SuperSCS

SuperSCS is is a fast and accurate solver for conic optimization problems, that is, problems of the form

minimize        c'x
subject to      Ax + s = b
                s in K

where K is a nonempty, closed, convex cone.

It can be accessed from MATLAB and Python, directly, or via CVX/CVXPy.

Documentation

Detailed documentation can be found here.

Download

Download the current stable version

Check out the installation instructions

Docker

It is straightforward to download and run the SuperSCS docker image.

Simply run:

docker pull kulforbes/superscs
docker run -it kulforbes/superscs

Find out more information here.

Supported Interfaces

SuperSCS can be used in the following ways

Using the SuperSCS C library
in MATLAB
- directly
- via CVX
in Python
- directly
- via CVXPy

Read the documentation for further information.

Cite SuperSCS

SuperSCS is based on the SuperMann algorithmic scheme; plese, cite as follows:

A. Themelis and P. Patrinos, "SuperMann: a superlinearly convergent algorithm for finding fixed points of nonexpansive operators," arXiv:1609.06955, 2017.

Cite the software as follows:

@MISC{superscs,
  AUTHOR       = {Sopasakis, P. and Menounou, K. and Patrinos, P.},
  HOWPUBLISHED = {\url{https://kul-forbes.github.io/scs/}},
  MONTH        = {Apr},
  TITLE        = {{SuperSCS}: A fast and accurate conic optimization solver},
  YEAR         = {2017},
}