scs 0.4.0 → 0.4.2

data/vendor/scs/test/minunit.h

@@ -8,11 +8,13 @@
       return message;                                                          \
     }                                                                          \
   } while (0)
+
 #define mu_assert(message, test)                                               \
   do {                                                                         \
     if (!(test))                                                               \
       return message;                                                          \
   } while (0)
+
 #define mu_run_test(test) _mu_run_test(#test, test)
 
 #define _mu_run_test(name, test)                                               \
@@ -21,7 +23,6 @@
     scs_printf("Running test: %s\n", name);                                    \
     const char *message = test();                                              \
     tests_run++;                                                               \
-    scs_printf("*********************************************************\n"); \
     if (message)                                                               \
       return message;                                                          \
   } while (0)

data/vendor/scs/test/problem_utils.h

@@ -190,6 +190,7 @@ const char *verify_solution_correct(ScsData *d, ScsCone *k, ScsSettings *stgs,
 
   /************** OPTIMALITY ****************/
 
+  /* TODO: the MAX expansion computes these norms many times */
   grl = MAX(MAX(ABS(xt_p_x), ABS(ctx)), ABS(bty));
   prl = MAX(MAX(NORM(b, m), NORM(s, m)), NORM(ax, m));
   drl = MAX(MAX(NORM(c, n), NORM(px, n)), NORM(aty, n));
@@ -215,7 +216,7 @@ const char *verify_solution_correct(ScsData *d, ScsCone *k, ScsSettings *stgs,
                    1e-9 * (1 + ABS(dobj)));
     /* slightly looser tol */
     mu_assert_less("Complementary slackness ERROR", ABS(sty),
-                   1e-8 * MAX(NORM(s, m), NORM(y, m)));
+                   5e-8 * MAX(NORM(s, m), NORM(y, m)));
     mu_assert_less("s cone dist ERROR", ABS(sdist), 1e-5);
     mu_assert_less("y cone dist ERROR", ABS(ydist), 1e-5);
 

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

@@ -68,7 +68,7 @@ static const char *hs21_tiny_qp(void) {
   scs_set_default_settings(stgs);
   stgs->eps_abs = 1e-6;
   stgs->eps_rel = 1e-6;
-  stgs->eps_infeas = 1e-9;
+  stgs->eps_infeas = 0.; /* disable due to gpu test finding cert */
 
   exitflag = scs(d, k, stgs, sol, &info);
 

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

@@ -16,7 +16,7 @@ static const char *hs21_tiny_qp_rw(void) {
   ScsInfo info = {0};
   scs_int exitflag;
   scs_float perr, derr;
-  scs_int success;
+  scs_int success, read_status;
   const char *fail;
 
   /* data */
@@ -70,7 +70,7 @@ static const char *hs21_tiny_qp_rw(void) {
   scs_set_default_settings(stgs);
   stgs->eps_abs = 1e-6;
   stgs->eps_rel = 1e-6;
-  stgs->eps_infeas = 1e-9;
+  stgs->eps_infeas = 0.; /* disable due to gpu test finding cert */
 
   stgs->write_data_filename = "hs21_tiny_qp";
   stgs->max_iters = 1;
@@ -84,7 +84,12 @@ static const char *hs21_tiny_qp_rw(void) {
   scs_free(stgs);
   scs_free(d);
 
-  SCS(read_data)("hs21_tiny_qp", &d, &k, &stgs);
+  read_status = SCS(read_data)("hs21_tiny_qp", &d, &k, &stgs);
+
+  if (read_status < 0) {
+    return "Data read failure, exit.\n";
+  }
+
   stgs->max_iters = 1000;
   /* solve with read data */
   exitflag = scs(d, k, stgs, sol, &info);

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

@@ -0,0 +1,8 @@
+#include "glbopts.h"
+#include "problems/test_prob_from_data_file.h"
+#include "scs.h"
+
+static const char *max_ent(void) {
+  scs_float OPT = -6.067087663361563; /* from ecos */
+  return _test_prob_from_data("test/problems/max_ent", OPT);
+}

