scs 0.2.2 → 0.3.2
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- checksums.yaml +4 -4
- data/CHANGELOG.md +16 -0
- data/LICENSE.txt +18 -18
- data/README.md +19 -14
- data/lib/scs/ffi.rb +31 -20
- data/lib/scs/solver.rb +32 -9
- data/lib/scs/version.rb +1 -1
- data/vendor/scs/CITATION.cff +39 -0
- data/vendor/scs/CMakeLists.txt +320 -0
- data/vendor/scs/Makefile +32 -23
- data/vendor/scs/README.md +9 -218
- data/vendor/scs/include/aa.h +67 -23
- data/vendor/scs/include/cones.h +22 -19
- data/vendor/scs/include/glbopts.h +107 -79
- data/vendor/scs/include/linalg.h +3 -4
- data/vendor/scs/include/linsys.h +58 -44
- data/vendor/scs/include/normalize.h +6 -5
- data/vendor/scs/include/rw.h +8 -2
- data/vendor/scs/include/scs.h +257 -141
- data/vendor/scs/include/scs_types.h +34 -0
- data/vendor/scs/include/scs_work.h +83 -0
- data/vendor/scs/include/util.h +3 -15
- data/vendor/scs/linsys/cpu/direct/private.c +241 -232
- data/vendor/scs/linsys/cpu/direct/private.h +13 -7
- data/vendor/scs/linsys/cpu/indirect/private.c +194 -118
- data/vendor/scs/linsys/cpu/indirect/private.h +7 -4
- data/vendor/scs/linsys/csparse.c +87 -0
- data/vendor/scs/linsys/csparse.h +34 -0
- data/vendor/scs/linsys/external/amd/SuiteSparse_config.c +6 -6
- data/vendor/scs/linsys/external/amd/SuiteSparse_config.h +6 -1
- data/vendor/scs/linsys/external/amd/amd_internal.h +1 -1
- data/vendor/scs/linsys/external/amd/amd_order.c +5 -5
- data/vendor/scs/linsys/external/qdldl/changes +2 -0
- data/vendor/scs/linsys/external/qdldl/qdldl.c +29 -46
- data/vendor/scs/linsys/external/qdldl/qdldl.h +33 -41
- data/vendor/scs/linsys/external/qdldl/qdldl_types.h +11 -3
- data/vendor/scs/linsys/gpu/gpu.c +58 -21
- data/vendor/scs/linsys/gpu/gpu.h +70 -35
- data/vendor/scs/linsys/gpu/indirect/private.c +394 -157
- data/vendor/scs/linsys/gpu/indirect/private.h +27 -12
- data/vendor/scs/linsys/scs_matrix.c +478 -0
- data/vendor/scs/linsys/scs_matrix.h +70 -0
- data/vendor/scs/scs.mk +14 -10
- data/vendor/scs/src/aa.c +394 -110
- data/vendor/scs/src/cones.c +497 -359
- data/vendor/scs/src/ctrlc.c +15 -5
- data/vendor/scs/src/linalg.c +107 -26
- data/vendor/scs/src/normalize.c +30 -72
- data/vendor/scs/src/rw.c +202 -27
- data/vendor/scs/src/scs.c +769 -571
- data/vendor/scs/src/scs_version.c +11 -3
- data/vendor/scs/src/util.c +37 -106
- data/vendor/scs/test/minunit.h +22 -8
- data/vendor/scs/test/problem_utils.h +180 -25
- data/vendor/scs/test/problems/degenerate.h +130 -0
- data/vendor/scs/test/problems/hs21_tiny_qp.h +124 -0
- data/vendor/scs/test/problems/hs21_tiny_qp_rw.h +116 -0
- data/vendor/scs/test/problems/infeasible_tiny_qp.h +100 -0
- data/vendor/scs/test/problems/qafiro_tiny_qp.h +199 -0
- data/vendor/scs/test/problems/random_prob +0 -0
- data/vendor/scs/test/problems/random_prob.h +45 -0
- data/vendor/scs/test/problems/rob_gauss_cov_est.h +188 -31
- data/vendor/scs/test/problems/small_lp.h +14 -13
- data/vendor/scs/test/problems/small_qp.h +352 -0
- data/vendor/scs/test/problems/test_validation.h +43 -0
- data/vendor/scs/test/problems/unbounded_tiny_qp.h +82 -0
- data/vendor/scs/test/random_socp_prob.c +54 -53
- data/vendor/scs/test/rng.h +109 -0
- data/vendor/scs/test/run_from_file.c +20 -11
- data/vendor/scs/test/run_tests.c +35 -2
- metadata +29 -98
- data/vendor/scs/linsys/amatrix.c +0 -305
- data/vendor/scs/linsys/amatrix.h +0 -36
- data/vendor/scs/linsys/amatrix.o +0 -0
- data/vendor/scs/linsys/cpu/direct/private.o +0 -0
- data/vendor/scs/linsys/cpu/indirect/private.o +0 -0
- data/vendor/scs/linsys/external/amd/SuiteSparse_config.o +0 -0
- data/vendor/scs/linsys/external/amd/amd_1.o +0 -0
- data/vendor/scs/linsys/external/amd/amd_2.o +0 -0
- data/vendor/scs/linsys/external/amd/amd_aat.o +0 -0
- data/vendor/scs/linsys/external/amd/amd_control.o +0 -0
- data/vendor/scs/linsys/external/amd/amd_defaults.o +0 -0
- data/vendor/scs/linsys/external/amd/amd_dump.o +0 -0
- data/vendor/scs/linsys/external/amd/amd_global.o +0 -0
- data/vendor/scs/linsys/external/amd/amd_info.o +0 -0
- data/vendor/scs/linsys/external/amd/amd_order.o +0 -0
- data/vendor/scs/linsys/external/amd/amd_post_tree.o +0 -0
- data/vendor/scs/linsys/external/amd/amd_postorder.o +0 -0
- data/vendor/scs/linsys/external/amd/amd_preprocess.o +0 -0
