R interface to the Splitting Conic Solver (SCS)

Control Arguments

Parameter Type Description Default Value
max_iters integer maximum number of iterations 5000
normalize boolean turn heuristic data rescaling on and off TRUE
verbose boolean write out progress FALSE
cg_rate numeric for indirect, tolerance goes down like (1 / iter)^cg_rate 2
scale numeric if normalized, rescales by this factor 1
rho_x numeric x equality constraint scaling 1e-3
alpha numeric relaxation parameter 1.5
eps numeric convergence tolerance 1e-5
acceleration_lookback integer number of iterations to look back for Anderson acceleration 10