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

@@ -0,0 +1,19 @@
+#include "glbopts.h"
+#include "problems/test_prob_from_data_file.h"
+#include "scs.h"
+
+static const char *mpc_bug(void) {
+  const char *fail;
+  scs_float OPT1 = -0.473957794500; /* from scs */
+  scs_float OPT2 = -0.029336830816; /* from scs */
+  scs_float OPT3 = -0.002215217478; /* from scs */
+  fail = _test_prob_from_data("test/problems/mpc_bug1", OPT1);
+  if (fail) {
+    return fail;
+  }
+  fail = _test_prob_from_data("test/problems/mpc_bug2", OPT2);
+  if (fail) {
+    return fail;
+  }
+  return _test_prob_from_data("test/problems/mpc_bug3", OPT3);
+}

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

@@ -1,49 +1,8 @@
 #include "glbopts.h"
-#include "minunit.h"
-#include "problem_utils.h"
-#include "rw.h"
+#include "problems/test_prob_from_data_file.h"
 #include "scs.h"
-#include "util.h"
 
 static const char *random_prob(void) {
-  scs_int read_status;
-  ScsData *d;
-  ScsCone *k;
-  ScsSettings *stgs;
-  ScsSolution *sol;
-  ScsInfo info = {0};
-  scs_int exitflag;
-  scs_float perr, derr;
-  scs_int success;
-  const char *fail;
-
   scs_float OPT = 5.751458006385587;
-
-  read_status = SCS(read_data)("test/problems/random_prob", &d, &k, &stgs);
-
-  if (read_status < 0) {
-    return "Data read failure, exit.\n";
-  }
-
-  stgs->eps_abs = 1e-6;
-  stgs->eps_rel = 1e-6;
-
-  sol = (ScsSolution *)scs_calloc(1, sizeof(ScsSolution));
-  exitflag = scs(d, k, stgs, sol, &info);
-
-  perr = SCS(dot)(d->c, sol->x, d->n) - OPT;
-  derr = -SCS(dot)(d->b, sol->y, d->m) - OPT;
-  scs_printf("primal obj error %4e\n", perr);
-  scs_printf("dual obj error %4e\n", derr);
-
-  success = ABS(perr) < 1e-4 && ABS(derr) < 1e-4 && exitflag == SCS_SOLVED;
-
-  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);
-  SCS(free_cone)(k);
-  SCS(free_sol)(sol);
-  scs_free(stgs);
-
-  return fail;
+  return _test_prob_from_data("test/problems/random_prob", OPT);
 }

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

@@ -15,7 +15,7 @@ static const char *rob_gauss_cov_est(void) {
   ScsInfo info = {0};
   scs_int exitflag;
   scs_float perr, derr;
-  scs_int success;
+  scs_int success, read_status;
   const char *fail;
 
   /* data */
@@ -200,7 +200,12 @@ static const char *rob_gauss_cov_est(void) {
   scs_free(stgs);
   scs_free(d);
 
-  SCS(read_data)("rob_gauss_cov_est", &d, &k, &stgs);
+  read_status = SCS(read_data)("rob_gauss_cov_est", &d, &k, &stgs);
+
+  if (read_status < 0) {
+    return "Data read failure, exit.\n";
+  }
+
   stgs->max_iters = 1000;
   /* solve with read data */
   exitflag = scs(d, k, stgs, sol, &info);

