scs 0.3.2 → 0.4.1

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
Files changed (66) hide show
  1. checksums.yaml +4 -4
  2. data/CHANGELOG.md +10 -0
  3. data/LICENSE.txt +1 -1
  4. data/README.md +35 -6
  5. data/lib/scs/matrix.rb +72 -0
  6. data/lib/scs/solver.rb +19 -26
  7. data/lib/scs/version.rb +1 -1
  8. data/lib/scs.rb +1 -0
  9. data/vendor/scs/CITATION.cff +2 -2
  10. data/vendor/scs/CMakeLists.txt +285 -169
  11. data/vendor/scs/Makefile +43 -18
  12. data/vendor/scs/README.md +3 -1
  13. data/vendor/scs/include/cones.h +5 -3
  14. data/vendor/scs/include/glbopts.h +35 -17
  15. data/vendor/scs/include/linsys.h +8 -8
  16. data/vendor/scs/include/normalize.h +1 -0
  17. data/vendor/scs/include/rw.h +3 -3
  18. data/vendor/scs/include/scs.h +51 -24
  19. data/vendor/scs/include/scs_types.h +3 -1
  20. data/vendor/scs/include/scs_work.h +13 -15
  21. data/vendor/scs/include/util.h +4 -2
  22. data/vendor/scs/linsys/cpu/direct/private.c +32 -153
  23. data/vendor/scs/linsys/cpu/direct/private.h +6 -6
  24. data/vendor/scs/linsys/cpu/indirect/private.c +9 -22
  25. data/vendor/scs/linsys/cpu/indirect/private.h +4 -2
  26. data/vendor/scs/linsys/csparse.c +140 -12
  27. data/vendor/scs/linsys/csparse.h +10 -17
  28. data/vendor/scs/linsys/external/amd/LICENSE.txt +0 -897
  29. data/vendor/scs/linsys/external/amd/SuiteSparse_config.c +4 -2
  30. data/vendor/scs/linsys/external/amd/SuiteSparse_config.h +0 -5
  31. data/vendor/scs/linsys/gpu/gpu.c +4 -4
  32. data/vendor/scs/linsys/gpu/gpu.h +1 -1
  33. data/vendor/scs/linsys/gpu/indirect/private.c +15 -26
  34. data/vendor/scs/linsys/mkl/direct/private.c +182 -0
  35. data/vendor/scs/linsys/mkl/direct/private.h +38 -0
  36. data/vendor/scs/linsys/scs_matrix.c +49 -72
  37. data/vendor/scs/linsys/scs_matrix.h +4 -3
  38. data/vendor/scs/scs.mk +39 -30
  39. data/vendor/scs/src/aa.c +0 -4
  40. data/vendor/scs/src/cones.c +78 -184
  41. data/vendor/scs/src/exp_cone.c +399 -0
  42. data/vendor/scs/src/normalize.c +51 -0
  43. data/vendor/scs/src/rw.c +139 -76
  44. data/vendor/scs/src/scs.c +275 -202
  45. data/vendor/scs/src/util.c +36 -13
  46. data/vendor/scs/test/minunit.h +2 -1
  47. data/vendor/scs/test/problem_utils.h +5 -4
  48. data/vendor/scs/test/problems/degenerate.h +1 -0
  49. data/vendor/scs/test/problems/hs21_tiny_qp.h +2 -1
  50. data/vendor/scs/test/problems/hs21_tiny_qp_rw.h +13 -4
  51. data/vendor/scs/test/problems/infeasible_tiny_qp.h +1 -0
  52. data/vendor/scs/test/problems/max_ent +0 -0
  53. data/vendor/scs/test/problems/max_ent.h +8 -0
  54. data/vendor/scs/test/problems/qafiro_tiny_qp.h +2 -1
  55. data/vendor/scs/test/problems/random_prob.h +2 -39
  56. data/vendor/scs/test/problems/rob_gauss_cov_est.h +15 -3
  57. data/vendor/scs/test/problems/small_lp.h +4 -1
  58. data/vendor/scs/test/problems/small_qp.h +42 -7
  59. data/vendor/scs/test/problems/test_exp_cone.h +84 -0
  60. data/vendor/scs/test/problems/test_prob_from_data_file.h +57 -0
  61. data/vendor/scs/test/problems/test_validation.h +4 -1
  62. data/vendor/scs/test/problems/unbounded_tiny_qp.h +3 -3
  63. data/vendor/scs/test/random_socp_prob.c +3 -1
  64. data/vendor/scs/test/run_from_file.c +22 -4
  65. data/vendor/scs/test/run_tests.c +22 -9
  66. metadata +12 -4
@@ -5,7 +5,7 @@
5
5
  #include "scs_matrix.h"
6
6
 
