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OSQP.SPC
README.osqp
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README.osqp

                     *****************************
                     *                           *
                     *  USING OSQP WITH CUTEst   *
                     *                           *
                     *****************************

              ( Last modified on 20 Jun 2018 at 13:30:00 )


WHAT IS OSQP?
-------------------

The OSQP package is an Operator-Splitting method for large-scale
convex Quadratic Programming, written by Bartolomeo Stellato (MIT),
Goran Banjac (ETH Zurich), Paul Goulart (University of Oxford),
Nicholas Moehle, Stephen Boyd (both Stanford University) and
Alberto Bemporad (IMT Lucca).

HOW DO I GET OSQP?
------------------------

See

  https://osqp.org

OSQP is distributed under the Apache 2.0 License.

COMPILING THE OBJECT MODULE FOR OSQP
------------------------------------------

Follow the instructions in

  https://osqp.org/docs/installation/sources.html

Once the package has been installed, set the environment variable
OSQP to point to main osqp directory (that is the one and for which
the compiled binary libraries lie in $OSQP/build/out).

USING THE OSQP INTERFACE TOOL
-----------------------------------

The command to solve a problem in SIF format contained in the file
probname.SIF is

runcutest -p osqp -D probname.SIF

See the man page for runcutest for more details or other options.

If no OSQP.SPC file is present in the current directory,
then the default parameter values specified in cg_default are used.
Optionally, new parameter values to overwrite the default values can
be stored in a file OSQP.SPC in the directory where the runcutest
command is executed.  The format of the file OSQP.SPC is the
parameter name starting in column 1 followed by 1 or more spaces and
then the parameter value. The parameter names are case sensitive.
If the parameter value is true or false, then use 1 for true and 0
for false. The default file is as follows:

rho                    0.1      (ADMM step rho)
sigma                  0.000001 (ADMM step sigma)
scaling                10       (data scaling iterations - 0=disabled)
adaptive_rho           1        (boolean, is rho step size adaptive?)
adaptive_rho_interval  0        (# iterations between rho adaptations - 0= automatic)
adaptive_rho_tolerance 5.0      (tolerance for adapting rho)
adaptive_rho_fraction  0.4      (interval for adapting rho)
max_iter               4000     (maximum # iterations)
eps_abs                0.001    (absolute convergence tolerance)
eps_rel                0.001    (relative convergence tolerance)
eps_prim_inf           0.0001   (primal infeasibility tolerance)
eps_dual_inf           0.0001   (dual infeasibility tolerance)
alpha                  1.6      (relaxation parameter)
linsys_solver          0        (solver - 1=pardiso,other=suitesparse)
delta                  0.000001 (regularization parameter for polish)
polish                 0        (boolean, polish ADMM solution)
polish_refine_iter     3        (iterative refinement steps in polish)
verbose                1        (boolean, write out progres)
scaled_termination     0        (boolean, use scaled termination criteria)
check_termination      25       (check termination interval - 0=disabled)
warm_start             1        (boolean, warm start)
time_limit             0.0      (maximum time (secs) allowed - 0=disabled)

The reader is referred to the paper quoted below and the code itself if he or
she wishes to modify these parameters.

To use the BLAS, specify things like location and threading in both
$CUTEST/bin/sys/$MYARCH and $CUTEST/makefiles/$MYARCH. For example,
BLAS = "-L/data/GotoBLAS2 -lpthread"

To run with CUTEst, use the runcutest command with the -p osqp option.
See the man page for runcutest for more details of other options.

REFERENCE
---------

See

  B. Stellato, G. Banjac, P. Goulart, A. Bemporad and S. Boyd,
  OSQP: An Operator Splitting Solver for Quadratic Programs (2017),
  ArXiv e-prints http://adsabs.harvard.edu/abs/2017arXiv171108013S

Documentation is available from

  https://osqp.org/docs/