Solver settingsΒΆ

The solver settings are displayed in the following table. The settings marked with * can be changed without running the setup method again.

Argument Description Allowed values Default value
rho * ADMM rho step 0 < rho 0.1
sigma ADMM sigma step 0 < sigma 1e-06
max_iter * Maximum number of iterations 0 < max_iter (integer) 2500
eps_abs * Absolute tolerance 0 < eps_abs 1e-03
eps_rel * Relative tolerance 0 < eps_rel 1e-03
eps_prim_inf * Primal infeasibility tolerance 0 < eps_prim_inf 1e-04
eps_dual_inf * Dual infeasibility tolerance 0 < eps_dual_inf 1e-04
alpha * ADMM overrelaxation parameter 0 < alpha < 2 1.6
linsys_solver Linear systems solver type See Linear Systems Solvers suitesparse ldl
delta * Polishing regularization parameter 0 < delta 1e-06
polish * Perform polishing True/False True
polish_refine_iter * Refinement iterations in polish 0 < polish_refine_iter (integer) 3
verbose * Print output True/False True
scaled_termination * Scaled termination conditions True/False False
check_termination * Check termination interval 0 (disabled) or 0 < check_termination (integer) True
warm_start * Perform warm starting True/False True
scaling Number of scaling iterations 0 (disabled) or 0 < scaling (integer) 10
adaptive_rho Adaptive rho True/False True
adaptive_rho_interval Adaptive rho interval 0 (automatic) or 0 < adaptive_rho_interval (integer) 0
adaptive_rho_tolerance Tolerance for adapting rho 1 <= adaptive_rho_tolerance 5
adaptive_rho_fraction Adaptive rho interval as fraction of setup time (auto mode) 0 < adaptive_rho_fraction 0.4

The boolean values True/False are defined as 1/0 in the C/C++ interfaces.