- data/vendor/scs/linsys/external/amd/amd_valid.o +0 -0
- data/vendor/scs/linsys/external/qdldl/qdldl.o +0 -0
- data/vendor/scs/src/aa.o +0 -0
- data/vendor/scs/src/cones.o +0 -0
- data/vendor/scs/src/ctrlc.o +0 -0
- data/vendor/scs/src/linalg.o +0 -0
- data/vendor/scs/src/normalize.o +0 -0
- data/vendor/scs/src/rw.o +0 -0
- data/vendor/scs/src/scs.o +0 -0
- data/vendor/scs/src/scs_version.o +0 -0
- data/vendor/scs/src/util.o +0 -0
- data/vendor/scs/test/data/small_random_socp +0 -0
- data/vendor/scs/test/problems/small_random_socp.h +0 -33
- data/vendor/scs/test/run_tests +0 -2
@@ -0,0 +1,124 @@
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#include "glbopts.h"
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#include "linalg.h"
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#include "minunit.h"
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#include "scs.h"
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#include "scs_matrix.h"
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#include "util.h"
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static const char *hs21_tiny_qp(void) {
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ScsCone *k = (ScsCone *)scs_calloc(1, sizeof(ScsCone));
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ScsData *d = (ScsData *)scs_calloc(1, sizeof(ScsData));
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ScsSettings *stgs = (ScsSettings *)scs_calloc(1, sizeof(ScsSettings));
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ScsSolution *sol = (ScsSolution *)scs_calloc(1, sizeof(ScsSolution));
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ScsInfo info = {0};
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scs_int exitflag;
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scs_float perr, derr;
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scs_int success;
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const char *fail;
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/* data */
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scs_float Ax[] = {-10., -1., 1., -1.};
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scs_int Ai[] = {1, 2, 1, 3};
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scs_int Ap[] = {0, 2, 4};
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scs_float Px[] = {0.02, 2.};
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scs_int Pi[] = {0, 1};
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scs_int Pp[] = {0, 1, 2};
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scs_float b[] = {1., 0., 0., 0.};
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scs_float c[] = {0., 0.};
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scs_int m = 4;
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scs_int n = 2;
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scs_float bl[] = {10.0, 2.0, -50.0};
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scs_float bu[] = {1e+20, 50.0, 50.0};
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scs_int bsize = 4;
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scs_float opt = 0.04000000000000625;
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/* end data */
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d->m = m;
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d->n = n;
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d->b = b;
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d->c = c;
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d->A = (ScsMatrix *)scs_calloc(1, sizeof(ScsMatrix));
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d->P = (ScsMatrix *)scs_calloc(1, sizeof(ScsMatrix));
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d->A->m = m;
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d->A->n = n;
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d->A->x = Ax;
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d->A->i = Ai;
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d->A->p = Ap;
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d->P->m = n;
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d->P->n = n;
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d->P->x = Px;
