scs 0.3.2 → 0.4.0

data/vendor/scs/src/util.c

@@ -71,7 +71,32 @@ scs_float SCS(tocq)(SCS(timer) * t) {
 
 #endif
 
-void SCS(free_data)(ScsData *d, ScsCone *k, ScsSettings *stgs) {
+void SCS(deep_copy_data)(ScsData *dest, const ScsData *src) {
+  dest->n = src->n;
+  dest->m = src->m;
+  SCS(copy_matrix)(&(dest->A), src->A);
+  SCS(copy_matrix)(&(dest->P), src->P);
+  dest->b = (scs_float *)scs_calloc(dest->m, sizeof(scs_float));
+  memcpy(dest->b, src->b, dest->m * sizeof(scs_float));
+  dest->c = (scs_float *)scs_calloc(dest->n, sizeof(scs_float));
+  memcpy(dest->c, src->c, dest->n * sizeof(scs_float));
+}
+
+void SCS(deep_copy_stgs)(ScsSettings *dest, const ScsSettings *src) {
+  memcpy(dest, src, sizeof(ScsSettings));
+  if (src->write_data_filename) {
+    dest->write_data_filename = strdup(src->write_data_filename);
+  } else {
+    dest->write_data_filename = SCS_NULL;
+  }
+  if (src->log_csv_filename) {
+    dest->log_csv_filename = strdup(src->log_csv_filename);
+  } else {
+    dest->log_csv_filename = SCS_NULL;
+  }
+}
+
+void SCS(free_data)(ScsData *d) {
   if (d) {
     scs_free(d->b);
     scs_free(d->c);
@@ -83,17 +108,6 @@ void SCS(free_data)(ScsData *d, ScsCone *k, ScsSettings *stgs) {
     }
     scs_free(d);
   }
-  if (k) {
-    scs_free(k->bu);
-    scs_free(k->bl);
-    scs_free(k->q);
-    scs_free(k->s);
-    scs_free(k->p);
-    scs_free(k);
-  }
-  if (stgs) {
-    scs_free(stgs);
-  }
 }
 
 void SCS(free_sol)(ScsSolution *sol) {

data/vendor/scs/test/problem_utils.h

@@ -205,10 +205,10 @@ const char *verify_solution_correct(ScsData *d, ScsCone *k, ScsSettings *stgs,
   /**************** ASSERTS *****************/
   if (status == SCS_SOLVED) {
     mu_assert_less("Primal residual ERROR", ABS(res_pri - info->res_pri),
-                   1e-11);
+                   1e-10);
     mu_assert_less("Dual residual ERROR", ABS(res_dual - info->res_dual),
-                   1e-11);
-    mu_assert_less("Gap ERROR", ABS(gap - info->gap), 1e-8 * (1 + ABS(gap)));
+                   1e-10);
+    mu_assert_less("Gap ERROR", ABS(gap - info->gap), 1e-7 * (1 + ABS(gap)));
     mu_assert_less("Primal obj ERROR", ABS(pobj - info->pobj),
                    1e-9 * (1 + ABS(pobj)));
     mu_assert_less("Dual obj ERROR", ABS(dobj - info->dobj),

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

@@ -1,6 +1,7 @@
 #include "glbopts.h"
 #include "linalg.h"
 #include "minunit.h"
+#include "problem_utils.h"
 #include "scs.h"
 #include "scs_matrix.h"
 #include "util.h"

data/vendor/scs/test/problems/hs21_tiny_qp.h

@@ -1,6 +1,7 @@
 #include "glbopts.h"
 #include "linalg.h"
 #include "minunit.h"
+#include "problem_utils.h"
 #include "scs.h"
 #include "scs_matrix.h"
 #include "util.h"

data/vendor/scs/test/problems/hs21_tiny_qp_rw.h

@@ -1,6 +1,7 @@
 #include "glbopts.h"
 #include "linalg.h"
 #include "minunit.h"
+#include "problem_utils.h"
 #include "rw.h"
 #include "scs.h"
 #include "scs_matrix.h"
@@ -110,7 +111,10 @@ static const char *hs21_tiny_qp_rw(void) {
   mu_assert("hs21_tiny_qp: SCS failed to produce outputflag SCS_SOLVED",
             success);
 
