QPALM
A proximal augmented Lagrangian method for QPs.
include
constants.h
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#ifndef CONSTANTS_H
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#define CONSTANTS_H
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#ifdef __cplusplus
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extern
"C"
{
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#endif // ifdef __cplusplus
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#define TRUE 1
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#define FALSE 0
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#define QPALM_SOLVED (1)
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#define QPALM_DUAL_TERMINATED (2)
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#define QPALM_MAX_ITER_REACHED (-2)
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#define QPALM_PRIMAL_INFEASIBLE (-3)
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#define QPALM_DUAL_INFEASIBLE (-4)
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#define QPALM_TIME_LIMIT_REACHED (-5)
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#define QPALM_UNSOLVED (-10)
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#define QPALM_ERROR (0)
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/**********************************
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* Solver Parameters and Settings *
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**********************************/
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#ifndef QPALM_NULL
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#define QPALM_NULL 0
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#endif
/* ifndef QPALM_NULL */
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#ifndef QPALM_NAN
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#define QPALM_NAN ((c_float)0x7fc00000UL)
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#endif
/* ifndef QPALM_NAN */
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#ifndef QPALM_INFTY
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#define QPALM_INFTY ((c_float)1e20)
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#endif
/* ifndef QPALM_INFTY */
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#define MAX_ITER (10000)
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#define INNER_MAX_ITER (100)
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#define EPS_ABS (1e-4)
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#define EPS_REL (1e-4)
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#define EPS_ABS_IN (1)
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#define EPS_REL_IN (1)
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#define RHO (0.1)
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#define EPS_PRIM_INF (1e-5)
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#define EPS_DUAL_INF (1e-5)
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#define THETA (0.25)
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#define DELTA (100)
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#define SIGMA_MAX (1e9)
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#define SIGMA_INIT (2e1)
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#define PROXIMAL (TRUE)
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#define GAMMA_INIT (1E7)
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#define GAMMA_UPD (10)
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#define GAMMA_MAX (1E7)
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#define SCALING (10)
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#define MIN_SCALING (1e-12)
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#define MAX_SCALING (1e+04)
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#define NONCONVEX (FALSE)
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#define WARM_START (FALSE)
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#define VERBOSE (TRUE)
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#define PRINT_ITER (1)
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#define RESET_NEWTON_ITER (10000)
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#define ENABLE_DUAL_TERMINATION (FALSE)
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#define DUAL_OBJECTIVE_LIMIT (QPALM_INFTY)
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#define TIME_LIMIT (QPALM_INFTY)
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#define MAX_RANK_UPDATE 160
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#define MAX_RANK_UPDATE_FRACTION 0.1
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#define RELATIVE_REFINEMENT_TOLERANCE 1e-10
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#define ABSOLUTE_REFINEMENT_TOLERANCE 1e-12
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#define MAX_REFINEMENT_ITERATIONS 3
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/* Options for settings->factorization_method */
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#define FACTORIZE_KKT 0
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#define FACTORIZE_SCHUR 1
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#define FACTORIZE_KKT_OR_SCHUR 2
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#define FACTORIZATION_METHOD FACTORIZE_KKT_OR_SCHUR
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#ifdef USE_LADEL
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#include "ladel.h"
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#define ORDERING AMD
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#elif defined USE_CHOLMOD
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#define ORDERING 0
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#endif
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#ifdef __cplusplus
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}
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#endif // __cplusplus
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#endif // ifndef CONSTANTS_H
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