用于大型问题的一阶原始双锥求解器SCS

SCS(劈分圆锥求解器)是一种求解大型凸锥问题的数值优化包,其理论基于以下文献:Conic Optimization via Operator Splitting and Homogeneous Self-Dual Embedding

SCS (splitting conic solver) is a numerical optimization package for solving large-scale convex cone problems, based on our paper Conic Optimization via Operator Splitting and Homogeneous Self-Dual Embedding. 


该工具包使用C语言编写,可以通过链接接口在C、C++、Python、Matlab、R、Julia等语言中使用。

It is written in C and can be used in other C, C++, Python, Matlab, R, Julia, programs via the linked interfaces. 


还可以作为求解器被其他工具包调用,如CVX (3.0 or later), CVXPY, Convex.jl, Yalmip。

It can also be called as a solver from convex optimization toolboxes CVX (3.0 or later), CVXPY, Convex.jl, and Yalmip.


当前工具包版本为2.1.0.

The current version is 2.1.0. 


SCS利用乘法器交替方向法(ADMM)对凸锥程序进行数值求解。

SCS numerically solves convex cone programs using the alternating direction method of multipliers (ADMM). 


如果问题是可求解的,它将返回原始问题和对偶问题的解决方案,否则返回不可行的说明。

It returns solutions to both the primal and dual problems if the problem is feasible, or a certificate of infeasibility otherwise. 


求解的原始锥问题描述如下:

It solves the following primal cone problem:

minimize        c'xsubject to      Ax + s = b                s in K


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