scs-matlab

Matlab interface for SCS 3.0.0 and higher. The full documentation is available here.

Installation

1. Download Toolbox (.mltbx) - Recommended

The easiest way to install SCS is to download the pre-compiled MATLAB Toolbox file:

1. Go to the SCS Releases page.
2. Download the latest SCS.mltbx file.
3. Open the file in MATLAB (or double-click it) to install.

This version comes with pre-compiled binaries for Windows, Linux, and Apple Silicon Macs, so you don't need a C compiler.

2. Build from Source

If you are on an unsupported platform or prefer to build from source:

1. Clone the repository recursively:

   git clone --recursive https://github.com/bodono/scs-matlab.git

2. In MATLAB, run the installer:

   cd <path/to/scs-matlab>
   make_scs

Usage

One-shot solve

data.P = sparse([3., -1.; -1., 2.]);
data.A = sparse([-1., 1.; 1., 0.; 0., 1.]);
data.b = [-1; 0.3; -0.5];
data.c = [-1.; -1.];
cone.z = 1;
cone.l = 2;

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

To warm-start, add fields x, y, s to the data struct from a previous solve.

Workspace reuse

When solving a sequence of problems where only b and/or c change (e.g., MPC, parameter sweeps), use the workspace API to avoid re-factorizing:

work = scs_init(data, cone, settings);    % factorize once

[x, y, s, info] = scs_solve(work);       % solve

scs_update(work, b_new, []);             % update b ([] = unchanged)
[x, y, s, info] = scs_solve(work);       % re-solve (no re-factorization)

warm.x = x; warm.y = y; warm.s = s;
[x, y, s, info] = scs_solve(work, warm); % warm-started re-solve

scs_finish(work);                        % free workspace

Solver backends

By default SCS uses MATLAB's built-in sparse LDL factorization (MA57 under the hood). Alternatives:

settings.use_qdldl = true;      % bundled QDLDL sparse direct solver
settings.use_indirect = true;    % conjugate gradient (iterative)
settings.dense = true;           % dense Cholesky (for dense A)
settings.gpu = true;             % GPU solver

Cones

The cone struct fields correspond to the cone types. See the cone documentation for details.

Field	Cone
z	Zero (equality constraints)
l	Non-negative orthant
bl, bu	Box
q	Second-order
s	Semidefinite
cs	Complex semidefinite
ep	Primal exponential
ed	Dual exponential
p	Power