scs_control: SCS Control Arguments

In scs: Splitting Conic Solver

SCS Control Arguments

Description

Details to the control parameters.

Usage

scs_control(
  max_iters = 100000L,
  eps_rel = 1e-04,
  eps_abs = 1e-04,
  eps_infeas = 1e-07,
  alpha = 1.5,
  rho_x = 1e-06,
  scale = 0.1,
  verbose = FALSE,
  normalize = TRUE,
  warm_start = FALSE,
  acceleration_lookback = 0L,
  acceleration_interval = 1L,
  adaptive_scale = TRUE,
  write_data_filename = NULL,
  log_csv_filename = NULL,
  time_limit_secs = 0
)

Arguments

max_iters	an integer giving the maximum number of iterations (default is 100000L).
eps_rel	a double specifying relative feasibility tolerance (default 1e-4).
eps_abs	a double specifying absolute feasibility tolerance (default 1e-4).
eps_infeas	a double specifying infeasibility tolerance (primal and dual) (default 1e-7).
alpha	a double giving the (Douglas-Rachford) over-relaxation parameter, allowed values are in (0, 2) (default 1.5).
rho_x	a double giving the momentum of x term (default os 1e-6).
scale	a double giving the factor (default is 1.0) by which the data is rescaled (only used if normalize is TRUE).
verbose	a logical giving if the progress should be printed (default is FALSE).
normalize	a logical giving if heuristic data rescaling should be used (default is TRUE).
warm_start	a logical indicating if a warm_start is provided (default FALSE, but a call to scs with a non-null initial argument overrides it to be effectively TRUE)
acceleration_lookback	an integer indicating How much memory to use for Anderson acceleration. More memory requires more time to compute but can give more reliable steps (default 0L, disabling it).
acceleration_interval	an integer specifying the number of iterations for which Anderson acceleration is run (default 1L).
adaptive_scale	a logical indicating whether to heuristically adapt dual through the solve (default TRUE).
write_data_filename	a string indicating filename to write problem data to (default NULL indicating no write).
log_csv_filename	a string indicating filename where SCS will write csv logs of various quantities through the solver (default NULL indicating no logging, as it makes the solver much slower).
time_limit_secs	a double indicating time limit for solve run in seconds; can be fractional (default 0.0 indicating no limit).

Value

a list containing the control parameters.

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