slp::Options Struct Reference

#include <sleipnir/optimization/solver/options.hpp>

Public Attributes
double	tolerance = 1e-8
	The solver will stop once the error is below this tolerance.
int	max_iterations = 5000
	The maximum number of solver iterations before returning a solution.
double	acceptable_tolerance = 1e-6
int	max_acceptable_iterations = 15
std::chrono::duration< double >	timeout
	The maximum elapsed wall clock time before returning a solution.
bool	feasible_ipm = false
bool	diagnostics = false
bool	spy = false

Detailed Description

Solver options.

Member Data Documentation

acceptable_tolerance

double slp::Options::acceptable_tolerance = 1e-6

The solver will stop once the error is below this tolerance for acceptable_iterations iterations. This is useful in cases where the solver might not be able to achieve the desired level of accuracy due to floating-point round-off.

diagnostics

bool slp::Options::diagnostics = false

Enables diagnostic prints.

Heading	Description
iter	Iteration number
type	Iteration type (normal, accepted second-order correction, rejected second-order correction)
time (ms)	Duration of iteration in milliseconds
error	Error estimate
cost	Cost function value at current iterate
infeas.	Constraint infeasibility at current iterate
complement.	Complementary slackness at current iterate (sᵀz)
μ	Barrier parameter
reg	Iteration matrix regularization
primal α	Primal step size
dual α	Dual step size
↩	Number of line search backtracks

feasible_ipm

bool slp::Options::feasible_ipm = false

Enables the feasible interior-point method. When the inequality constraints are all feasible, step sizes are reduced when necessary to prevent them becoming infeasible again. This is useful when parts of the problem are ill-conditioned in infeasible regions (e.g., square root of a negative value). This can slow or prevent progress toward a solution though, so only enable it if necessary.

max_acceptable_iterations

int slp::Options::max_acceptable_iterations = 15

The solver will stop once the error is below acceptable_tolerance for this many iterations.

spy

bool slp::Options::spy = false

Enables writing sparsity patterns of H, Aₑ, and Aᵢ to files named H.spy, A_e.spy, and A_i.spy respectively during solve.

Use tools/spy.py to plot them.

timeout

std::chrono::duration<double> slp::Options::timeout

Initial value:

{
      std::numeric_limits<double>::infinity()}

The maximum elapsed wall clock time before returning a solution.

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The documentation for this struct was generated from the following file:

• include/sleipnir/optimization/solver/options.hpp