scs 0.2.3 → 0.3.0

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Files changed (100) hide show
  1. checksums.yaml +4 -4
  2. data/CHANGELOG.md +4 -0
  3. data/README.md +11 -6
  4. data/lib/scs/ffi.rb +30 -13
  5. data/lib/scs/solver.rb +32 -9
  6. data/lib/scs/version.rb +1 -1
  7. data/vendor/scs/CITATION.cff +39 -0
  8. data/vendor/scs/CMakeLists.txt +7 -8
  9. data/vendor/scs/Makefile +24 -15
  10. data/vendor/scs/README.md +5 -263
  11. data/vendor/scs/include/aa.h +67 -23
  12. data/vendor/scs/include/cones.h +17 -17
  13. data/vendor/scs/include/glbopts.h +98 -32
  14. data/vendor/scs/include/linalg.h +2 -4
  15. data/vendor/scs/include/linsys.h +58 -44
  16. data/vendor/scs/include/normalize.h +3 -3
  17. data/vendor/scs/include/rw.h +8 -2
  18. data/vendor/scs/include/scs.h +293 -133
  19. data/vendor/scs/include/util.h +3 -15
  20. data/vendor/scs/linsys/cpu/direct/private.c +220 -224
  21. data/vendor/scs/linsys/cpu/direct/private.h +13 -7
  22. data/vendor/scs/linsys/cpu/direct/private.o +0 -0
  23. data/vendor/scs/linsys/cpu/indirect/private.c +177 -110
  24. data/vendor/scs/linsys/cpu/indirect/private.h +8 -4
  25. data/vendor/scs/linsys/cpu/indirect/private.o +0 -0
  26. data/vendor/scs/linsys/csparse.c +87 -0
  27. data/vendor/scs/linsys/csparse.h +34 -0
  28. data/vendor/scs/linsys/csparse.o +0 -0
  29. data/vendor/scs/linsys/external/amd/SuiteSparse_config.c +1 -1
  30. data/vendor/scs/linsys/external/amd/SuiteSparse_config.o +0 -0
  31. data/vendor/scs/linsys/external/amd/amd_1.o +0 -0
  32. data/vendor/scs/linsys/external/amd/amd_2.o +0 -0
  33. data/vendor/scs/linsys/external/amd/amd_aat.o +0 -0
  34. data/vendor/scs/linsys/external/amd/amd_control.o +0 -0
  35. data/vendor/scs/linsys/external/amd/amd_defaults.o +0 -0
  36. data/vendor/scs/linsys/external/amd/amd_dump.o +0 -0
  37. data/vendor/scs/linsys/external/amd/amd_global.o +0 -0
  38. data/vendor/scs/linsys/external/amd/amd_info.o +0 -0
  39. data/vendor/scs/linsys/external/amd/amd_internal.h +1 -1
  40. data/vendor/scs/linsys/external/amd/amd_order.o +0 -0
  41. data/vendor/scs/linsys/external/amd/amd_post_tree.o +0 -0
  42. data/vendor/scs/linsys/external/amd/amd_postorder.o +0 -0
  43. data/vendor/scs/linsys/external/amd/amd_preprocess.o +0 -0
  44. data/vendor/scs/linsys/external/amd/amd_valid.o +0 -0
  45. data/vendor/scs/linsys/external/qdldl/changes +2 -0
  46. data/vendor/scs/linsys/external/qdldl/qdldl.c +29 -46
  47. data/vendor/scs/linsys/external/qdldl/qdldl.h +33 -41
  48. data/vendor/scs/linsys/external/qdldl/qdldl.o +0 -0
  49. data/vendor/scs/linsys/external/qdldl/qdldl_types.h +11 -3
