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goulart-paul committed May 21, 2024
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Showing 1 changed file with 5 additions and 5 deletions.
10 changes: 5 additions & 5 deletions src/settings.jl
Original file line number Diff line number Diff line change
Expand Up @@ -8,7 +8,7 @@ Argument | Default Value | Description
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__Main Algorithm Settings__||
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max\\_iter | 50 | maximum number of iterations
max\\_iter | 200 | maximum number of iterations
time\\_limit | Inf | maximum run time (seconds)
verbose | true | verbose printing
max\\_step\\_fraction | 0.99 | maximum interior point step length
Expand All @@ -19,7 +19,7 @@ tol\\_gap\\_rel | 1e-8 | relative duality gap toler
tol\\_feas | 1e-8 | feasibility check tolerance (primal and dual)
tol\\_infeas\\_abs | 1e-8 | absolute infeasibility tolerance (primal and dual)
tol\\_infeas\\_rel | 1e-8 | relative infeasibility tolerance (primal and dual)
tol\\_ktratio | 1e-7 | κ/τ tolerance
tol\\_ktratio | 1e-6 | κ/τ tolerance
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__Reduced Accuracy Settings__||
reduced\\_tol\\_gap\\_abs | 5e-5 | reduced absolute duality gap tolerance
Expand All @@ -38,18 +38,18 @@ equilibrate\\_max\\_scaling | 1e+4 | maximum equilibration scal
__Step Size Settings__||
linesearch\\_backtrack\\_step | 0.8 | linesearch backtracking
min\\_switch\\_step\\_length | 1e-1 | minimum step size allowed for asymmetric cones with PrimalDual scaling
min\\_terminate\\_step\\_length | 1e-4 | minimum step size allowed for symmetric cones && asymmetric cones with Dual scaling
min\\_terminate\\_step\\_length | 1e-4 | minimum step size allowed for symmetric cones & asymmetric cones with Dual scaling
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__Linear Solver Settings__||
direct\\_kkt\\_solver | true | use a direct linear solver method (required true)
direct\\_solve\\_method | :qdldl | direct linear solver (e.g. :qdldl, :mkl, :panua, :ma57, :cholmod, :faer)
static\\_regularization\\_enable | true | enable KKT static regularization
static\\_regularization\\_eps | 1e-7 | KKT static regularization parameter
static\\_regularization\\_eps | 1e-8 | KKT static regularization parameter
static\\_regularization\\_proportional | eps(T)^2 | additional regularization parameter w.r.t. the maximum abs diagonal term
dynamic\\_regularization\\_enable | true | enable KKT dynamic regularization
dynamic\\_regularization\\_eps | 1e-13 | KKT dynamic regularization threshold
dynamic\\_regularization\\_delta | 2e-7 | KKT dynamic regularization shift
iterative\\_refinement\\_enable | true | KKT solve with iterative refinement
iterative\\_refinement\\_enable | true | KKT direct solve with iterative refinement
iterative\\_refinement\\_reltol | 1e-12 | iterative refinement relative tolerance
iterative\\_refinement\\_abstol | 1e-12 | iterative refinement absolute tolerance
iterative\\_refinement\\_max\\_iter | 10 | iterative refinement maximum iterations
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