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d->P->i = Pi;
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d->P->p = Pp;
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k->bsize = bsize;
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k->bl = bl;
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k->bu = bu;
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scs_set_default_settings(stgs);
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stgs->eps_abs = 1e-6;
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stgs->eps_rel = 1e-6;
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stgs->eps_infeas = 1e-9;
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exitflag = scs(d, k, stgs, sol, &info);
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perr = info.pobj - opt;
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derr = info.dobj - opt;
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scs_printf("primal obj error %4e\n", perr);
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scs_printf("dual obj error %4e\n", derr);
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success = ABS(perr) < 1e-4 && ABS(derr) < 1e-4 && exitflag == SCS_SOLVED;
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mu_assert("hs21_tiny_qp: SCS failed to produce outputflag SCS_SOLVED",
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success);
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fail = verify_solution_correct(d, k, stgs, &info, sol, exitflag);
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/* test warm-starting */
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stgs->warm_start = 1;
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exitflag = scs(d, k, stgs, sol, &info);
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/* 25 iters should be enough if warm-started */
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mu_assert("hs21_tiny_qp: warm-start failure", info.iter <= 25);
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success = ABS(perr) < 1e-4 && ABS(derr) < 1e-4 && exitflag == SCS_SOLVED;
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mu_assert("hs21_tiny_qp: SCS failed to produce outputflag SCS_SOLVED",
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success);
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/* test other settings */
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stgs->warm_start = 0;
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stgs->normalize = 0;
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stgs->adaptive_scale = 0;
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stgs->acceleration_lookback = 10;
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stgs->acceleration_interval = 10;
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stgs->log_csv_filename = "hs21_tiny_qp.csv";
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exitflag = scs(d, k, stgs, sol, &info);
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perr = info.pobj - opt;
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derr = info.dobj - opt;
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scs_printf("primal obj error %4e\n", perr);
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scs_printf("dual obj error %4e\n", derr);
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success = ABS(perr) < 1e-4 && ABS(derr) < 1e-4 && exitflag == SCS_SOLVED;
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mu_assert("hs21_tiny_qp: SCS failed to produce outputflag SCS_SOLVED",
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success);
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SCS(free_sol)(sol);
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scs_free(d->A);
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scs_free(d->P);
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scs_free(k);
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scs_free(stgs);
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scs_free(d);
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return fail;
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}
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#include "glbopts.h"
