scs_control function

SCS Control Arguments

Details to the control parameters.

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).

Returns

a list containing the control parameters.