7
7
  /* return milli-seconds */
8
- #if (defined NOTIMER)
8
+ #if (defined NO_TIMER)
9
9
 
10
10
  void SCS(tic)(SCS(timer) * t) {
11
11
  }
@@ -71,7 +71,41 @@ scs_float SCS(tocq)(SCS(timer) * t) {
71
71
 
72
72
  #endif
73
73
 
74
- void SCS(free_data)(ScsData *d, ScsCone *k, ScsSettings *stgs) {
74
+ void SCS(deep_copy_data)(ScsData *dest, const ScsData *src) {
75
+ dest->n = src->n;
76
+ dest->m = src->m;
77
+ SCS(copy_matrix)(&(dest->A), src->A);
78
+ SCS(copy_matrix)(&(dest->P), src->P);
79
+ dest->b = (scs_float *)scs_calloc(dest->m, sizeof(scs_float));
80
+ memcpy(dest->b, src->b, dest->m * sizeof(scs_float));
81
+ dest->c = (scs_float *)scs_calloc(dest->n, sizeof(scs_float));
82
+ memcpy(dest->c, src->c, dest->n * sizeof(scs_float));
83
+ }
84
+
85
+ void SCS(deep_copy_stgs)(ScsSettings *dest, const ScsSettings *src) {
86
+ memcpy(dest, src, sizeof(ScsSettings));
87
+ /* MATLAB does something weird with strdup, so use strcpy instead */
88
+ char *tmp;
89
+ if (src->write_data_filename) {
90
+ /* sizeof(char) = 1 */
91
+ tmp = (char *)scs_malloc(strlen(src->write_data_filename) + 1);
92
+ strcpy(tmp, src->write_data_filename);
93
+ dest->write_data_filename = tmp;
94
+ } else {
95
+ dest->write_data_filename = SCS_NULL;
96
+ }
97
+ /* MATLAB does something weird with strdup, so use strcpy instead */
98
+ if (src->log_csv_filename) {
99
+ /* sizeof(char) = 1 */
100
+ tmp = (char *)scs_malloc(strlen(src->log_csv_filename) + 1);
101
+ strcpy(tmp, src->log_csv_filename);
102
+ dest->log_csv_filename = tmp;
103
+ } else {
104
+ dest->log_csv_filename = SCS_NULL;
105
+ }
106
+ }
107
+
108
+ void SCS(free_data)(ScsData *d) {
75
109
  if (d) {
76
110
  scs_free(d->b);
77
111
  scs_free(d->c);
@@ -83,17 +117,6 @@ void SCS(free_data)(ScsData *d, ScsCone *k, ScsSettings *stgs) {
83
117
  }
84
118
  scs_free(d);
85
119
  }
86
- if (k) {
87
- scs_free(k->bu);
88
- scs_free(k->bl);
89
- scs_free(k->q);
90
- scs_free(k->s);
91
- scs_free(k->p);
92
- scs_free(k);
93
- }
94
- if (stgs) {
95
- scs_free(stgs);
96
- }
97
120
  }
98
121
 
99
122
  void SCS(free_sol)(ScsSolution *sol) {
@@ -8,11 +8,13 @@
8
8
  return message; \
9
9
  } \
10
10
  } while (0)
11
+
11
12
  #define mu_assert(message, test) \
12
13
  do { \
13
14
  if (!(test)) \
14
15
  return message; \
15
16
  } while (0)
17
+
16
18
  #define mu_run_test(test) _mu_run_test(#test, test)
17
19
 
