scs 0.3.2 → 0.4.0

data/vendor/scs/src/scs.c

@@ -40,21 +40,34 @@ static void free_work(ScsWork *w) {
     scs_free(w->rsk);
     scs_free(w->h);
     scs_free(w->g);
-    scs_free(w->b_normalized);
-    scs_free(w->c_normalized);
+    scs_free(w->b_orig);
+    scs_free(w->c_orig);
     scs_free(w->lin_sys_warm_start);
     scs_free(w->diag_r);
+    SCS(free_sol)(w->xys_orig);
     if (w->scal) {
       scs_free(w->scal->D);
       scs_free(w->scal->E);
       scs_free(w->scal);
     }
-    SCS(free_sol)(w->xys_orig);
     free_residuals(w->r_orig);
     if (w->stgs && w->stgs->normalize) {
       SCS(free_sol)(w->xys_normalized);
       free_residuals(w->r_normalized);
     }
+    if (w->stgs) {
+      if (w->stgs->log_csv_filename)
+        scs_free((char *)w->stgs->log_csv_filename);
+      if (w->stgs->write_data_filename)
+        scs_free((char *)w->stgs->write_data_filename);
+      scs_free(w->stgs);
+    }
+    if (w->k) { /* deep copy */
+      SCS(free_cone)(w->k);
+    }
+    if (w->d) { /* deep copy */
+      SCS(free_data)(w->d);
+    }
     scs_free(w);
   }
 }
@@ -87,12 +100,11 @@ static void print_init_header(const ScsData *d, const ScsCone *k,
   scs_free(cone_str);
   scs_printf("settings: eps_abs: %.1e, eps_rel: %.1e, eps_infeas: %.1e\n"
              "\t  alpha: %.2f, scale: %.2e, adaptive_scale: %i\n"
-             "\t  max_iters: %i, normalize: %i, warm_start: %i\n",
-             /*, rho_x: %.2e\n", */
+             "\t  max_iters: %i, normalize: %i, rho_x: %.2e\n",
              stgs->eps_abs, stgs->eps_rel, stgs->eps_infeas, stgs->alpha,
              stgs->scale, (int)stgs->adaptive_scale, (int)stgs->max_iters,
-             (int)stgs->normalize, (int)stgs->warm_start);
-  /* , stgs->rho_x); */
+             (int)stgs->normalize, stgs->rho_x);
+  /* (int)stgs->warm_start); */
   if (stgs->acceleration_lookback != 0) {
     scs_printf("\t  acceleration_lookback: %i, acceleration_interval: %i\n",
                (int)acceleration_lookback, (int)acceleration_interval);
@@ -154,18 +166,26 @@ static scs_int failure(ScsWork *w, scs_int m, scs_int n, ScsSolution *sol,
   return status;
 }
 
+static inline scs_int _is_nan(scs_float x) {
+  return x != x;
+}
+
 /* given x,y,s warm start, set v = [x; s / R + y; 1]
+ * check for nans and set to zero if present
  */
 static void warm_start_vars(ScsWork *w, ScsSolution *sol) {
-  scs_int n = w->n, m = w->m, i;
+  scs_int n = w->d->n, m = w->d->m, i;
   scs_float *v = w->v;
   /* normalize the warm-start */
   if (w->stgs->normalize) {
     SCS(normalize_sol)(w->scal, sol);
   }
-  memcpy(v, sol->x, n * sizeof(scs_float));
+  for (i = 0; i < n; ++i) {
+    v[i] = _is_nan(sol->x[i]) ? 0. : sol->x[i];
+  }
   for (i = 0; i < m; ++i) {
     v[i + n] = sol->y[i] + sol->s[i] / w->diag_r[i + n];
+    v[i + n] = _is_nan(v[i + n]) ? 0. : v[i + n];
   }
   v[n + m] = 1.0; /* tau = 1 */
   /* un-normalize so sol unchanged */
@@ -199,12 +219,12 @@ static void unnormalize_residuals(ScsWork *w) {
   r->tau = r_n->tau;
 
   /* mem copy arrays */
-  memcpy(r->ax, r_n->ax, w->m * sizeof(scs_float));
-  memcpy(r->ax_s, r_n->ax_s, w->m * sizeof(scs_float));
-  memcpy(r->ax_s_btau, r_n->ax_s_btau, w->m * sizeof(scs_float));
-  memcpy(r->aty, r_n->aty, w->n * sizeof(scs_float));
-  memcpy(r->px, r_n->px, w->n * sizeof(scs_float));
-  memcpy(r->px_aty_ctau, r_n->px_aty_ctau, w->n * sizeof(scs_float));
+  memcpy(r->ax, r_n->ax, w->d->m * sizeof(scs_float));
+  memcpy(r->ax_s, r_n->ax_s, w->d->m * sizeof(scs_float));
+  memcpy(r->ax_s_btau, r_n->ax_s_btau, w->d->m * sizeof(scs_float));
+  memcpy(r->aty, r_n->aty, w->d->n * sizeof(scs_float));
+  memcpy(r->px, r_n->px, w->d->n * sizeof(scs_float));
+  memcpy(r->px_aty_ctau, r_n->px_aty_ctau, w->d->n * sizeof(scs_float));
 
   /* unnormalize */
   r->kap = r_n->kap / pd;
@@ -225,13 +245,13 @@ static void unnormalize_residuals(ScsWork *w) {
   SCS(un_normalize_dual)(w->scal, r->px);
   SCS(un_normalize_dual)(w->scal, r->px_aty_ctau);
 
-  compute_residuals(r, w->m, w->n);
+  compute_residuals(r, w->d->m, w->d->n);
 }
 
