scs 0.2.2

data/vendor/scs/test/problems/small_random_socp.h

@@ -0,0 +1,33 @@
+#include "rw.h"
+#include "scs.h"
+#include "util.h"
+
+#define OPT (1.530897)
+
+static const char *small_random_socp(void) {
+  ScsData *d;
+  ScsCone *k;
+  ScsSolution *sol;
+  ScsInfo info = {0};
+  scs_int exitflag, success;
+  scs_float perr, derr;
+  const char *filename = "test/data/small_random_socp";
+
+  SCS(read_data)(filename, &d, &k);
+  sol = scs_calloc(1, sizeof(ScsSolution));
+  exitflag = scs(d, k, sol, &info);
+
+  perr = SCS(dot)(d->c, sol->x, d->n) - OPT;
+  derr = -SCS(dot)(d->b, sol->y, d->m) - OPT;
+
+  scs_printf("primal obj error %4e\n", perr);
+  scs_printf("dual obj error %4e\n", derr);
+
+  success = ABS(perr) < 1e-4 && ABS(derr) < 1e-4 && exitflag == SCS_SOLVED;
+
+  SCS(free_data)(d, k);
+  SCS(free_sol)(sol);
+  mu_assert("small_random_socp: SCS failed to produce outputflag SCS_SOLVED",
+            success);
+  return 0;
+}

