Settings struct. More...

#include <types.h>

Data Fields
c_int	max_iter
	maximum number of iterations More...

c_int	inner_max_iter
	maximum number of iterations per subproblem More...

c_float	eps_abs
	absolute convergence tolerance More...

c_float	eps_rel
	relative convergence tolerance More...

c_float	eps_abs_in
	intermediate absolute convergence tolerance More...

c_float	eps_rel_in
	intermediate relative convergence tolerance More...

c_float	rho
	tolerance scaling factor More...

c_float	eps_prim_inf
	primal infeasibility tolerance More...

c_float	eps_dual_inf
	dual infeasibility tolerance More...

c_float	theta
	penalty update criterion parameter More...

c_float	delta
	penalty update factor More...

c_float	sigma_max
	penalty factor cap More...

c_float	sigma_init
	initial penalty parameter (guideline) More...

c_int	proximal
	boolean, use proximal method of multipliers or not More...

c_float	gamma_init
	initial proximal penalty parameter More...

c_float	gamma_upd
	proximal penalty update factor More...

c_float	gamma_max
	proximal penalty parameter cap More...

c_int	scaling
	scaling iterations, if 0 then scaling is disabled More...

c_int	nonconvex
	boolean, indicates whether the QP is nonconvex More...

c_int	verbose
	boolean, write out progress More...

c_int	print_iter
	frequency of printing More...

c_int	warm_start
	boolean, warm start More...

c_int	reset_newton_iter
	frequency of performing a complete Cholesky factorization More...

c_int	enable_dual_termination
	boolean, enable termination based on dual objective (useful in branch and bound) More...

c_float	dual_objective_limit
	termination value for the dual objective (useful in branch and bound) More...

c_float	time_limit
	time limit More...

c_int	ordering
	ordering method for factorization More...

c_int	factorization_method
	factorize KKT or Schur complement More...

c_int	max_rank_update
	maximum rank for the sparse factorization update More...

c_float	max_rank_update_fraction
	maximum rank (relative to n+m) for the factorization update More...

Detailed Description

Settings struct.

Field Documentation

◆ delta

c_float QPALMSettings::delta

penalty update factor

Note: Assumption:

◆ dual_objective_limit

c_float QPALMSettings::dual_objective_limit

termination value for the dual objective (useful in branch and bound)

Note: Assumption: none

◆ enable_dual_termination

c_int QPALMSettings::enable_dual_termination

boolean, enable termination based on dual objective (useful in branch and bound)

Note: Assumption: $\in \{0,1\}$

◆ eps_abs

c_float QPALMSettings::eps_abs

absolute convergence tolerance

Note: Assumption: , either eps_abs or eps_rel must be

◆ eps_abs_in

c_float QPALMSettings::eps_abs_in

intermediate absolute convergence tolerance

Note: Assumption: , either eps_abs_in or eps_rel_in must be

◆ eps_dual_inf

c_float QPALMSettings::eps_dual_inf

dual infeasibility tolerance

Note: Assumption:

◆ eps_prim_inf

c_float QPALMSettings::eps_prim_inf

primal infeasibility tolerance

Note: Assumption:

◆ eps_rel

c_float QPALMSettings::eps_rel

relative convergence tolerance

Note: Assumption: , either eps_abs or eps_rel must be

◆ eps_rel_in

c_float QPALMSettings::eps_rel_in

intermediate relative convergence tolerance

Note: Assumption: , either eps_abs_in or eps_rel_in must be

◆ factorization_method

c_int QPALMSettings::factorization_method

factorize KKT or Schur complement

◆ gamma_init

c_float QPALMSettings::gamma_init

initial proximal penalty parameter

Note: Assumption:

◆ gamma_max

c_float QPALMSettings::gamma_max

proximal penalty parameter cap

Note: Assumption: $>=\gamma_\textrm{init}$

◆ gamma_upd

c_float QPALMSettings::gamma_upd

proximal penalty update factor

Note: Assumption:

◆ inner_max_iter

c_int QPALMSettings::inner_max_iter

maximum number of iterations per subproblem

Note: Assumption:

◆ max_iter

c_int QPALMSettings::max_iter

maximum number of iterations

Note: Assumption:

◆ max_rank_update

c_int QPALMSettings::max_rank_update

maximum rank for the sparse factorization update

◆ max_rank_update_fraction

c_float QPALMSettings::max_rank_update_fraction

maximum rank (relative to n+m) for the factorization update

◆ nonconvex

c_int QPALMSettings::nonconvex

boolean, indicates whether the QP is nonconvex

Note: Assumption: $\in \{0,1\}$

◆ ordering

c_int QPALMSettings::ordering

ordering method for factorization

◆ print_iter

c_int QPALMSettings::print_iter

frequency of printing

Note: Assumption:

◆ proximal

c_int QPALMSettings::proximal

boolean, use proximal method of multipliers or not

Note: Assumption: $\in \{0,1\}$

◆ reset_newton_iter

c_int QPALMSettings::reset_newton_iter

frequency of performing a complete Cholesky factorization

Note: Assumption:

◆ rho

c_float QPALMSettings::rho

tolerance scaling factor

Note: Assumption: $0<\rho<1$

◆ scaling

c_int QPALMSettings::scaling

scaling iterations, if 0 then scaling is disabled

Note: Assumption:

◆ sigma_init

c_float QPALMSettings::sigma_init

initial penalty parameter (guideline)

Note: Assumption:

◆ sigma_max

c_float QPALMSettings::sigma_max

penalty factor cap

Note: Assumption:

◆ theta

c_float QPALMSettings::theta

penalty update criterion parameter

Note: Assumption:

◆ time_limit

c_float QPALMSettings::time_limit

time limit

Note: Assumption:

◆ verbose

c_int QPALMSettings::verbose

boolean, write out progress

Note: Assumption: $\in \{0,1\}$

◆ warm_start

c_int QPALMSettings::warm_start

boolean, warm start

Note: Assumption: $\in \{0,1\}$

The documentation for this struct was generated from the following file:

/home/ben/Documents/Projects/QPALM/include/types.h

Data Fields