 /* calculates un-normalized residual quantities */
 /* this is somewhat slow but not a bottleneck */
 static void populate_residual_struct(ScsWork *w, scs_int iter) {
-  scs_int n = w->n, m = w->m;
+  scs_int n = w->d->n, m = w->d->m;
   /* normalized x,y,s terms */
   scs_float *x = w->xys_normalized->x;
   scs_float *y = w->xys_normalized->y;
@@ -254,7 +274,7 @@ static void populate_residual_struct(ScsWork *w, scs_int iter) {
   /**************** PRIMAL *********************/
   memset(r->ax, 0, m * sizeof(scs_float));
   /* ax = Ax */
-  SCS(accum_by_a)(w->A, x, r->ax);
+  SCS(accum_by_a)(w->d->A, x, r->ax);
 
   memcpy(r->ax_s, r->ax, m * sizeof(scs_float));
   /* ax_s = Ax + s */
@@ -262,13 +282,13 @@ static void populate_residual_struct(ScsWork *w, scs_int iter) {
 
   memcpy(r->ax_s_btau, r->ax_s, m * sizeof(scs_float));
   /* ax_s_btau = Ax + s - b * tau */
-  SCS(add_scaled_array)(r->ax_s_btau, w->b_normalized, m, -r->tau);
+  SCS(add_scaled_array)(r->ax_s_btau, w->d->b, m, -r->tau);
 
   /**************** DUAL *********************/
   memset(r->px, 0, n * sizeof(scs_float));
-  if (w->P) {
+  if (w->d->P) {
     /* px = Px */
-    SCS(accum_by_p)(w->P, x, r->px);
+    SCS(accum_by_p)(w->d->P, x, r->px);
     r->xt_p_x_tau = SCS(dot)(r->px, x, n);
   } else {
     r->xt_p_x_tau = 0.;
@@ -276,18 +296,18 @@ static void populate_residual_struct(ScsWork *w, scs_int iter) {
 
   memset(r->aty, 0, n * sizeof(scs_float));
   /* aty = A'y */
-  SCS(accum_by_atrans)(w->A, y, r->aty);
+  SCS(accum_by_atrans)(w->d->A, y, r->aty);
 
   /* r->px_aty_ctau = Px */
   memcpy(r->px_aty_ctau, r->px, n * sizeof(scs_float));
   /* r->px_aty_ctau = Px + A'y */
   SCS(add_scaled_array)(r->px_aty_ctau, r->aty, n, 1.);
   /* r->px_aty_ctau = Px + A'y + c * tau */
-  SCS(add_scaled_array)(r->px_aty_ctau, w->c_normalized, n, r->tau);
+  SCS(add_scaled_array)(r->px_aty_ctau, w->d->c, n, r->tau);
 
   /**************** OTHERS *****************/
-  r->bty_tau = SCS(dot)(y, w->b_normalized, m);
-  r->ctx_tau = SCS(dot)(x, w->c_normalized, n);
+  r->bty_tau = SCS(dot)(y, w->d->b, m);
+  r->ctx_tau = SCS(dot)(x, w->d->c, n);
 
   r->bty = SAFEDIV_POS(r->bty_tau, r->tau);
   r->ctx = SAFEDIV_POS(r->ctx_tau, r->tau);
@@ -309,7 +329,7 @@ static void populate_residual_struct(ScsWork *w, scs_int iter) {
 }
 
 static void cold_start_vars(ScsWork *w) {
-  scs_int l = w->n + w->m + 1;
+  scs_int l = w->d->n + w->d->m + 1;
   memset(w->v, 0, l * sizeof(scs_float));
   w->v[l - 1] = 1.;
 }
@@ -319,7 +339,7 @@ static inline scs_float dot_r(ScsWork *w, const scs_float *x,
                               const scs_float *y) {
   scs_int i;
   scs_float ip = 0.0;
-  for (i = 0; i < w->n + w->m; ++i) {
+  for (i = 0; i < w->d->n + w->d->m; ++i) {
     ip += x[i] * y[i] * w->diag_r[i];
   }
   return ip;
@@ -327,7 +347,7 @@ static inline scs_float dot_r(ScsWork *w, const scs_float *x,
 
 static scs_float root_plus(ScsWork *w, scs_float *p, scs_float *mu,
                            scs_float eta) {
-  scs_float a, b, c, tau_scale = w->diag_r[w->n + w->m];
+  scs_float a, b, c, tau_scale = w->diag_r[w->d->n + w->d->m];
   a = tau_scale + dot_r(w, w->g, w->g);
   b = dot_r(w, mu, w->g) - 2 * dot_r(w, p, w->g) - eta * tau_scale;
   c = dot_r(w, p, p) - dot_r(w, p, mu);
@@ -336,7 +356,7 @@ static scs_float root_plus(ScsWork *w, scs_float *p, scs_float *mu,
 
