QPALM 1.1.3
Proximal Augmented Lagrangian method for Quadratic Programs
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Public Member Functions
qpalm::Settings Struct Reference

#include <qpalm.hpp>

Detailed Description

Settings and parameters for the QPALM solver.

Examples
examples/cxx/qpalm_demo.cpp.

Definition at line 103 of file qpalm.hpp.

+ Inheritance diagram for qpalm::Settings:
+ Collaboration diagram for qpalm::Settings:

Public Member Functions

QPALM_CXX_EXPORT Settings ()
 Construct with default settings.
 

Additional Inherited Members

- Data Fields inherited from QPALMSettings
c_int max_iter
 maximum number of iterations
 
c_int inner_max_iter
 maximum number of iterations per subproblem
 
c_float eps_abs
 absolute convergence tolerance
 
c_float eps_rel
 relative convergence tolerance
 
c_float eps_abs_in
 intermediate absolute convergence tolerance
 
c_float eps_rel_in
 intermediate relative convergence tolerance
 
c_float rho
 tolerance scaling factor
 
c_float eps_prim_inf
 primal infeasibility tolerance
 
c_float eps_dual_inf
 dual infeasibility tolerance
 
c_float theta
 penalty update criterion parameter
 
c_float delta
 penalty update factor
 
c_float sigma_max
 penalty factor cap
 
c_float sigma_init
 initial penalty parameter (guideline)
 
c_int proximal
 boolean, use proximal method of multipliers or not
 
c_float gamma_init
 initial proximal penalty parameter
 
c_float gamma_upd
 proximal penalty update factor
 
c_float gamma_max
 proximal penalty parameter cap
 
c_int scaling
 scaling iterations, if 0 then scaling is disabled
 
c_int nonconvex
 boolean, indicates whether the QP is nonconvex
 
c_int verbose
 boolean, write out progress
 
c_int print_iter
 frequency of printing
 
c_int warm_start
 boolean, warm start
 
c_int reset_newton_iter
 frequency of performing a complete Cholesky factorization
 
c_int enable_dual_termination
 boolean, enable termination based on dual objective (useful in branch and bound)
 
c_float dual_objective_limit
 termination value for the dual objective (useful in branch and bound)
 
c_float time_limit
 time limit
 
c_int ordering
 ordering method for factorization
 
c_int factorization_method
 factorize KKT or Schur complement
 
c_int max_rank_update
 maximum rank for the sparse factorization update
 
c_float max_rank_update_fraction
 maximum rank (relative to n+m) for the factorization update
 

Constructor & Destructor Documentation

◆ Settings()

qpalm::Settings::Settings ( )

Construct with default settings.

See also
qpalm_set_default_settings

Definition at line 21 of file qpalm.cpp.

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The documentation for this struct was generated from the following files: