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R interface to the Splitting Conic Solver (SCS)

Control Arguments

Parameter Default Value Type Description
max_iters 100000 integer maximum number of iterations
eps_rel 1e-04 numeric relative feasibility tolerance
eps_abs 1e-04 numeric absolute feasibility tolerance
eps_infeas 1e-07 numeric Infeasibility tolerance (primal and dual)
alpha 1.5 numeric Douglas-Rachford relaxation parameter
rho_x 1e-06 numeric Primal scale factor
scale 0.1 numeric Initial dual scale factor, updated if adaptive_scale is True
verbose FALSE boolean Write out progress
normalize TRUE boolean Whether to perform heuristic data rescaling
warm_start FALSE boolean Whether to warm start
acceleration_lookback 0 integer How much memory to use for Anderson acceleration
acceleration_interval 1 integer Run Anderson acceleration every this number of iterations
adaptive_scale TRUE boolean Whether to heuristically adapt dual scale through the solve
log_csv_filename string If non NULL SCS will write logs of quantities through the solver (ignored)
time_limit_secs 0 numeric Time limit for solve run in seconds (can be fractional, 0 implies no limit
write_data_filename string If non NULLset the problem data is dumped to this filename (ignored)

Reference

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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