scs 0.5.6 → 0.6.0

data/vendor/scs/test/spectral_cones_problems/test_ell1_and_nuc.h

@@ -0,0 +1,128 @@
+#include "glbopts.h"
+#include "linalg.h"
+#include "minunit.h"
+#include "problem_utils.h"
+#include "scs.h"
+#include "scs_matrix.h"
+#include "util.h"
+
+/*
+ * Combined ell1 + nuclear norm test.
+ * Two independent blocks sharing one SCS call to exercise cone ordering.
+ *
+ * Block 1 (ell1):
+ *   minimize t_ell s.t. a1 + a2 = 1, (t_ell, a1, a2) in ell1(2)
+ *   Optimal: t_ell = 1
+ *
+ * Block 2 (nuclear norm):
+ *   minimize t_nuc s.t. M = [[0.6, 0], [0.8, 0]], (t_nuc, M) in nuc(2,2)
+ *   M has singular values {1, 0}, so optimal t_nuc = 1
+ *
+ * Variables (n=8): t_ell, a1, a2, t_nuc, M_11, M_21, M_12, M_22
+ * Objective: minimize t_ell + t_nuc, optimal = 2.0
+ *
+ * Cone ordering: z=5, nuc(2,2)=5 rows, ell1(2)=3 rows, total m=13
+ */
+static const char *test_ell1_and_nuc(void) {
+  ScsCone *k = (ScsCone *)scs_calloc(1, sizeof(ScsCone));
+  ScsData *d = (ScsData *)scs_calloc(1, sizeof(ScsData));
+  ScsSettings *stgs = (ScsSettings *)scs_calloc(1, sizeof(ScsSettings));
+  ScsSolution *sol = (ScsSolution *)scs_calloc(1, sizeof(ScsSolution));
+  ScsInfo info = {0};
+  scs_int exitflag;
+  scs_float perr, derr;
+  scs_int success;
+
+  /* A matrix (13 x 8, CSC):
+   *  Row  0: [0, 1, 1, 0, 0, 0, 0, 0]   z: a1 + a2 = 1
+   *  Row  1: [0, 0, 0, 0, 1, 0, 0, 0]   z: M_11 = 0.6
+   *  Row  2: [0, 0, 0, 0, 0, 1, 0, 0]   z: M_21 = 0.8
+   *  Row  3: [0, 0, 0, 0, 0, 0, 1, 0]   z: M_12 = 0
+   *  Row  4: [0, 0, 0, 0, 0, 0, 0, 1]   z: M_22 = 0
+   *  Row  5: [0, 0, 0,-1, 0, 0, 0, 0]   nuc: t_nuc
+   *  Row  6: [0, 0, 0, 0,-1, 0, 0, 0]   nuc: M_11
+   *  Row  7: [0, 0, 0, 0, 0,-1, 0, 0]   nuc: M_21
+   *  Row  8: [0, 0, 0, 0, 0, 0,-1, 0]   nuc: M_12
+   *  Row  9: [0, 0, 0, 0, 0, 0, 0,-1]   nuc: M_22
+   *  Row 10: [-1,0, 0, 0, 0, 0, 0, 0]   ell1: t_ell
+   *  Row 11: [0,-1, 0, 0, 0, 0, 0, 0]   ell1: a1
+   *  Row 12: [0, 0,-1, 0, 0, 0, 0, 0]   ell1: a2
+   */
+  scs_float Ax[] = {-1., 1., -1., 1., -1., -1., 1., -1., 1., -1.,
+                    1., -1., 1., -1.};
+  scs_int Ai[] = {10, 0, 11, 0, 12, 5, 1, 6, 2, 7, 3, 8, 4, 9};
+  scs_int Ap[] = {0, 1, 3, 5, 6, 8, 10, 12, 14};
+  scs_float b[] = {1., 0.6, 0.8, 0., 0., 0., 0., 0., 0., 0., 0., 0., 0.};
+  scs_float c[] = {1., 0., 0., 1., 0., 0., 0., 0.};
+
+  scs_int m = 13;
+  scs_int n = 8;
+
+  scs_int nuc_m[] = {2};
+  scs_int nuc_n[] = {2};
+  scs_int nucsize = 1;
+  scs_int ell1[] = {2};
+  scs_int ell1_size = 1;
+
+  scs_int *d_array = SCS_NULL;
+  scs_int dsize = 0;
+  scs_int *sl_n = SCS_NULL;
+  scs_int *sl_k = SCS_NULL;
+  scs_int sl_size = 0;
+
+  scs_float opt = 2.0;
+
+  d->m = m;
+  d->n = n;
+  d->b = b;
+  d->c = c;
+
+  d->A = (ScsMatrix *)scs_calloc(1, sizeof(ScsMatrix));
+  d->A->m = m;
+  d->A->n = n;
+  d->A->x = Ax;
+  d->A->i = Ai;
+  d->A->p = Ap;
+
+  k->z = 5;
+  k->d = d_array;
+  k->dsize = dsize;
+  k->nuc_m = nuc_m;
+  k->nuc_n = nuc_n;
+  k->nucsize = nucsize;
+  k->ell1 = ell1;
+  k->ell1_size = ell1_size;
+  k->sl_n = sl_n;
+  k->sl_k = sl_k;
+  k->sl_size = sl_size;
+
+  scs_set_default_settings(stgs);
+  stgs->eps_abs = 1e-9;
+  stgs->eps_rel = 1e-9;
+  stgs->eps_infeas = 1e-9;
+
+  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("test_ell1_and_nuc: SCS failed to produce outputflag SCS_SOLVED",
+            success);
+
+  mu_assert("test_ell1_and_nuc: primal feas error", ABS(info.res_pri) < 1e-6);
+  mu_assert("test_ell1_and_nuc: dual feas error", ABS(info.res_dual) < 1e-6);
+  mu_assert("test_ell1_and_nuc: duality gap error", ABS(info.gap) < 1e-6);
+
+  scs_free(d->A);
+  scs_free(k);
+  scs_free(stgs);
+  scs_free(d);
+  SCS(free_sol)(sol);
+
+  return 0;
+}

