scs_settings Struct Reference

Settings structure. More...

#include <scs.h>

Data Fields
scs_int	normalize
scs_float	scale
scs_float	rho_x
scs_float	max_time_milliseconds
scs_int	max_iters
scs_int	previous_max_iters
scs_float	eps
scs_float	alpha
scs_float	cg_rate
scs_int	verbose
scs_int	warm_start
scs_int	do_super_scs
scs_int	k0
scs_float	c_bl
scs_int	k1
scs_int	k2
scs_float	c1
scs_float	sse
scs_int	ls
scs_float	beta
scs_float	sigma
ScsDirectionType	direction
scs_float	thetabar
scs_int	memory
scs_int	tRule
scs_int	broyden_init_scaling
scs_int	do_record_progress
scs_int	do_override_streams
FILE *RESTRICT	output_stream
	Output stream where progress information is printed. More...

Detailed Description

Settings structure.

Field Documentation

scs_float alpha

Relaxation parameter.

Default: SCS_ALPHA_DEFAULT

scs_float beta

Step size reduction coefficient.

In every line search iteration, the step size is reduced as \(t \leftarrow \beta t\).

Default: SCS_BETA_DEFAULT 0.5

scs_int broyden_init_scaling

Boolean; whether an initial scaling is desired in the full Broyden method

Default: SCS_BROYDEN_ISCS_SCALE_DEFAULT 1

scs_float c1

Parameter to check condition at K1

Default: SCS_C1_DEFAULT 0.9999

scs_float c_bl

Parameter for blind updates

Default: SCS_C_BL_DEFAULT 0.999

scs_float cg_rate

For indirect, tolerance goes down like (1/iter)^cg_rate.

Default: SCS_CG_RATE_DEFAULT 2.0

ScsDirectionType direction

Choice of direction

Default: anderson_acceleration

See Also

memory

scs_int do_override_streams

Whether to override the default output stream.

See Also

output_stream

scs_int do_record_progress

Whether to record progress data when running SuperSCS.

scs_int do_super_scs

boolean: whether to use superscs or not

scs_float eps

Convergence tolerance.

Default: SCS_EPS_DEFAULT 1e-3

scs_int k0

Whether K0 (blind) steps are enabled

Default: SCS_K0_DEFAULT 0

scs_int k1

Whether K1 (fast) steps are enabled

Default: SCS_K1_DEFAULT 1

scs_int k2

Whether K2 (safe) steps are enabled

Default: SCS_K2_DEFAULT 1

scs_int ls

max line-search iterations

scs_int max_iters

Maximum iterations to take.

Default: SCS_MAX_ITERS_DEFAULT.

scs_float max_time_milliseconds

Maximum time in milliseconds that the algorithm is allowed to run.

Default: SCS_MAX_TIME_MILLISECONDS 5 minutes = 1.5e5 milliseconds.

scs_int memory

Memory length for limited-memory Broyden or Anderson's acceleration methods

Default: SCS_MEMORY_DEFAULT 5

See Also

direction

scs_int normalize

Boolean, heuristic data rescaling

Default: SCS_NORMALIZE_DEFAULT 1

FILE* RESTRICT output_stream

Output stream where progress information is printed.

Note

The default value, as this is defined in scs_set_default_settings is stdout.

It is important to note that in order for a user-defined output stream to take effect, you need to set do_override_streams to 1.

See Also

do_override_streams

scs_int previous_max_iters

Maximum iterations of the previous invocation to SCS.

Used to avoid memory leaks when recording the progress of the algorithm.

scs_float rho_x

Equality constraint scaling on x

Default: SCS_RHO_X_DEFAULT 1e-3

scs_float scale

If normalized, rescales by this factor

Default: SCS_SCALE_DEFAULT 1.0

scs_float sigma

Line-search parameter

Default: SCS_SIGMA_DEFAULT 0.01

scs_float sse

Parameter to update r_safe at K1 (denoted as \(q\) in the paper)

Default: SCS_SSE_DEFAULT 0.999

scs_float thetabar

Modified Broyden parameter.

Default: SCS_THETABAR_DEFAULT 0.1

scs_int tRule

Option for the Broyden direction.

Default: 3

See Also

scs_compute_direction

scs_int verbose

Level of verbosity.

Three levels are supported: 0, 1 and 2.

Default: SCS_VERBOSE_DEFAULT 1

scs_int warm_start

Boolean, warm start (put initial guess in Sol struct): 0

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

• include/scs.h