 /* status < 0 indicates failure */
 static scs_int project_lin_sys(ScsWork *w, scs_int iter) {
-  scs_int n = w->n, m = w->m, l = n + m + 1, status, i;
+  scs_int n = w->d->n, m = w->d->m, l = n + m + 1, status, i;
   scs_float *warm_start = SCS_NULL;
   scs_float tol = -1.0; /* only used for indirect methods, overridden later */
   memcpy(w->u_t, w->v, l * sizeof(scs_float));
@@ -350,12 +370,12 @@ static scs_int project_lin_sys(ScsWork *w, scs_int iter) {
   /* warm_start = u[:n] + tau * g[:n] */
   SCS(add_scaled_array)(warm_start, w->g, l - 1, w->u[l - 1]);
   /* use normalized residuals to compute tolerance */
-  tol = MIN(CG_NORM(w->r_normalized->ax_s_btau, w->m),
-            CG_NORM(w->r_normalized->px_aty_ctau, w->n));
+  tol = MIN(CG_NORM(w->r_normalized->ax_s_btau, w->d->m),
+            CG_NORM(w->r_normalized->px_aty_ctau, w->d->n));
   /* tol ~ O(1/k^(1+eps)) guarantees convergence */
   /* use warm-start to calculate tolerance rather than w->u_t, since warm_start
    * should be approximately equal to the true solution */
-  tol = CG_TOL_FACTOR * MIN(tol, CG_NORM(warm_start, w->n) /
+  tol = CG_TOL_FACTOR * MIN(tol, CG_NORM(warm_start, w->d->n) /
                                      POWF((scs_float)iter + 1, CG_RATE));
   tol = MAX(CG_BEST_TOL, tol);
 #endif
@@ -378,14 +398,14 @@ static scs_int project_lin_sys(ScsWork *w, scs_int iter) {
  *  (no effect of w->stgs->alpha here).
  */
 static void compute_rsk(ScsWork *w) {
-  scs_int i, l = w->m + w->n + 1;
+  scs_int i, l = w->d->m + w->d->n + 1;
   for (i = 0; i < l; ++i) {
     w->rsk[i] = (w->v[i] + w->u[i] - 2 * w->u_t[i]) * w->diag_r[i];
   }
 }
 
 static void update_dual_vars(ScsWork *w) {
-  scs_int i, l = w->n + w->m + 1;
+  scs_int i, l = w->d->n + w->d->m + 1;
   for (i = 0; i < l; ++i) {
     w->v[i] += w->stgs->alpha * (w->u[i] - w->u_t[i]);
   }
@@ -393,7 +413,7 @@ static void update_dual_vars(ScsWork *w) {
 
 /* status < 0 indicates failure */
 static scs_int project_cones(ScsWork *w, const ScsCone *k, scs_int iter) {
-  scs_int i, n = w->n, l = w->n + w->m + 1, status;
+  scs_int i, n = w->d->n, l = w->d->n + w->d->m + 1, status;
   for (i = 0; i < l; ++i) {
     w->u[i] = 2 * w->u_t[i] - w->v[i];
   }
@@ -410,30 +430,30 @@ static scs_int project_cones(ScsWork *w, const ScsCone *k, scs_int iter) {
 
 static void sety(const ScsWork *w, ScsSolution *sol) {
   if (!sol->y) {
-    sol->y = (scs_float *)scs_calloc(w->m, sizeof(scs_float));
+    sol->y = (scs_float *)scs_calloc(w->d->m, sizeof(scs_float));
   }
-  memcpy(sol->y, &(w->u[w->n]), w->m * sizeof(scs_float));
+  memcpy(sol->y, &(w->u[w->d->n]), w->d->m * sizeof(scs_float));
 }
 
 /* s is contained in rsk */
 static void sets(const ScsWork *w, ScsSolution *sol) {
   if (!sol->s) {
-    sol->s = (scs_float *)scs_calloc(w->m, sizeof(scs_float));
+    sol->s = (scs_float *)scs_calloc(w->d->m, sizeof(scs_float));
   }
-  memcpy(sol->s, &(w->rsk[w->n]), w->m * sizeof(scs_float));
+  memcpy(sol->s, &(w->rsk[w->d->n]), w->d->m * sizeof(scs_float));
 }
 
 static void setx(const ScsWork *w, ScsSolution *sol) {
   if (!sol->x) {
-    sol->x = (scs_float *)scs_calloc(w->n, sizeof(scs_float));
+    sol->x = (scs_float *)scs_calloc(w->d->n, sizeof(scs_float));
   }
-  memcpy(sol->x, w->u, w->n * sizeof(scs_float));
+  memcpy(sol->x, w->u, w->d->n * sizeof(scs_float));
 }
 
 static void set_solved(const ScsWork *w, ScsSolution *sol, ScsInfo *info) {
-  SCS(scale_array)(sol->x, SAFEDIV_POS(1.0, w->r_orig->tau), w->n);
-  SCS(scale_array)(sol->y, SAFEDIV_POS(1.0, w->r_orig->tau), w->m);
-  SCS(scale_array)(sol->s, SAFEDIV_POS(1.0, w->r_orig->tau), w->m);
+  SCS(scale_array)(sol->x, SAFEDIV_POS(1.0, w->r_orig->tau), w->d->n);
+  SCS(scale_array)(sol->y, SAFEDIV_POS(1.0, w->r_orig->tau), w->d->m);
+  SCS(scale_array)(sol->s, SAFEDIV_POS(1.0, w->r_orig->tau), w->d->m);
   info->gap = w->r_orig->gap;
   info->res_pri = w->r_orig->res_pri;
   info->res_dual = w->r_orig->res_dual;
@@ -444,9 +464,9 @@ static void set_solved(const ScsWork *w, ScsSolution *sol, ScsInfo *info) {
 }
 
 static void set_infeasible(const ScsWork *w, ScsSolution *sol, ScsInfo *info) {
-  SCS(scale_array)(sol->y, -1 / w->r_orig->bty_tau, w->m);
-  SCS(scale_array)(sol->x, NAN, w->n);
-  SCS(scale_array)(sol->s, NAN, w->m);
+  SCS(scale_array)(sol->y, -1 / w->r_orig->bty_tau, w->d->m);
+  SCS(scale_array)(sol->x, NAN, w->d->n);
+  SCS(scale_array)(sol->s, NAN, w->d->m);
   info->gap = NAN;
   info->res_pri = NAN;
   info->res_dual = NAN;
@@ -457,9 +477,9 @@ static void set_infeasible(const ScsWork *w, ScsSolution *sol, ScsInfo *info) {
 }
 
