SCS-class: The SCS class.

Description

This class is an interface for the SCS solver.

Usage

SCS()
# S4 method for SCS
lp_capable(solver)
# S4 method for SCS
socp_capable(solver)
# S4 method for SCS
sdp_capable(solver)
# S4 method for SCS
exp_capable(solver)
# S4 method for SCS
mip_capable(solver)
# S4 method for SCS
name(object)
# S4 method for SCS
import_solver(solver)
# S4 method for SCS
Solver.solve(solver, objective, constraints, cached_data,
  warm_start, verbose, ...)
# S4 method for SCS
format_results(solver, results_dict, data, cached_data)

Arguments

object, solver

A '>SCS object.

objective

A list representing the canonicalized objective.

constraints

A list of canonicalized constraints.

cached_data

A list mapping solver name to cached problem data.

warm_start

A logical value indicating whether the previous solver result should be used to warm start.

verbose

A logical value indicating whether to print solver output.

...

Additional arguments to the solver.

results_dict

A list containing the solver output.

data

A list containing information about the problem.

Methods (by generic)

lp_capable: SCS can handle linear programs.
socp_capable: SCS can handle second-order cone programs.
sdp_capable: SCS can handle semidefinite programs.
exp_capable: SCS can handle exponential cone programs.
mip_capable: SCS cannot handle mixed-integer programs.
name: The name of the solver.
import_solver: Imports the scs library.
Solver.solve: Call the solver on the canonicalized problem.
format_results: Convert raw solver output into standard list of results.

References

B. O'Donoghue, E. Chu, N. Parikh, and S. Boyd. "Conic Optimization via Operator Splitting and Homogeneous Self-Dual Embedding." Journal of Optimization Theory and Applications, pp. 1-27, 2016. https://doi.org/10.1007/s10957-016-0892-3.

Examples

Run this code

# NOT RUN {
scs <- SCS()
lp_capable(scs)
sdp_capable(scs)
socp_capable(scs)
exp_capable(scs)
mip_capable(scs)
# }