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`

O’Donoghue Brendan, Chu Eric, Parikh Neal, Boyd Stephen (2016). Operator Splitting for Conic Optimization via Homogeneous Self-Dual Embedding. Journal of Optimization Theory and Applications 169(3), 1042-1068. URL https://doi.org/10.1007/s10957-016-0892-3.