 static void set_unbounded(const ScsWork *w, ScsSolution *sol, ScsInfo *info) {
-  SCS(scale_array)(sol->x, -1 / w->r_orig->ctx_tau, w->n);
-  SCS(scale_array)(sol->s, -1 / w->r_orig->ctx_tau, w->m);
-  SCS(scale_array)(sol->y, NAN, w->m);
+  SCS(scale_array)(sol->x, -1 / w->r_orig->ctx_tau, w->d->n);
+  SCS(scale_array)(sol->s, -1 / w->r_orig->ctx_tau, w->d->m);
+  SCS(scale_array)(sol->y, NAN, w->d->m);
   info->gap = NAN;
   info->res_pri = NAN;
   info->res_dual = NAN;
@@ -506,13 +526,13 @@ static void finalize(ScsWork *w, ScsSolution *sol, ScsInfo *info,
   info->res_infeas = w->r_orig->res_infeas;
   info->res_unbdd_a = w->r_orig->res_unbdd_a;
   info->res_unbdd_p = w->r_orig->res_unbdd_p;
-  info->scale = w->scale;
+  info->scale = w->stgs->scale;
   info->scale_updates = w->scale_updates;
   info->rejected_accel_steps = w->rejected_accel_steps;
   info->accepted_accel_steps = w->accepted_accel_steps;
-  info->comp_slack = ABS(SCS(dot)(sol->s, sol->y, w->m));
-  if (info->comp_slack >
-      1e-5 * MAX(SCS(norm_inf)(sol->s, w->m), SCS(norm_inf)(sol->y, w->m))) {
+  info->comp_slack = ABS(SCS(dot)(sol->s, sol->y, w->d->m));
+  if (info->comp_slack > 1e-5 * MAX(SCS(norm_inf)(sol->s, w->d->m),
+                                    SCS(norm_inf)(sol->y, w->d->m))) {
     scs_printf("WARNING - large complementary slackness residual: %f\n",
                info->comp_slack);
   }
@@ -542,23 +562,23 @@ static void print_summary(ScsWork *w, scs_int i, SCS(timer) * solve_timer) {
   scs_printf("%*.2e ", (int)HSPACE, r->gap);
   /* report mid point of primal and dual objective values */
   scs_printf("%*.2e ", (int)HSPACE, 0.5 * (r->pobj + r->dobj));
-  scs_printf("%*.2e ", (int)HSPACE, w->scale);
+  scs_printf("%*.2e ", (int)HSPACE, w->stgs->scale);
   scs_printf("%*.2e ", (int)HSPACE, SCS(tocq)(solve_timer) / 1e3);
   scs_printf("\n");
 
 #if VERBOSITY > 0
-  scs_printf("Norm u = %4f, ", SCS(norm_2)(w->u, w->n + w->m + 1));
-  scs_printf("Norm u_t = %4f, ", SCS(norm_2)(w->u_t, w->n + w->m + 1));
-  scs_printf("Norm v = %4f, ", SCS(norm_2)(w->v, w->n + w->m + 1));
-  scs_printf("Norm rsk = %4f, ", SCS(norm_2)(w->rsk, w->n + w->m + 1));
-  scs_printf("Norm x = %4f, ", SCS(norm_2)(w->xys_orig->x, w->n));
-  scs_printf("Norm y = %4f, ", SCS(norm_2)(w->xys_orig->y, w->m));
-  scs_printf("Norm s = %4f, ", SCS(norm_2)(w->xys_orig->s, w->m));
-  scs_printf("Norm |Ax + s| = %1.2e, ", SCS(norm_2)(r->ax_s, w->m));
-  scs_printf("tau = %4f, ", w->u[w->n + w->m]);
-  scs_printf("kappa = %4f, ", w->rsk[w->n + w->m]);
+  scs_printf("Norm u = %4f, ", SCS(norm_2)(w->u, w->d->n + w->d->m + 1));
+  scs_printf("Norm u_t = %4f, ", SCS(norm_2)(w->u_t, w->d->n + w->d->m + 1));
+  scs_printf("Norm v = %4f, ", SCS(norm_2)(w->v, w->d->n + w->d->m + 1));
+  scs_printf("Norm rsk = %4f, ", SCS(norm_2)(w->rsk, w->d->n + w->d->m + 1));
+  scs_printf("Norm x = %4f, ", SCS(norm_2)(w->xys_orig->x, w->d->n));
+  scs_printf("Norm y = %4f, ", SCS(norm_2)(w->xys_orig->y, w->d->m));
+  scs_printf("Norm s = %4f, ", SCS(norm_2)(w->xys_orig->s, w->d->m));
+  scs_printf("Norm |Ax + s| = %1.2e, ", SCS(norm_2)(r->ax_s, w->d->m));
+  scs_printf("tau = %4f, ", w->u[w->d->n + w->d->m]);
+  scs_printf("kappa = %4f, ", w->rsk[w->d->n + w->d->m]);
   scs_printf("|u - u_t| = %1.2e, ",
-             SCS(norm_diff)(w->u, w->u_t, w->n + w->m + 1));
+             SCS(norm_diff)(w->u, w->u_t, w->d->n + w->d->m + 1));
   scs_printf("res_infeas = %1.2e, ", r->res_infeas);
   scs_printf("res_unbdd_a = %1.2e, ", r->res_unbdd_a);
   scs_printf("res_unbdd_p = %1.2e, ", r->res_unbdd_p);
@@ -643,10 +663,11 @@ static scs_int has_converged(ScsWork *w, scs_int iter) {
     /* xt_p_x, ctx, bty already have tau divided out */
     grl = MAX(MAX(ABS(r->xt_p_x), ABS(r->ctx)), ABS(r->bty));
     /* s, ax, px, aty do *not* have tau divided out, so need to divide */
-    prl = MAX(MAX(NORM(b, w->m) * r->tau, NORM(s, w->m)), NORM(r->ax, w->m)) /
+    prl = MAX(MAX(NORM(b, w->d->m) * r->tau, NORM(s, w->d->m)),
+              NORM(r->ax, w->d->m)) /
           r->tau;
-    drl = MAX(MAX(NORM(c, w->n) * r->tau, NORM(r->px, w->n)),
-              NORM(r->aty, w->n)) /
+    drl = MAX(MAX(NORM(c, w->d->n) * r->tau, NORM(r->px, w->d->n)),
+              NORM(r->aty, w->d->n)) /
           r->tau;
     if (isless(r->res_pri, eps_abs + eps_rel * prl) &&
         isless(r->res_dual, eps_abs + eps_rel * drl) &&
@@ -722,7 +743,6 @@ static scs_int validate(const ScsData *d, const ScsCone *k,
 
