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QPALM
1.1.3b1
Proximal Augmented Lagrangian method for Quadratic Programs
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#include <qpalm.hpp>
Settings and parameters for the QPALM solver.
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 | |
| qpalm::Settings::Settings | ( | ) |
Construct with default settings.
Definition at line 21 of file qpalm.cpp.
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