data/vendor/scs/test/random_socp_prob.c

@@ -0,0 +1,171 @@
+#include <time.h> /* to seed random */
+#include "amatrix.h"
+#include "problem_utils.h"
+#include "scs.h"
+
+/*
+ create data for problem:
+
+ minimize 	    c'*x
+ subject to 	Ax <=_K b
+
+ where K is a product of zero, linear, and second-order cones. A is a sparse
+ matrix in
+ CSC format. A is 3n by n with about sqrt(n) nonzeros per column.
+
+ Construct data in such a way that the problem is primal and dual
+ feasible and thus bounded.
+ */
+
+int main(int argc, char **argv) {
+  scs_int n, m, col_nnz, nnz, i, q_total, q_num_rows, max_q;
+  ScsCone *k;
+  ScsData *d;
+  ScsSolution *sol, *opt_sol;
+  ScsInfo info = {0};
+  scs_float p_f, p_l;
+  int seed = 0;
+
+  /* default parameters */
+  p_f = 0.1;
+  p_l = 0.3;
+  seed = time(SCS_NULL);
+
+  switch (argc) {
+    case 5:
+      seed = atoi(argv[4]);
+    /* no break */
+    case 4:
+      p_f = atof(argv[2]);
+      p_l = atof(argv[3]);
+    /* no break */
+    case 2:
+      n = atoi(argv[1]);
+      break;
+    default:
+      scs_printf(
+          "usage:\t%s n p_f p_l s\n"
+          "\tcreates an SOCP with n variables where p_f fraction of "
+          "rows correspond\n"
+          "\tto equality constraints, p_l fraction of rows correspond "
+          "to LP constraints,\n"
+          "\tand the remaining percentage of rows are involved in "
+          "second-order\n"
+          "\tcone constraints. the random number generator is seeded "
+          "with s.\n"
+          "\tnote that p_f + p_l should be less than or equal to 1, "
+          "and that\n"
+          "\tp_f should be less than .33, since that corresponds to "
+          "as many equality\n"
+          "\tconstraints as variables.\n",
+          argv[0]);
+      scs_printf(
+          "\nusage:\t%s n p_f p_l\n"
+          "\tdefaults the seed to the system time\n",
+          argv[0]);
+      scs_printf(
+          "\nusage:\t%s n\n"
+          "\tdefaults to using p_f = 0.1 and p_l = 0.3\n",
+          argv[0]);
+      return 0;
+  }
+  srand(seed);
+  scs_printf("seed : %i\n", seed);
+
+  k = (ScsCone *)scs_calloc(1, sizeof(ScsCone));
+  d = (ScsData *)scs_calloc(1, sizeof(ScsData));
+  d->stgs = (ScsSettings *)scs_calloc(1, sizeof(ScsSettings));
+  sol = (ScsSolution *)scs_calloc(1, sizeof(ScsSolution));
+  opt_sol = (ScsSolution *)scs_calloc(1, sizeof(ScsSolution));
+
+  m = 3 * n;
+  col_nnz = (int)ceil(sqrt(n));
+  nnz = n * col_nnz;
+
+  max_q = (scs_int)ceil(3 * n / log(3 * n));
+
+  if (p_f + p_l > 1.0) {
+    printf("error: p_f + p_l > 1.0!\n");
+    return 1;
+  }
+
+  k->f = (scs_int)floor(3 * n * p_f);
+  k->l = (scs_int)floor(3 * n * p_l);
+
+  k->qsize = 0;
+  q_num_rows = 3 * n - k->f - k->l;
+  k->q = (scs_int *)scs_malloc(q_num_rows * sizeof(scs_int));
+
+  while (q_num_rows > max_q) {
+    int size;
+    size = (rand() % max_q) + 1;
+    k->q[k->qsize] = size;
+    k->qsize++;
+    q_num_rows -= size;
+  }
+  if (q_num_rows > 0) {
+    k->q[k->qsize] = q_num_rows;
+    k->qsize++;
+  }
+
+  q_total = 0;
+  for (i = 0; i < k->qsize; i++) {
+    q_total += k->q[i];
+  }
+
+  k->s = SCS_NULL;
+  k->ssize = 0;
+  k->ep = 0;
+  k->ed = 0;
+
+  scs_printf("\nA is %ld by %ld, with %ld nonzeros per column.\n", (long)m,
+             (long)n, (long)col_nnz);
+  scs_printf("A has %ld nonzeros (%f%% dense).\n", (long)nnz,
+             100 * (scs_float)col_nnz / m);
+  scs_printf("Nonzeros of A take %f GB of storage.\n",
+             ((scs_float)nnz * sizeof(scs_float)) / POWF(2, 30));
+  scs_printf("Row idxs of A take %f GB of storage.\n",
+             ((scs_float)nnz * sizeof(scs_int)) / POWF(2, 30));
+  scs_printf("Col ptrs of A take %f GB of storage.\n\n",
+             ((scs_float)n * sizeof(scs_int)) / POWF(2, 30));
+
+  printf("ScsCone information:\n");
+  printf("Zero cone rows: %ld\n", (long)k->f);
+  printf("LP cone rows: %ld\n", (long)k->l);
+  printf("Number of second-order cones: %ld, covering %ld rows, with sizes\n[",
+         (long)k->qsize, (long)q_total);
+  for (i = 0; i < k->qsize; i++) {
+    printf("%ld, ", (long)k->q[i]);
+  }
+  printf("]\n");
+  printf("Number of rows covered is %ld out of %ld.\n\n",
+         (long)(q_total + k->f + k->l), (long)m);
+
+  /* set up SCS structures */
+  d->m = m;
+  d->n = n;
+  gen_random_prob_data(nnz, col_nnz, d, k, opt_sol);
+  SCS(set_default_settings)(d);
+
+  /* d->stgs->write_data_filename = "random_socp_prob"; */
+
+  scs_printf("true pri opt = %4f\n", SCS(dot)(d->c, opt_sol->x, d->n));
+  scs_printf("true dua opt = %4f\n", -SCS(dot)(d->b, opt_sol->y, d->m));
+  /* solve! */
+  scs(d, k, sol, &info);
+  scs_printf("true pri opt = %4f\n", SCS(dot)(d->c, opt_sol->x, d->n));
+  scs_printf("true dua opt = %4f\n", -SCS(dot)(d->b, opt_sol->y, d->m));
+
+  if (sol->x) {
+    scs_printf("scs pri obj= %4f\n", SCS(dot)(d->c, sol->x, d->n));
+  }
+  if (sol->y) {
+    scs_printf("scs dua obj = %4f\n", -SCS(dot)(d->b, sol->y, d->m));
+  }
+
+  SCS(free_data)(d, k);
+  SCS(free_sol)(sol);
+  SCS(free_sol)(opt_sol);
+
+  return 0;
+}