 static ScsResiduals *init_residuals(const ScsData *d) {
   ScsResiduals *r = (ScsResiduals *)scs_calloc(1, sizeof(ScsResiduals));
-  r->last_iter = -1;
   r->ax = (scs_float *)scs_calloc(d->m, sizeof(scs_float));
   r->ax_s = (scs_float *)scs_calloc(d->m, sizeof(scs_float));
   r->ax_s_btau = (scs_float *)scs_calloc(d->m, sizeof(scs_float));
@@ -732,16 +752,44 @@ static ScsResiduals *init_residuals(const ScsData *d) {
   return r;
 }
 
+scs_int scs_update(ScsWork *w, scs_float *b, scs_float *c) {
+  SCS(timer) update_timer;
+  SCS(tic)(&update_timer);
+
+  if (b) {
+    memcpy(w->b_orig, b, w->d->m * sizeof(scs_float));
+    memcpy(w->d->b, b, w->d->m * sizeof(scs_float));
+  } else {
+    memcpy(w->d->b, w->b_orig, w->d->m * sizeof(scs_float));
+  }
+  if (c) {
+    memcpy(w->c_orig, c, w->d->n * sizeof(scs_float));
+    memcpy(w->d->c, c, w->d->n * sizeof(scs_float));
+  } else {
+    memcpy(w->d->c, w->c_orig, w->d->n * sizeof(scs_float));
+  }
+
+  /* normalize */
+  if (w->scal) {
+    SCS(normalize_b_c)(w->scal, w->d->b, w->d->c);
+  }
+
+  /* override setup time with update time, since the update is the 'setup' */
+  w->setup_time = SCS(tocq)(&update_timer);
+  return 0;
+}
+
 /* Sets the diag_r vector, given the scale parameters in work */
 static void set_diag_r(ScsWork *w) {
   scs_int i;
-  for (i = 0; i < w->n; ++i) {
+  for (i = 0; i < w->d->n; ++i) {
     w->diag_r[i] = w->stgs->rho_x;
   }
   /* use cone information to set R_y */
-  SCS(set_r_y)(w->cone_work, w->scale, &(w->diag_r[w->n]));
+  SCS(set_r_y)(w->cone_work, w->stgs->scale, &(w->diag_r[w->d->n]));
   /* if modified need to SCS(enforce_cone_boundaries)(...) */
-  w->diag_r[w->n + w->m] = TAU_FACTOR; /* TODO: is this the best choice? */
+  w->diag_r[w->d->n + w->d->m] =
+      TAU_FACTOR; /* TODO: is this the best choice? */
 }
 
