R: SCS Control Arguments

scs_control {scs}

R Documentation

SCS Control Arguments

Description

Details to the control parameters.

Usage

scs_control(
  max_iters = 100000L,
  eps_rel = 1e-04,
  eps_abs = 1e-04,
  eps_infeas = 1e-07,
  alpha = 1.5,
  rho_x = 1e-06,
  scale = 0.1,
  verbose = FALSE,
  normalize = TRUE,
  warm_start = FALSE,
  acceleration_lookback = 0L,
  acceleration_interval = 1L,
  adaptive_scale = TRUE,
  write_data_filename = NULL,
  log_csv_filename = NULL,
  time_limit_secs = 0
)

Arguments

`max_iters`	an integer giving the maximum number of iterations (default is `100000L`).
`eps_rel`	a double specifying relative feasibility tolerance (default `1e-4`).
`eps_abs`	a double specifying absolute feasibility tolerance (default `1e-4`).
`eps_infeas`	a double specifying infeasibility tolerance (primal and dual) (default `1e-7`).
`alpha`	a double giving the (Douglas-Rachford) over-relaxation parameter, allowed values are in (0, 2) (default `1.5`).
`rho_x`	a double giving the momentum of x term (default os `1e-6`).
`scale`	a double giving the factor (default is `1.0`) by which the data is rescaled (only used if normalize is `TRUE`).
`verbose`	a logical giving if the progress should be printed (default is `FALSE`).
`normalize`	a logical giving if heuristic data rescaling should be used (default is `TRUE`).
`warm_start`	a logical indicating if a warm_start is provided (default `FALSE`, but a call to `scs` with a non-null `initial` argument overrides it to be effectively `TRUE`)
`acceleration_lookback`	an integer indicating How much memory to use for Anderson acceleration. More memory requires more time to compute but can give more reliable steps (default `0L`, disabling it).
`acceleration_interval`	an integer specifying the number of iterations for which Anderson acceleration is run (default `1L`).
`adaptive_scale`	a logical indicating whether to heuristically adapt dual through the solve (default `TRUE`).
`write_data_filename`	a string indicating filename to write problem data to (default `NULL` indicating no write).
`log_csv_filename`	a string indicating filename where SCS will write csv logs of various quantities through the solver (default `NULL` indicating no logging, as it makes the solver much slower).
`time_limit_secs`	a double indicating time limit for solve run in seconds; can be fractional (default `0.0` indicating no limit).

Value

a list containing the control parameters.

[Package scs version 3.0-0 Index]