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#include "linalg.h"
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#include "minunit.h"
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#include "rw.h"
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#include "scs.h"
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#include "scs_matrix.h"
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#include "util.h"
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/* test read / write logic */
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static const char *hs21_tiny_qp_rw(void) {
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ScsCone *k = (ScsCone *)scs_calloc(1, sizeof(ScsCone));
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ScsData *d = (ScsData *)scs_calloc(1, sizeof(ScsData));
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ScsSettings *stgs = (ScsSettings *)scs_calloc(1, sizeof(ScsSettings));
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ScsSolution *sol = (ScsSolution *)scs_calloc(1, sizeof(ScsSolution));
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ScsInfo info = {0};
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scs_int exitflag;
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scs_float perr, derr;
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scs_int success;
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const char *fail;
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/* data */
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scs_float Ax[] = {-10., -1., 1., -1.};
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scs_int Ai[] = {1, 2, 1, 3};
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scs_int Ap[] = {0, 2, 4};
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scs_float Px[] = {0.02, 2.};
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scs_int Pi[] = {0, 1};
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scs_int Pp[] = {0, 1, 2};
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scs_float b[] = {1., 0., 0., 0.};
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scs_float c[] = {0., 0.};
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scs_int m = 4;
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scs_int n = 2;
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scs_float bl[] = {10.0, 2.0, -50.0};
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scs_float bu[] = {1e+20, 50.0, 50.0};
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scs_int bsize = 4;
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scs_float opt = 0.04000000000000625;
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/* end data */
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d->m = m;
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d->n = n;
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d->b = b;
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d->c = c;
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d->A = (ScsMatrix *)scs_calloc(1, sizeof(ScsMatrix));
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d->P = (ScsMatrix *)scs_calloc(1, sizeof(ScsMatrix));
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d->A->m = m;
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d->A->n = n;
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d->A->x = Ax;
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d->A->i = Ai;
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d->A->p = Ap;
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d->P->m = n;
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d->P->n = n;
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d->P->x = Px;
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d->P->i = Pi;
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d->P->p = Pp;
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k->bsize = bsize;
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k->bl = bl;
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k->bu = bu;
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scs_set_default_settings(stgs);
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stgs->eps_abs = 1e-6;
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stgs->eps_rel = 1e-6;
