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20 changes: 13 additions & 7 deletions README.md
Original file line number Diff line number Diff line change
Expand Up @@ -276,7 +276,7 @@ The algorithm is parametrized by the attributes that can be used both with
`JuMP.set_attribute` and `JuMP.get_attribute` and have the following types and
default values:
```julia
rho_f::Cdouble = 1.0e-5
rho_f::Cdouble = 1.0e-5 # The solver stops when the `infeas` column in the printing is below this value
rho_c::Cdouble = 1.0e-1
sigmafac::Cdouble = 2.0
rankreduce::Csize_t = 0
Expand All @@ -286,9 +286,9 @@ dthresh_dim::Csize_t = 10
dthresh_dens::Cdouble = 0.75
numbfgsvecs::Csize_t = 4
rankredtol::Cdouble = 2.2204460492503131e-16
gaptol::Cdouble = 1.0e-3
checkbd::Cptrdiff_t = -1
typebd::Cptrdiff_t = 1
gaptol::Cdouble = 1.0e-3 # Appears to be unused
checkbd::Cptrdiff_t = -1 # Setting it to `1` will add 3 zeros to each line of printing so leave it to `-1`
typebd::Cptrdiff_t = 1 # Appears to be unused
maxrank::Function = default_maxrank
```

Expand Down Expand Up @@ -320,9 +320,10 @@ The SDPLR solvers implements the following algorithm.
```julia
sigma = inv(sum(size(A[i], 1) for i in 1:m))
origval = val
majiter = iter = 0
while majiter++ < 100_000
lambdaupdate = 0
localiter = 100
localiter = 11 # to make sure we do at least one iteration of the following loop
while localiter > 10
lambdaupdate += 1
localiter = 0
Expand All @@ -341,9 +342,14 @@ while majiter++ < 100_000
lambda -= sigma * vio
end
if val - 1e10 * abs(origval) > eps()
return
return # found grossly unbound value (indicative of infeasibility)
end
if norm(vio) / (norm(b) + 1) <= rho_f || totaltime >= timelim || iter >= 10_000_000
# `rho_f_val` is
rho_f_val = norm(vio) / (norm(b) + 1)
# Print `maxiter` `iter` `overallsc * val` `rho_f_val` `totaltime`
# `overallsc` is set to `1` at start and its value at the end can
# bet obtained with `get_attribute(model, "overallsc")`
if rho_f_val <= rho_f || totaltime >= timelim || iter >= 10_000_000
return
end
sigma *= 2
Expand Down
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