Settings

All interfaces have the same internal solver settings. Note that the default settings have been tuned for 64bit floating point data types (i.e. double). If the solver is run with 32bit floating point data types (i.e. float) this can result in convergence issues. In this case, the tolerances have to be reduced.

Argument	Default Value	Description
`rho_init`	`1e-6`	Initial value for the primal proximal penalty parameter rho.
`delta_init`	`1e-4`	Initial value for the augmented lagrangian penalty parameter delta.
`eps_abs`	`1e-8`	Absolute tolerance.
`eps_rel`	`1e-9`	Relative tolerance.
`check_duality_gap`	`true`	Check terminal criterion on duality gap.
`eps_duality_gap_abs`	`1e-8`	Absolute tolerance on duality gap.
`eps_duality_gap_rel`	`1e-9`	Relative tolerance on duality gap.
`reg_lower_limit`	`1e-10`	Lower limit for regularization.
`reg_finetune_lower_limit`	`1e-13`	Fine tune lower limit regularization.
`reg_finetune_primal_update_threshold`	`7`	Threshold of number of no primal updates to transition to fine tune mode.
`reg_finetune_dual_update_threshold`	`5`	Threshold of number of no dual updates to transition to fine tune mode.
`max_iter`	`250`	Maximum number of iterations.
`max_factor_retires`	`10`	Maximum number of factorization retires before failure.
`preconditioner_scale_cost`	`false`	Scale cost in Ruiz preconditioner.
`preconditioner_iter`	`10`	Maximum of preconditioner iterations.
`tau`	`0.99`	Maximum interior point step length.
`iterative_refinement_always_enabled`	`false`	Always run iterative refinement and not only on factorization failure.
`iterative_refinement_eps_abs`	`1e-12`	Iterative refinement absolute tolerance.
`iterative_refinement_eps_rel`	`1e-12`	Iterative refinement relative tolerance.
`iterative_refinement_max_iter`	`10`	Maximum number of iterations for iterative refinement.
`iterative_refinement_min_improvement_rate`	`5.0`	Minimum improvement rate for iterative refinement.
`iterative_refinement_static_regularization_eps`	`1e-7`	Static regularization for KKT system for iterative refinement.
`iterative_refinement_static_regularization_rel`	`eps^2`	Static regularization w.r.t. the maximum abs diagonal term of KKT system.
`verbose`	`false`	Verbose printing.
`compute_timings`	`false`	Measure timing information internally.