util.h File Reference

#include <stdlib.h>
#include <stdarg.h>
#include "scs.h"
#include <sys/time.h>
#include <time.h>

Go to the source code of this file.

Data Structures
struct	scs_timer
	SCS timer structure. More...

Macros
#define	_POSIX_C_SOURCE   200112L

Typedefs
typedef struct scs_timer	ScsTimer

Functions
void	scs_tic (ScsTimer *timer)
	Starts the timer. More...
scs_float	scs_toc (ScsTimer *timer)
	Stops the timer. More...
scs_float	scs_strtoc (char *str, ScsTimer *timer)
	Stops the timer and prints a custom message. More...
scs_float	scs_toc_quiet (ScsTimer *timer)
	Stops the timer. More...
void	scs_print_cone_data (const ScsCone *RESTRICT cone)
	Prints the content of a Cone object. More...
void	scs_print_data (const ScsData *data)
	Prints the content of a Data object. More...
void	scs_print_work (const ScsWork *work)
	Prints the content of a Work object. More...
void	scs_print_array (const scs_float *RESTRICT arr, scs_int n, const char *RESTRICT name)
	Prints an array. More...
void	scs_set_default_settings (ScsData *RESTRICT data)
	Sets the settings to certain default values. More...
void	scs_set_restarted_broyden_settings (ScsData *RESTRICT data, scs_int broyden_memory)
void	scs_set_anderson_settings (ScsData *RESTRICT data, scs_int anderson_memory)
void	scs_set_tolerance (ScsData *RESTRICT data, scs_float tolerance)
void	scs_set_memory (ScsData *RESTRICT data, scs_int memory)
void	scs_free_sol (ScsSolution *RESTRICT sol)
	Frees the memory allocated for a Sol object. More...
void	scs_free_data (ScsData *RESTRICT data)
void	scs_free_cone (ScsCone *RESTRICT cone)
void	scs_free_data_cone (ScsData *RESTRICT d, ScsCone *RESTRICT k)
	Frees the memory allocate of a Data and a Cone object. More...
void	scs_free_info (ScsInfo *RESTRICT info)
	Frees the memory allocated for an Info object. More...
int	scs_special_print (scs_int print_mode, FILE *RESTRICT __stream, const char *RESTRICT __format,...)
	Custom print function for SCS. More...

Macro Definition Documentation

#define _POSIX_C_SOURCE   200112L

Typedef Documentation

typedef struct scs_timer ScsTimer

Typedef for the structure scs_timer

Function Documentation

void scs_free_cone

(

ScsCone *RESTRICT

cone

)

Frees the memory associated with an ScsCone structure

Parameters

cone	pointer to cone

void scs_free_data

(

ScsData *RESTRICT

data

)

Frees the memory associated with an ScsData structure.

Parameters

data	pointer to data

See Also

scs_init_data

void scs_free_data_cone	(	ScsData *RESTRICT	d,
		ScsCone *RESTRICT	k
	)

Frees the memory allocate of a Data and a Cone object.

Parameters

d	pointer to allocated ScsData structure
k	pointer to allocated ScsCone structure

See Also

scs_set_default_settings

scs_init_data

scs_free_data

scs_free_cone

void scs_free_info

(

ScsInfo *RESTRICT

info

)

Frees the memory allocated for an Info object.

Parameters

info	pointer to allocated ScsInfo structure

See Also

scs_init_info

void scs_free_sol

(

ScsSolution *RESTRICT

sol

)

Frees the memory allocated for a Sol object.

Parameters

sol	pointer to allocated ScsSolution structure

See Also

scs_init_sol

void scs_print_array	(	const scs_float *RESTRICT	arr,
		scs_int	n,
		const char *RESTRICT	name
	)

Prints an array.

Parameters

arr	pointer to array
n	length of array
name	name of the array

void scs_print_cone_data

(

const ScsCone *RESTRICT

cone

)

Prints the content of a Cone object.

Parameters

cone	pointer to cone

void scs_print_data

(

const ScsData *

data

)

Prints the content of a Data object.

Parameters

data	pointer to data

void scs_print_work

(

const ScsWork *

work

)

Prints the content of a Work object.

Parameters

work	pointer to work

void scs_set_anderson_settings	(	ScsData *RESTRICT	data,
		scs_int	anderson_memory
	)

Calls scs_set_default_settings and sets the direction to anderson_acceleration and the memory to a specified value.

Note

Sets the memory to the maximum between 2 and the given memory.

Sets k0 to 1

Parameters

data	pointer to data
anderson_memory	desired memory length

See Also

scs_set_restarted_broyden_settings

scs_set_tolerance

scs_set_default_settings

void scs_set_default_settings

(

ScsData *RESTRICT

data

)

Sets the settings to certain default values.

