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Solver Parameters

PDHCG provides various parameters to control the solver behavior.

Setting Parameters

Parameters can be set using setParam() or setParams():

m.setParam("TimeLimit", 3600)
m.setParams(TimeLimit=3600, LogLevel=1)

Parameter Reference

Termination Criteria

Parameter Type Default Description
TimeLimit float 3600.0 Time limit in seconds
IterationLimit int 2147483647 Maximum number of iterations
OptTol float 1e-4 Relative optimality tolerance
FeasTol float 1e-4 Relative feasibility tolerance
InfeasTol float 1e-10 Infeasibility detection tolerance

Algorithm Parameters

Parameter Type Default Description
RuizIterations int 10 Iterations for L-inf Ruiz rescaling
PockChambolleAlpha float 1.0 Pock-Chambolle step size parameter
UsePockChambolle bool True Enable Pock-Chambolle rescaling
UseBoundObjectiveRescaling bool True Enable bound objective rescaling
EvalFrequency int 200 Frequency of termination criteria evaluation

Inner Solver Parameters

Parameter Type Default Description
InnerIterLimit int 1000 Max iterations for inner CG solver
InnerInitTol float 1e-3 Initial tolerance for inner solver
InnerMinTol float 1e-9 Minimum tolerance for inner solver

Singular Value Estimation

Parameter Type Default Description
SVMaxIter int 5000 Max iterations for singular value estimation
SVTol float 1e-4 Tolerance for singular value estimation

Logging

Parameter Type Default Description
LogLevel int 1 Verbosity: 0=Silent, 1=Summary, 2=Detailed

Norm Type

Parameter Type Default Description
OptNorm str "linf" Norm for optimality: "l2" or "linf"