ROI.plugin.osqp-package {ROI.plugin.osqp}

osqp

Description

This package provides an interface to OSQP. The OSQP solver is a numerical optimization package or solving convex quadratic programs written in C and based on the alternating direction method of multipliers.

Control Arguments

The following description of the control parameters is mostly copied from the osqp manual.

• [] rho ADMM step rho

• [] sigma ADMM step sigma

• [] max_iter maximum iterations

• [] abs_tol absolute convergence tolerance

• [] rel_tol relative convergence tolerance

• [] eps_prim_inf primal infeasibility tolerance

• [] eps_dual_inf dual infeasibility tolerance

• [] alpha relaxation parameter

• [] linsys_solver which linear systems solver to use, 0=QDLDL, 1=MKL Pardiso

• [] delta regularization parameter for polish

• [] polish boolean, polish ADMM solution

• [] polish_refine_iter iterative refinement steps in polish

• [] verbose boolean, write out progress

• [] scaled_termination boolean, use scaled termination criteria

• [] check_termination integer, check termination interval. If 0, termination checking is disabled

• [] warm_start boolean, warm start

• [] scaling heuristic data scaling iterations. If 0, scaling disabled

• [] adaptive_rho cboolean, is rho step size adaptive?

• [] adaptive_rho_interval Number of iterations between rho adaptations rho. If 0, it is automatic

• [] adaptive_rho_tolerance Tolerance X for adapting rho. The new rho has to be X times larger or 1/X times smaller than the current one to trigger a new factorization

• [] adaptive_rho_fraction Interval for adapting rho (fraction of the setup time)

References

Bartolomeo Stellato and Goran Banjac and Paul Goulart and Alberto Bemporad and Stephen Boyd. OSQP: An Operator Splitting Solver for Quadratic Programs https://arxiv.org/abs/1711.08013, 2017

Bartolomeo Stellato and Goran Banjac. OSQP “webpage” https://osqp.org/, 2019