Squashed 'third_party/osqp/' content from commit 33454b3e23
Change-Id: I056df0582ca06664e86554c341a94c47ab932001
git-subtree-dir: third_party/osqp
git-subtree-split: 33454b3e236f1f44193bfbbb6b8c8e71f8f04e9a
Signed-off-by: Austin Schuh <austin.linux@gmail.com>
diff --git a/docs/interfaces/solver_settings.rst b/docs/interfaces/solver_settings.rst
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+.. _solver_settings :
+
+Solver settings
+---------------
+
+The solver settings are displayed in the following table. The settings marked with * can be changed without running the setup method again.
+
+.. tabularcolumns:: |p{4.5cm}|p{3.5cm}|p{6.5cm}|L|
+
++--------------------------------+-------------------------------------------------------------+--------------------------------------------------------------+-----------------+
+| Argument | Description | Allowed values | Default value |
++================================+=============================================================+==============================================================+=================+
+| :code:`rho` * | ADMM rho step | 0 < :code:`rho` | 0.1 |
++--------------------------------+-------------------------------------------------------------+--------------------------------------------------------------+-----------------+
+| :code:`sigma` | ADMM sigma step | 0 < :code:`sigma` | 1e-06 |
++--------------------------------+-------------------------------------------------------------+--------------------------------------------------------------+-----------------+
+| :code:`max_iter` * | Maximum number of iterations | 0 < :code:`max_iter` (integer) | 4000 |
++--------------------------------+-------------------------------------------------------------+--------------------------------------------------------------+-----------------+
+| :code:`eps_abs` * | Absolute tolerance | 0 <= :code:`eps_abs` | 1e-03 |
++--------------------------------+-------------------------------------------------------------+--------------------------------------------------------------+-----------------+
+| :code:`eps_rel` * | Relative tolerance | 0 <= :code:`eps_rel` | 1e-03 |
++--------------------------------+-------------------------------------------------------------+--------------------------------------------------------------+-----------------+
+| :code:`eps_prim_inf` * | Primal infeasibility tolerance | 0 <= :code:`eps_prim_inf` | 1e-04 |
++--------------------------------+-------------------------------------------------------------+--------------------------------------------------------------+-----------------+
+| :code:`eps_dual_inf` * | Dual infeasibility tolerance | 0 <= :code:`eps_dual_inf` | 1e-04 |
++--------------------------------+-------------------------------------------------------------+--------------------------------------------------------------+-----------------+
+| :code:`alpha` * | ADMM overrelaxation parameter | 0 < :code:`alpha` < 2 | 1.6 |
++--------------------------------+-------------------------------------------------------------+--------------------------------------------------------------+-----------------+
+| :code:`linsys_solver` | Linear systems solver type | See :ref:`linear_system_solvers_setting` | qdldl |
++--------------------------------+-------------------------------------------------------------+--------------------------------------------------------------+-----------------+
+| :code:`delta` * | Polishing regularization parameter | 0 < :code:`delta` | 1e-06 |
++--------------------------------+-------------------------------------------------------------+--------------------------------------------------------------+-----------------+
+| :code:`polish` * | Perform polishing | True/False | False |
++--------------------------------+-------------------------------------------------------------+--------------------------------------------------------------+-----------------+
+| :code:`polish_refine_iter` * | Refinement iterations in polish | 0 < :code:`polish_refine_iter` (integer) | 3 |
++--------------------------------+-------------------------------------------------------------+--------------------------------------------------------------+-----------------+
+| :code:`verbose` * | Print output | True/False | True |
++--------------------------------+-------------------------------------------------------------+--------------------------------------------------------------+-----------------+
+| :code:`scaled_termination` * | Scaled termination conditions | True/False | False |
++--------------------------------+-------------------------------------------------------------+--------------------------------------------------------------+-----------------+
+| :code:`check_termination` * | Check termination interval | 0 (disabled) or 0 < :code:`check_termination` (integer) | 25 |
++--------------------------------+-------------------------------------------------------------+--------------------------------------------------------------+-----------------+
+| :code:`warm_start` * | Perform warm starting | True/False | True |
++--------------------------------+-------------------------------------------------------------+--------------------------------------------------------------+-----------------+
+| :code:`scaling` | Number of scaling iterations | 0 (disabled) or 0 < :code:`scaling` (integer) | 10 |
++--------------------------------+-------------------------------------------------------------+--------------------------------------------------------------+-----------------+
+| :code:`adaptive_rho` | Adaptive rho | True/False | True |
++--------------------------------+-------------------------------------------------------------+--------------------------------------------------------------+-----------------+
+| :code:`adaptive_rho_interval` | Adaptive rho interval | 0 (automatic) or 0 < :code:`adaptive_rho_interval` (integer) | 0 |
++--------------------------------+-------------------------------------------------------------+--------------------------------------------------------------+-----------------+
+| :code:`adaptive_rho_tolerance` | Tolerance for adapting rho | 1 <= :code:`adaptive_rho_tolerance` | 5 |
++--------------------------------+-------------------------------------------------------------+--------------------------------------------------------------+-----------------+
+| :code:`adaptive_rho_fraction` | Adaptive rho interval as fraction of setup time (auto mode) | 0 < :code:`adaptive_rho_fraction` | 0.4 |
++--------------------------------+-------------------------------------------------------------+--------------------------------------------------------------+-----------------+
+| :code:`time_limit` * | Run time limit in seconds | 0 (disabled) or 0 <= :code:`time_limit` | 0 |
++--------------------------------+-------------------------------------------------------------+--------------------------------------------------------------+-----------------+
+
+The boolean values :code:`True/False` are defined as :code:`1/0` in the C interfaces.
+
+
+.. The infinity values correspond to:
+..
+.. +----------+--------------------+
+.. | Language | Value |
+.. +==========+====================+
+.. | C | :code:`OSQP_INFTY` |
+.. +----------+--------------------+
+.. | Python | :code:`numpy.inf` |
+.. +----------+--------------------+
+.. | Matlab | :code:`Inf` |
+.. +----------+--------------------+
+.. | Julia | :code:`Inf` |
+.. +----------+--------------------+