data/vendor/scs/test/run_from_file.c

@@ -0,0 +1,69 @@
+#include "rw.h"
+#include "scs.h"
+#include "util.h"
+
+scs_int override_setting(ScsSettings *s, char *param, char *val) {
+  scs_printf("Attempting to override %s with value %s.\n", param, val);
+  if (strcmp(param, "normalize") == 0) {
+    s->normalize = atoi(val);
+  } else if (strcmp(param, "scale") == 0) {
+    s->scale = atof(val);
+  } else if (strcmp(param, "rho_x") == 0) {
+    s->rho_x = atof(val);
+  } else if (strcmp(param, "max_iters") == 0) {
+    s->max_iters = atoi(val);
+  } else if (strcmp(param, "eps") == 0) {
+    s->eps = atof(val);
+  } else if (strcmp(param, "alpha") == 0) {
+    s->alpha = atof(val);
+  } else if (strcmp(param, "cg_rate") == 0) {
+    s->cg_rate = atof(val);
+  } else if (strcmp(param, "verbose") == 0) {
+    s->verbose = atoi(val);
+  } else if (strcmp(param, "acceleration_lookback") == 0) {
+    s->acceleration_lookback = atoi(val);
+  } else {
+    return -1;
+  }
+  scs_printf("Success.\n");
+  return 0;
+}
+
+/* Simple helper function to run problems from data files */
+/* Mostly useful for debugging */
+int main(int argc, char **argv) {
+  char *filename;
+  scs_int read_status;
+  ScsData *d;
+  ScsCone *k;
+  ScsSolution *sol;
+  ScsInfo info = {0};
+  scs_int i;
+  if (argc < 2) {
+    scs_printf("Need to specify a filename, exit.\n");
+    return -1;
+  }
+  filename = argv[1];
+  read_status = SCS(read_data)(filename, &d, &k);
+  if (read_status < 0) {
+    scs_printf("Data read failure, exit.\n");
+    return -1;
+  }
+  for (i = 2; i < argc; i += 2) {
+    if (argc < i + 2) {
+      scs_printf("Incorrect number of arguments supplied\n.");
+      SCS(free_data)(d, k);
+      return -1;
+    }
+    if (override_setting(d->stgs, argv[i], argv[i + 1]) < 0) {
+      scs_printf("Unrecognized setting %s\n", argv[i]);
+      SCS(free_data)(d, k);
+      return -1;
+    }
+  }
+  sol = scs_calloc(1, sizeof(ScsSolution));
+  scs(d, k, sol, &info);
+  SCS(free_data)(d, k);
+  SCS(free_sol)(sol);
+  return 0;
+}

data/vendor/scs/test/run_tests

@@ -0,0 +1,2 @@
+out/run_tests_indirect
+out/run_tests_direct

data/vendor/scs/test/run_tests.c

@@ -0,0 +1,32 @@
+/* Taken from http://www.jera.com/techinfo/jtns/jtn002.html */
+#include <stdio.h>
+
+#include "minunit.h"
+#include "problem_utils.h"
+#include "scs.h"
+
+/* Include Tests */
+#include "problems/small_lp.h"
+#include "problems/rob_gauss_cov_est.h"
+#include "problems/small_random_socp.h"
+
+int tests_run = 0;
+
+static const char *all_tests(void) {
+  mu_run_test(small_lp);
+  mu_run_test(rob_gauss_cov_est);
+  mu_run_test(small_random_socp);
+  return 0;
+}
+
+int main(void) {
+  const char *result = all_tests();
+  if (result != 0) {
+    scs_printf("%s\n", result);
+  } else {
+    scs_printf("ALL TESTS PASSED\n");
+  }
+  scs_printf("Tests run: %d\n", tests_run);
+
+  return result != 0;
+}