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stgs->eps_infeas = 1e-9;
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stgs->write_data_filename = "hs21_tiny_qp";
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stgs->max_iters = 1;
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exitflag = scs(d, k, stgs, sol, &info);
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/* kill the data */
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scs_free(d->A);
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scs_free(d->P);
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scs_free(k);
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scs_free(stgs);
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scs_free(d);
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SCS(read_data)("hs21_tiny_qp", &d, &k, &stgs);
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stgs->max_iters = 1000;
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/* solve with read data */
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exitflag = scs(d, k, stgs, sol, &info);
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perr = info.pobj - opt;
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derr = info.dobj - opt;
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scs_printf("primal obj error %4e\n", perr);
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scs_printf("dual obj error %4e\n", derr);
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success = ABS(perr) < 1e-4 && ABS(derr) < 1e-4 && exitflag == SCS_SOLVED;
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mu_assert("hs21_tiny_qp: SCS failed to produce outputflag SCS_SOLVED",
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success);
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fail = verify_solution_correct(d, k, stgs, &info, sol, exitflag);
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/* test warm-starting */
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stgs->warm_start = 1;
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exitflag = scs(d, k, stgs, sol, &info);
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/* 25 iters should be enough if warm-started */
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mu_assert("hs21_tiny_qp: warm-start failure", info.iter <= 25);
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success = ABS(perr) < 1e-4 && ABS(derr) < 1e-4 && exitflag == SCS_SOLVED;
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mu_assert("hs21_tiny_qp: SCS failed to produce outputflag SCS_SOLVED",
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success);
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SCS(free_sol)(sol);
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SCS(free_data)(d, k, stgs);
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return fail;
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}
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@@ -0,0 +1,100 @@
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#include "glbopts.h"
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2
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#include "linalg.h"
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#include "minunit.h"
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4
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#include "scs.h"
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#include "scs_matrix.h"
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#include "util.h"
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static const char *infeasible_tiny_qp(void) {
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ScsCone *k = (ScsCone *)scs_calloc(1, sizeof(ScsCone));
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|
+
ScsData *d = (ScsData *)scs_calloc(1, sizeof(ScsData));
|
11
|
+
ScsSettings *stgs = (ScsSettings *)scs_calloc(1, sizeof(ScsSettings));
|
12
|
+
ScsSolution *sol = (ScsSolution *)scs_calloc(1, sizeof(ScsSolution));
|
13
|
+
ScsInfo info = {0};
|
14
|
+
scs_int exitflag;
|
15
|
+
const char *fail;
|
16
|
+
|
17
|
+
/* data */
|
18
|
+
scs_float Ax[] = {
|
19
|
+
4.51689976e-01, 3.06592046e-03, 5.17304192e-01, -3.03038477e+00,