18
20
  #define _mu_run_test(name, test) \
@@ -21,7 +23,6 @@
21
23
  scs_printf("Running test: %s\n", name); \
22
24
  const char *message = test(); \
23
25
  tests_run++; \
24
- scs_printf("*********************************************************\n"); \
25
26
  if (message) \
26
27
  return message; \
27
28
  } while (0)
@@ -190,6 +190,7 @@ const char *verify_solution_correct(ScsData *d, ScsCone *k, ScsSettings *stgs,
190
190
 
191
191
  /************** OPTIMALITY ****************/
192
192
 
193
+ /* TODO: the MAX expansion computes these norms many times */
193
194
  grl = MAX(MAX(ABS(xt_p_x), ABS(ctx)), ABS(bty));
194
195
  prl = MAX(MAX(NORM(b, m), NORM(s, m)), NORM(ax, m));
195
196
  drl = MAX(MAX(NORM(c, n), NORM(px, n)), NORM(aty, n));
@@ -205,17 +206,17 @@ const char *verify_solution_correct(ScsData *d, ScsCone *k, ScsSettings *stgs,
205
206
  /**************** ASSERTS *****************/
206
207
  if (status == SCS_SOLVED) {
207
208
  mu_assert_less("Primal residual ERROR", ABS(res_pri - info->res_pri),
208
- 1e-11);
209
+ 1e-10);
209
210
  mu_assert_less("Dual residual ERROR", ABS(res_dual - info->res_dual),
210
- 1e-11);
211
- mu_assert_less("Gap ERROR", ABS(gap - info->gap), 1e-8 * (1 + ABS(gap)));
211
+ 1e-10);
212
+ mu_assert_less("Gap ERROR", ABS(gap - info->gap), 1e-7 * (1 + ABS(gap)));
212
213
  mu_assert_less("Primal obj ERROR", ABS(pobj - info->pobj),
213
214
  1e-9 * (1 + ABS(pobj)));
214
215
  mu_assert_less("Dual obj ERROR", ABS(dobj - info->dobj),
215
216
  1e-9 * (1 + ABS(dobj)));
216
217
  /* slightly looser tol */
217
218
  mu_assert_less("Complementary slackness ERROR", ABS(sty),
218
- 1e-8 * MAX(NORM(s, m), NORM(y, m)));
219
+ 5e-8 * MAX(NORM(s, m), NORM(y, m)));
219
220
  mu_assert_less("s cone dist ERROR", ABS(sdist), 1e-5);
220
221
  mu_assert_less("y cone dist ERROR", ABS(ydist), 1e-5);
221
222
 
@@ -1,6 +1,7 @@
1
1
  #include "glbopts.h"
2
2
  #include "linalg.h"
3
3
  #include "minunit.h"
4
+ #include "problem_utils.h"
4
5
  #include "scs.h"
5
6
  #include "scs_matrix.h"
6
7
  #include "util.h"
@@ -1,6 +1,7 @@
1
1
  #include "glbopts.h"
2
2
  #include "linalg.h"
3
3
  #include "minunit.h"
4
+ #include "problem_utils.h"
4
5
  #include "scs.h"
5
6
  #include "scs_matrix.h"
6
7
  #include "util.h"
@@ -67,7 +68,7 @@ static const char *hs21_tiny_qp(void) {
67
68
  scs_set_default_settings(stgs);
68
69
  stgs->eps_abs = 1e-6;
69
70
  stgs->eps_rel = 1e-6;
70
- stgs->eps_infeas = 1e-9;
71
+ stgs->eps_infeas = 0.; /* disable due to gpu test finding cert */
71
72
 
72
73
  exitflag = scs(d, k, stgs, sol, &info);
73
74
 
@@ -1,6 +1,7 @@
1
1
  #include "glbopts.h"
2
2
  #include "linalg.h"
3
3
  #include "minunit.h"
4
+ #include "problem_utils.h"
4
5
  #include "rw.h"
5
6
  #include "scs.h"
6
7
  #include "scs_matrix.h"
@@ -15,7 +16,7 @@ static const char *hs21_tiny_qp_rw(void) {
15
16
  ScsInfo info = {0};
16
17
  scs_int exitflag;
17
18
  scs_float perr, derr;
18
- scs_int success;
19
+ scs_int success, read_status;
19
20
  const char *fail;
20
21
 
