scs 0.2.0 → 0.3.0

data/vendor/scs/test/rng.h

@@ -0,0 +1,109 @@
+/*    This program by D E Knuth is in the public domain and freely copyable
+ *    AS LONG AS YOU MAKE ABSOLUTELY NO CHANGES!
+ *    It is explained in Seminumerical Algorithms, 3rd edition, Section 3.6
+ *    (or in the errata to the 2nd edition --- see
+ *        http://www-cs-faculty.stanford.edu/~knuth/taocp.html
+ *    in the changes to Volume 2 on pages 171 and following).              */
+
+/*    N.B. The MODIFICATIONS introduced in the 9th printing (2002) are
+      included here; there's no backwards compatibility with the original. */
+
+/*    This version also adopts Brendan McKay's suggestion to
+      accommodate naive users who forget to call ran_start(seed).          */
+
+/*    If you find any bugs, please report them immediately to
+ *                 taocp@cs.stanford.edu
+ *    (and you will be rewarded if the bug is genuine). Thanks!            */
+
+/************ see the book for explanations and caveats! *******************/
+/************ in particular, you need two's complement arithmetic **********/
+
+#define KK 100                                  /* the long lag */
+#define LL 37                                   /* the short lag */
+#define MM (1L << 30)                           /* the modulus */
+#define mod_diff(x, y) (((x) - (y)) & (MM - 1)) /* subtraction mod MM */
+
+long ran_x[KK]; /* the generator state */
+
+#ifdef __STDC__
+void ran_array(long aa[], int n)
+#else
+void ran_array(aa, n) /* put n new random numbers in aa */
+    long *aa;         /* destination */
+int n;                /* array length (must be at least KK) */
+#endif
+{
+  register int i, j;
+  for (j = 0; j < KK; j++)
+    aa[j] = ran_x[j];
+  for (; j < n; j++)
+    aa[j] = mod_diff(aa[j - KK], aa[j - LL]);
+  for (i = 0; i < LL; i++, j++)
+    ran_x[i] = mod_diff(aa[j - KK], aa[j - LL]);
+  for (; i < KK; i++, j++)
+    ran_x[i] = mod_diff(aa[j - KK], ran_x[i - LL]);
+}
+
+/* the following routines are from exercise 3.6--15 */
+/* after calling ran_start, get new randoms by, e.g., "x=ran_arr_next()" */
+
+#define QUALITY 1009 /* recommended quality level for high-res use */
+long ran_arr_buf[QUALITY];
+long ran_arr_dummy = -1, ran_arr_started = -1;
+long *ran_arr_ptr = &ran_arr_dummy; /* the next random number, or -1 */
+
+#define TT 70             /* guaranteed separation between streams */
+#define is_odd(x) ((x)&1) /* units bit of x */
+
+#ifdef __STDC__
+void ran_start(long seed)
+#else
+void ran_start(seed)  /* do this before using ran_array */
+    long seed;        /* selector for different streams */
+#endif
+{
+  register int t, j;
+  long x[KK + KK - 1]; /* the preparation buffer */
+  register long ss = (seed + 2) & (MM - 2);
+  for (j = 0; j < KK; j++) {
+    x[j] = ss; /* bootstrap the buffer */
+    ss <<= 1;
+    if (ss >= MM)
+      ss -= MM - 2; /* cyclic shift 29 bits */
+  }
+  x[1]++; /* make x[1] (and only x[1]) odd */
+  for (ss = seed & (MM - 1), t = TT - 1; t;) {
+    for (j = KK - 1; j > 0; j--)
+      x[j + j] = x[j], x[j + j - 1] = 0; /* "square" */
+    for (j = KK + KK - 2; j >= KK; j--)
+      x[j - (KK - LL)] = mod_diff(x[j - (KK - LL)], x[j]),
+                  x[j - KK] = mod_diff(x[j - KK], x[j]);
+    if (is_odd(ss)) { /* "multiply by z" */
+      for (j = KK; j > 0; j--)
+        x[j] = x[j - 1];
+      x[0] = x[KK]; /* shift the buffer cyclically */
+      x[LL] = mod_diff(x[LL], x[KK]);
+    }
+    if (ss)
+      ss >>= 1;
+    else
+      t--;
+  }
+  for (j = 0; j < LL; j++)
+    ran_x[j + KK - LL] = x[j];
+  for (; j < KK; j++)
+    ran_x[j - LL] = x[j];
+  for (j = 0; j < 10; j++)
+    ran_array(x, KK + KK - 1); /* warm things up */
+  ran_arr_ptr = &ran_arr_started;
+}
+
+#define ran_arr_next() (*ran_arr_ptr >= 0 ? *ran_arr_ptr++ : ran_arr_cycle())
+long ran_arr_cycle(void) {
+  if (ran_arr_ptr == &ran_arr_dummy)
+    ran_start(314159L); /* the user forgot to initialize */
+  ran_array(ran_arr_buf, QUALITY);
+  ran_arr_buf[KK] = -1;
+  ran_arr_ptr = ran_arr_buf + 1;
+  return ran_arr_buf[0];
+}

