scs_work Struct Reference

Workspace for SCS. More...

#include <scs.h>

Data Fields
scs_int	m
	Row dimension of $A$. More...
scs_int	n
	Column dimension of $A$. More...
scs_int	l
	Dimension of $u_k$, that is $l = m + n + 1$ . More...
scs_float *RESTRICT	u
	Vector $u_k=(x_k,y_k,\tau_k)$. More...
scs_float *RESTRICT	v
	Vector $v_k = Qu_k$ (used only in SCS, not in SuperSCS). More...
scs_float *RESTRICT	u_t
	Vector $\tilde{u}_k$. More...
scs_float *RESTRICT	u_prev
	Vector $u_{k-1}$ of the previous iteration. More...
scs_float *RESTRICT	u_b
	Vector $\bar{u}_k$. More...
scs_float *RESTRICT	h
	Auxiliary variable used in projections on linear spaces. More...
scs_float *RESTRICT	g
	Auxiliary variable of dimension $l-1$ used in projections on linear spaces. More...
scs_float *RESTRICT	pr
	Primal residual vector. More...
scs_float *RESTRICT	dr
	Dual residual vector. More...
scs_float *RESTRICT	b
	The (possibly normalized) vector $b$. More...
scs_float *RESTRICT	c
	The (possibly normalized) vector $c$. More...
scs_float *RESTRICT	R
	Fixed-point residual $R_k$. More...
scs_float *RESTRICT	R_prev
	Fixed-point residual (FPR) of the previous iteration $R_{k-1}$. More...
scs_float *RESTRICT	dir
	Direction $d_k$. More...
scs_float *RESTRICT	H
	Hessian approximation used by the full Broyden method. More...
scs_float *RESTRICT	dut
	Direction corresponding to $\tilde{u}$. More...
scs_float *RESTRICT	wu
	Variable $w_u$. More...
scs_float *RESTRICT	wu_t
	Variable $\tilde{w}_u$. More...
scs_float *RESTRICT	wu_b
	Variable $\bar{w}_u$. More...
scs_float *RESTRICT	Rwu
	Vector $R(w_u)$ from line search. More...
scs_float	nrmR_con
	$\|Ru_k\|$. More...
scs_float *RESTRICT	Sk
	$s_k = u_k - u_{k-1}$ More...
scs_float *RESTRICT	Yk
	$y_k = R_k - R_{k-1}$ More...
scs_float	stepsize
	The current stepsize $t_k$. More...
scs_float *RESTRICT	s_b
	Variable that corresponds to the primal slack for the 2nd step of DRS. More...
scs_float	gTh
	Auxiliary variable. More...
scs_float	sc_b
	Scaling factor corresponding to $b$. More...
scs_float	sc_c
	Scaling factor corresponding to $c$. More...
scs_float	nm_b
	Norm of $b$. More...
scs_float	nm_c
	Norm of $c$. More...
scs_float	kap_b
	Variable for certificates of infeasibility/unboudedness. More...
ScsAMatrix *	A
	The (possibly normalized) A matrix. More...
ScsPrivWorkspace *RESTRICT	p
	struct populated by linear system solver More...
ScsSettings *RESTRICT	stgs
	contains solver settings specified by user More...
ScsScaling *RESTRICT	scal
	contains the re-scaling data More...
ScsConeWork *RESTRICT	coneWork
	workspace for the cone projection step More...
ScsDirectionCache *RESTRICT	direction_cache
	A cache for the computation of Broyden or Anderson's acceleration. More...

Detailed Description

Workspace for SCS.

Field Documentation

ScsAMatrix* A

The (possibly normalized) A matrix.

scs_float* RESTRICT b

The (possibly normalized) vector $b$.

scs_float* RESTRICT c

The (possibly normalized) vector $c$.

ScsConeWork* RESTRICT coneWork

workspace for the cone projection step

scs_float* RESTRICT dir

Direction $d_k$.

ScsDirectionCache* RESTRICT direction_cache

A cache for the computation of Broyden or Anderson's acceleration.

scs_float* RESTRICT dr

Dual residual vector.

$$\text{dr} = A'y + c \tau,$$

and in SuperSCS, $y$ is $\bar{y}$ and $\tau$ is $\bar{\tau}$.

scs_float* RESTRICT dut

Direction corresponding to $\tilde{u}$.

scs_float* RESTRICT g

Auxiliary variable of dimension $l-1$ used in projections on linear spaces.

scs_float gTh

Auxiliary variable.

scs_float* RESTRICT h

Auxiliary variable used in projections on linear spaces.

scs_float* RESTRICT H

Hessian approximation used by the full Broyden method.

See Also

full_broyden

scs_float kap_b

Variable for certificates of infeasibility/unboudedness.

scs_int l

Dimension of $u_k$, that is $l = m + n + 1$ .

scs_int m

Row dimension of $A$.

scs_int n

Column dimension of $A$.

scs_float nm_b

Norm of $b$.

scs_float nm_c

Norm of $c$.

scs_float nrmR_con

$\|Ru_k\|$.

ScsPrivWorkspace* RESTRICT p

struct populated by linear system solver

scs_float* RESTRICT pr

Primal residual vector.

$$\text{pr} = A x + s - b \tau,$$

and in SuperSCS, $x$ is $\bar{x}$, $s$ is $\bar{s}$ and $\tau$ is $\bar{\tau}$

scs_float* RESTRICT R

Fixed-point residual $R_k$.

scs_float* RESTRICT R_prev

Fixed-point residual (FPR) of the previous iteration $R_{k-1}$.

scs_float* RESTRICT Rwu

Vector $R(w_u)$ from line search.

scs_float* RESTRICT s_b

Variable that corresponds to the primal slack for the 2nd step of DRS.

scs_float sc_b

Scaling factor corresponding to $b$.

scs_float sc_c

Scaling factor corresponding to $c$.

ScsScaling* RESTRICT scal

contains the re-scaling data

scs_float* RESTRICT Sk

$s_k = u_k - u_{k-1}$

scs_float stepsize

The current stepsize $t_k$.

ScsSettings* RESTRICT stgs

contains solver settings specified by user

scs_float* RESTRICT u

Vector $u_k=(x_k,y_k,\tau_k)$.

scs_float* RESTRICT u_b

Vector $\bar{u}_k$.

scs_float* RESTRICT u_prev

Vector $u_{k-1}$ of the previous iteration.

scs_float* RESTRICT u_t

Vector $\tilde{u}_k$.

scs_float* RESTRICT v

Vector $v_k = Qu_k$ (used only in SCS, not in SuperSCS).

scs_float* RESTRICT wu

Variable $w_u$.

scs_float* RESTRICT wu_b

Variable $\bar{w}_u$.

scs_float* RESTRICT wu_t

Variable $\tilde{w}_u$.

scs_float* RESTRICT Yk

$y_k = R_k - R_{k-1}$

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

• include/scs.h