  50. data/vendor/scs/linsys/gpu/gpu.c +31 -33
  51. data/vendor/scs/linsys/gpu/gpu.h +48 -31
  52. data/vendor/scs/linsys/gpu/indirect/private.c +338 -232
  53. data/vendor/scs/linsys/gpu/indirect/private.h +23 -14
  54. data/vendor/scs/linsys/scs_matrix.c +498 -0
  55. data/vendor/scs/linsys/scs_matrix.h +70 -0
  56. data/vendor/scs/linsys/scs_matrix.o +0 -0
  57. data/vendor/scs/scs.mk +13 -9
  58. data/vendor/scs/src/aa.c +384 -109
  59. data/vendor/scs/src/aa.o +0 -0
  60. data/vendor/scs/src/cones.c +440 -353
  61. data/vendor/scs/src/cones.o +0 -0
  62. data/vendor/scs/src/ctrlc.c +15 -5
  63. data/vendor/scs/src/ctrlc.o +0 -0
  64. data/vendor/scs/src/linalg.c +84 -28
  65. data/vendor/scs/src/linalg.o +0 -0
  66. data/vendor/scs/src/normalize.c +22 -64
  67. data/vendor/scs/src/normalize.o +0 -0
  68. data/vendor/scs/src/rw.c +160 -21
  69. data/vendor/scs/src/rw.o +0 -0
  70. data/vendor/scs/src/scs.c +767 -563
  71. data/vendor/scs/src/scs.o +0 -0
  72. data/vendor/scs/src/scs_indir.o +0 -0
  73. data/vendor/scs/src/scs_version.c +9 -3
  74. data/vendor/scs/src/scs_version.o +0 -0
  75. data/vendor/scs/src/util.c +37 -106
  76. data/vendor/scs/src/util.o +0 -0
  77. data/vendor/scs/test/minunit.h +17 -8
  78. data/vendor/scs/test/problem_utils.h +176 -14
  79. data/vendor/scs/test/problems/degenerate.h +130 -0
  80. data/vendor/scs/test/problems/hs21_tiny_qp.h +124 -0
  81. data/vendor/scs/test/problems/hs21_tiny_qp_rw.h +116 -0
  82. data/vendor/scs/test/problems/infeasible_tiny_qp.h +100 -0
  83. data/vendor/scs/test/problems/qafiro_tiny_qp.h +199 -0
  84. data/vendor/scs/test/problems/random_prob +0 -0
  85. data/vendor/scs/test/problems/random_prob.h +45 -0
  86. data/vendor/scs/test/problems/rob_gauss_cov_est.h +188 -31
  87. data/vendor/scs/test/problems/small_lp.h +13 -14
  88. data/vendor/scs/test/problems/test_fails.h +43 -0
  89. data/vendor/scs/test/problems/unbounded_tiny_qp.h +82 -0
  90. data/vendor/scs/test/random_socp_prob.c +54 -53
  91. data/vendor/scs/test/rng.h +109 -0
  92. data/vendor/scs/test/run_from_file.c +19 -10
  93. data/vendor/scs/test/run_tests.c +27 -3
  94. metadata +20 -8
  95. data/vendor/scs/linsys/amatrix.c +0 -305
  96. data/vendor/scs/linsys/amatrix.h +0 -36
  97. data/vendor/scs/linsys/amatrix.o +0 -0
  98. data/vendor/scs/test/data/small_random_socp +0 -0
  99. data/vendor/scs/test/problems/small_random_socp.h +0 -33
  100. data/vendor/scs/test/run_tests +0 -2
@@ -1,47 +1,141 @@
1
- #include "amatrix.h"
2
1
  #include "glbopts.h"
3
2
  #include "linalg.h"
4
3
  #include "minunit.h"
5
4
  #include "scs.h"
5
+ #include "scs_matrix.h"
6
6
  #include "util.h"
7
7
 