 static ScsWork *init_work(const ScsData *d, const ScsCone *k,
@@ -755,18 +803,21 @@ static ScsWork *init_work(const ScsData *d, const ScsCone *k,
     scs_printf("ERROR: allocating work failure\n");
     return SCS_NULL;
   }
-  /* get settings and dims from data struct */
-  w->d = d;
-  w->k = k;
-  w->stgs = stgs;
-  w->scale = stgs->scale; /* initial scale, may be updated */
-  w->m = d->m;
-  w->n = d->n;
-  w->last_scale_update_iter = 0;
-  w->sum_log_scale_factor = 0.;
-  w->n_log_scale_factor = 0;
-  w->scale_updates = 0;
-  w->time_limit_reached = 0;
+  /* deep copy data */
+  w->d = (ScsData *)scs_calloc(1, sizeof(ScsData));
+  SCS(deep_copy_data)(w->d, d);
+  d = SCS_NULL; /* for safety */
+
+  /* deep copy cone */
+  w->k = (ScsCone *)scs_calloc(1, sizeof(ScsCone));
+  SCS(deep_copy_cone)(w->k, k);
+  k = SCS_NULL; /* for safety */
+
+  /* deep copy settings */
+  w->stgs = (ScsSettings *)scs_calloc(1, sizeof(ScsSettings));
+  SCS(deep_copy_stgs)(w->stgs, stgs);
+  stgs = SCS_NULL; /* for safety */
+
   /* allocate workspace: */
   w->u = (scs_float *)scs_calloc(l, sizeof(scs_float));
   w->u_t = (scs_float *)scs_calloc(l, sizeof(scs_float));
@@ -779,64 +830,44 @@ static ScsWork *init_work(const ScsData *d, const ScsCone *k,
   w->diag_r = (scs_float *)scs_calloc(l, sizeof(scs_float));
   /* x,y,s struct */
   w->xys_orig = (ScsSolution *)scs_calloc(1, sizeof(ScsSolution));
-  w->xys_orig->x = (scs_float *)scs_calloc(d->n, sizeof(scs_float));
-  w->xys_orig->s = (scs_float *)scs_calloc(d->m, sizeof(scs_float));
-  w->xys_orig->y = (scs_float *)scs_calloc(d->m, sizeof(scs_float));
-  w->r_orig = init_residuals(d);
-
-  w->A = d->A;
-  w->P = d->P;
-
-  w->b_orig = d->b;
-  w->c_orig = d->c;
-  w->b_normalized = (scs_float *)scs_calloc(d->m, sizeof(scs_float));
-  w->c_normalized = (scs_float *)scs_calloc(d->n, sizeof(scs_float));
-  memcpy(w->b_normalized, w->b_orig, w->m * sizeof(scs_float));
-  memcpy(w->c_normalized, w->c_orig, w->n * sizeof(scs_float));
-
-  if (!(w->cone_work = SCS(init_cone)(k, w->m))) {
-    scs_printf("ERROR: init_cone failure\n");
+  w->xys_orig->x = (scs_float *)scs_calloc(w->d->n, sizeof(scs_float));
+  w->xys_orig->s = (scs_float *)scs_calloc(w->d->m, sizeof(scs_float));
+  w->xys_orig->y = (scs_float *)scs_calloc(w->d->m, sizeof(scs_float));
+  w->r_orig = init_residuals(w->d);
+  w->b_orig = (scs_float *)scs_calloc(w->d->m, sizeof(scs_float));
+  w->c_orig = (scs_float *)scs_calloc(w->d->n, sizeof(scs_float));
+
+  if (!w->c_orig) {
+    scs_printf("ERROR: work memory allocation failure\n");
     return SCS_NULL;
   }
-  set_diag_r(w);
 
-  if (!w->c_normalized) {
-    scs_printf("ERROR: work memory allocation failure\n");
+  if (!(w->cone_work = SCS(init_cone)(w->k, w->d->m))) {
+    scs_printf("ERROR: init_cone failure\n");
     return SCS_NULL;
   }
+  set_diag_r(w);
 
   if (w->stgs->normalize) {
     w->xys_normalized = (ScsSolution *)scs_calloc(1, sizeof(ScsSolution));
-    w->xys_normalized->x = (scs_float *)scs_calloc(d->n, sizeof(scs_float));
-    w->xys_normalized->s = (scs_float *)scs_calloc(d->m, sizeof(scs_float));
-    w->xys_normalized->y = (scs_float *)scs_calloc(d->m, sizeof(scs_float));
-    w->r_normalized = init_residuals(d);
-
-#ifdef COPYAMATRIX
-    if (!SCS(copy_matrix)(&(w->A), d->A)) {
-      scs_printf("ERROR: copy A matrix failed\n");
-      return SCS_NULL;
-    }
-    if (w->P && !SCS(copy_matrix)(&(w->P), d->P)) {
-      scs_printf("ERROR: copy P matrix failed\n");
-      return SCS_NULL;
-    }
-#endif
+    w->xys_normalized->x = (scs_float *)scs_calloc(w->d->n, sizeof(scs_float));
+    w->xys_normalized->s = (scs_float *)scs_calloc(w->d->m, sizeof(scs_float));
+    w->xys_normalized->y = (scs_float *)scs_calloc(w->d->m, sizeof(scs_float));
+    w->r_normalized = init_residuals(w->d);
     /* this allocates memory that must be freed */
-    w->scal = SCS(normalize_a_p)(w->P, w->A, w->b_normalized, w->c_normalized,
-                                 w->cone_work);
+    w->scal = SCS(normalize_a_p)(w->d->P, w->d->A, w->cone_work);
   } else {
     w->xys_normalized = w->xys_orig;
     w->r_normalized = w->r_orig;
     w->scal = SCS_NULL;
   }
-  if (!(w->p = SCS(init_lin_sys_work)(w->A, w->P, w->diag_r))) {
+  /* set w->*_orig and performs normalization if appropriate */
+  scs_update(w, w->d->b, w->d->c);
+
+  if (!(w->p = SCS(init_lin_sys_work)(w->d->A, w->d->P, w->diag_r))) {
     scs_printf("ERROR: init_lin_sys_work failure\n");
     return SCS_NULL;
   }
-  /* Acceleration */
-  w->rejected_accel_steps = 0;
-  w->accepted_accel_steps = 0;
   if (w->stgs->acceleration_lookback) {
     /* TODO(HACK!) negative acceleration_lookback interpreted as type-II */
     if (!(w->accel = aa_init(l, ABS(w->stgs->acceleration_lookback),
@@ -858,16 +889,31 @@ static ScsWork *init_work(const ScsData *d, const ScsCone *k,
 
 static void update_work_cache(ScsWork *w) {
   /* g = (I + M)^{-1} h */
-  memcpy(w->g, w->h, (w->n + w->m) * sizeof(scs_float));
-  SCS(scale_array)(&(w->g[w->n]), -1., w->m);
+  memcpy(w->g, w->h, (w->d->n + w->d->m) * sizeof(scs_float));
+  SCS(scale_array)(&(w->g[w->d->n]), -1., w->d->m);
   SCS(solve_lin_sys)(w->p, w->g, SCS_NULL, CG_BEST_TOL);
   return;
 }
 
