osqpSettings: Settings for OSQP

Description

For further details please consult the OSQP documentation: https://osqp.org/

Usage

osqpSettings(
  rho = 0.1,
  rho_is_vec = TRUE,
  sigma = 1e-06,
  max_iter = 4000L,
  eps_abs = 0.001,
  eps_rel = 0.001,
  eps_prim_inf = 1e-04,
  eps_dual_inf = 1e-04,
  alpha = 1.6,
  linsys_solver = c(OSQP_DIRECT_SOLVER = 1L),
  delta = 1e-06,
  polishing = FALSE,
  polish_refine_iter = 3L,
  verbose = TRUE,
  scaled_termination = FALSE,
  check_termination = 25L,
  check_dualgap = TRUE,
  warm_starting = TRUE,
  scaling = 10L,
  adaptive_rho = 1L,
  adaptive_rho_interval = 50L,
  adaptive_rho_tolerance = 5,
  adaptive_rho_fraction = 0.4,
  cg_max_iter = 20L,
  cg_tol_reduction = 10L,
  cg_tol_fraction = 0.15,
  cg_precond = c(OSQP_DIAGONAL_PRECONDITIONER = 1L),
  profiler_level = 0L,
  time_limit = 1e+10,
  polish = NULL,
  warm_start = NULL
)

Arguments

rho: ADMM step rho
rho_is_vec: boolean, whether rho is treated as a vector (per-constraint) or scalar
sigma: ADMM step sigma
max_iter: maximum iterations
eps_abs: absolute convergence tolerance
eps_rel: relative convergence tolerance
eps_prim_inf: primal infeasibility tolerance
eps_dual_inf: dual infeasibility tolerance
alpha: relaxation parameter
linsys_solver: which linear systems solver to use, 1=OSQP_DIRECT_SOLVER (QDLDL), 2=OSQP_INDIRECT_SOLVER
delta: regularization parameter for polishing
polishing: boolean, polish ADMM solution
polish_refine_iter: iterative refinement steps in polishing
verbose: boolean, write out progress
scaled_termination: boolean, use scaled termination criteria
check_termination: integer, check termination interval. If 0, termination checking is disabled
check_dualgap: boolean, check duality gap termination criteria
warm_starting: boolean, warm start
scaling: heuristic data scaling iterations. If 0, scaling disabled
adaptive_rho: integer, rho adaptation strategy: 0=disabled, 1=iterations, 2=time, 3=KKT error
adaptive_rho_interval: Number of iterations between rho adaptations rho. If 0, it is automatic
adaptive_rho_tolerance: Tolerance X for adapting rho. The new rho has to be X times larger or 1/X times smaller than the current one to trigger a new factorization
adaptive_rho_fraction: Interval for adapting rho (fraction of the setup time)
cg_max_iter: maximum number of CG iterations (indirect solver only)
cg_tol_reduction: integer, number of consecutive zero CG iterations before the tolerance gets halved (indirect solver only)
cg_tol_fraction: CG tolerance fraction (indirect solver only)
cg_precond: preconditioner for CG method (indirect solver only): 0=none, 1=diagonal (Jacobi)
profiler_level: integer, level of detail for profiler annotations (0=off)
time_limit: run time limit in seconds (1e10 effectively disables)
polish: Deprecated. Use polishing instead.
warm_start: Deprecated. Use warm_starting instead.