive_rho_fraction = 0.4,
  time_limit = 0
)

Arguments

rho	ADMM step rho
sigma	ADMM step sigma
max_iter	maximum iterations
eps_abs	absolute convergence tolerance
eps_rel	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)
time_limit	run time limit with 0 indicating no limit

osqp documentation built on Oct. 20, 2023, 5:12 p.m.