metadata

@@ -0,0 +1,203 @@
+--- !ruby/object:Gem::Specification
+name: scs
+version: !ruby/object:Gem::Version
+  version: 0.2.2
+platform: ruby
+authors:
+- Andrew Kane
+autorequire: 
+bindir: bin
+cert_chain: []
+date: 2020-07-22 00:00:00.000000000 Z
+dependencies:
+- !ruby/object:Gem::Dependency
+  name: bundler
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - ">="
+      - !ruby/object:Gem::Version
+        version: '0'
+  type: :development
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - ">="
+      - !ruby/object:Gem::Version
+        version: '0'
+- !ruby/object:Gem::Dependency
+  name: rake
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - ">="
+      - !ruby/object:Gem::Version
+        version: '0'
+  type: :development
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - ">="
+      - !ruby/object:Gem::Version
+        version: '0'
+- !ruby/object:Gem::Dependency
+  name: minitest
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - ">="
+      - !ruby/object:Gem::Version
+        version: '5'
+  type: :development
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - ">="
+      - !ruby/object:Gem::Version
+        version: '5'
+- !ruby/object:Gem::Dependency
+  name: numo-narray
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - ">="
+      - !ruby/object:Gem::Version
+        version: '0'
+  type: :development
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - ">="
+      - !ruby/object:Gem::Version
+        version: '0'
+description: 
+email: andrew@chartkick.com
+executables: []
+extensions:
+- ext/scs/extconf.rb
+extra_rdoc_files: []
+files:
+- CHANGELOG.md
+- LICENSE.txt
+- README.md
+- ext/scs/extconf.rb
+- lib/scs.rb
+- lib/scs/ffi.rb
+- lib/scs/solver.rb
+- lib/scs/version.rb
+- vendor/scs/LICENSE.txt
+- vendor/scs/Makefile
+- vendor/scs/README.md
+- vendor/scs/include/aa.h
+- vendor/scs/include/cones.h
+- vendor/scs/include/ctrlc.h
+- vendor/scs/include/glbopts.h
+- vendor/scs/include/linalg.h
+- vendor/scs/include/linsys.h
+- vendor/scs/include/normalize.h
+- vendor/scs/include/rw.h
+- vendor/scs/include/scs.h
+- vendor/scs/include/scs_blas.h
+- vendor/scs/include/util.h
+- vendor/scs/linsys/amatrix.c
+- vendor/scs/linsys/amatrix.h
+- vendor/scs/linsys/amatrix.o
+- vendor/scs/linsys/cpu/direct/private.c
+- vendor/scs/linsys/cpu/direct/private.h
+- vendor/scs/linsys/cpu/direct/private.o
+- vendor/scs/linsys/cpu/indirect/private.c
+- vendor/scs/linsys/cpu/indirect/private.h
+- vendor/scs/linsys/cpu/indirect/private.o
+- vendor/scs/linsys/external/amd/LICENSE.txt
+- vendor/scs/linsys/external/amd/SuiteSparse_config.c
+- vendor/scs/linsys/external/amd/SuiteSparse_config.h
+- vendor/scs/linsys/external/amd/SuiteSparse_config.o
+- vendor/scs/linsys/external/amd/amd.h
+- vendor/scs/linsys/external/amd/amd_1.c
+- vendor/scs/linsys/external/amd/amd_1.o
+- vendor/scs/linsys/external/amd/amd_2.c
+- vendor/scs/linsys/external/amd/amd_2.o
+- vendor/scs/linsys/external/amd/amd_aat.c
