55 lines
1.2 KiB
Julia
55 lines
1.2 KiB
Julia
## Optimizers
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import JuMP
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import SCS
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function scs_optimizer(;
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accel = 10,
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alpha = 1.5,
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eps = 1e-9,
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max_iters = 100_000,
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verbose = true,
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linear_solver = SCS.DirectSolver,
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)
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return JuMP.optimizer_with_attributes(
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SCS.Optimizer,
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"acceleration_lookback" => accel,
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"acceleration_interval" => 10,
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"alpha" => alpha,
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"eps_abs" => eps,
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"eps_rel" => eps,
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"linear_solver" => linear_solver,
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"max_iters" => max_iters,
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"warm_start" => true,
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"verbose" => verbose,
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)
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end
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import COSMO
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function cosmo_optimizer(;
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accel = 15,
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alpha = 1.6,
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eps = 1e-9,
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max_iters = 100_000,
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verbose = true,
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verbose_timing = verbose,
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decompose = false,
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)
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return JuMP.optimizer_with_attributes(
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COSMO.Optimizer,
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"accelerator" =>
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COSMO.with_options(COSMO.AndersonAccelerator; mem = max(accel, 2)),
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"alpha" => alpha,
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"decompose" => decompose,
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"eps_abs" => eps,
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"eps_rel" => eps,
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"eps_prim_inf" => eps,
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"eps_dual_inf" => eps,
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"max_iter" => max_iters,
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"verbose" => verbose,
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"verbose_timing" => verbose_timing,
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"check_termination" => 250,
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)
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end
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