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R interface to the Splitting Conic Solver (SCS)

Control Arguments

ParameterDefault ValueTypeDescription
max_iters100000integermaximum number of iterations
eps_rel1e-04numericrelative feasibility tolerance
eps_abs1e-04numericabsolute feasibility tolerance
eps_infeas1e-07numericInfeasibility tolerance (primal and dual)
alpha1.5numericDouglas-Rachford relaxation parameter
rho_x1e-06numericPrimal scale factor
scale0.1numericInitial dual scale factor, updated if adaptive_scale is True
verboseFALSEbooleanWrite out progress
normalizeTRUEbooleanWhether to perform heuristic data rescaling
warm_startFALSEbooleanWhether to warm start
acceleration_lookback0integerHow much memory to use for Anderson acceleration
acceleration_interval1integerRun Anderson acceleration every this number of iterations
adaptive_scaleTRUEbooleanWhether to heuristically adapt dual scale through the solve
log_csv_filenamestringIf non NULL SCS will write logs of quantities through the solver (ignored)
time_limit_secs0numericTime limit for solve run in seconds (can be fractional, 0 implies no limit
write_data_filenamestringIf 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.

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Install

install.packages('scs')

Monthly Downloads

5,136

Version

3.2.4

License

GPL-3

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Last Published

April 11th, 2023

Functions in scs (3.2.4)

scs_control

SCS Control Arguments
scs

SCS - Splitting Conic Solver