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