8
- static scs_float Ax[] = {-1.0, -0.25035003149, -0.214684983694, -0.0013696512491, -1.0, -1.0, 0.0941450010301, -0.0929840802212, 0.0143905024814, -1.0, -1.41421356237, -1.0, 0.0941450010301, -0.0929840802212, 0.0143905024814, 1.0, -1.0, -0.0354035554388, -0.0402731435884, -0.151196563215, -1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, 1.0, -1.0, 1.0, 1.0, -1.41421356237, 1.0, -1.41421356237, 1.0, -1.41421356237, 1.0, -1.0, 1.0, -1.41421356237, 1.0, -1.41421356237, 1.0, -1.0, 1.0, 1.0, -1.41421356237, 1.0, -1.0, -1.0, -1.0, 1.0, -1.0, -1.0, -1.0, -1.0, 1.0, -1.0, -1.0, 1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0};
9
- static scs_int Ai[] = {11, 15, 16, 17, 36, 12, 15, 16, 17, 18, 37, 13, 15, 16, 17, 18, 14, 15, 16, 17, 38, 15, 19, 16, 20, 17, 21, 19, 20, 21, 25, 19, 20, 21, 19, 22, 20, 23, 21, 24, 3, 26, 4, 5, 27, 7, 28, 9, 29, 6, 30, 8, 31, 10, 32, 11, 33, 12, 13, 34, 14, 35, 1, 7, 0, 8, 9, 2, 10, 1, 3, 41, 2, 6, 44, 25, 39, 25, 42};
10
- static scs_int Ap[] = {0, 5, 11, 16, 21, 23, 25, 27, 31, 34, 36, 38, 40, 42, 45, 47, 49, 51, 53, 55, 57, 60, 62, 64, 66, 67, 69, 72, 75, 77, 79};
11
- static scs_float b[] = {-0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, 1.0, -0.0, -0.0, 1.0, -0.0};
12
- static scs_float c[] ={0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 2.0, 1.0, 1.0, 1.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0};
13
-
14
- static scs_int m = 45;
15
- static scs_int n = 30;
16
-
17
- static scs_int f = 19;
18
- static scs_int l = 7;
19
- static scs_int *q = SCS_NULL;
20
- static scs_int qsize = 0;
21
- static scs_int s[] = {4, 2};
22
- static scs_int ssize = 2;
23
- static scs_int ep = 2;
24
- static scs_int ed = 0;
25
- static scs_float *p = SCS_NULL;
26
- static scs_int psize = 0;
27
-
28
- static scs_float opt = -4.8912;
29
-
30
8
  static const char *rob_gauss_cov_est(void) {
31
9
  ScsCone *k = (ScsCone *)scs_calloc(1, sizeof(ScsCone));
32
10
  ScsData *d = (ScsData *)scs_calloc(1, sizeof(ScsData));
11
+ ScsSettings *stgs = (ScsSettings *)scs_calloc(1, sizeof(ScsSettings));
33
12
  ScsSolution *sol = (ScsSolution *)scs_calloc(1, sizeof(ScsSolution));
34
13
  ScsInfo info = {0};
35
14
  scs_int exitflag;
36
15
  scs_float perr, derr;
37
16
  scs_int success;
17
+ const char *fail;
18
+
19
+ /* data */
20
+ scs_float Ax[] = {-1.0,
21
+ -0.25035003149,
22
+ -0.214684983694,
23
+ -0.0013696512491,
24
+ -1.0,
25
+ -1.0,
26
+ 0.0941450010301,
27
+ -0.0929840802212,
28
+ 0.0143905024814,
29
+ -1.0,
30
+ -1.41421356237,
31
+ -1.0,
32
+ 0.0941450010301,
33
+ -0.0929840802212,
34
+ 0.0143905024814,
35
+ 1.0,
36
+ -1.0,
37
+ -0.0354035554388,
38
+ -0.0402731435884,
39
+ -0.151196563215,
40
+ -1.0,
41
+ 1.0,
42
+ 1.0,
43
+ 1.0,
44
+ 1.0,
45
+ 1.0,
46
+ 1.0,
47
+ 1.0,
48
+ 1.0,
49
+ 1.0,
50
+ -1.0,
51
+ -1.0,
52
+ -1.0,
53
+ -1.0,
54
+ -1.0,
55
+ -1.0,
56
+ -1.0,
57
+ -1.0,
58
+ -1.0,
59
+ -1.0,
60
+ 1.0,
61
+ -1.0,
62
+ 1.0,
63
+ 1.0,
64
+ -1.41421356237,
65
+ 1.0,
66
+ -1.41421356237,
67
+ 1.0,
68
+ -1.41421356237,
69
+ 1.0,
70
+ -1.0,
71
+ 1.0,
72
+ -1.41421356237,
73
+ 1.0,
74
+ -1.41421356237,
75
+ 1.0,
76
+ -1.0,
77
+ 1.0,
78
+ 1.0,
79
+ -1.41421356237,
80
+ 1.0,
81
+ -1.0,
82
+ -1.0,
83
+ -1.0,
84
+ 1.0,
85
+ -1.0,
86
+ -1.0,
87
+ -1.0,
88
+ -1.0,
89
+ 1.0,
90
+ -1.0,
91
+ -1.0,
92
+ 1.0,
93
+ -1.0,
94
+ -1.0,
95
+ -1.0,
96
+ -1.0,
97
+ -1.0,
98
+ -1.0};
99
+ scs_int Ai[] = {11, 15, 16, 17, 36, 12, 15, 16, 17, 18, 37, 13, 15, 16,
100
+ 17, 18, 14, 15, 16, 17, 38, 15, 19, 16, 20, 17, 21, 19,
101
+ 20, 21, 25, 19, 20, 21, 19, 22, 20, 23, 21, 24, 3, 26,
102
+ 4, 5, 27, 7, 28, 9, 29, 6, 30, 8, 31, 10, 32, 11,
103
+ 33, 12, 13, 34, 14, 35, 1, 7, 0, 8, 9, 2, 10, 1,
104
+ 3, 41, 2, 6, 44, 25, 39, 25, 42};
105
+ scs_int Ap[] = {0, 5, 11, 16, 21, 23, 25, 27, 31, 34, 36,
106
+ 38, 40, 42, 45, 47, 49, 51, 53, 55, 57, 60,
107
+ 62, 64, 66, 67, 69, 72, 75, 77, 79};
108
+ scs_float b[] = {-0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0,
109
+ -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0,
110
+ -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0,
111
+ -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0,
112
+ -0.0, -0.0, -0.0, -0.0, 1.0, -0.0, -0.0, 1.0, -0.0};
113
+ scs_float c[] = {0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 2.0, 1.0,
114
+ 1.0, 1.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,
115
+ 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0};
116
+
117
+ scs_int m = 45;
118
+ scs_int n = 30;
119
+
120
+ scs_int z = 19;
121
+ scs_int l = 7;
122
+ scs_int *q = SCS_NULL;
123
+ scs_int qsize = 0;
124
+ scs_int s[] = {4, 2};
125
+ scs_int ssize = 2;
126
+ scs_int ep = 2;
127
+ scs_int ed = 0;
128
+ scs_float *p = SCS_NULL;
129
+ scs_int psize = 0;
130
+
131
+ scs_float opt = -4.8912;
132
+ /* end data */
38
133
 