21
22
  /* data */
@@ -69,7 +70,7 @@ static const char *hs21_tiny_qp_rw(void) {
69
70
  scs_set_default_settings(stgs);
70
71
  stgs->eps_abs = 1e-6;
71
72
  stgs->eps_rel = 1e-6;
72
- stgs->eps_infeas = 1e-9;
73
+ stgs->eps_infeas = 0.; /* disable due to gpu test finding cert */
73
74
 
74
75
  stgs->write_data_filename = "hs21_tiny_qp";
75
76
  stgs->max_iters = 1;
@@ -83,7 +84,12 @@ static const char *hs21_tiny_qp_rw(void) {
83
84
  scs_free(stgs);
84
85
  scs_free(d);
85
86
 
86
- SCS(read_data)("hs21_tiny_qp", &d, &k, &stgs);
87
+ read_status = SCS(read_data)("hs21_tiny_qp", &d, &k, &stgs);
88
+
89
+ if (read_status < 0) {
90
+ return "Data read failure, exit.\n";
91
+ }
92
+
87
93
  stgs->max_iters = 1000;
88
94
  /* solve with read data */
89
95
  exitflag = scs(d, k, stgs, sol, &info);
@@ -110,7 +116,10 @@ static const char *hs21_tiny_qp_rw(void) {
110
116
  mu_assert("hs21_tiny_qp: SCS failed to produce outputflag SCS_SOLVED",
111
117
  success);
112
118
 
119
+ SCS(free_data)(d);
120
+ SCS(free_cone)(k);
113
121
  SCS(free_sol)(sol);
114
- SCS(free_data)(d, k, stgs);
122
+ scs_free(stgs);
123
+
115
124
  return fail;
116
125
  }
@@ -1,6 +1,7 @@
1
1
  #include "glbopts.h"
2
2
  #include "linalg.h"
3
3
  #include "minunit.h"
4
+ #include "problem_utils.h"
4
5
  #include "scs.h"
5
6
  #include "scs_matrix.h"
6
7
  #include "util.h"
Binary file
@@ -0,0 +1,8 @@
1
+ #include "glbopts.h"
2
+ #include "problems/test_prob_from_data_file.h"
3
+ #include "scs.h"
4
+
5
+ static const char *max_ent(void) {
6
+ scs_float OPT = -6.067087663361563; /* from ecos */
7
+ return _test_prob_from_data("test/problems/max_ent", OPT);
8
+ }
@@ -1,6 +1,7 @@
1
1
  #include "glbopts.h"
2
2
  #include "linalg.h"
3
3
  #include "minunit.h"
4
+ #include "problem_utils.h"
4
5
  #include "scs.h"
5
6
  #include "scs_matrix.h"
6
7
  #include "util.h"
@@ -141,7 +142,7 @@ static const char *qafiro_tiny_qp(void) {
141
142
  stgs->warm_start = 1;
142
143
  exitflag = scs(d, k, stgs, sol, &info);
143
144
  /* 25 iters should be enough if warm-started */
144
- mu_assert("qafiro_tiny_qp: warm-start failure", info.iter <= 50);
145
+ mu_assert("qafiro_tiny_qp: warm-start failure", info.iter <= 100);
145
146
  success = ABS(perr) < 1e-4 && ABS(derr) < 1e-4 && exitflag == SCS_SOLVED;
146
147
 
147
148
  mu_assert("qafiro_tiny_qp: SCS failed to produce outputflag SCS_SOLVED",
@@ -1,45 +1,8 @@
1
1
  #include "glbopts.h"
2
- #include "minunit.h"
3
- #include "problem_utils.h"
2
+ #include "problems/test_prob_from_data_file.h"
4
3
  #include "scs.h"
5
- #include "util.h"
6
4
 
7
5
  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
6
  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;
7
+ return _test_prob_from_data("test/problems/random_prob", OPT);
45
8
  }
@@ -1,6 +1,8 @@
1
1
  #include "glbopts.h"
2
2
  #include "linalg.h"
3
3
  #include "minunit.h"
4
+ #include "problem_utils.h"
5
+ #include "rw.h"
4
6
  #include "scs.h"
5
7
  #include "scs_matrix.h"
6
8
  #include "util.h"
@@ -13,7 +15,7 @@ static const char *rob_gauss_cov_est(void) {
13
15
  ScsInfo info = {0};
14
16
  scs_int exitflag;
15
17
  scs_float perr, derr;
16
- scs_int success;
18
+ scs_int success, read_status;
17
19
  const char *fail;
18
20
 
