QPALM
1.1.4
Proximal Augmented Lagrangian method for Quadratic Programs
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#include <qpalm.hpp>
Settings and parameters for the QPALM solver.
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.