39
134
  d->m = m;
40
135
  d->n = n;
41
136
  d->b = b;
42
137
  d->c = c;
43
138
 
44
- d->stgs = (ScsSettings *)scs_calloc(1, sizeof(ScsSettings));
45
139
  d->A = (ScsMatrix *)scs_calloc(1, sizeof(ScsMatrix));
46
140
 
47
141
  d->A->m = m;
@@ -50,7 +144,7 @@ static const char *rob_gauss_cov_est(void) {
50
144
  d->A->i = Ai;
51
145
  d->A->p = Ap;
52
146
 
53
- k->f = f;
147
+ k->z = z;
54
148
  k->l = l;
55
149
  k->q = q;
56
150
  k->qsize = qsize;
@@ -61,9 +155,12 @@ static const char *rob_gauss_cov_est(void) {
61
155
  k->p = p;
62
156
  k->psize = psize;
63
157
 
64
- SCS(set_default_settings)(d);
158
+ SCS(set_default_settings)(stgs);
159
+ stgs->eps_abs = 1e-6;
160
+ stgs->eps_rel = 1e-6;
161
+ stgs->eps_infeas = 1e-9;
65
162
 
66
- exitflag = scs(d, k, sol, &info);
163
+ exitflag = scs(d, k, stgs, sol, &info);
67
164
 
68
165
  perr = SCS(dot)(d->c, sol->x, d->n) - opt;
69
166
  derr = -SCS(dot)(d->b, sol->y, d->m) - opt;
@@ -73,13 +170,73 @@ static const char *rob_gauss_cov_est(void) {
73
170
 
74
171
  success = ABS(perr) < 1e-4 && ABS(derr) < 1e-4 && exitflag == SCS_SOLVED;
75
172
 
76
- SCS(free_sol)(sol);
173
+ mu_assert("rob_gauss_cov_est: SCS failed to produce outputflag SCS_SOLVED",
174
+ success);
175
+ fail = verify_solution_correct(d, k, stgs, &info, sol, exitflag);
176
+
177
+ /* test warm-starting */
178
+ stgs->warm_start = 1;
179
+ exitflag = scs(d, k, stgs, sol, &info);
180
+ /* 100 iters should be enough if warm-started */
181
+ mu_assert("rob_gauss_cov_est: warm-start failure", info.iter <= 100);
182
+ success = ABS(perr) < 1e-4 && ABS(derr) < 1e-4 && exitflag == SCS_SOLVED;
183
+
184
+ mu_assert("rob_gauss_cov_est: SCS failed to produce outputflag SCS_SOLVED",
185
+ success);
186
+
187
+ /* test read / write */
188
+ stgs->write_data_filename = "rob_gauss_cov_est";
189
+ stgs->max_iters = 1;
190
+
191
+ exitflag = scs(d, k, stgs, sol, &info);
192
+
193
+ /* kill data */
77
194
  scs_free(d->A);
78
195
  scs_free(k);
79
- scs_free(d->stgs);
196
+ scs_free(stgs);
80
197
  scs_free(d);
81
198
 