19
21
  /* data */
@@ -173,6 +175,8 @@ static const char *rob_gauss_cov_est(void) {
173
175
  mu_assert("rob_gauss_cov_est: SCS failed to produce outputflag SCS_SOLVED",
174
176
  success);
175
177
  fail = verify_solution_correct(d, k, stgs, &info, sol, exitflag);
178
+ if (fail)
179
+ return fail;
176
180
 
177
181
  /* test warm-starting */
178
182
  stgs->warm_start = 1;
@@ -196,7 +200,12 @@ static const char *rob_gauss_cov_est(void) {
196
200
  scs_free(stgs);
197
201
  scs_free(d);
198
202
 
199
- SCS(read_data)("rob_gauss_cov_est", &d, &k, &stgs);
203
+ read_status = SCS(read_data)("rob_gauss_cov_est", &d, &k, &stgs);
204
+
205
+ if (read_status < 0) {
206
+ return "Data read failure, exit.\n";
207
+ }
208
+
200
209
  stgs->max_iters = 1000;
201
210
  /* solve with read data */
202
211
  exitflag = scs(d, k, stgs, sol, &info);
@@ -236,7 +245,10 @@ static const char *rob_gauss_cov_est(void) {
236
245
  mu_assert("rob_gauss_cov_est_rw: SCS failed to produce outputflag SCS_SOLVED",
237
246
  success);
238
247
 
248
+ SCS(free_data)(d);
249
+ SCS(free_cone)(k);
239
250
  SCS(free_sol)(sol);
240
- SCS(free_data)(d, k, stgs);
251
+ scs_free(stgs);
252
+
241
253
  return fail;
242
254
  }
@@ -44,8 +44,11 @@ static const char *small_lp(void) {
44
44
 
45
45
  mu_assert("small_lp: SCS failed to produce outputflag SCS_SOLVED", success);
46
46
  fail = verify_solution_correct(d, k, stgs, &info, sol, exitflag);
47
- SCS(free_data)(d, k, stgs);
47
+ SCS(free_data)(d);
48
+ SCS(free_cone)(k);
48
49
  SCS(free_sol)(sol);
49
50
  SCS(free_sol)(opt_sol);
51
+ scs_free(stgs);
52
+
50
53
  return fail;
51
54
  }
@@ -251,7 +251,7 @@ scs_float u[] = {
251
251
  96.00000, 96.00000, 96.00000, 96.00000, 96.00000, 96.00000,
252
252
  96.00000, 96.00000, 96.00000, 96.00000, 96.00000, 96.00000,
253
253
  96.00000, 96.00000, 96.00000, 96.00000};
254
- scs_float q[] = {0.00000, 0.00000, -35.02643, 0.00000, 0.00000,
254
+ scs_float c[] = {0.00000, 0.00000, -35.02643, 0.00000, 0.00000,
255
255
  -3.56718, 0.00000, -17.41907, 0.00000, 0.00000,
256
256
  -17.64691, 0.00000, 0.00000, 0.00000, 0.00000,
257
257
  0.00000, 0.00000, 0.00000, 0.00000, 0.00000,
@@ -298,7 +298,7 @@ static const char *small_qp(void) {
298
298
  d->n = n;
299
299
  d->b = (scs_float *)scs_calloc(m + 1, sizeof(scs_float));
300
300
  d->b[0] = 1; /* t var in box cone */
301
- d->c = q;
301
+ d->c = c;
302
302
 
303
303
  d->A = (ScsMatrix *)scs_calloc(1, sizeof(ScsMatrix));
304
304
  d->A->m = m + 1; /* t var in box cone */
@@ -332,11 +332,48 @@ static const char *small_qp(void) {
332
332
  stgs->eps_rel = 1e-6;
333
333
  stgs->eps_infeas = 1e-10;
334
334
 
335
- exitflag = scs(d, k, stgs, sol, &info);
335
+ ScsWork *w = scs_init(d, k, stgs);
336
+ exitflag = scs_solve(w, sol, &info, 0);
336
337
  success = exitflag == SCS_SOLVED;
337
338
 