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

@@ -0,0 +1,84 @@
+#include "glbopts.h"
+#include "linalg.h"
+#include "minunit.h"
+#include "scs.h"
+
+/* Forward declare exponential cone projection routine.
+ * Implemented in exp_cone.c.
+ */
+scs_float SCS(proj_pd_exp_cone)(scs_float *v0, scs_int primal);
+
+static scs_int _run_exp_cone_test(scs_float *v0, scs_float *vp_true,
+                                  scs_float *vd_true) {
+  scs_int success = 1;
+  scs_float vp[3], vd[3];
+  const scs_float TOL = 1e-6;
+
+  memcpy(vp, v0, 3 * sizeof(scs_float));
+  memcpy(vd, v0, 3 * sizeof(scs_float));
+
+  /* inefficient, but just for testing */
+  SCS(proj_pd_exp_cone)(vp, 1);
+  SCS(proj_pd_exp_cone)(vd, 0);
+
+  scs_printf("*******************************\n");
+  scs_printf("v0: (%f, %f, %f)\n", v0[0], v0[1], v0[2]);
+  scs_printf("vp: (%f, %f, %f)\n", vp[0], vp[1], vp[2]);
+  scs_printf("vp_true: (%f, %f, %f)\n", vp_true[0], vp_true[1], vp_true[2]);
+  scs_printf("vd: (%f, %f, %f)\n", vd[0], vd[1], vd[2]);
+  scs_printf("vd_true: (%f, %f, %f)\n", vd_true[0], vd_true[1], vd_true[2]);
+
+  success &= (SCS(norm_diff)(vp, vp_true, 3) <= TOL);
+  success &= (SCS(norm_diff)(vd, vd_true, 3) <= TOL);
+  /* Moreau decomposition holds only for polar */
+  /*
+  success &= (SCS(dot)(vp, vd, 3) <= TOL);
+  success &= (ABS(v0[0] - vp[0] + vd[0]) <= TOL);
+  success &= (ABS(v0[1] - vp[1] + vd[1]) <= TOL);
+  success &= (ABS(v0[2] - vp[2] + vd[2]) <= TOL);
+  */
+
+  if (!success) {
+    scs_printf("Failed.\n");
+  }
+
+  return success;
+}
+
+static const char *test_exp_cone(void) {
+  scs_int success = 1;
+  scs_int i;
+  /* test points */
+  scs_float v0[6][3] = {
+      {1, 2, 3},
+      {0.14814832, 1.04294573, 0.67905585},
+      {-0.78301134, 1.82790084, -1.05417044},
+      {1.3282585, -0.43277314, 1.7468072},
+      {0.67905585, 0.14814832, 1.04294573},
+      {0.50210027, 0.12314491, -1.77568921},
+  };
+  /* primal projections */
+  scs_float vp[6][3] = {
+      {0.8899428, 1.94041881, 3.06957226},
+      {-0.02001571, 0.8709169, 0.85112944},
+      {-1.17415616, 0.9567094, 0.280399},
+      {0.53160512, 0.2804836, 1.86652094},
+      {0.38322814, 0.27086569, 1.11482228},
+      {0., 0., 0.},
+  };
+  /* dual projections */
+  scs_float vd[6][3] = {
+      {-0., 2., 3.},
+      {-0., 1.04294573, 0.67905585},
+      {-0.68541419, 1.85424082, 0.01685653},
+      {-0.02277033, -0.12164823, 1.75085347},
+      {-0., 0.14814832, 1.04294573},
+      {-0., 0.12314491, -0.},
+  };
+
+  for (i = 0; i < 6; ++i) {
+    success &= _run_exp_cone_test(v0[i], vp[i], vd[i]);
+  }
+  mu_assert("test_exp_cone: Failure", success);
+  return 0;
+}

