SuperSCS: fast and accurate large-scale conic optimization. We present SuperSCS: a fast and accurate method for solving large-scale convex conic problems. SuperSCS combines the SuperMann algorithmic framework with the Douglas-Rachford splitting which is applied on the homogeneous self-dual embedding of conic optimization problems: a model for conic optimization problems which simultaneously encodes the optimality conditions and infeasibility/unboundedness certificates for the original problem. SuperMann allows the use of fast quasi-Newtonian directions such as a modified restarted Broyden-type direction and Anderson’s acceleration.
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References in zbMATH (referenced in 2 articles )
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- O’Donoghue, Brendan: Operator splitting for a homogeneous embedding of the linear complementarity problem (2021)
- Fu, Anqi; Zhang, Junzi; Boyd, Stephen: Anderson accelerated Douglas-Rachford splitting (2020)