338
339
  mu_assert("small_qp: SCS failed to produce outputflag SCS_SOLVED", success);
339
340
  fail = verify_solution_correct(d, k, stgs, &info, sol, exitflag);
341
+ if (fail)
342
+ return fail;
343
+
344
+ /* test updating c */
345
+ d->c[0] = 1.0; /* set to new value */
346
+ scs_update(w, SCS_NULL, d->c);
347
+ exitflag = scs_solve(w, sol, &info, 1);
348
+ success = exitflag == SCS_SOLVED;
349
+
350
+ mu_assert("small_qp: SCS failed to produce outputflag SCS_SOLVED", success);
351
+ fail = verify_solution_correct(d, k, stgs, &info, sol, exitflag);
352
+ if (fail)
353
+ return fail;
354
+
355
+ /* test updating b */
356
+ d->b[0] = 4.0; /* set to new value */
357
+ scs_update(w, d->b, SCS_NULL);
358
+ exitflag = scs_solve(w, sol, &info, 1);
359
+ success = exitflag == SCS_SOLVED;
360
+
361
+ mu_assert("small_qp: SCS failed to produce outputflag SCS_SOLVED", success);
362
+ fail = verify_solution_correct(d, k, stgs, &info, sol, exitflag);
363
+ if (fail)
364
+ return fail;
365
+
366
+ /* revert back to original data */
367
+ d->c[0] = 0.0; /* revert to original value */
368
+ d->b[0] = 1.0; /* revert to original value */
369
+ scs_update(w, d->b, d->c);
370
+ exitflag = scs_solve(w, sol, &info, 1);
371
+ success = exitflag == SCS_SOLVED;
372
+
373
+ mu_assert("small_qp: SCS failed to produce outputflag SCS_SOLVED", success);
374
+ fail = verify_solution_correct(d, k, stgs, &info, sol, exitflag);
375
+
376
+ scs_finish(w);
340
377
 
