scs_control_dflt

Tunable SCS solver parameters

Description

Allow the user to tune the parameters of the SCS solver procedure.

Usage

scs_control_dflt(
  maxiter = 1e+05,
  eps_rel = 1e-05,
  eps_abs = 1e-05,
  eps_infeas = 1e-07,
  alpha_relax = 1.5,
  rho_x = 1e-06,
  scale = 0.1,
  normalize = TRUE,
  acceleration_lookback = 10,
  acceleration_interval = 5,
  adaptive_scale = TRUE,
  adaptive_diag_scale = TRUE,
  time_limit_secs = 60
)

Arguments

  • maxiter: positive integer, maximum number of iterations to run.
  • eps_rel: positive numeric, relative feasibility tolerance.
  • eps_abs: positive numeric, absolute feasibility tolerance.
  • eps_infeas: positive numeric, infeasibility tolerance (primal and dual).
  • alpha_relax: numeric value in (0, 2), douglas-Rachford relaxation parameter.
  • rho_x: positive numeric, primal scale factor.
  • scale: positive numeric, initial dual scale factor, updated if adaptive_scale is TRUE.
  • normalize: logical, whether to perform heuristic data rescaling.
  • acceleration_lookback: positive integer, relative amount of memory used for Anderson acceleration. More memory requires more time to compute but can give more reliable steps. If acceleration_lookback < 1, Anderson acceleration is disabled.
  • acceleration_interval: positive integer, run Anderson acceleration every acceleration_interval iteration(s).
  • adaptive_scale: logical, whether to heuristically adapt dual scale through the solve.
  • adaptive_diag_scale: logical, whether to refine the metric R per row, using the primal residual profile. Requires adaptive_scale (silently disabled without it).
  • time_limit_secs: positive numeric, time limit for solve run in seconds (can be fractional). The value 0 is interpreted as no limit. The default is 60.

Seealso

https://www.cvxgrp.org/scs/api/settings

Value

A list with components:

  • maxiter
  • eps_rel
  • eps_abs
  • eps_infeas
  • alpha_relax
  • rho_x
  • scale
  • normalize
  • acceleration_lookback
  • acceleration_interval
  • adaptive_scale
  • adaptive_diag_scale
  • time_limit_secs

with meanings as explained under ‘Arguments’.

Examples

## default tuning parameters
scs_control_dflt()