+  SCS(free_data)(d);
+  SCS(free_cone)(k);
   SCS(free_sol)(sol);
-  SCS(free_data)(d, k, stgs);
+  scs_free(stgs);
+
   return fail;
 }

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

@@ -1,6 +1,7 @@
 #include "glbopts.h"
 #include "linalg.h"
 #include "minunit.h"
+#include "problem_utils.h"
 #include "scs.h"
 #include "scs_matrix.h"
 #include "util.h"

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

@@ -1,6 +1,7 @@
 #include "glbopts.h"
 #include "linalg.h"
 #include "minunit.h"
+#include "problem_utils.h"
 #include "scs.h"
 #include "scs_matrix.h"
 #include "util.h"
@@ -141,7 +142,7 @@ static const char *qafiro_tiny_qp(void) {
   stgs->warm_start = 1;
   exitflag = scs(d, k, stgs, sol, &info);
   /* 25 iters should be enough if warm-started */
-  mu_assert("qafiro_tiny_qp: warm-start failure", info.iter <= 50);
+  mu_assert("qafiro_tiny_qp: warm-start failure", info.iter <= 100);
   success = ABS(perr) < 1e-4 && ABS(derr) < 1e-4 && exitflag == SCS_SOLVED;
 
   mu_assert("qafiro_tiny_qp: SCS failed to produce outputflag SCS_SOLVED",

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

@@ -1,6 +1,7 @@
 #include "glbopts.h"
 #include "minunit.h"
 #include "problem_utils.h"
+#include "rw.h"
 #include "scs.h"
 #include "util.h"
 
@@ -39,7 +40,10 @@ static const char *random_prob(void) {
 
   mu_assert("random_prob: SCS failed to produce SCS_SOLVED", success);
   fail = verify_solution_correct(d, k, stgs, &info, sol, exitflag);
-  SCS(free_data)(d, k, stgs);
+  SCS(free_data)(d);
+  SCS(free_cone)(k);
   SCS(free_sol)(sol);
+  scs_free(stgs);
+
   return fail;
 }

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

@@ -1,6 +1,8 @@
 #include "glbopts.h"
 #include "linalg.h"
 #include "minunit.h"
+#include "problem_utils.h"
+#include "rw.h"
 #include "scs.h"
 #include "scs_matrix.h"
 #include "util.h"
@@ -173,6 +175,8 @@ static const char *rob_gauss_cov_est(void) {
   mu_assert("rob_gauss_cov_est: SCS failed to produce outputflag SCS_SOLVED",
             success);
   fail = verify_solution_correct(d, k, stgs, &info, sol, exitflag);
+  if (fail)
+    return fail;
 
   /* test warm-starting */
   stgs->warm_start = 1;
@@ -236,7 +240,10 @@ static const char *rob_gauss_cov_est(void) {
   mu_assert("rob_gauss_cov_est_rw: SCS failed to produce outputflag SCS_SOLVED",
             success);
 
+  SCS(free_data)(d);
+  SCS(free_cone)(k);
   SCS(free_sol)(sol);
-  SCS(free_data)(d, k, stgs);
+  scs_free(stgs);
+
   return fail;
 }

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

@@ -44,8 +44,11 @@ static const char *small_lp(void) {
 
   mu_assert("small_lp: SCS failed to produce outputflag SCS_SOLVED", success);
   fail = verify_solution_correct(d, k, stgs, &info, sol, exitflag);
-  SCS(free_data)(d, k, stgs);
+  SCS(free_data)(d);
+  SCS(free_cone)(k);
   SCS(free_sol)(sol);
   SCS(free_sol)(opt_sol);
+  scs_free(stgs);
+
   return fail;
 }