82
- mu_assert("rob_gauss_cov_est: SCS failed to produce outputflag SCS_SOLVED",
199
+ SCS(read_data)("rob_gauss_cov_est", &d, &k, &stgs);
200
+ stgs->max_iters = 1000;
201
+ /* solve with read data */
202
+ exitflag = scs(d, k, stgs, sol, &info);
203
+
204
+ perr = info.pobj - opt;
205
+ derr = info.dobj - opt;
206
+
207
+ scs_printf("primal obj error %4e\n", perr);
208
+ scs_printf("dual obj error %4e\n", derr);
209
+
210
+ success = ABS(perr) < 1e-4 && ABS(derr) < 1e-4 && exitflag == SCS_SOLVED;
211
+
212
+ mu_assert("rob_gauss_cov_est_rw: SCS failed to produce outputflag SCS_SOLVED",
83
213
  success);
84
- return 0;
214
+ fail = verify_solution_correct(d, k, stgs, &info, sol, exitflag);
215
+
216
+ /* test other settings */
217
+ stgs->warm_start = 0;
218
+ stgs->normalize = 0;
219
+ stgs->adaptive_scale = 0;
220
+ stgs->acceleration_lookback = 10;
221
+ stgs->acceleration_interval = 10;
222
+ stgs->write_data_filename = SCS_NULL;
223
+ stgs->max_iters = 1000;
224
+ stgs->log_csv_filename = "rob_gauss_cov_est.csv";
225
+
226
+ exitflag = scs(d, k, stgs, sol, &info);
227
+
228
+ perr = info.pobj - opt;
229
+ derr = info.dobj - opt;
230
+
231
+ scs_printf("primal obj error %4e\n", perr);
232
+ scs_printf("dual obj error %4e\n", derr);
233
+
234
+ success = ABS(perr) < 1e-4 && ABS(derr) < 1e-4 && exitflag == SCS_SOLVED;
235
+
236
+ mu_assert("rob_gauss_cov_est_rw: SCS failed to produce outputflag SCS_SOLVED",
237
+ success);
238
+
239
+ SCS(free_sol)(sol);
240
+ SCS(free_data)(d, k, stgs);
241
+ return fail;
85
242
  }
@@ -7,6 +7,7 @@
7
7
  static const char *small_lp(void) {
8
8
  ScsCone *k = (ScsCone *)scs_calloc(1, sizeof(ScsCone));
9
9
  ScsData *d = (ScsData *)scs_calloc(1, sizeof(ScsData));
10
+ ScsSettings *stgs = (ScsSettings *)scs_calloc(1, sizeof(ScsSettings));
10
11
  ScsSolution *sol = (ScsSolution *)scs_calloc(1, sizeof(ScsSolution));
11
12
  ScsSolution *opt_sol = (ScsSolution *)scs_calloc(1, sizeof(ScsSolution));
12
13
  ScsInfo info = {0};
@@ -19,22 +20,19 @@ static const char *small_lp(void) {
19
20
  scs_int exitflag;
20
21
  scs_float perr, derr;
21
22
  scs_int success;
23
+ const char *fail;
22
24
 
23
- d->stgs = (ScsSettings *)scs_calloc(1, sizeof(ScsSettings));
24
- k->f = (scs_int)floor(m * p_f);
25
- k->l = m - k->f;
26
-
27
- srand(seed);
25
+ k->z = (scs_int)floor(m * p_f);
26
+ k->l = m - k->z;
28
27
 
29
28
  d->m = m;
30
29
  d->n = n;
31
- gen_random_prob_data(nnz, col_nnz, d, k, opt_sol);
32
- SCS(set_default_settings)(d);
33
-
34
- /* this test fails with the default choice of 10 */
35
- d->stgs->acceleration_lookback = 20;
30
+ gen_random_prob_data(nnz, col_nnz, d, k, opt_sol, seed);
31
+ SCS(set_default_settings)(stgs);
32
+ stgs->eps_abs = 1e-5;
33
+ stgs->eps_rel = 1e-5;
36
34
 
37
- exitflag = scs(d, k, sol, &info);
35
+ exitflag = scs(d, k, stgs, sol, &info);
38
36
  perr = SCS(dot)(d->c, sol->x, d->n) - SCS(dot)(d->c, opt_sol->x, d->n);
39
37
  derr = -SCS(dot)(d->b, sol->y, d->m) + SCS(dot)(d->b, opt_sol->y, d->m);
40
38
  scs_printf("primal obj error %4e\n", perr);
@@ -42,9 +40,10 @@ static const char *small_lp(void) {
42
40
 
43
41
  success = ABS(perr) < 1e-4 && ABS(derr) < 1e-4 && exitflag == SCS_SOLVED;
44
42
 