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

@@ -0,0 +1,73 @@
+#ifndef _SCS_FILE_TEST_CHASSIS
+#define _SCS_FILE_TEST_CHASSIS
+
+#include "glbopts.h"
+#include "minunit.h"
+#include "problem_utils.h"
+#include "rw.h"
+#include "scs.h"
+#include "util.h"
+
+static const char *_test_prob_from_data(const char *file, scs_float OPT) {
+  scs_int read_status;
+  ScsData *d;
+  ScsCone *k;
+  ScsSettings *stgs;
+  ScsSolution *sol;
+  ScsInfo info = {0};
+  scs_int exitflag;
+  scs_float perr, derr;
+  scs_int success;
+  const char *fail;
+  scs_float xt_p_x;
+  scs_float *px = SCS_NULL;
+
+  read_status = SCS(read_data)(file, &d, &k, &stgs);
+
+  if (read_status < 0) {
+    return "Data read failure, exit.\n";
+  }
+
+  stgs->eps_abs = 1e-6;
+  stgs->eps_rel = 1e-6;
+  /* Force verbosity for the test */
+  stgs->verbose = 1;
+
+  sol = (ScsSolution *)scs_calloc(1, sizeof(ScsSolution));
+  exitflag = scs(d, k, stgs, sol, &info);
+
+  if (d->P) {
+    /* px = Px */
+    px = (scs_float *)scs_calloc(d->n, sizeof(scs_float));
+    memset(px, 0, d->n * sizeof(scs_float));
+    SCS(accum_by_p)(d->P, sol->x, px);
+    xt_p_x = SCS(dot)(px, sol->x, d->n);
+  } else {
+    xt_p_x = 0.;
+  }
+
+  perr = 0.5 * xt_p_x + SCS(dot)(d->c, sol->x, d->n) - OPT;
+  derr = -0.5 * xt_p_x - SCS(dot)(d->b, sol->y, d->m) - OPT;
+  scs_printf("primal obj error %4e\n", perr);
+  scs_printf("dual obj error %4e\n", derr);
+
+  success = ABS(perr) < 1e-4 && ABS(derr) < 1e-4 && exitflag == SCS_SOLVED;
+  if (!success) {
+    scs_printf("%s: FAILED\n", file);
+  }
+  mu_assert(file, success);
+  fail = verify_solution_correct(d, k, stgs, &info, sol, exitflag);
+  SCS(free_data)(d);
+  SCS(free_cone)(k);
+  SCS(free_sol)(sol);
+  scs_free(stgs);
+  if (px) {
+    scs_free(px);
+  }
+  if (fail) {
+    scs_printf("%s: FAILED\n", file);
+  }
+  return fail;
+}
+
+#endif

data/vendor/scs/test/run_from_file.c

@@ -60,7 +60,7 @@ 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_printf("Incorrect number of arguments supplied.\n");
 
       SCS(free_data)(d);
       SCS(free_cone)(k);
@@ -78,6 +78,12 @@ int main(int argc, char **argv) {
       return -1;
     }
   }
+  if (!stgs->verbose) {
+    scs_printf(
+        "File data set `verbose` to 0, SCS will not output information. Add "
+        "`verbose 1` to call to override.\n");
+  }
+  scs_printf("Solving problem.\n");
   sol = (ScsSolution *)scs_calloc(1, sizeof(ScsSolution));
   scs(d, k, stgs, sol, &info);
 

data/vendor/scs/test/run_tests.c

@@ -8,34 +8,47 @@
 /* Include Tests */
 #include "problems/degenerate.h"
 #include "problems/hs21_tiny_qp.h"
-#include "problems/hs21_tiny_qp_rw.h"
 #include "problems/infeasible_tiny_qp.h"
 #include "problems/qafiro_tiny_qp.h"
 #include "problems/small_lp.h"
 #include "problems/small_qp.h"
-#include "problems/test_validation.h"
+#include "problems/test_exp_cone.h"
 #include "problems/unbounded_tiny_qp.h"
 
+int tests_run = 0;
+
+/* decrement tests_run since mu_unit will increment it, so this cancels */
 #define _SKIP(problem)                                                         \
   char *problem(void) {                                                        \
     scs_printf("skipped\n");                                                   \
+    tests_run--;                                                               \
     return 0;                                                                  \
   }
 
-#ifdef USE_LAPACK /* solve SDPs, requires blas / lapack */
-#include "problems/rob_gauss_cov_est.h"
+#if NO_VALIDATE == 0
+#include "problems/test_validation.h"
 #else
-_SKIP(rob_gauss_cov_est)
+_SKIP(test_validation)
 #endif
 
-/* TODO: this reads a file written with 32bit ints */
-#if defined(USE_LAPACK) && !defined(DLONG)
+/* solve SDPs, requires blas / lapack */
+#if defined(USE_LAPACK) && NO_READ_WRITE == 0
 #include "problems/random_prob.h"
+#include "problems/rob_gauss_cov_est.h"
 #else
+_SKIP(rob_gauss_cov_est)
 _SKIP(random_prob)
 #endif
 
