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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.