scs 0.5.3 → 0.5.5

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Files changed (19) hide show
  1. checksums.yaml +4 -4
  2. data/CHANGELOG.md +8 -0
  3. data/LICENSE.txt +1 -1
  4. data/lib/scs/version.rb +1 -1
  5. data/vendor/scs/CITATION.cff +1 -1
  6. data/vendor/scs/CMakeLists.txt +1 -1
  7. data/vendor/scs/README.md +1 -2
  8. data/vendor/scs/include/cones.h +2 -2
  9. data/vendor/scs/include/glbopts.h +12 -12
  10. data/vendor/scs/include/util.h +1 -0
  11. data/vendor/scs/scs.mk +1 -1
  12. data/vendor/scs/src/cones.c +566 -773
  13. data/vendor/scs/src/exp_cone.c +105 -83
  14. data/vendor/scs/src/linalg.c +6 -0
  15. data/vendor/scs/src/scs.c +1 -1
  16. data/vendor/scs/test/problems/complex_PSD.h +61 -59
  17. data/vendor/scs/test/problems/sd_and_complex_sd.h +155 -0
  18. data/vendor/scs/test/run_tests.c +16 -6
  19. metadata +3 -2
data/vendor/scs/test/problems/sd_and_complex_sd.h ADDED
@@ -0,0 +1,155 @@
1
+ #include "glbopts.h"
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+ #include "linalg.h"
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+ #include "minunit.h"
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+ #include "problem_utils.h"
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+ #include "rw.h"
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+ #include "scs.h"
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+ #include "scs_matrix.h"
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+ #include "util.h"
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+
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+ /* Randomly generated problem that mixes psd and complex psd cones */
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+ static const char *sd_and_complex_sd(void) {
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+ ScsCone *k = (ScsCone *)scs_calloc(1, sizeof(ScsCone));
13
+ ScsData *d = (ScsData *)scs_calloc(1, sizeof(ScsData));
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+ ScsSettings *stgs = (ScsSettings *)scs_calloc(1, sizeof(ScsSettings));
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+ ScsSolution *sol = (ScsSolution *)scs_calloc(1, sizeof(ScsSolution));
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+ ScsInfo info = {0};
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+ scs_int exitflag;
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+ scs_float perr, derr;
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+ scs_int success;
20
+ const char *fail;
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+
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+ /* data */
23
+ scs_float Px[] = {0.1, 0.1, 0.1, 0.1, 0.1, 0.1, 0.1, 0.1, 0.1, 0.1, 0.1, 0.1,
24
+ 0.1, 0.1, 0.1, 0.1, 0.1, 0.1, 0.1, 0.1, 0.1, 0.1, 0.1, 0.1,
25