data/vendor/scs/test/run_from_file.c

@@ -12,16 +12,24 @@ scs_int override_setting(ScsSettings *s, char *param, char *val) {
     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, "eps_abs") == 0) {
+    s->eps_abs = atof(val);
+  } else if (strcmp(param, "eps_rel") == 0) {
+    s->eps_rel = atof(val);
+  } else if (strcmp(param, "eps_infeas") == 0) {
+    s->eps_infeas = 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 if (strcmp(param, "acceleration_interval") == 0) {
+    s->acceleration_interval = atoi(val);
+  } else if (strcmp(param, "adaptive_scale") == 0) {
+    s->adaptive_scale = atoi(val);
+  } else if (strcmp(param, "log_csv_filename") == 0) {
+    s->log_csv_filename = val;
   } else {
     return -1;
   }
@@ -36,6 +44,7 @@ int main(int argc, char **argv) {
   scs_int read_status;
   ScsData *d;
   ScsCone *k;
+  ScsSettings *stgs;
   ScsSolution *sol;
   ScsInfo info = {0};
   scs_int i;
@@ -44,7 +53,7 @@ int main(int argc, char **argv) {
     return -1;
   }
   filename = argv[1];
-  read_status = SCS(read_data)(filename, &d, &k);
+  read_status = SCS(read_data)(filename, &d, &k, &stgs);
   if (read_status < 0) {
     scs_printf("Data read failure, exit.\n");
     return -1;
@@ -52,18 +61,18 @@ int main(int argc, char **argv) {
   for (i = 2; i < argc; i += 2) {
     if (argc < i + 2) {
       scs_printf("Incorrect number of arguments supplied\n.");
-      SCS(free_data)(d, k);
+      SCS(free_data)(d, k, stgs);
       return -1;
     }
-    if (override_setting(d->stgs, argv[i], argv[i + 1]) < 0) {
+    if (override_setting(stgs, argv[i], argv[i + 1]) < 0) {
       scs_printf("Unrecognized setting %s\n", argv[i]);
-      SCS(free_data)(d, k);
+      SCS(free_data)(d, k, stgs);
       return -1;
     }
   }
   sol = scs_calloc(1, sizeof(ScsSolution));
-  scs(d, k, sol, &info);
-  SCS(free_data)(d, k);
+  scs(d, k, stgs, sol, &info);
+  SCS(free_data)(d, k, stgs);
   SCS(free_sol)(sol);
   return 0;
 }

data/vendor/scs/test/run_tests.c

@@ -6,16 +6,40 @@
 #include "scs.h"
 
 /* Include Tests */
-#include "problems/small_lp.h"
+#include "problems/degenerate.h"
+#include "problems/hs21_tiny_qp.h"
+#include "problems/hs21_tiny_qp_rw.h"
+#include "problems/infeasible_tiny_qp.h"
+#include "problems/qafiro_tiny_qp.h"
+#include "problems/random_prob.h"
 #include "problems/rob_gauss_cov_est.h"
-#include "problems/small_random_socp.h"
+#include "problems/small_lp.h"
+#include "problems/test_fails.h"
+#include "problems/unbounded_tiny_qp.h"
 
 int tests_run = 0;
 