+- vendor/scs/linsys/external/amd/amd_aat.o
+- vendor/scs/linsys/external/amd/amd_control.c
+- vendor/scs/linsys/external/amd/amd_control.o
+- vendor/scs/linsys/external/amd/amd_defaults.c
+- vendor/scs/linsys/external/amd/amd_defaults.o
+- vendor/scs/linsys/external/amd/amd_dump.c
+- vendor/scs/linsys/external/amd/amd_dump.o
+- vendor/scs/linsys/external/amd/amd_global.c
+- vendor/scs/linsys/external/amd/amd_global.o
+- vendor/scs/linsys/external/amd/amd_info.c
+- vendor/scs/linsys/external/amd/amd_info.o
+- vendor/scs/linsys/external/amd/amd_internal.h
+- vendor/scs/linsys/external/amd/amd_order.c
+- vendor/scs/linsys/external/amd/amd_order.o
+- vendor/scs/linsys/external/amd/amd_post_tree.c
+- vendor/scs/linsys/external/amd/amd_post_tree.o
+- vendor/scs/linsys/external/amd/amd_postorder.c
+- vendor/scs/linsys/external/amd/amd_postorder.o
+- vendor/scs/linsys/external/amd/amd_preprocess.c
+- vendor/scs/linsys/external/amd/amd_preprocess.o
+- vendor/scs/linsys/external/amd/amd_valid.c
+- vendor/scs/linsys/external/amd/amd_valid.o
+- vendor/scs/linsys/external/amd/changes
+- vendor/scs/linsys/external/qdldl/LICENSE
+- vendor/scs/linsys/external/qdldl/README.md
+- vendor/scs/linsys/external/qdldl/changes
+- vendor/scs/linsys/external/qdldl/qdldl.c
+- vendor/scs/linsys/external/qdldl/qdldl.h
+- vendor/scs/linsys/external/qdldl/qdldl.o
+- vendor/scs/linsys/external/qdldl/qdldl_types.h
+- vendor/scs/linsys/gpu/gpu.c
+- vendor/scs/linsys/gpu/gpu.h
+- vendor/scs/linsys/gpu/indirect/private.c
+- vendor/scs/linsys/gpu/indirect/private.h
+- vendor/scs/scs.mk
+- vendor/scs/src/aa.c
+- vendor/scs/src/aa.o
+- vendor/scs/src/cones.c
+- vendor/scs/src/cones.o
+- vendor/scs/src/ctrlc.c
+- vendor/scs/src/ctrlc.o
+- vendor/scs/src/linalg.c
+- vendor/scs/src/linalg.o
+- vendor/scs/src/normalize.c
+- vendor/scs/src/normalize.o
+- vendor/scs/src/rw.c
+- vendor/scs/src/rw.o
+- vendor/scs/src/scs.c
+- vendor/scs/src/scs.o
+- vendor/scs/src/scs_version.c
+- vendor/scs/src/scs_version.o
+- vendor/scs/src/util.c
+- vendor/scs/src/util.o
+- vendor/scs/test/data/small_random_socp
+- vendor/scs/test/minunit.h
+- vendor/scs/test/problem_utils.h
+- vendor/scs/test/problems/rob_gauss_cov_est.h
+- vendor/scs/test/problems/small_lp.h
+- vendor/scs/test/problems/small_random_socp.h
+- vendor/scs/test/random_socp_prob.c
+- vendor/scs/test/run_from_file.c
+- vendor/scs/test/run_tests
+- vendor/scs/test/run_tests.c
+homepage: https://github.com/ankane/scs
+licenses:
+- MIT
+metadata: {}
+post_install_message: 
+rdoc_options: []
+require_paths:
+- lib
+required_ruby_version: !ruby/object:Gem::Requirement
+  requirements:
+  - - ">="
+    - !ruby/object:Gem::Version
+      version: '2.4'
+required_rubygems_version: !ruby/object:Gem::Requirement
+  requirements:
+  - - ">="
+    - !ruby/object:Gem::Version
+      version: '0'
+requirements: []
+rubygems_version: 3.1.2
+signing_key: 
+specification_version: 4
+summary: SCS - the splitting conic solver - for Ruby
+test_files: []