osqpSettings: Settings for OSQP

Description Usage Arguments

View source: R/params.R

Description

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

Usage

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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)

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)


osqp documentation built on Sept. 11, 2019, 9:04 a.m.