45
- SCS(free_data)(d, k);
43
+ mu_assert("small_lp: SCS failed to produce outputflag SCS_SOLVED", success);
44
+ fail = verify_solution_correct(d, k, stgs, &info, sol, exitflag);
45
+ SCS(free_data)(d, k, stgs);
46
46
  SCS(free_sol)(sol);
47
47
  SCS(free_sol)(opt_sol);
48
- mu_assert("small_lp: SCS failed to produce outputflag SCS_SOLVED", success);
49
- return 0;
48
+ return fail;
50
49
  }
@@ -0,0 +1,43 @@
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 *test_fails(void) {
8
+ scs_printf("Testing that SCS handles bad inputs correctly:");
9
+
10
+ ScsCone *k = (ScsCone *)scs_calloc(1, sizeof(ScsCone));
11
+ ScsData *d = (ScsData *)scs_calloc(1, sizeof(ScsData));
12
+ ScsSettings *stgs = (ScsSettings *)scs_calloc(1, sizeof(ScsSettings));
13
+ ScsSolution *sol = (ScsSolution *)scs_calloc(1, sizeof(ScsSolution));
14
+ ScsSolution *opt_sol = (ScsSolution *)scs_calloc(1, sizeof(ScsSolution));
15
+ ScsInfo info = {0};
16
+ scs_float p_f = 0.1;
17
+ int seed = 1234;
18
+ scs_int n = 1;
19
+ scs_int m = 3;
20
+ scs_int col_nnz = (scs_int)ceil(sqrt(n));
21
+ scs_int nnz = n * col_nnz;
22
+ scs_int exitflag;
23
+
24
+ k->z = (scs_int)floor(m * p_f);
25
+ k->l = m - k->z;
26
+
27
+ d->m = m;
28
+ d->n = n;
29
+ gen_random_prob_data(nnz, col_nnz, d, k, opt_sol, seed);
30
+ SCS(set_default_settings)(stgs);
31
+
32
+ /* TODO test more failure modes */
33
+ stgs->eps_abs = -1;
34
+
35
+ exitflag = scs(d, k, stgs, sol, &info);
36
+
37
+ mu_assert("test_fails: SCS failed to produce outputflag SCS_FAILED",
38
+ exitflag == SCS_FAILED);
39
+ SCS(free_data)(d, k, stgs);
40
+ SCS(free_sol)(sol);
41
+ SCS(free_sol)(opt_sol);
42
+ return 0;
43
+ }
@@ -0,0 +1,82 @@
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 *unbounded_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
+ const char *fail;
16
+
17
+ /* data */
18
+ scs_float Ax[] = {
19
+ -0.04101197, 1.68314201, 0.5543439, -0.96712378, 0.19370457,
20
+ -1.15055711, 1.13315795, -1.05910693, 1.24512977, -0.70999048,
21
+ -0.89976326, -0.41373294, -0.73848186, 0.08663554, -0.1681749,
22
+ -0.42711619, -0.90501247, -0.490446, -0.67124734, 1.67772257,
23
+ 0.39924394, 0.16330292, 0.55609205, -1.22088238, -0.25891675,
24
+ -3.07159984, -1.84102417, 1.5621635, -1.13771529, 0.56067264,
25
+ -0.0854747, 0.31024722, -0.07437118, -0.20711534, -0.35241366,
26
+ -0.98965142, -1.91488894, 1.01591507, 0.45387459, 1.43709968,
27
+ -0.0482982, -0.32447, -0.91433399, 0.49750765, 0.09150015,
28
+ 0.69164184, 0.51064936, -1.35009809, -1.35403213, 1.51897627};
29
+ scs_int Ai[] = {0, 1, 2, 3, 4, 5, 6, 7, 8, 9, 0, 1, 2, 3, 4, 5, 6,
30
+ 7, 8, 9, 0, 1, 2, 3, 4, 5, 6, 7, 8, 9, 0, 1, 2, 3,
31
+ 4, 5, 6, 7, 8, 9, 0, 1, 2, 3, 4, 5, 6, 7, 8, 9};
32
+ scs_int Ap[] = {0, 10, 20, 30, 40, 50};
33
+
34
+ scs_float b[] = {1.4672744, 0.36190605, -0.5548082, -0.35039932,
35
+ -1.12765224, 0.51012137, -0.24927975, -1.45270362,
36
+ -1.94080389, -0.0189713};
37
+ scs_float c[] = {0.17547329, -0.11983635, -0.11791039, 0.12099476,
38
+ 0.61931906};
39
+
40
+ scs_int m = 10;
41
+ scs_int n = 5;
42
+
43
+ scs_int l = m;
44
+
45
+ /* end data */
46
+
47
+ d->m = m;
48
+ d->n = n;
49
+ d->b = b;
50
+ d->c = c;
51
+
52
+ d->A = (ScsMatrix *)scs_calloc(1, sizeof(ScsMatrix));
53
+
54
+ d->A->m = m;
55
+ d->A->n = n;
56
+
57
+ d->A->x = Ax;
58
+ d->A->i = Ai;
59
+ d->A->p = Ap;
60
+
61
+ k->l = l;
62
+
63
+ SCS(set_default_settings)(stgs);
64
+ stgs->eps_abs = 1e-6;
65
+ stgs->eps_rel = 1e-6;
66
+ stgs->eps_infeas = 1e-7;
67
+
68
+ exitflag = scs(d, k, stgs, sol, &info);
69
+
70
+ mu_assert("unbounded_tiny_qp: SCS failed to produce outputflag SCS_UNBOUNDED",
71
+ exitflag == SCS_UNBOUNDED);
72
+
73
+ fail = verify_solution_correct(d, k, stgs, &info, sol, exitflag);
74
+
75
+ SCS(free_sol)(sol);
76
+ scs_free(d->A);
77
+ scs_free(d->P);
78
+ scs_free(k);
79
+ scs_free(stgs);
80
+ scs_free(d);
81
+ return fail;
82
+ }
@@ -1,7 +1,7 @@
1
- #include <time.h> /* to seed random */
2
- #include "amatrix.h"
3
1
  #include "problem_utils.h"
4
2
  #include "scs.h"
3
+ #include "scs_matrix.h"
4
+ #include <time.h> /* to seed random */
5
5
 