-static scs_int update_work(const ScsData *d, ScsWork *w, ScsSolution *sol) {
-  /* before normalization */
-  scs_int n = d->n;
-  scs_int m = d->m;
+/* Reset quantities specific to current solve */
+static void reset_tracking(ScsWork *w) {
+  w->last_scale_update_iter = 0;
+  w->sum_log_scale_factor = 0.;
+  w->n_log_scale_factor = 0;
+  w->scale_updates = 0;
+  w->time_limit_reached = 0;
+  /* Acceleration */
+  w->rejected_accel_steps = 0;
+  w->accepted_accel_steps = 0;
+  w->aa_norm = 0.;
+  /* Need this to force residual calc if previous solve solved at iter 0 */
+  w->r_normalized->last_iter = -1;
+  w->r_orig->last_iter = -1;
+}
+
+static scs_int update_work(ScsWork *w, ScsSolution *sol) {
+  reset_tracking(w);
+
   if (w->stgs->warm_start) {
     warm_start_vars(w, sol);
   } else {
@@ -875,8 +921,8 @@ static scs_int update_work(const ScsData *d, ScsWork *w, ScsSolution *sol) {
   }
 
   /* h = [c;b] */
-  memcpy(w->h, w->c_normalized, n * sizeof(scs_float));
-  memcpy(&(w->h[n]), w->b_normalized, m * sizeof(scs_float));
+  memcpy(w->h, w->d->c, w->d->n * sizeof(scs_float));
+  memcpy(&(w->h[w->d->n]), w->d->b, w->d->m * sizeof(scs_float));
   update_work_cache(w);
   return 0;
 }
@@ -897,15 +943,15 @@ static void update_scale(ScsWork *w, const ScsCone *k, scs_int iter) {
 
   scs_int iters_since_last_update = iter - w->last_scale_update_iter;
   /* ||Ax + s - b * tau|| */
-  scs_float relative_res_pri =
-      SAFEDIV_POS(SCALE_NORM(r->ax_s_btau, w->m),
-                  MAX(MAX(SCALE_NORM(r->ax, w->m), SCALE_NORM(xys->s, w->m)),
-                      SCALE_NORM(b, w->m) * r->tau));
+  scs_float relative_res_pri = SAFEDIV_POS(
+      SCALE_NORM(r->ax_s_btau, w->d->m),
+      MAX(MAX(SCALE_NORM(r->ax, w->d->m), SCALE_NORM(xys->s, w->d->m)),
+          SCALE_NORM(b, w->d->m) * r->tau));
   /* ||Px + A'y + c * tau|| */
-  scs_float relative_res_dual =
-      SAFEDIV_POS(SCALE_NORM(r->px_aty_ctau, w->n),
-                  MAX(MAX(SCALE_NORM(r->px, w->n), SCALE_NORM(r->aty, w->n)),
-                      SCALE_NORM(c, w->n) * r->tau));
+  scs_float relative_res_dual = SAFEDIV_POS(
+      SCALE_NORM(r->px_aty_ctau, w->d->n),
+      MAX(MAX(SCALE_NORM(r->px, w->d->n), SCALE_NORM(r->aty, w->d->n)),
+          SCALE_NORM(c, w->d->n) * r->tau));
 
   /* higher scale makes res_pri go down faster, so increase if res_pri larger */
   w->sum_log_scale_factor += log(relative_res_pri) - log(relative_res_dual);
@@ -919,8 +965,9 @@ static void update_scale(ScsWork *w, const ScsCone *k, scs_int iter) {
   if (iters_since_last_update < RESCALING_MIN_ITERS) {
     return;
   }
-  new_scale = MIN(MAX(w->scale * factor, MIN_SCALE_VALUE), MAX_SCALE_VALUE);
-  if (new_scale == w->scale) {
+  new_scale =
+      MIN(MAX(w->stgs->scale * factor, MIN_SCALE_VALUE), MAX_SCALE_VALUE);
+  if (new_scale == w->stgs->scale) {
     return;
   }
   if (should_update_r(factor, iters_since_last_update)) {
@@ -928,7 +975,7 @@ static void update_scale(ScsWork *w, const ScsCone *k, scs_int iter) {
     w->sum_log_scale_factor = 0;
     w->n_log_scale_factor = 0;
     w->last_scale_update_iter = iter;
-    w->scale = new_scale;
+    w->stgs->scale = new_scale;
 
     /* update diag r vector */
     set_diag_r(w);
@@ -947,7 +994,7 @@ static void update_scale(ScsWork *w, const ScsCone *k, scs_int iter) {
     /* solve: R^+ (v^+ + u - 2u_t) = rsk = R(v + u - 2u_t)
      *  => v^+ = R+^-1 rsk + 2u_t - u
      */
-    for (i = 0; i < w->n + w->m + 1; i++) {
+    for (i = 0; i < w->d->n + w->d->m + 1; i++) {
       w->v[i] = w->rsk[i] / w->diag_r[i] + 2 * w->u_t[i] - w->u[i];
     }
   }
@@ -959,7 +1006,8 @@ static inline void normalize_v(scs_float *v, scs_int len) {
   SCS(scale_array)(v, SQRTF((scs_float)len) * ITERATE_NORM / v_norm, len);
 }
 