+ 0.1, 0.1, 0.1, 0.1, 0.1, 0.1, 0.1, 0.1, 0.1, 0.1, 0.1, 0.1,
26
+ 0.1, 0.1, 0.1, 0.1, 0.1, 0.1, 0.1, 0.1, 0.1, 0.1, 0.1, 0.1,
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+ 0.1, 0.1, 0.1, 0.1, 0.1, 0.1, 0.1, 0.1, 0.1, 0.1, 0.1, 0.1};
28
+
29
+ scs_int Pi[] = {0, 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14,
30
+ 15, 16, 17, 18, 19, 20, 21, 22, 23, 24, 25, 26, 27, 28, 29,
31
+ 30, 31, 32, 33, 34, 35, 36, 37, 38, 39, 40, 41, 42, 43, 44,
32
+ 45, 46, 47, 48, 49, 50, 51, 52, 53, 54, 55, 56, 57, 58, 59};
33
+
34
+ scs_int Pp[] = {0, 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12,
35
+ 13, 14, 15, 16, 17, 18, 19, 20, 21, 22, 23, 24, 25,
36
+ 26, 27, 28, 29, 30, 31, 32, 33, 34, 35, 36, 37, 38,
37
+ 39, 40, 41, 42, 43, 44, 45, 46, 47, 48, 49, 50, 51,
38
+ 52, 53, 54, 55, 56, 57, 58, 59, 60};
39
+
40
+ scs_float Ax[] = {
41
+ 0.8, 0.8, 0.5, 0.4, 0.6, 0.1, 0.4, 0.5, 1, 0.6, 0.4, 0.8, 0.8, 0.7,
42
+ 0.1, 0.3, 0.3, 0.8, 0.4, 1, 0.2, 0.6, 0.2, 0.9, 0.7, 0.4, 0.6, 0.2,
43
+ 0.2, 0.9, 0.1, 0.1, 0.5, 0.7, 0.6, 0.1, 0.2, 0.1, 0.8, 0.3, 0.8, 0.6,
44
+ 0.5, 1, 0.4, 0.5, 0.2, 0.5, 0.7, 0.7, 0.3, 0.9, 0.9, 0.5, 0.6, 0.2,
45
+ 0.4, 0.8, 0.7, 0.6, 0.1, 0.2, 0.8, 0.2, 0.5, 0.7, 0.1, 0.6, 0.8, 0.6,
46
+ 0.1, 0.6, 0.6, 0.1, 0.6, 0.9, 0.7, 0.9, 0.5, 0.1, 0.8, 0.1, 0.4, 0.4,
47
+ 0.5, 1, 0.8, 0.1, 0.6, 0, 0.8, 0.2, 0.4, 0.3, 0.6, 0.2, 0.7, 0.2,
48
+ 0.9, 0.4, 0.3, 0.5, 0.5, 0.4, 0.5, 0.1, 0.6, 0.6, 0.8, 0.5, 0, 0.5,
49
+ 0, 0.6, 0.2, 0.7, 0.7, 0.5, 0.4, 0.7, 0.8, 0.2, 0.9, 0.3, 0.3, 0.9,
50
+ 0.6, 0.2, 1, 0.4, 0.6, 0.3, 0.8, 0.8, 0.1, 0.5, 0.4, 0.1, 0.1, 0.6,
51
+ 0.2, 0.4, 0.6, 0.8, 0.4, 0.1, 0.6, 0.7, 0.4, 0.9, 0.3, 0.2, 0.4, 0.4,
52
+ 0.8, 1, 0.3, 0.7, 0.2, 0.5, 1, 0.3, 0.9, 0.4, 0.9, 0.8, 0.7, 0.4,
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+ 0.5, 1, 0.4, 0.3, 0.6, 1, 0.8, 0.6, 0, 1, 0.6, 0.9};
54
+
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+ scs_int Ai[] = {
56
+ 25, 44, 3, 19, 23, 27, 47, 51, 54, 58, 20, 29, 42, 45, 1, 21, 39, 17,
57
+ 20, 28, 46, 52, 1, 2, 13, 36, 21, 6, 16, 23, 34, 1, 11, 51, 59, 6,
58
+ 7, 8, 15, 30, 39, 47, 22, 7, 12, 30, 31, 38, 48, 29, 39, 56, 19, 24,
59
+ 50, 46, 22, 50, 3, 25, 33, 44, 54, 57, 0, 43, 3, 19, 37, 52, 58, 12,
60
+ 21, 26, 58, 3, 8, 30, 2, 54, 39, 40, 43, 44, 49, 17, 9, 15, 17, 53,
61
+ 59, 14, 0, 5, 5, 44, 48, 58, 14, 15, 48, 31, 29, 40, 41, 42, 6, 53,
62
+ 55, 10, 15, 9, 17, 19, 29, 57, 6, 17, 55, 11, 27, 42, 45, 56, 7, 18,
63
+ 24, 28, 46, 51, 5, 29, 40, 1, 6, 35, 36, 11, 18, 44, 36, 45, 49, 45,
64
+ 56, 57, 0, 7, 25, 42, 48, 0, 10, 25, 43, 47, 58, 3, 11, 30, 40, 43,
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+ 47, 58, 2, 18, 27, 10, 21, 57, 11, 38, 43, 57, 18, 12, 19, 41, 44, 57};
66
+
67
+ scs_int Ap[] = {0, 2, 10, 14, 17, 22, 26, 27, 31, 35, 42,
68
+ 43, 48, 49, 52, 55, 56, 58, 64, 66, 71, 75,
69