-int tests_run = 0;
+#if NO_READ_WRITE == 0 /* reads / writes */
+#include "problems/hs21_tiny_qp_rw.h"
+#include "problems/max_ent.h"
+#include "problems/mpc_bug.h"
+#else
+_SKIP(hs21_tiny_qp_rw)
+_SKIP(max_ent)
+_SKIP(mpc_bug)
+#endif
 
 static const char *all_tests(void) {
   mu_run_test(test_validation);
@@ -49,13 +62,16 @@ static const char *all_tests(void) {
   mu_run_test(infeasible_tiny_qp);
   mu_run_test(unbounded_tiny_qp);
   mu_run_test(random_prob);
+  mu_run_test(max_ent);
+  mu_run_test(mpc_bug);
+  mu_run_test(test_exp_cone);
   return 0;
 }
-
 int main(void) {
   const char *result = all_tests();
   if (result != 0) {
     scs_printf("%s\n", result);
+    scs_printf("TEST FAILED!\n");
   } else {
     scs_printf("ALL TESTS PASSED\n");
   }

metadata

@@ -1,14 +1,14 @@
 --- !ruby/object:Gem::Specification
 name: scs
 version: !ruby/object:Gem::Version
-  version: 0.4.0
+  version: 0.4.2
 platform: ruby
 authors:
 - Andrew Kane
 autorequire:
 bindir: bin
 cert_chain: []
-date: 2022-07-07 00:00:00.000000000 Z
+date: 2024-07-11 00:00:00.000000000 Z
 dependencies: []
 description:
 email: andrew@ankane.org
@@ -79,12 +79,15 @@ files:
 - vendor/scs/linsys/gpu/gpu.h
 - vendor/scs/linsys/gpu/indirect/private.c
 - vendor/scs/linsys/gpu/indirect/private.h
+- vendor/scs/linsys/mkl/direct/private.c
+- vendor/scs/linsys/mkl/direct/private.h
 - vendor/scs/linsys/scs_matrix.c
 - vendor/scs/linsys/scs_matrix.h
 - vendor/scs/scs.mk
 - vendor/scs/src/aa.c
 - vendor/scs/src/cones.c
 - vendor/scs/src/ctrlc.c
+- vendor/scs/src/exp_cone.c
 - vendor/scs/src/linalg.c
 - vendor/scs/src/normalize.c
 - vendor/scs/src/rw.c
@@ -97,12 +100,20 @@ files:
 - vendor/scs/test/problems/hs21_tiny_qp.h
 - vendor/scs/test/problems/hs21_tiny_qp_rw.h
 - vendor/scs/test/problems/infeasible_tiny_qp.h
+- vendor/scs/test/problems/max_ent
+- vendor/scs/test/problems/max_ent.h
+- vendor/scs/test/problems/mpc_bug.h
+- vendor/scs/test/problems/mpc_bug1
+- vendor/scs/test/problems/mpc_bug2
+- vendor/scs/test/problems/mpc_bug3
 - vendor/scs/test/problems/qafiro_tiny_qp.h
 - vendor/scs/test/problems/random_prob
 - vendor/scs/test/problems/random_prob.h
 - vendor/scs/test/problems/rob_gauss_cov_est.h
 - vendor/scs/test/problems/small_lp.h
 - vendor/scs/test/problems/small_qp.h
+- vendor/scs/test/problems/test_exp_cone.h
+- vendor/scs/test/problems/test_prob_from_data_file.h
 - vendor/scs/test/problems/test_validation.h
 - vendor/scs/test/problems/unbounded_tiny_qp.h
 - vendor/scs/test/random_socp_prob.c
@@ -128,7 +139,7 @@ required_rubygems_version: !ruby/object:Gem::Requirement
     - !ruby/object:Gem::Version
       version: '0'
 requirements: []
-rubygems_version: 3.3.7
+rubygems_version: 3.5.11
 signing_key:
 specification_version: 4
 summary: SCS - the splitting conic solver - for Ruby