HEAL.SCS 1.0.2

HEAL.SCS

Provides a .NET wrapper for SCS.

SCS (splitting conic solver) is a numerical optimization package for solving large-scale convex cone problems. This package includes windows binaries of SCS version 3.0.0.

The full documentation for SCS is available at https://www.cvxgrp.org/scs/.

Building

git clone https://github.com/heal-research/HEAL.SCS
cd HEAL.SCS
dotnet build

Running

Demo:

cd Demo
dotnet run

Unit tests: dotnet test

Usage example

var settings = new ScsSettings();
SCSWrapper.SetDefaultSettings(settings);
// example from https://www.cvxgrp.org/scs/examples/r.html
// maximize x + y
// subject to sqrt(x² + y²) <= sqrt(2)
//            x,y >= 0

var A = new double[,] {
    {-1.0,  0.0 }, // x >= 0
    { 0.0, -1.0 }, // y >= 0
    { 0.0,  0.0 },
    {-1.0,  0.0 },
    { 0.0, -1.0 }
  };
var data = new ScsData() {
  A = Util.DenseToSparse(A),
  b = new double[] { 0.0, 0.0, Math.Sqrt(2), 0.0, 0.0 },
  c = new double[] { -1, -1 },
  m = 5,
  n = 2,
};

var cone = new ScsCone() {
  l = 2,
  qsize = 1,
  q = new int[] { 3 },
};

if (0 <= SCSWrapper.Scs(data, cone, settings, out var solution, out var info)) {
  Console.WriteLine(info);
  Console.WriteLine($"x = {string.Join(", ", solution.x)}");
  Console.WriteLine($"y = {string.Join(", ", solution.y)}");
  Console.WriteLine($"s = {string.Join(", ", solution.s)}");
}

Building SCS

Clone SCS from github and build it. I used MSYS2 on Windows to build the binaries.

git clone https://github.com/cvxgrp/scs
cd scs
make 

The native scs library can be found in the out/ folder. Copy libscsdir.dll and all other native dll files to HEAL.SCS.win-x64.

Helping out

We are open to pull-requests.