|
20
|
+
-1.40509892e+00, 7.94277342e-04, 2.39454841e+00, -7.60957360e-01,
|
21
|
+
-1.18946302e+00, 3.98797701e-01, 1.01386914e+00, -2.53921734e+00,
|
22
|
+
-3.21202445e-01, 9.25735134e-01, -2.54046934e-01, 1.28211442e-01,
|
23
|
+
-1.65155072e-01, -4.53308401e-01, -4.66709068e-01, -2.24298562e-01,
|
24
|
+
-4.92029627e-01, 8.05750411e-01, -1.72920210e+00, -1.45633836e-01,
|
25
|
+
6.39086786e-01, 1.20509649e-01, 4.19672104e-01, -2.29274817e-01,
|
26
|
+
3.30125838e-01, 4.12874191e-01, 1.05357823e+00, 2.10587878e+00,
|
27
|
+
5.54934230e-01, 2.42617608e+00, -8.33596918e-01, -6.83444334e-01,
|
28
|
+
8.23856780e-01, -4.14240741e-01, -7.24051659e-01, 1.06144329e-01,
|
29
|
+
6.92857027e-01, 1.64822980e+00, 1.94603528e-01, -7.58318366e-01,
|
30
|
+
1.42948833e+00, -2.49039902e-01, 2.15319490e-01, -1.52651434e+00,
|
31
|
+
-3.94761305e-01, -5.24305949e-01};
|
32
|
+
scs_int Ai[] = {0, 1, 2, 3, 4, 5, 6, 7, 8, 9, 0, 1, 2, 3, 4, 5, 6,
|
33
|
+
7, 8, 9, 0, 1, 2, 3, 4, 5, 6, 7, 8, 9, 0, 1, 2, 3,
|
34
|
+
4, 5, 6, 7, 8, 9, 0, 1, 2, 3, 4, 5, 6, 7, 8, 9};
|
35
|
+
scs_int Ap[] = {0, 10, 20, 30, 40, 50};
|
36
|
+
|
37
|
+
scs_float Px[] = {0.40113649, 0.15897142, 0.37369516, -0.05899464,
|
38
|
+
0.0772996, 0.37333677, -0.02994108, 0.04870077,
|
39
|
+
0.32221413, 0.28665235, -0.27383424, 0.04842465,
|
40
|
+
0.07832219, 0.0660133, 0.49993284};
|
41
|
+
scs_int Pi[] = {0, 0, 1, 0, 1, 2, 0, 1, 2, 3, 0, 1, 2, 3, 4};
|
42
|
+
scs_int Pp[] = {0, 1, 3, 6, 10, 15};
|
43
|
+
|
44
|
+
scs_float b[] = {-0.057279, 0.10451534, -0.10459346, -0.18452294,
|
45
|
+
0.18609658, 0.15795524, -0.00562746, -0.85852899,
|
46
|
+
-0.48271335, 0.61951655};
|
47
|
+
scs_float c[] = {-0.16566256, -1.33116808, -0.1767858, -1.0940148,
|
48
|
+
1.15348983};
|
49
|
+
|
50
|
+
scs_int m = 10;
|
51
|
+
scs_int n = 5;
|
52
|
+
|
53
|
+
scs_int l = m;
|
54
|
+
|
55
|
+
/* end data */
|
56
|
+
|
57
|
+
d->m = m;
|
58
|
+
d->n = n;
|
59
|
+
d->b = b;
|
60
|
+
d->c = c;
|
61
|
+
|
62
|
+
d->A = (ScsMatrix *)scs_calloc(1, sizeof(ScsMatrix));
|
63
|
+
d->P = (ScsMatrix *)scs_calloc(1, sizeof(ScsMatrix));
|
64
|
+
|
65
|
+
d->A->m = m;
|
66
|
+
d->A->n = n;
|
67
|
+
|
68
|
+
d->A->x = Ax;
|
69
|
+
d->A->i = Ai;
|
70
|
+
d->A->p = Ap;
|
71
|
+
|
72
|
+
d->P->m = n;
|
73
|
+
d->P->n = n;
|
74
|
+
|
75
|
+
d->P->x = Px;
|
76
|
+
d->P->i = Pi;
|
77
|
+
d->P->p = Pp;
|
78
|
+
|
79
|
+
k->l = l;
|
80
|
+
|
81
|
+
scs_set_default_settings(stgs);
|
82
|
+
stgs->eps_abs = 1e-6;
|
83
|
+
stgs->eps_rel = 1e-6;
|
84
|
+
stgs->eps_infeas = 1e-9;
|
85
|
+
|
86
|
+
exitflag = scs(d, k, stgs, sol, &info);
|
87
|
+
|
88
|
+
mu_assert(
|
89
|
+
"infeasible_tiny_qp: SCS failed to produce outputflag SCS_INFEASIBLE",
|
90
|
+
exitflag == SCS_INFEASIBLE);
|
91
|
+
fail = verify_solution_correct(d, k, stgs, &info, sol, exitflag);
|
92
|
+
|
93
|
+
SCS(free_sol)(sol);
|
94
|
+
scs_free(d->A);
|
95
|
+
scs_free(d->P);
|
96
|
+
scs_free(k);
|
97
|
+
scs_free(stgs);
|
98
|
+
scs_free(d);
|
99
|
+
return fail;
|
100
|
+
}
|
@@ -0,0 +1,199 @@
|
|
1
|
+
#include "glbopts.h"
|
2
|
+
#include "linalg.h"
|
3
|
+
#include "minunit.h"
|
4
|
+
#include "scs.h"
|
5
|
+
#include "scs_matrix.h"
|
6
|
+
#include "util.h"
|
7
|
+
|
8
|
+
static const char *qafiro_tiny_qp(void) {
|
9
|
+
ScsCone *k = (ScsCone *)scs_calloc(1, sizeof(ScsCone));
|
10
|
+
ScsData *d = (ScsData *)scs_calloc(1, sizeof(ScsData));
|
11
|
+
ScsSettings *stgs = (ScsSettings *)scs_calloc(1, sizeof(ScsSettings));
|
12
|
+
ScsSolution *sol = (ScsSolution *)scs_calloc(1, sizeof(ScsSolution));
|
13
|
+
ScsInfo info = {0};
|
14
|
+
scs_int exitflag;
|
15
|
+
scs_float perr, derr;
|
16
|
+
scs_int success;
|
17
|
+
const char *fail;
|
18
|
+
|
19
|
+
/* data */
|
20
|
+
scs_float Ax[] = {
|
21
|
+
-1., -1.06, -1., -0.301, -1., 1., 1., -1., 1.,
|
22
|
+
1., -1., 1., -1., -1., -1., -1.06, -1., -0.301,
|
23
|
+
-1., -1., -1.06, -1., -0.313, -1., -1., -0.96, -1.,
|
24
|
+
-0.313, -1., -1., -0.86, -1., -0.326, -1., 1., -2.364,
|
25
|
+
-1., 1., -2.386, -1., 1., -2.408, -1., 1., -2.429,
|
26
|
+
-1., 1., -1.4, -1., 1., 1., -1., 1., -1.,
|
27
|
+
-1., -0.43, -1., -1., -0.109, -1., 1., 1., -1.,
|
28
|
+
1., 1., -1., 1., 1., -1., 1., -1., -1.,
|
29
|
+
1., -0.43, -1., -0.109, -1., 1., -0.43, -1., -0.108,
