scs 0.5.1 → 0.5.2
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.
- checksums.yaml +4 -4
- data/CHANGELOG.md +4 -0
- data/lib/scs/ffi.rb +2 -0
- data/lib/scs/version.rb +1 -1
- data/vendor/scs/CITATION.cff +2 -2
- data/vendor/scs/CMakeLists.txt +136 -6
- data/vendor/scs/Makefile +53 -3
- data/vendor/scs/README.md +1 -1
- data/vendor/scs/include/cones.h +47 -2
- data/vendor/scs/include/glbopts.h +1 -1
- data/vendor/scs/include/scs.h +29 -0
- data/vendor/scs/include/scs_blas.h +4 -0
- data/vendor/scs/include/scs_types.h +3 -1
- data/vendor/scs/include/util_spectral_cones.h +45 -0
- data/vendor/scs/linsys/cpu/direct/private.c +3 -3
- data/vendor/scs/linsys/cpu/direct/private.h +2 -1
- data/vendor/scs/linsys/csparse.c +1 -1
- data/vendor/scs/linsys/cudss/direct/private.c +279 -0
- data/vendor/scs/linsys/cudss/direct/private.h +63 -0
- data/vendor/scs/linsys/external/qdldl/qdldl_types.h +1 -1
- data/vendor/scs/linsys/gpu/indirect/private.c +14 -21
- data/vendor/scs/scs.mk +17 -2
- data/vendor/scs/src/aa.c +8 -12
- data/vendor/scs/src/cones.c +783 -12
- data/vendor/scs/src/rw.c +15 -1
- data/vendor/scs/src/scs.c +4 -0
- data/vendor/scs/src/spectral_cones/logdeterminant/log_cone_IPM.c +660 -0
- data/vendor/scs/src/spectral_cones/logdeterminant/log_cone_Newton.c +279 -0
- data/vendor/scs/src/spectral_cones/logdeterminant/log_cone_wrapper.c +205 -0
- data/vendor/scs/src/spectral_cones/logdeterminant/logdet_cone.c +143 -0
- data/vendor/scs/src/spectral_cones/nuclear/ell1_cone.c +221 -0
- data/vendor/scs/src/spectral_cones/nuclear/nuclear_cone.c +99 -0
- data/vendor/scs/src/spectral_cones/sum-largest/sum_largest_cone.c +196 -0
- data/vendor/scs/src/spectral_cones/sum-largest/sum_largest_eval_cone.c +140 -0
- data/vendor/scs/src/spectral_cones/util_spectral_cones.c +52 -0
- data/vendor/scs/test/problems/complex_PSD.h +83 -0
- data/vendor/scs/test/rng.h +4 -4
- data/vendor/scs/test/run_tests.c +25 -0
- data/vendor/scs/test/spectral_cones_problems/exp_design.h +141 -0
- data/vendor/scs/test/spectral_cones_problems/graph_partitioning.h +275 -0
- data/vendor/scs/test/spectral_cones_problems/robust_pca.h +253 -0
- data/vendor/scs/test/spectral_cones_problems/several_logdet_cones.h +222 -0
- data/vendor/scs/test/spectral_cones_problems/several_nuc_cone.h +285 -0
- data/vendor/scs/test/spectral_cones_problems/several_sum_largest.h +420 -0
- metadata +21 -2
data/vendor/scs/src/rw.c
CHANGED
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@@ -328,7 +328,7 @@ void SCS(log_data_to_csv)(const ScsCone *k, const ScsSettings *stgs,
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328
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"tau_normalized,"
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"kap_normalized,"
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"ax_nrm_inf,"
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331
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-
"ax_s_nrm_inf"
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331
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+
"ax_s_nrm_inf,"
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"px_nrm_inf,"
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"aty_nrm_inf,"
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"xt_p_x,"
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@@ -348,6 +348,13 @@ void SCS(log_data_to_csv)(const ScsCone *k, const ScsSettings *stgs,
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"accepted_accel_steps,"
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"rejected_accel_steps,"
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"time,"
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+
#ifdef USE_LAPACK
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+
"spectral_Newton_iter,"
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+
"plain_Newton_success,"
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+
"res_dual_spectral,"
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355
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"res_pri_spectral,"
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"comp_spectral,"
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+
#endif
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"\n");
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}
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fprintf(fout, "%li,", (long)iter);
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@@ -412,6 +419,13 @@ void SCS(log_data_to_csv)(const ScsCone *k, const ScsSettings *stgs,
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fprintf(fout, "%li,", (long)w->accepted_accel_steps);
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fprintf(fout, "%li,", (long)w->rejected_accel_steps);
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fprintf(fout, "%.16e,", SCS(tocq)(solve_timer) / 1e3);
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422
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+
#ifdef USE_SPECTRAL_CONES
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fprintf(fout, "%li,", (long)w->cone_work->newton_stats.iter);
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fprintf(fout, "%li,", (long)w->cone_work->newton_stats.newton_success);
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fprintf(fout, "%.16e,", w->cone_work->newton_stats.residuals[0]);
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fprintf(fout, "%.16e,", w->cone_work->newton_stats.residuals[1]);
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fprintf(fout, "%.16e,", w->cone_work->newton_stats.residuals[2]);
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+
#endif
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fprintf(fout, "\n");
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fclose(fout);
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}
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data/vendor/scs/src/scs.c
CHANGED
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@@ -550,6 +550,10 @@ static void finalize(ScsWork *w, ScsSolution *sol, ScsInfo *info,
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info->rejected_accel_steps = w->rejected_accel_steps;
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info->accepted_accel_steps = w->accepted_accel_steps;
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info->comp_slack = ABS(sty);
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#ifdef SPECTRAL_TIMING_FLAG
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info->ave_time_matrix_cone_proj = w->cone_work->tot_time_mat_cone_proj / iter;
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info->ave_time_vector_cone_proj = w->cone_work->tot_time_vec_cone_proj / iter;
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#endif
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if (info->comp_slack > 1e-5 * MAX(nm_s, nm_y)) {
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scs_printf("WARNING - large complementary slackness residual: %f\n",
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info->comp_slack);
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