341
378
  scs_free(d->A);
342
379
  scs_free(d->P);
@@ -344,9 +381,7 @@ static const char *small_qp(void) {
344
381
  scs_free(k);
345
382
  scs_free(d);
346
383
  scs_free(stgs);
347
- scs_free(sol->x);
348
- scs_free(sol->y);
349
- scs_free(sol->s);
350
- scs_free(sol);
384
+ SCS(free_sol)(sol);
385
+
351
386
  return fail;
352
387
  }
@@ -0,0 +1,84 @@
1
+ #include "glbopts.h"
2
+ #include "linalg.h"
3
+ #include "minunit.h"
4
+ #include "scs.h"
5
+
6
+ /* Forward declare exponential cone projection routine.
7
+ * Implemented in exp_cone.c.
8
+ */
9
+ scs_float SCS(proj_pd_exp_cone)(scs_float *v0, scs_int primal);
10
+
11
+ static scs_int _run_exp_cone_test(scs_float *v0, scs_float *vp_true,
12
+ scs_float *vd_true) {
13
+ scs_int success = 1;
14
+ scs_float vp[3], vd[3];
15
+ const scs_float TOL = 1e-6;
16
+
17
+ memcpy(vp, v0, 3 * sizeof(scs_float));
18
+ memcpy(vd, v0, 3 * sizeof(scs_float));
19
+
20
+ /* inefficient, but just for testing */
21
+ SCS(proj_pd_exp_cone)(vp, 1);
22
+ SCS(proj_pd_exp_cone)(vd, 0);
23
+
24
+ scs_printf("*******************************\n");
25
+ scs_printf("v0: (%f, %f, %f)\n", v0[0], v0[1], v0[2]);
26
+ scs_printf("vp: (%f, %f, %f)\n", vp[0], vp[1], vp[2]);
27
+ scs_printf("vp_true: (%f, %f, %f)\n", vp_true[0], vp_true[1], vp_true[2]);
28
+ scs_printf("vd: (%f, %f, %f)\n", vd[0], vd[1], vd[2]);
29
+ scs_printf("vd_true: (%f, %f, %f)\n", vd_true[0], vd_true[1], vd_true[2]);
30
+
31
+ success &= (SCS(norm_diff)(vp, vp_true, 3) <= TOL);
32
+ success &= (SCS(norm_diff)(vd, vd_true, 3) <= TOL);
33
+ /* Moreau decomposition holds only for polar */
34
+ /*
35
+ success &= (SCS(dot)(vp, vd, 3) <= TOL);
36
+ success &= (ABS(v0[0] - vp[0] + vd[0]) <= TOL);
37
+ success &= (ABS(v0[1] - vp[1] + vd[1]) <= TOL);
38
+ success &= (ABS(v0[2] - vp[2] + vd[2]) <= TOL);
39
+ */
40
+
41
+ if (!success) {
42
+ scs_printf("Failed.\n");
43
+ }
44
+
45
+ return success;
46
+ }
47
+
48
+ static const char *test_exp_cone(void) {
49
+ scs_int success = 1;
50
+ scs_int i;
51
+ /* test points */
52
+ scs_float v0[6][3] = {
53
+ {1, 2, 3},
54
+ {0.14814832, 1.04294573, 0.67905585},
55
+ {-0.78301134, 1.82790084, -1.05417044},
56
+ {1.3282585, -0.43277314, 1.7468072},
57
+ {0.67905585, 0.14814832, 1.04294573},
58
+ {0.50210027, 0.12314491, -1.77568921},
59
+ };
60
+ /* primal projections */
61
+ scs_float vp[6][3] = {
62
+ {0.8899428, 1.94041881, 3.06957226},
63
+ {-0.02001571, 0.8709169, 0.85112944},
64
+ {-1.17415616, 0.9567094, 0.280399},
65
+ {0.53160512, 0.2804836, 1.86652094},
66
+ {0.38322814, 0.27086569, 1.11482228},
67
+ {0., 0., 0.},
68
+ };
69
+ /* dual projections */
70
+ scs_float vd[6][3] = {
71
+ {-0., 2., 3.},
72
+ {-0., 1.04294573, 0.67905585},
73
+ {-0.68541419, 1.85424082, 0.01685653},
74
+ {-0.02277033, -0.12164823, 1.75085347},
75
+ {-0., 0.14814832, 1.04294573},
76
+ {-0., 0.12314491, -0.},
77
+ };
78
+
79
+ for (i = 0; i < 6; ++i) {
80
+ success &= _run_exp_cone_test(v0[i], vp[i], vd[i]);
81
+ }
82
+ mu_assert("test_exp_cone: Failure", success);
83
+ return 0;
84
+ }
@@ -0,0 +1,57 @@
1
+ #ifndef _SCS_FILE_TEST_CHASSIS
2
+ #define _SCS_FILE_TEST_CHASSIS
3
+
4
+ #include "glbopts.h"
5
+ #include "minunit.h"
6
+ #include "problem_utils.h"
7
+ #include "rw.h"
8
+ #include "scs.h"
9
+ #include "util.h"
10
+
11
+ static const char *_test_prob_from_data(const char *file, scs_float OPT) {
12
+ scs_int read_status;
13
+ ScsData *d;
14
+ ScsCone *k;
15
+ ScsSettings *stgs;
16
+ ScsSolution *sol;
17
+ ScsInfo info = {0};
18
+ scs_int exitflag;
19
+ scs_float perr, derr;
20
+ scs_int success;
21
+ const char *fail;
22
+
23
+ read_status = SCS(read_data)(file, &d, &k, &stgs);
24
+
25
+ if (read_status < 0) {
26
+ return "Data read failure, exit.\n";
27
+ }
28
+
29
+ stgs->eps_abs = 1e-6;
30
+ stgs->eps_rel = 1e-6;
31
+
32
+ sol = (ScsSolution *)scs_calloc(1, sizeof(ScsSolution));
33
+ exitflag = scs(d, k, stgs, sol, &info);
34
+
35
+ perr = SCS(dot)(d->c, sol->x, d->n) - OPT;
36
+ derr = -SCS(dot)(d->b, sol->y, d->m) - OPT;
37
+ scs_printf("primal obj error %4e\n", perr);
38
+ scs_printf("dual obj error %4e\n", derr);
39
+
40
+ success = ABS(perr) < 1e-4 && ABS(derr) < 1e-4 && exitflag == SCS_SOLVED;
41
+ if (!success) {
42
+ scs_printf("%s: FAILED\n", file);
43
+ }
44
+ mu_assert(file, success);
45
+ fail = verify_solution_correct(d, k, stgs, &info, sol, exitflag);
46
+ SCS(free_data)(d);
47
+ SCS(free_cone)(k);
48
+ SCS(free_sol)(sol);
49
+ scs_free(stgs);
50
+
51
+ if (fail) {
52
+ scs_printf("%s: FAILED\n", file);
53
+ }
54
+ return fail;
55
+ }
56
+
57
+ #endif
@@ -36,8 +36,11 @@ static const char *test_validation(void) {
36
36
 