 static const char *all_tests(void) {
+  scs_printf("test_fails\n");
+  mu_run_test(test_fails);
+  scs_printf("degenerate\n");
+  mu_run_test(degenerate);
+  scs_printf("small_lp\n");
   mu_run_test(small_lp);
+  scs_printf("rob_gauss_cov_est\n");
   mu_run_test(rob_gauss_cov_est);
-  mu_run_test(small_random_socp);
+  scs_printf("hs21_tiny_qp\n");
+  mu_run_test(hs21_tiny_qp);
+  scs_printf("hs21_tiny_qp_rw\n");
+  mu_run_test(hs21_tiny_qp_rw);
+  scs_printf("qafiro_tiny_qp\n");
+  mu_run_test(qafiro_tiny_qp);
+  scs_printf("infeasible_tiny_qp\n");
+  mu_run_test(infeasible_tiny_qp);
+  scs_printf("unbounded_tiny_qp\n");
+  mu_run_test(unbounded_tiny_qp);
+  scs_printf("random_prob\n");
+  mu_run_test(random_prob);
   return 0;
 }
 

metadata

@@ -1,86 +1,32 @@
 --- !ruby/object:Gem::Specification
 name: scs
 version: !ruby/object:Gem::Version
-  version: 0.2.0
+  version: 0.3.0
 platform: ruby
 authors:
 - Andrew Kane
-autorequire: 
+autorequire:
 bindir: bin
 cert_chain: []
-date: 2019-11-17 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
+date: 2021-10-05 00:00:00.000000000 Z
+dependencies: []
+description:
+email: andrew@ankane.org
 executables: []
 extensions:
-- ext/scs/Rakefile
+- ext/scs/extconf.rb
 extra_rdoc_files: []
 files:
 - CHANGELOG.md
 - LICENSE.txt
 - README.md
-- ext/scs/Rakefile
+- ext/scs/extconf.rb
 - lib/scs.rb
 - lib/scs/ffi.rb
 - lib/scs/solver.rb
 - lib/scs/version.rb
+- vendor/scs/CITATION.cff
+- vendor/scs/CMakeLists.txt
 - vendor/scs/LICENSE.txt
 - vendor/scs/Makefile
 - vendor/scs/README.md
@@ -95,15 +41,15 @@ files:
 - 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/csparse.c
+- vendor/scs/linsys/csparse.h
+- vendor/scs/linsys/csparse.o
 - vendor/scs/linsys/external/amd/LICENSE.txt
 - vendor/scs/linsys/external/amd/SuiteSparse_config.c
 - vendor/scs/linsys/external/amd/SuiteSparse_config.h
@@ -148,6 +94,9 @@ files:
 - vendor/scs/linsys/gpu/gpu.h
 - vendor/scs/linsys/gpu/indirect/private.c
 - vendor/scs/linsys/gpu/indirect/private.h
+- vendor/scs/linsys/scs_matrix.c
+- vendor/scs/linsys/scs_matrix.h
+- vendor/scs/linsys/scs_matrix.o
 - vendor/scs/scs.mk
 - vendor/scs/src/aa.c
 - vendor/scs/src/aa.o
@@ -163,25 +112,33 @@ files:
 - vendor/scs/src/rw.o
 - vendor/scs/src/scs.c
 - vendor/scs/src/scs.o
+- vendor/scs/src/scs_indir.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/degenerate.h
+- vendor/scs/test/problems/hs21_tiny_qp.h
+- vendor/scs/test/problems/hs21_tiny_qp_rw.h
+- vendor/scs/test/problems/infeasible_tiny_qp.h
+- vendor/scs/test/problems/qafiro_tiny_qp.h
+- vendor/scs/test/problems/random_prob
+- vendor/scs/test/problems/random_prob.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/problems/test_fails.h
+- vendor/scs/test/problems/unbounded_tiny_qp.h
 - vendor/scs/test/random_socp_prob.c
+- vendor/scs/test/rng.h
 - 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: 
+post_install_message:
 rdoc_options: []
 require_paths:
 - lib
@@ -196,8 +153,8 @@ required_rubygems_version: !ruby/object:Gem::Requirement
     - !ruby/object:Gem::Version
       version: '0'
 requirements: []
-rubygems_version: 3.0.6
-signing_key: 
+rubygems_version: 3.2.22
+signing_key:
 specification_version: 4
 summary: SCS - the splitting conic solver - for Ruby
 test_files: []

data/ext/scs/Rakefile

@@ -1,11 +0,0 @@
-desc "Compile extensions"
-task :compile do
-  scs = File.expand_path("../../vendor/scs", __dir__)
-  Dir.chdir(scs) do
-    sh "make"
-  end
-end
-
-unless Rake::Task.task_defined?("default")
-  task default: :compile
-end