Besides the max iteration option, the solver should accept other options.
And there should be some way to set the option for default parameters of the solver.
After consideration, there should be no way to change the default behavior of the solver.
And now convexjlr should support multiple options for solver SCS and ECOS.
Besides the max iteration option, the solver should accept other options. And there should be some way to set the option for default parameters of the solver.