37
37
  mu_assert("test_fails: SCS failed to produce outputflag SCS_FAILED",
38
38
  exitflag == SCS_FAILED);
39
- SCS(free_data)(d, k, stgs);
39
+ SCS(free_data)(d);
40
+ SCS(free_cone)(k);
40
41
  SCS(free_sol)(sol);
41
42
  SCS(free_sol)(opt_sol);
43
+ scs_free(stgs);
44
+
42
45
  return 0;
43
46
  }
@@ -1,6 +1,7 @@
1
1
  #include "glbopts.h"
2
2
  #include "linalg.h"
3
3
  #include "minunit.h"
4
+ #include "problem_utils.h"
4
5
  #include "scs.h"
5
6
  #include "scs_matrix.h"
6
7
  #include "util.h"
@@ -73,10 +74,9 @@ static const char *unbounded_tiny_qp(void) {
73
74
  fail = verify_solution_correct(d, k, stgs, &info, sol, exitflag);
74
75
 
75
76
  SCS(free_sol)(sol);
76
- scs_free(d->A);
77
- scs_free(d->P);
78
- scs_free(k);
77
+ SCS(free_cone)(k);
79
78
  scs_free(stgs);
79
+ scs_free(d->A);
80
80
  scs_free(d);
81
81
  return fail;
82
82
  }
@@ -164,9 +164,11 @@ int main(int argc, char **argv) {
164
164
  scs_printf("scs dua obj = %4f\n", -SCS(dot)(d->b, sol->y, d->m));
165
165
  }
166
166
 
167
- SCS(free_data)(d, k, stgs);
167
+ SCS(free_data)(d);
168
+ SCS(free_cone)(k);
168
169
  SCS(free_sol)(sol);
169
170
  SCS(free_sol)(opt_sol);
171
+ scs_free(stgs);
170
172
 
171
173
  return 0;
172
174
  }
@@ -60,19 +60,37 @@ int main(int argc, char **argv) {
60
60
  }
61
61
  for (i = 2; i < argc; i += 2) {
62
62
  if (argc < i + 2) {
63
- scs_printf("Incorrect number of arguments supplied\n.");
64
- SCS(free_data)(d, k, stgs);
63
+ scs_printf("Incorrect number of arguments supplied.\n");
64
+
65
+ SCS(free_data)(d);
66
+ SCS(free_cone)(k);
67
+ scs_free(stgs);
68
+
65
69
  return -1;
66
70
  }
67
71
  if (override_setting(stgs, argv[i], argv[i + 1]) < 0) {
68
72
  scs_printf("Unrecognized setting %s\n", argv[i]);
69
- SCS(free_data)(d, k, stgs);
73
+
74
+ SCS(free_data)(d);
75
+ SCS(free_cone)(k);
76
+ scs_free(stgs);
77
+
70
78
  return -1;
71
79
  }
72
80
  }
81
+ if (!stgs->verbose) {
82
+ scs_printf(
83
+ "File data set `verbose` to 0, SCS will not output information. Add "
84
+ "`verbose 1` to call to override.\n");
85
+ }
86
+ scs_printf("Solving problem.\n");
73
87
  sol = (ScsSolution *)scs_calloc(1, sizeof(ScsSolution));
74
88
  scs(d, k, stgs, sol, &info);
75
- SCS(free_data)(d, k, stgs);
89
+
90
+ SCS(free_data)(d);
91
+ SCS(free_cone)(k);
76
92
  SCS(free_sol)(sol);
93
+ scs_free(stgs);
94
+
77
95
  return 0;
78
96
  }