6
6
  /*
7
7
  create data for problem:
@@ -11,7 +11,7 @@
11
11
 
12
12
  where K is a product of zero, linear, and second-order cones. A is a sparse
13
13
  matrix in
14
- CSC format. A is 3n by n with about sqrt(n) nonzeros per column.
14
+ CSC format. A is factor * n by n with about sqrt(n) nonzeros per column.
15
15
 
16
16
  Construct data in such a way that the problem is primal and dual
17
17
  feasible and thus bounded.
@@ -21,9 +21,11 @@ int main(int argc, char **argv) {
21
21
  scs_int n, m, col_nnz, nnz, i, q_total, q_num_rows, max_q;
22
22
  ScsCone *k;
23
23
  ScsData *d;
24
+ ScsSettings *stgs;
24
25
  ScsSolution *sol, *opt_sol;
25
26
  ScsInfo info = {0};
26
27
  scs_float p_f, p_l;
28
+ scs_int factor = 4;
27
29
  int seed = 0;
28
30
 
29
31
  /* default parameters */
@@ -32,68 +34,64 @@ int main(int argc, char **argv) {
32
34
  seed = time(SCS_NULL);
33
35
 
34
36
  switch (argc) {
35
- case 5:
36
- seed = atoi(argv[4]);
37
- /* no break */
38
- case 4:
39
- p_f = atof(argv[2]);
40
- p_l = atof(argv[3]);
41
- /* no break */
42
- case 2:
43
- n = atoi(argv[1]);
44
- break;
45
- default:
46
- scs_printf(
47
- "usage:\t%s n p_f p_l s\n"
48
- "\tcreates an SOCP with n variables where p_f fraction of "
49
- "rows correspond\n"
50
- "\tto equality constraints, p_l fraction of rows correspond "
51
- "to LP constraints,\n"
52
- "\tand the remaining percentage of rows are involved in "
53
- "second-order\n"
54
- "\tcone constraints. the random number generator is seeded "
55
- "with s.\n"
56
- "\tnote that p_f + p_l should be less than or equal to 1, "
57
- "and that\n"
58
- "\tp_f should be less than .33, since that corresponds to "
59
- "as many equality\n"
60
- "\tconstraints as variables.\n",
61
- argv[0]);
62
- scs_printf(
63
- "\nusage:\t%s n p_f p_l\n"
64
- "\tdefaults the seed to the system time\n",
65
- argv[0]);
66
- scs_printf(
67
- "\nusage:\t%s n\n"
68
- "\tdefaults to using p_f = 0.1 and p_l = 0.3\n",
69
- argv[0]);
70
- return 0;
37
+ case 5:
38
+ seed = atoi(argv[4]);
39
+ /* no break */
40
+ case 4:
41
+ p_f = atof(argv[2]);
42
+ p_l = atof(argv[3]);
43
+ /* no break */
44
+ case 2:
45
+ n = atoi(argv[1]);
46
+ break;
47
+ default:
48
+ scs_printf("usage:\t%s n p_f p_l s\n"
49
+ "\tcreates an SOCP with n variables where p_f fraction of "
50
+ "rows correspond\n"
51
+ "\tto equality constraints, p_l fraction of rows correspond "
52
+ "to LP constraints,\n"
53
+ "\tand the remaining percentage of rows are involved in "
54
+ "second-order\n"
55
+ "\tcone constraints. the random number generator is seeded "
56
+ "with s.\n"
57
+ "\tnote that p_f + p_l should be less than or equal to 1, "
58
+ "and that\n"
59
+ "\tp_f should be less than .33, since that corresponds to "
60
+ "as many equality\n"
61
+ "\tconstraints as variables.\n",
62
+ argv[0]);
63
+ scs_printf("\nusage:\t%s n p_f p_l\n"
64
+ "\tdefaults the seed to the system time\n",
65
+ argv[0]);
66
+ scs_printf("\nusage:\t%s n\n"
67
+ "\tdefaults to using p_f = 0.1 and p_l = 0.3\n",
68
+ argv[0]);
69
+ return 0;
71
70
  }
72
- srand(seed);
73
71
  scs_printf("seed : %i\n", seed);
74
72
 