Parameter	Default value	Default value Macro
normalize	1	SCS_NORMALIZE_DEFAULT
scale	1.0	SCS_SCALE_DEFAULT
rho_x	0.001	SCS_RHO_X_DEFAULT
max_iters	10000	SCS_MAX_ITERS_DEFAULT
max_time_milliseconds	300000	SCS_MAX_TIME_MILLISECONDS
previous_max_iters	-1	SCS_PMAXITER_DEFAULT
eps	1e-3	SCS_EPS_DEFAULT
alpha	1.5	SCS_ALPHA_DEFAULT
verbose	1	SCS_VERBOSE_DEFAULT
warm_start	0	SCS_WARM_START_DEFAULT
do_super_scs	1	SCS_DO_SUPERSCS_DEFAULT
k0	0	SCS_K0_DEFAULT
k1	1	SCS_K1_DEFAULT
k2	1	SCS_K2_DEFAULT
c_bl	0.999	SCS_C_BL_DEFAULT
c1	0.9999	SCS_C1_DEFAULT
cg_rate	2.0	SCS_CG_RATE_DEFAULT
ls	10	SCS_LS_DEFAULT
sse	0.999	SCS_SSE_DEFAULT
beta	0.5	SCS_BETA_DEFAULT
sigma	0.01	SCS_SIGMA_DEFAULT
direction	anderson_acceleration	SCS_DIRECTION_DEFAULT
thetabar	0.1	SCS_THETABAR_DEFAULT
memory	5	SCS_MEMORY_DEFAULT
broyden_init_scaling	1	SCS_BROYDEN_ISCS_SCALE_DEFAULT
do_record_progress	0	SCS_DO_RECORD_PROGRESS_DEFAULT
do_override_streams	0	SCS_OVERRIDE_STREAMS_DEFAULT
output_stream	stdout	SCS_OUT_STREAM_DEFAULT

Parameters

data	Pointer to data

Warning

If you want to increase the maximum number of iteration with respect to the previous run and you have set do_record_progress to 1, then you should not use this function. If you really want to use it, however, you should set the parameter previous_max_iters to the maximum number of iterations you used in the previous run. This is in order to avoid memory management errors.

Alternatively, a simple solution is to invoke scs_free_info after you call scs and then again scs_init_info. Then it is safe to call this function and run scs again.

Note

If you have set do_record_progress to 0, you may ignore this warning.

See Also

scs_set_restarted_broyden_settings

scs_set_anderson_settings

scs_set_tolerance

easy configuration in MATLAB CVX

void scs_set_memory	(	ScsData *RESTRICT	data,
		scs_int	memory
	)

Sets the memory for limited-memory quasi-Newtonian direction methods.

Note

If memory is below 2 the memory is set to 2.

If memory is higher than the problem dimension, the memory is saturated to exactly the problem dimension. This rule applies to the Anderson acceleration method. It is not advisable to use too high memory values.

Parameters

data	pointer to data
memory	memory length

void scs_set_restarted_broyden_settings	(	ScsData *RESTRICT	data,
		scs_int	broyden_memory
	)

Calls scs_set_default_settings and sets the direction to restarted_broyden and the memory to a specified value.

Note

Sets the memory to the maximum between 2 and the given memory.

Sets k0 to 0

Parameters

data	pointer to data
broyden_memory	desired memory length

See Also

scs_set_anderson_settings

scs_set_tolerance

scs_set_default_settings

void scs_set_tolerance	(	ScsData *RESTRICT	data,
		scs_float	tolerance
	)

Sets the tolerance to a given value.

Note

If the specified tolerance is lower than 2 times the machine accuracy, the tolerance is set to that minimum value. That is, the minimum allowed tolerance is 10 * DBL_EPSILON.

Warning

If the user provides an illegal value such as negative or lower than 10 * DBL_EPSILON, the tolerance is set to 10 * DBL_EPSILON.

Note

Recommended range of tolerances: 1e-14 to 5e-2.

Parameters

data	pointer to data
tolerance	desired tolerance

int scs_special_print	(	scs_int	print_mode,
		FILE *RESTRICT	__stream,
		const char *RESTRICT	__format,
			...
	)

Custom print function for SCS.

This functions allows to print in different streams. The argument print_mode specifies whether it is allowed to override the default stream and use a print function other than printf.

For example, if SCS is interfaced via a MEX function, MATLAB expects to use printf exclusively which it then delegated to mexPrintf; a function that prints the program's output to the console of MATLAB.

When SCS is called from other software, it is likely that print_mode has to be set to 0.

Parameters

print_mode	whether to override the default behavior (using printf)
__stream	an output stream
__format	string format
...	arguments specifying data to print

Returns

return value of print or vfprintf

scs_float scs_strtoc	(	char *	str,
		ScsTimer *	timer
	)

Stops the timer and prints a custom message.

Parameters

str	string
timer	pointer to timer structure

Returns

elapsed time

void scs_tic

(

ScsTimer *

timer

)

Starts the timer.

Parameters

timer

pointer to timer structure

scs_float scs_toc

(

ScsTimer *

timer

)

Stops the timer.

This function prints a message of the form:

time: %8.4f milli-seconds.\n

to the standard output using printf.

Parameters

timer

pointer to timer structure

Returns

elapsed time in milliseconds

scs_float scs_toc_quiet

(

ScsTimer *

timer

)

Stops the timer.

Note

In contrast to scs_toc, this function does not print anything

Parameters

timer

pointer to timer structure

Returns

elapsed time in milliseconds

See Also

scs_toc