SuperSCS
1.3.2

SuperSCS is a fast solver for conic problems of the form
\begin{eqnarray*} &&\mathrm{Minimize}\ c' x \\ &&Ax + s = b\\ &&s\in\mathcal{K}, \end{eqnarray*}
where \(A\in\mathbb{R}^{m\times n}\) is a (sparse) matrix, and \(\mathcal{K}\) is a closed, convex, proper cone.
\(\mathcal{K}\) can be the Cartesian product of the zero cone, the positive orthant, the secondorder cone, the positive semidefinite cone and many other.
SuperSCS is based on the algorithmic scheme SuperMann applied to a DouglasRachford splitting on the selfdual homogeneous embedding of the original problem.
SuperSCS achieves higher accuracy and faster convergence compared to SCS as you can see for example in the CVX examples page.
The source code of SuperSCS is available on github.
Check out the installation guide.
Quality assurance:
make runtest
)make cov COV=1
SuperSCS is an opensource project to which you may contribute.
Before contributing or filing an issue, please read this guide.
SuperSCS is licensed with an MIT license.
The MIT license is a short and simple permissive license with conditions only requiring preservation of copyright and license notices.
Licensed works, modifications, and larger works may be distributed under different terms and without source code.
You only need to keep LICENSE.txt and, if you redistribute the source code, the copyright notices therein.
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SuperSCS is based on the algorithmic scheme presented in:
A. Themelis and P. Patrinos, SuperMann: a superlinearly convergent algorithm for finding fixed points of nonexpansive operators, arXiv:1609.06955, 2017.