MATLAB

After installing you can call

[x, y, s, info] = scs(data, cones, settings)

where data is a struct containing P, A, b, c, P, A must be sparse matrices, settings is a struct containing solver Settings (missing settings are set to the defaults), and cones is a struct that contains the Cones information. The cone struct contains members corresponding to the cone type and values corresponding to either the cone length or the array that defines the cone (see the third column in Cones for the keys and what the corresponding values represent). At termination x, y, s contains the primal-dual solution or the certificate of infeasibility, and info is a struct containing the solve Return information.

Warm-starting

Warm-starting SCS with a guess of the primal-dual solution can reduce the total solve time. This is useful, for example, when solving several similar problems sequentially. To do this add to the data struct passed to scs the additional fields x, y, and s (or any subset thereof) where x and s correspond to the primal solution guesses and y corresponds to the dual solution guess.