PropertyT.jl/test/optimizers.jl

## Optimizers

import JuMP
import SCS

function scs_optimizer(;
    accel=10,
    alpha=1.5,
    eps=1e-9,
    max_iters=100_000,
    verbose=true,
    linear_solver=SCS.DirectSolver
)
    return JuMP.optimizer_with_attributes(
        SCS.Optimizer,
        "acceleration_lookback" => accel,
        "acceleration_interval" => 10,
        "alpha" => alpha,
        "eps_abs" => eps,
        "eps_rel" => eps,
        "linear_solver" => linear_solver,
        "max_iters" => max_iters,
        "warm_start" => true,
        "verbose" => verbose,
    )
end

import COSMO

function cosmo_optimizer(;
    accel=15,
    alpha=1.6,
    eps=1e-9,
    max_iters=100_000,
    verbose=true,
    verbose_timing=verbose,
    decompose=false
)
    return JuMP.optimizer_with_attributes(
        COSMO.Optimizer,
        "accelerator" => COSMO.with_options(
            COSMO.AndersonAccelerator,
            mem=max(accel, 2)
        ),
        "alpha" => alpha,
        "decompose" => decompose,
        "eps_abs" => eps,
        "eps_rel" => eps,
        "max_iter" => max_iters,
        "verbose" => verbose,
        "verbose_timing" => verbose_timing,
        "check_termination" => 200,
    )
end