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

@@ -251,7 +251,7 @@ scs_float u[] = {
     96.00000, 96.00000,  96.00000,   96.00000,  96.00000,  96.00000,
     96.00000, 96.00000,  96.00000,   96.00000,  96.00000,  96.00000,
     96.00000, 96.00000,  96.00000,   96.00000};
-scs_float q[] = {0.00000,     0.00000,    -35.02643,   0.00000,     0.00000,
+scs_float c[] = {0.00000,     0.00000,    -35.02643,   0.00000,     0.00000,
                  -3.56718,    0.00000,    -17.41907,   0.00000,     0.00000,
                  -17.64691,   0.00000,    0.00000,     0.00000,     0.00000,
                  0.00000,     0.00000,    0.00000,     0.00000,     0.00000,
@@ -298,7 +298,7 @@ static const char *small_qp(void) {
   d->n = n;
   d->b = (scs_float *)scs_calloc(m + 1, sizeof(scs_float));
   d->b[0] = 1; /* t var in box cone */
-  d->c = q;
+  d->c = c;
 
   d->A = (ScsMatrix *)scs_calloc(1, sizeof(ScsMatrix));
   d->A->m = m + 1; /* t var in box cone */
@@ -332,11 +332,48 @@ static const char *small_qp(void) {
   stgs->eps_rel = 1e-6;
   stgs->eps_infeas = 1e-10;
 
-  exitflag = scs(d, k, stgs, sol, &info);
+  ScsWork *w = scs_init(d, k, stgs);
+  exitflag = scs_solve(w, sol, &info, 0);
   success = exitflag == SCS_SOLVED;
 
   mu_assert("small_qp: SCS failed to produce outputflag SCS_SOLVED", success);
   fail = verify_solution_correct(d, k, stgs, &info, sol, exitflag);
+  if (fail)
+    return fail;
+
+  /* test updating c */
+  d->c[0] = 1.0; /* set to new value */
+  scs_update(w, SCS_NULL, d->c);
+  exitflag = scs_solve(w, sol, &info, 1);
+  success = exitflag == SCS_SOLVED;
+
+  mu_assert("small_qp: SCS failed to produce outputflag SCS_SOLVED", success);
+  fail = verify_solution_correct(d, k, stgs, &info, sol, exitflag);
+  if (fail)
+    return fail;
+
+  /* test updating b */
+  d->b[0] = 4.0; /* set to new value */
+  scs_update(w, d->b, SCS_NULL);
+  exitflag = scs_solve(w, sol, &info, 1);
+  success = exitflag == SCS_SOLVED;
+
+  mu_assert("small_qp: SCS failed to produce outputflag SCS_SOLVED", success);
+  fail = verify_solution_correct(d, k, stgs, &info, sol, exitflag);
+  if (fail)
+    return fail;
+
+  /* revert back to original data */
+  d->c[0] = 0.0; /* revert to original value */
+  d->b[0] = 1.0; /* revert to original value */
+  scs_update(w, d->b, d->c);
+  exitflag = scs_solve(w, sol, &info, 1);
+  success = exitflag == SCS_SOLVED;
+
+  mu_assert("small_qp: SCS failed to produce outputflag SCS_SOLVED", success);
+  fail = verify_solution_correct(d, k, stgs, &info, sol, exitflag);
+
+  scs_finish(w);
 
   scs_free(d->A);
   scs_free(d->P);
@@ -344,9 +381,7 @@ static const char *small_qp(void) {
   scs_free(k);
   scs_free(d);
   scs_free(stgs);
-  scs_free(sol->x);
-  scs_free(sol->y);
-  scs_free(sol->s);
-  scs_free(sol);
+  SCS(free_sol)(sol);
+
   return fail;
 }