|
30
|
+
-1., 1., -0.39, -1., -0.108, -1., 1., -0.37, -1.,
|
31
|
+
-0.107, -1., 1., -2.191, -1., 1., -2.219, -1., 1.,
|
32
|
+
-2.249, -1., 1., -2.279, -1., -1., -1.4, -1., 1.,
|
33
|
+
1., -1., 1., -1., -1., 1., -1.};
|
34
|
+
scs_int Ai[] = {0, 1, 16, 24, 28, 0, 15, 29, 0, 22, 30, 1, 26, 31, 4,
|
35
|
+
5, 12, 25, 32, 4, 5, 11, 25, 33, 4, 5, 9, 25, 34, 4,
|
36
|
+
5, 10, 25, 35, 12, 21, 36, 11, 21, 37, 9, 21, 38, 10, 21,
|
37
|
+
39, 4, 15, 40, 4, 23, 41, 5, 27, 42, 6, 7, 13, 22, 43,
|
38
|
+
7, 14, 44, 7, 24, 45, 7, 21, 46, 6, 26, 47, 2, 3, 17,
|
39
|
+
23, 48, 2, 3, 18, 23, 49, 2, 3, 19, 23, 50, 2, 3, 20,
|
40
|
+
23, 51, 17, 21, 52, 18, 21, 53, 19, 21, 54, 20, 21, 55, 2,
|
41
|
+
14, 56, 2, 25, 57, 3, 27, 58, 2, 59};
|
42
|
+
scs_int Ap[] = {0, 5, 8, 11, 14, 19, 24, 29, 34, 37, 40,
|
43
|
+
43, 46, 49, 52, 55, 60, 63, 66, 69, 72, 77,
|
44
|
+
82, 87, 92, 95, 98, 101, 104, 107, 110, 113, 115};
|
45
|
+
|
46
|
+
scs_float Px[] = {10., 1., 10., 1., 1., 10.};
|
47
|
+
scs_int Pi[] = {0, 0, 1, 0, 1, 2};
|
48
|
+
scs_int Pp[] = {0, 1, 3, 6, 6, 6, 6, 6, 6, 6, 6, 6, 6, 6, 6, 6, 6,
|
49
|
+
6, 6, 6, 6, 6, 6, 6, 6, 6, 6, 6, 6, 6, 6, 6, 6};
|
50
|
+
|
51
|
+
scs_float b[] = {
|
52
|
+
0.00000000e+00, 0.00000000e+00, 4.40000000e+01, -2.22044605e-16,
|
53
|
+
0.00000000e+00, 0.00000000e+00, 0.00000000e+00, 0.00000000e+00,
|
54
|
+
1.00000000e+00, 0.00000000e+00, 0.00000000e+00, 0.00000000e+00,
|
55
|
+
0.00000000e+00, 0.00000000e+00, 0.00000000e+00, 0.00000000e+00,
|
56
|
+
0.00000000e+00, 0.00000000e+00, 0.00000000e+00, 0.00000000e+00,
|
57
|
+
0.00000000e+00, 0.00000000e+00, 0.00000000e+00, 0.00000000e+00,
|
58
|
+
0.00000000e+00, 0.00000000e+00, 0.00000000e+00, 0.00000000e+00,
|
59
|
+
0.00000000e+00, 0.00000000e+00, 0.00000000e+00, 0.00000000e+00,
|
60
|
+
0.00000000e+00, 0.00000000e+00, 0.00000000e+00, 0.00000000e+00,
|
61
|
+
0.00000000e+00, 0.00000000e+00, 0.00000000e+00, 0.00000000e+00,
|
62
|
+
0.00000000e+00, 0.00000000e+00, 0.00000000e+00, 0.00000000e+00,
|
63
|
+
0.00000000e+00, 0.00000000e+00, 0.00000000e+00, 0.00000000e+00,
|
64
|
+
0.00000000e+00, 0.00000000e+00, 0.00000000e+00, 0.00000000e+00,
|
65
|
+
0.00000000e+00, 0.00000000e+00, 0.00000000e+00, 0.00000000e+00,
|
66
|
+
0.00000000e+00, 0.00000000e+00, 0.00000000e+00, 0.00000000e+00};
|
67
|
+
scs_float c[] = {0., -0.4, 0., 0., 0., 0., 0., 0., 0., 0., 0.,
|
68
|
+
0., -0.32, 0., 0., 0., -0.6, 0., 0., 0., 0., 0.,
|
69
|
+
0., 0., 0., 0., 0., 0., -0.48, 0., 0., 10.};
|
70
|
+
|
71
|
+
scs_int m = 60;
|
72
|
+
scs_int n = 32;
|
73
|
+
|
74
|
+
scs_float bl[] = {
|
75
|
+
-1e+20, -1e+20, -1e+20, -1e+20, -1e+20, -1e+20, -1e+20, -1e+20, -1e+20,
|
76
|
+
-1e+20, -1e+20, -1e+20, -1e+20, -1e+20, -1e+20, -1e+20, -1e+20, -1e+20,
|
77
|
+
-1e+20, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,
|
78
|
+
0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,
|
79
|
+
0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,
|
80
|
+
0.0, 0.0, 0.0, 0.0, 0.0, 0.0};
|
81
|
+
scs_float bu[] = {0.0, 0.0, 0.0, 80.0, 500.0, 0.0, 0.0, 80.0,
|
82
|
+
500.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,
|
83
|
+
0.0, 310.0, 300.0, 1e+20, 1e+20, 1e+20, 1e+20, 1e+20,
|
84
|
+
1e+20, 1e+20, 1e+20, 1e+20, 1e+20, 1e+20, 1e+20, 1e+20,
|
85
|
+
1e+20, 1e+20, 1e+20, 1e+20, 1e+20, 1e+20, 1e+20, 1e+20,
|
86
|
+
1e+20, 1e+20, 1e+20, 1e+20, 1e+20, 1e+20, 1e+20, 1e+20,
|
87
|
+
1e+20, 1e+20, 1e+20};
|
88
|
+
scs_int bsize = 52;
|
89
|
+
scs_int z = 8;
|
90
|
+
|
91
|
+
scs_float opt = -1.5907818;
|
92
|
+
/* end data */
|
93
|
+
|
94
|
+
d->m = m;
|
95
|
+
d->n = n;
|
96
|
+
d->b = b;
|
97
|
+
d->c = c;
|
98
|
+
|
99
|
+
d->A = (ScsMatrix *)scs_calloc(1, sizeof(ScsMatrix));
|
100
|
+
d->P = (ScsMatrix *)scs_calloc(1, sizeof(ScsMatrix));
|
101
|
+
|
102
|
+
d->A->m = m;
|
103
|
+
d->A->n = n;
|
104
|
+
|
105
|
+
d->A->x = Ax;
|
106
|
+
d->A->i = Ai;
|
107
|
+
d->A->p = Ap;
|
108
|
+
|
109
|
+
d->P->m = n;
|
110
|
+
d->P->n = n;
|
111
|
+
|
112
|
+
d->P->x = Px;
|
113
|
+
d->P->i = Pi;
|
114
|
+
d->P->p = Pp;
|
115
|
+
|
116
|
+
k->bsize = bsize;
|
117
|
+
k->bl = bl;
|
118
|
+
k->bu = bu;
|
119
|
+
k->z = z;
|
120
|
+
|
121
|
+
scs_set_default_settings(stgs);
|
122
|
+
stgs->eps_abs = 1e-7;
|
123
|
+
stgs->eps_rel = 1e-7;
