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)