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

@@ -36,8 +36,11 @@ static const char *test_validation(void) {
 
   mu_assert("test_fails: SCS failed to produce outputflag SCS_FAILED",
             exitflag == SCS_FAILED);
-  SCS(free_data)(d, k, stgs);
+  SCS(free_data)(d);
+  SCS(free_cone)(k);
   SCS(free_sol)(sol);
   SCS(free_sol)(opt_sol);
+  scs_free(stgs);
+
   return 0;
 }

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

@@ -1,6 +1,7 @@
 #include "glbopts.h"
 #include "linalg.h"
 #include "minunit.h"
+#include "problem_utils.h"
 #include "scs.h"
 #include "scs_matrix.h"
 #include "util.h"
@@ -73,10 +74,9 @@ static const char *unbounded_tiny_qp(void) {
   fail = verify_solution_correct(d, k, stgs, &info, sol, exitflag);
 
   SCS(free_sol)(sol);
-  scs_free(d->A);
-  scs_free(d->P);
-  scs_free(k);
+  SCS(free_cone)(k);
   scs_free(stgs);
+  scs_free(d->A);
   scs_free(d);
   return fail;
 }

data/vendor/scs/test/random_socp_prob.c

@@ -164,9 +164,11 @@ int main(int argc, char **argv) {
     scs_printf("scs dua obj = %4f\n", -SCS(dot)(d->b, sol->y, d->m));
   }
 
-  SCS(free_data)(d, k, stgs);
+  SCS(free_data)(d);
+  SCS(free_cone)(k);
   SCS(free_sol)(sol);
   SCS(free_sol)(opt_sol);
+  scs_free(stgs);
 
   return 0;
 }

data/vendor/scs/test/run_from_file.c

@@ -61,18 +61,30 @@ 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, stgs);
+
+      SCS(free_data)(d);
+      SCS(free_cone)(k);
+      scs_free(stgs);
+
       return -1;
     }
     if (override_setting(stgs, argv[i], argv[i + 1]) < 0) {
       scs_printf("Unrecognized setting %s\n", argv[i]);
-      SCS(free_data)(d, k, stgs);
+
+      SCS(free_data)(d);
+      SCS(free_cone)(k);
+      scs_free(stgs);
+
       return -1;
     }
   }
   sol = (ScsSolution *)scs_calloc(1, sizeof(ScsSolution));
   scs(d, k, stgs, sol, &info);
-  SCS(free_data)(d, k, stgs);
+
+  SCS(free_data)(d);
+  SCS(free_cone)(k);
   SCS(free_sol)(sol);
+  scs_free(stgs);
+
   return 0;
 }

metadata

@@ -1,14 +1,14 @@
 --- !ruby/object:Gem::Specification
 name: scs
 version: !ruby/object:Gem::Version
-  version: 0.3.2
+  version: 0.4.0
 platform: ruby
 authors:
 - Andrew Kane
 autorequire:
 bindir: bin
 cert_chain: []
-date: 2022-01-17 00:00:00.000000000 Z
+date: 2022-07-07 00:00:00.000000000 Z
 dependencies: []
 description:
 email: andrew@ankane.org
@@ -23,6 +23,7 @@ files:
 - ext/scs/extconf.rb
 - lib/scs.rb
 - lib/scs/ffi.rb
+- lib/scs/matrix.rb
 - lib/scs/solver.rb
 - lib/scs/version.rb
 - vendor/scs/CITATION.cff
@@ -120,14 +121,14 @@ required_ruby_version: !ruby/object:Gem::Requirement
   requirements:
   - - ">="
     - !ruby/object:Gem::Version
-      version: '2.4'
+      version: '2.7'
 required_rubygems_version: !ruby/object:Gem::Requirement
   requirements:
   - - ">="
     - !ruby/object:Gem::Version
       version: '0'
 requirements: []
-rubygems_version: 3.3.3
+rubygems_version: 3.3.7
 signing_key:
 specification_version: 4
 summary: SCS - the splitting conic solver - for Ruby