|
124
|
+
stgs->eps_infeas = 1e-9;
|
125
|
+
|
126
|
+
exitflag = scs(d, k, stgs, sol, &info);
|
127
|
+
|
128
|
+
perr = info.pobj - opt;
|
129
|
+
derr = info.dobj - opt;
|
130
|
+
|
131
|
+
scs_printf("primal obj error %4e\n", perr);
|
132
|
+
scs_printf("dual obj error %4e\n", derr);
|
133
|
+
|
134
|
+
success = ABS(perr) < 1e-4 && ABS(derr) < 1e-4 && exitflag == SCS_SOLVED;
|
135
|
+
|
136
|
+
mu_assert("qafiro_tiny_qp: SCS failed to produce outputflag SCS_SOLVED",
|
137
|
+
success);
|
138
|
+
fail = verify_solution_correct(d, k, stgs, &info, sol, exitflag);
|
139
|
+
|
140
|
+
/* test warm-starting */
|
141
|
+
stgs->warm_start = 1;
|
142
|
+
exitflag = scs(d, k, stgs, sol, &info);
|
143
|
+
/* 25 iters should be enough if warm-started */
|
144
|
+
mu_assert("qafiro_tiny_qp: warm-start failure", info.iter <= 50);
|
145
|
+
success = ABS(perr) < 1e-4 && ABS(derr) < 1e-4 && exitflag == SCS_SOLVED;
|
146
|
+
|
147
|
+
mu_assert("qafiro_tiny_qp: SCS failed to produce outputflag SCS_SOLVED",
|
148
|
+
success);
|
149
|
+
|
150
|
+
/* test other settings */
|
151
|
+
stgs->warm_start = 0;
|
152
|
+
stgs->normalize = 0;
|
153
|
+
stgs->adaptive_scale = 0;
|
154
|
+
stgs->acceleration_lookback = 10;
|
155
|
+
stgs->acceleration_interval = 10;
|
156
|
+
stgs->log_csv_filename = "qafiro_tiny_qp.csv";
|
157
|
+
|
158
|
+
exitflag = scs(d, k, stgs, sol, &info);
|
159
|
+
|
160
|
+
perr = info.pobj - opt;
|
161
|
+
derr = info.dobj - opt;
|
162
|
+
|
163
|
+
scs_printf("primal obj error %4e\n", perr);
|
164
|
+
scs_printf("dual obj error %4e\n", derr);
|
165
|
+
|
166
|
+
success = ABS(perr) < 1e-4 && ABS(derr) < 1e-4 && exitflag == SCS_SOLVED;
|
167
|
+
|
168
|
+
mu_assert("qafiro_tiny_qp: SCS failed to produce outputflag SCS_SOLVED",
|
169
|
+
success);
|
170
|
+
|
171
|
+
/* test other settings */
|
172
|
+
stgs->warm_start = 0;
|
173
|
+
stgs->normalize = 0;
|
174
|
+
stgs->adaptive_scale = 0;
|
175
|
+
stgs->acceleration_lookback = -10;
|
176
|
+
stgs->acceleration_interval = 10;
|
177
|
+
stgs->log_csv_filename = "qafiro_tiny_qp.csv";
|
178
|
+
|
179
|
+
exitflag = scs(d, k, stgs, sol, &info);
|
180
|
+
|
181
|
+
perr = info.pobj - opt;
|
182
|
+
derr = info.dobj - opt;
|
183
|
+
|
184
|
+
scs_printf("primal obj error %4e\n", perr);
|
185
|
+
scs_printf("dual obj error %4e\n", derr);
|
186
|
+
|
187
|
+
success = ABS(perr) < 1e-4 && ABS(derr) < 1e-4 && exitflag == SCS_SOLVED;
|
188
|
+
|
189
|
+
mu_assert("qafiro_tiny_qp: SCS failed to produce outputflag SCS_SOLVED",
|
190
|
+
success);
|
191
|
+
|
192
|
+
SCS(free_sol)(sol);
|
193
|
+
scs_free(d->A);
|
194
|
+
scs_free(d->P);
|
195
|
+
scs_free(k);
|
196
|
+
scs_free(stgs);
|
197
|
+
scs_free(d);
|
198
|
+
return fail;
|
199
|
+
}
|
Binary file
|
@@ -0,0 +1,45 @@
|
|
1
|
+
#include "glbopts.h"
|
2
|
+
#include "minunit.h"
|
3
|
+
#include "problem_utils.h"
|
4
|
+
#include "scs.h"
|
5
|
+
#include "util.h"
|
6
|
+
|
7
|
+
static const char *random_prob(void) {
|
8
|
+
scs_int read_status;
|
9
|
+
ScsData *d;
|
10
|
+
ScsCone *k;
|
11
|
+
ScsSettings *stgs;
|
12
|
+
ScsSolution *sol;
|
13
|
+
ScsInfo info = {0};
|
14
|
+
scs_int exitflag;
|
15
|
+
scs_float perr, derr;
|
16
|
+
scs_int success;
|
17
|
+
const char *fail;
|
18
|
+
|
19
|
+
scs_float OPT = 5.751458006385587;
|
20
|
+
|
21
|
+
read_status = SCS(read_data)("test/problems/random_prob", &d, &k, &stgs);
|
22
|
+
|
23
|
+
if (read_status < 0) {
|
24
|
+
return "Data read failure, exit.\n";
|
25
|
+
}
|
26
|
+
|
27
|
+
stgs->eps_abs = 1e-6;
|
28
|
+
stgs->eps_rel = 1e-6;
|
29
|
+
|
30
|
+
sol = (ScsSolution *)scs_calloc(1, sizeof(ScsSolution));
|
31
|
+
exitflag = scs(d, k, stgs, sol, &info);
|
32
|
+
|
33
|
+
perr = SCS(dot)(d->c, sol->x, d->n) - OPT;
|
34
|
+
derr = -SCS(dot)(d->b, sol->y, d->m) - OPT;
|
35
|
+
scs_printf("primal obj error %4e\n", perr);
|
36
|
+
scs_printf("dual obj error %4e\n", derr);
|
37
|
+
|
38
|
+
success = ABS(perr) < 1e-4 && ABS(derr) < 1e-4 && exitflag == SCS_SOLVED;
|
39
|
+
|
40
|
+
mu_assert("random_prob: SCS failed to produce SCS_SOLVED", success);
|
41
|
+
fail = verify_solution_correct(d, k, stgs, &info, sol, exitflag);
|
42
|
+
SCS(free_data)(d, k, stgs);
|
43
|
+
SCS(free_sol)(sol);
|
44
|
+
return fail;
|
45
|
+
}
|