-scs_int scs_solve(ScsWork *w, ScsSolution *sol, ScsInfo *info) {
+scs_int scs_solve(ScsWork *w, ScsSolution *sol, ScsInfo *info,
+                  scs_int warm_start) {
   scs_int i;
   SCS(timer) solve_timer, lin_sys_timer, cone_timer, accel_timer;
   scs_float total_accel_time = 0.0, total_cone_time = 0.0,
@@ -968,16 +1016,18 @@ scs_int scs_solve(ScsWork *w, ScsSolution *sol, ScsInfo *info) {
     scs_printf("ERROR: missing ScsWork, ScsSolution or ScsInfo input\n");
     return SCS_FAILED;
   }
-  scs_int l = w->m + w->n + 1;
-  const ScsData *d = w->d;
+  scs_int l = w->d->m + w->d->n + 1;
   const ScsCone *k = w->k;
-  const ScsSettings *stgs = w->stgs;
+  ScsSettings *stgs = w->stgs;
+  /* set warm start */
+  stgs->warm_start = warm_start;
+
   /* initialize ctrl-c support */
   scs_start_interrupt_listener();
   SCS(tic)(&solve_timer);
   strcpy(info->lin_sys_solver, SCS(get_lin_sys_method)());
   info->status_val = SCS_UNFINISHED; /* not yet converged */
-  update_work(d, w, sol);
+  update_work(w, sol);
 
   if (w->stgs->verbose) {
     print_header(w, k);
@@ -1008,7 +1058,7 @@ scs_int scs_solve(ScsWork *w, ScsSolution *sol, ScsInfo *info) {
     /******************* linear system solve ********************/
     SCS(tic)(&lin_sys_timer);
     if (project_lin_sys(w, i) < 0) {
-      return failure(w, w->m, w->n, sol, info, SCS_FAILED,
+      return failure(w, w->d->m, w->d->n, sol, info, SCS_FAILED,
                      "error in project_lin_sys", "failure");
     }
     total_lin_sys_time += SCS(tocq)(&lin_sys_timer);
@@ -1016,7 +1066,7 @@ scs_int scs_solve(ScsWork *w, ScsSolution *sol, ScsInfo *info) {
     /****************** project onto the cones ******************/
     SCS(tic)(&cone_timer);
     if (project_cones(w, k, i) < 0) {
-      return failure(w, w->m, w->n, sol, info, SCS_FAILED,
+      return failure(w, w->d->m, w->d->n, sol, info, SCS_FAILED,
                      "error in project_cones", "failure");
     }
     total_cone_time += SCS(tocq)(&cone_timer);
@@ -1027,8 +1077,8 @@ scs_int scs_solve(ScsWork *w, ScsSolution *sol, ScsInfo *info) {
 
     if (i % CONVERGED_INTERVAL == 0) {
       if (scs_is_interrupted()) {
-        return failure(w, w->m, w->n, sol, info, SCS_SIGINT, "interrupted",
-                       "interrupted");
+        return failure(w, w->d->m, w->d->n, sol, info, SCS_SIGINT,
+                       "interrupted", "interrupted");
       }
       populate_residual_struct(w, i);
       if ((info->status_val = has_converged(w, i)) != 0) {
@@ -1076,14 +1126,14 @@ scs_int scs_solve(ScsWork *w, ScsSolution *sol, ScsInfo *info) {
     if (w->stgs->log_csv_filename) {
       /* calc residuals every iter if logging to csv */
       populate_residual_struct(w, i);
-      SCS(log_data_to_csv)(d, k, stgs, w, i, &solve_timer);
+      SCS(log_data_to_csv)(k, stgs, w, i, &solve_timer);
     }
   }
 
   /* Final logging after full run */
   if (w->stgs->log_csv_filename) {
     populate_residual_struct(w, i);
-    SCS(log_data_to_csv)(d, k, stgs, w, i, &solve_timer);
+    SCS(log_data_to_csv)(k, stgs, w, i, &solve_timer);
   }
 
   if (w->stgs->verbose) {
@@ -1111,14 +1161,6 @@ scs_int scs_solve(ScsWork *w, ScsSolution *sol, ScsInfo *info) {
 void scs_finish(ScsWork *w) {
   if (w) {
     SCS(finish_cone)(w->cone_work);
-    if (w->stgs && w->stgs->normalize) {
-#ifndef COPYAMATRIX
-      SCS(un_normalize_a_p)(w->A, w->P, w->scal);
-#else
-      SCS(free_scs_matrix)(w->A);
-      SCS(free_scs_matrix)(w->P);
-#endif
-    }
     if (w->p) {
       SCS(free_lin_sys_work)(w->p);
     }
@@ -1142,6 +1184,10 @@ ScsWork *scs_init(const ScsData *d, const ScsCone *k, const ScsSettings *stgs) {
     scs_printf("ERROR: Validation returned failure\n");
     return SCS_NULL;
   }
+#endif
+#if VERBOSITY > 0
+  scs_printf("size of scs_int = %lu, size of scs_float = %lu\n",
+             sizeof(scs_int), sizeof(scs_float));
 #endif
   SCS(tic)(&init_timer);
   if (stgs->write_data_filename) {
@@ -1160,12 +1206,8 @@ scs_int scs(const ScsData *d, const ScsCone *k, const ScsSettings *stgs,
             ScsSolution *sol, ScsInfo *info) {
   scs_int status;
   ScsWork *w = scs_init(d, k, stgs);
-#if VERBOSITY > 0
-  scs_printf("size of scs_int = %lu, size of scs_float = %lu\n",
-             sizeof(scs_int), sizeof(scs_float));
-#endif
   if (w) {
-    scs_solve(w, sol, info);
+    scs_solve(w, sol, info, stgs->warm_start);
     status = info->status_val;
   } else {
     status = failure(SCS_NULL, d ? d->m : -1, d ? d->n : -1, sol, info,