README.md

In scs: Splitting Conic Solver

R interface to the Splitting Conic Solver (SCS)

Control Arguments

|Parameter |Default Value |Type |Description | |:---------------------|:-------------|:-------|:------------------------------------------------------------------------------| |max_iters |100000 |integer |maximum number of iterations | |eps_rel |1e-04 |numeric |relative feasibility tolerance | |eps_abs |1e-04 |numeric |absolute feasibility tolerance | |eps_infeas |1e-07 |numeric |Infeasibility tolerance (primal and dual) | |alpha |1.5 |numeric |Douglas-Rachford relaxation parameter | |rho_x |1e-06 |numeric |Primal scale factor | |scale |0.1 |numeric |Initial dual scale factor, updated if adaptive_scale is True | |verbose |FALSE |boolean |Write out progress | |normalize |TRUE |boolean |Whether to perform heuristic data rescaling | |warm_start |FALSE |boolean |Whether to warm start | |acceleration_lookback |0 |integer |How much memory to use for Anderson acceleration | |acceleration_interval |1 |integer |Run Anderson acceleration every this number of iterations | |adaptive_scale |TRUE |boolean |Whether to heuristically adapt dual scale through the solve | |log_csv_filename | |string |If non NULL SCS will write logs of quantities through the solver (ignored) | |time_limit_secs |0 |numeric |Time limit for solve run in seconds (can be fractional, 0 implies no limit | |write_data_filename | |string |If non NULLset the problem data is dumped to this filename (ignored) |

Reference

• O'Donoghue Brendan, Chu Eric, Parikh Neal, Boyd Stephen (2016). Operator Splitting for Conic Optimization via Homogeneous Self-Dual Embedding. Journal of Optimization Theory and Applications 169(3), 1042-1068. URL https://doi.org/10.1007/s10957-016-0892-3.

scs documentation built on April 11, 2023, 6:04 p.m.