MATLAB¶
After installing you can call
[x, y, s, info] = scs(data, cones, settings)
where data
is a struct containing P, A, b, c
, P, A
must be sparse matrices, settings
is a struct containing solver
Settings (missing settings are set to the defaults), and cones
is
a struct that contains the Cones information. At termination x, y,
s
contains the primal-dual solution or the
certificate of infeasibility, and info is a struct
containing the solve Return information.
Warm-starting¶
Warm-starting SCS with a guess of the primal-dual solution can reduce the total
solve time. This is useful, for example, when solving several similar problems
sequentially. To do this add to the data
struct passed to scs
the additional fields x
, y
, and s
(or any subset
thereof) where x
and s
correspond to the primal solution guesses
and y
corresponds to the dual solution guess.