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SuperSCS alpha version

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@alphaville alphaville released this 06 Jul 22:50
· 383 commits to master since this release

Features

  • Implementation of SuperSCS using the same function template as SCS (additional SuperSCS-specific options can be provided in the Settings structure
  • Implementation of restarted limited-memory Broyden directions
  • Support for warm start passing an (x,y) solution
  • Unit tests (91.6% coverage of scs.c, overall 80% coverage)
  • Online API documentation using Doxygen with examples and benchmarks
  • Optimizations in memory management (e.g., avoid unnecessary allocations)
  • Support of printing to streams using stdio
  • Modification of MEX interface that allows us to call SuperSCS from MATLAB
  • Integration with CVX in MATLAB
  • A lot more info can be exported to MATLAB regarding the progress of the algorithm (e.g., relative gap at every iteration, primal residual as a function of runtime and more)
  • Integration tools: codacy, Travis CI, codecov
  • Memory management verification using valgrind
  • Makefile with new functionality: run doxygen, generate coverage reports, run unit tests, test using valgrind
  • Improvement of linear algebra routines using manual loop unrolling
  • Gitter chat