+ 78, 80, 85, 86, 88, 91, 92, 94, 98, 101, 102,
70
+ 106, 109, 109, 111, 116, 119, 124, 130, 133, 135, 137,
71
+ 140, 142, 143, 146, 147, 148, 150, 151, 155, 157, 164,
72
+ 167, 170, 174, 175, 179, 180};
73
+
74
+ scs_float b[] = {-0.1, -0.2, -0.8, 0.7, 0.4, -0.7, -0.1, 1.2, -1, -0.6,
75
+ -0.5, 2.6, 0.3, 0.4, 0.6, 0.8, 0.5, 1.5, 0, 0.3,
76
+ -0.3, -0.7, 1.7, 0.7, -2.3, -2, 0.5, 1.7, 0.6, -0.9,
77
+ -1, 2.4, 0.7, -1.9, 0, -0.1, -1.4, 0, 0.6, 0.2,
78
+ 0.4, -2.6, 1.3, 0.5, -0.6, -0.9, -0.9, 0.9, -0.8, -0.1,
79
+ 0, -0.2, 0.1, -0.7, -0.2, -1.7, 0.8, -0.4, -0.9, -0.2};
80
+
81
+ scs_float c[] = {1.2, -0.2, -0.4, 1.2, -0.2, -1.2, -0.1, -0.5, 1.2, 0.2,
82
+ -0.8, 0.3, -1.6, 1.6, 0.8, -0.4, 0.1, 1.8, 0.4, 1.1,
83
+ 0.2, 1.2, -0.4, -0.6, 1.7, -0.6, -1, -0.5, 0.6, 1.2,
84
+ 2.1, 1.6, 0.6, 1.3, -1, -0.8, -0.8, -0.2, -0.9, 1,
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+ 0.7, -2, -0.6, -0.5, 0.9, -0.3, -2.1, -0, -0.5, 0.1,
86
+ -0.3, 0.8, 2, 0.8, 0.5, 0.8, -0.3, -0, -1.1, 0.2};
87
+
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+ scs_int m = 60;
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+ scs_int n = 60;
90
+ scs_int s[] = {3, 4};
91
+ scs_int sssize = 2;
92
+ scs_int cs[] = {5, 4};
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+ scs_int cssize = 2;
94
+ k->z = 1;
95
+ k->l = 2;
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+ k->s = s;
97
+ k->ssize = sssize;
98
+ k->cs = cs;
99
+ k->cssize = cssize;
100
+
101
+ /* computed by SCS with high precision, not confirmed that this is optimal */
102
+ scs_float opt = -135.009872;
103
+ /* end data */
104
+
105
+ d->m = m;
106
+ d->n = n;
107
+ d->b = b;
108
+ d->c = c;
109
+
110
+ d->P = (ScsMatrix *)scs_calloc(1, sizeof(ScsMatrix));
111
+ d->P->m = n;
112
+ d->P->n = n;
113
+ d->P->x = Px;
114
+ d->P->i = Pi;
115
+ d->P->p = Pp;
116
+
117
+ d->A = (ScsMatrix *)scs_calloc(1, sizeof(ScsMatrix));
118
+ d->A->m = m;
119
+ d->A->n = n;
120
+ d->A->x = Ax;
121
+ d->A->i = Ai;
122
+ d->A->p = Ap;
123
+
124
+ scs_set_default_settings(stgs);
125
+ stgs->eps_abs = 1e-7;
126
+ stgs->eps_rel = 1e-7;
127
+ stgs->eps_infeas = 1e-9;
128
+
129
+ exitflag = scs(d, k, stgs, sol, &info);
130
+
131
+ perr = info.pobj - opt;
132
+ derr = info.dobj - opt;
133
+
134
+ scs_printf("primal obj error %4e\n", perr);
135
+ scs_printf("dual obj error %4e\n", derr);
136
+
137
+ success = ABS(perr) < 1e-4 && ABS(derr) < 1e-4 && exitflag == SCS_SOLVED;
138
+
139
+ mu_assert("sd_and_complex_sd: SCS failed to produce outputflag SCS_SOLVED",
140
+ success);
141
+
142
+ fail = verify_solution_correct(d, k, stgs, &info, sol, exitflag);
143
+ if (fail)
144
+ return fail;
145
+
146
+ /* kill data */
147
+ scs_free(d->A);
148
+ scs_free(d->P);
149
+ scs_free(k);
150
+ scs_free(stgs);
151
+ scs_free(d);
152
+ SCS(free_sol)(sol);