75
73
  k = (ScsCone *)scs_calloc(1, sizeof(ScsCone));
76
74
  d = (ScsData *)scs_calloc(1, sizeof(ScsData));
77
- d->stgs = (ScsSettings *)scs_calloc(1, sizeof(ScsSettings));
75
+ stgs = (ScsSettings *)scs_calloc(1, sizeof(ScsSettings));
78
76
  sol = (ScsSolution *)scs_calloc(1, sizeof(ScsSolution));
79
77
  opt_sol = (ScsSolution *)scs_calloc(1, sizeof(ScsSolution));
80
78
 
81
- m = 3 * n;
79
+ m = factor * n;
82
80
  col_nnz = (int)ceil(sqrt(n));
83
81
  nnz = n * col_nnz;
84
82
 
85
- max_q = (scs_int)ceil(3 * n / log(3 * n));
83
+ max_q = (scs_int)ceil(factor * n / log(factor * n));
86
84
 
87
85
  if (p_f + p_l > 1.0) {
88
86
  printf("error: p_f + p_l > 1.0!\n");
89
87
  return 1;
90
88
  }
91
89
 
92
- k->f = (scs_int)floor(3 * n * p_f);
93
- k->l = (scs_int)floor(3 * n * p_l);
90
+ k->z = (scs_int)floor(factor * n * p_f);
91
+ k->l = (scs_int)floor(factor * n * p_l);
94
92
 
95
93
  k->qsize = 0;
96
- q_num_rows = 3 * n - k->f - k->l;
94
+ q_num_rows = factor * n - k->z - k->l;
97
95
  k->q = (scs_int *)scs_malloc(q_num_rows * sizeof(scs_int));
98
96
 
99
97
  while (q_num_rows > max_q) {
@@ -117,6 +115,9 @@ int main(int argc, char **argv) {
117
115
  k->ssize = 0;
118
116
  k->ep = 0;
119
117
  k->ed = 0;
118
+ k->bsize = 0;
119
+ k->bu = SCS_NULL;
120
+ k->bl = SCS_NULL;
120
121
 
121
122
  scs_printf("\nA is %ld by %ld, with %ld nonzeros per column.\n", (long)m,
122
123
  (long)n, (long)col_nnz);
@@ -130,7 +131,7 @@ int main(int argc, char **argv) {
130
131
  ((scs_float)n * sizeof(scs_int)) / POWF(2, 30));
131
132
 
132
133
  printf("ScsCone information:\n");
133
- printf("Zero cone rows: %ld\n", (long)k->f);
134
+ printf("Zero cone rows: %ld\n", (long)k->z);
134
135
  printf("LP cone rows: %ld\n", (long)k->l);
135
136
  printf("Number of second-order cones: %ld, covering %ld rows, with sizes\n[",
136
137
  (long)k->qsize, (long)q_total);
@@ -139,20 +140,20 @@ int main(int argc, char **argv) {
139
140
  }
140
141
  printf("]\n");
141
142
  printf("Number of rows covered is %ld out of %ld.\n\n",
142
- (long)(q_total + k->f + k->l), (long)m);
143
+ (long)(q_total + k->z + k->l), (long)m);
143
144
 
144
145
  /* set up SCS structures */
145
146
  d->m = m;
146
147
  d->n = n;
147
- gen_random_prob_data(nnz, col_nnz, d, k, opt_sol);
148
- SCS(set_default_settings)(d);
148
+ gen_random_prob_data(nnz, col_nnz, d, k, opt_sol, seed);
149
+ SCS(set_default_settings)(stgs);
149
150
 
150
- /* d->stgs->write_data_filename = "random_socp_prob"; */
151
+ /* stgs->write_data_filename = "random_socp_prob"; */
151
152
 
152
153
  scs_printf("true pri opt = %4f\n", SCS(dot)(d->c, opt_sol->x, d->n));
153
154
  scs_printf("true dua opt = %4f\n", -SCS(dot)(d->b, opt_sol->y, d->m));
154
155
  /* solve! */
155
- scs(d, k, sol, &info);
156
+ scs(d, k, stgs, sol, &info);
156
157
  scs_printf("true pri opt = %4f\n", SCS(dot)(d->c, opt_sol->x, d->n));
157
158
  scs_printf("true dua opt = %4f\n", -SCS(dot)(d->b, opt_sol->y, d->m));
158
159
 
@@ -163,7 +164,7 @@ int main(int argc, char **argv) {
163
164
  scs_printf("scs dua obj = %4f\n", -SCS(dot)(d->b, sol->y, d->m));
164
165
  }
165
166
 
166
- SCS(free_data)(d, k);
167
+ SCS(free_data)(d, k, stgs);
167
168
  SCS(free_sol)(sol);
168
169
  SCS(free_sol)(opt_sol);
169
170