153
+
154
+ return fail;
155
+ }
data/vendor/scs/test/run_tests.c CHANGED
@@ -32,17 +32,25 @@ _SKIP(test_validation)
32
32
  #endif
33
33
 
34
34
  /* solve SDPs, requires blas / lapack */
35
- #if defined(USE_LAPACK) && NO_READ_WRITE == 0
35
+ #if defined(USE_LAPACK)
36
36
  #include "problems/complex_PSD.h"
37
+ #include "problems/sd_and_complex_sd.h"
38
+ #else
39
+ _SKIP(complex_PSD)
40
+ _SKIP(sd_and_complex_sd)
41
+ #endif
42
+
43
+ /* solve SDPs from data files, requires blas / lapack */
44
+ #if defined(USE_LAPACK) && NO_READ_WRITE == 0
37
45
  #include "problems/random_prob.h"
38
- #include "problems/rob_gauss_cov_est.h"
46
+ #include "problems/rob_gauss_cov_est.h" /* tests writing to data file */
39
47
  #else
40
- _SKIP(rob_gauss_cov_est)
41
48
  _SKIP(random_prob)
42
- _SKIP(complex_PSD)
49
+ _SKIP(rob_gauss_cov_est)
43
50
  #endif
44
51
 
45
- #if defined(USE_SPECTRAL_CONES) && NO_READ_WRITE == 0
52
+ /* solve SDPs with spectral cones, requires blas / lapack */
53
+ #if defined(USE_SPECTRAL_CONES)
46
54
  #include "spectral_cones_problems/exp_design.h"
47
55
  #include "spectral_cones_problems/graph_partitioning.h"
48
56
  #include "spectral_cones_problems/robust_pca.h"
@@ -58,7 +66,8 @@ _SKIP(several_nuc_cone)
58
66
  _SKIP(several_logdet_cones)
59
67
  #endif
60
68
 
61
- #if NO_READ_WRITE == 0 /* reads / writes */
69
+ /* solves problems from data files */
70
+ #if NO_READ_WRITE == 0
62
71
  #include "problems/hs21_tiny_qp_rw.h"
63
72
  #include "problems/max_ent.h"
64
73
  #include "problems/mpc_bug.h"
@@ -75,6 +84,7 @@ static const char *all_tests(void) {
75
84
  mu_run_test(small_qp);
76
85
  mu_run_test(rob_gauss_cov_est);
77
86
  mu_run_test(complex_PSD);
87
+ mu_run_test(sd_and_complex_sd);
78
88
  mu_run_test(hs21_tiny_qp);
79
89
  mu_run_test(hs21_tiny_qp_rw);
80
90
  mu_run_test(qafiro_tiny_qp);
metadata CHANGED
@@ -1,7 +1,7 @@
1
1
  --- !ruby/object:Gem::Specification
2
2
  name: scs
3
3
  version: !ruby/object:Gem::Version
4
- version: 0.5.3
4
+ version: 0.5.5
5
5
  platform: ruby
6
6
  authors:
7
7
  - Andrew Kane
@@ -135,6 +135,7 @@ files:
135
135
  - vendor/scs/test/problems/random_prob
136
136
  - vendor/scs/test/problems/random_prob.h
137
137
  - vendor/scs/test/problems/rob_gauss_cov_est.h
138
+ - vendor/scs/test/problems/sd_and_complex_sd.h
138
139
  - vendor/scs/test/problems/small_lp.h
139
140
  - vendor/scs/test/problems/small_qp.h
140
141
  - vendor/scs/test/problems/test_exp_cone.h
@@ -169,7 +170,7 @@ required_rubygems_version: !ruby/object:Gem::Requirement
169
170
  - !ruby/object:Gem::Version
170
171
  version: '0'
171
172
  requirements: []
172
- rubygems_version: 3.6.9
173
+ rubygems_version: 4.0.3
173
174
  specification_version: 4
174
175
  summary: SCS - the splitting conic solver - for Ruby
175
176
  test_files: []