data/vendor/scs/test/spectral_cones_problems/test_ell1_cone.h

@@ -0,0 +1,115 @@
+#include "glbopts.h"
+#include "linalg.h"
+#include "minunit.h"
+#include "problem_utils.h"
+#include "scs.h"
+#include "scs_matrix.h"
+#include "util.h"
+
+/*
+ * Basis pursuit: minimize ||x||_1 subject to Ax = b
+ *
+ * Conic form:
+ *   minimize t
+ *   subject to:
+ *     x1 + 2*x2     = 1   (equality)
+ *          x2  + x3  = 1   (equality)
+ *     (t, x1, x2, x3) in ell1(3)
+ *
+ * Optimal: x = (0, 0.5, 0.5), t = 1.0
+ */
+static const char *test_ell1_cone(void) {
+  ScsCone *k = (ScsCone *)scs_calloc(1, sizeof(ScsCone));
+  ScsData *d = (ScsData *)scs_calloc(1, sizeof(ScsData));
+  ScsSettings *stgs = (ScsSettings *)scs_calloc(1, sizeof(ScsSettings));
+  ScsSolution *sol = (ScsSolution *)scs_calloc(1, sizeof(ScsSolution));
+  ScsInfo info = {0};
+  scs_int exitflag;
+  scs_float perr, derr;
+  scs_int success;
+
+  /* A matrix (6 x 4, CSC):
+   *  Row 0: [0,  1,  2,  0]   (zero)
+   *  Row 1: [0,  0,  1,  1]   (zero)
+   *  Row 2: [-1, 0,  0,  0]   (ell1 t)
+   *  Row 3: [0, -1,  0,  0]   (ell1 x1)
+   *  Row 4: [0,  0, -1,  0]   (ell1 x2)
+   *  Row 5: [0,  0,  0, -1]   (ell1 x3)
+   */
+  scs_float Ax[] = {-1., 1., -1., 2., 1., -1., 1., -1.};
+  scs_int Ai[] = {2, 0, 3, 0, 1, 4, 1, 5};
+  scs_int Ap[] = {0, 1, 3, 6, 8};
+  scs_float b[] = {1., 1., 0., 0., 0., 0.};
+  scs_float c[] = {1., 0., 0., 0.};
+
+  scs_int m = 6;
+  scs_int n = 4;
+
+  scs_int ell1[] = {3};
+  scs_int ell1_size = 1;
+
+  scs_int *d_array = SCS_NULL;
+  scs_int dsize = 0;
+  scs_int *nuc_m = SCS_NULL;
+  scs_int *nuc_n = SCS_NULL;
+  scs_int nucsize = 0;
+  scs_int *sl_n = SCS_NULL;
+  scs_int *sl_k = SCS_NULL;
+  scs_int sl_size = 0;
+
+  scs_float opt = 1.0;
+
+  d->m = m;
+  d->n = n;
+  d->b = b;
+  d->c = c;
+
+  d->A = (ScsMatrix *)scs_calloc(1, sizeof(ScsMatrix));
+  d->A->m = m;
+  d->A->n = n;
+  d->A->x = Ax;
+  d->A->i = Ai;
+  d->A->p = Ap;
+
+  k->z = 2;
+  k->d = d_array;
+  k->dsize = dsize;
+  k->nuc_m = nuc_m;
+  k->nuc_n = nuc_n;
+  k->nucsize = nucsize;
+  k->ell1 = ell1;
+  k->ell1_size = ell1_size;
+  k->sl_n = sl_n;
+  k->sl_k = sl_k;
+  k->sl_size = sl_size;
+
+  scs_set_default_settings(stgs);
+  stgs->eps_abs = 1e-9;
+  stgs->eps_rel = 1e-9;
+  stgs->eps_infeas = 1e-9;
+
+  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("test_ell1_cone: SCS failed to produce outputflag SCS_SOLVED",
+            success);
+
+  mu_assert("test_ell1_cone: primal feas error", ABS(info.res_pri) < 1e-6);
+  mu_assert("test_ell1_cone: dual feas error", ABS(info.res_dual) < 1e-6);
+  mu_assert("test_ell1_cone: duality gap error", ABS(info.gap) < 1e-6);
+
+  scs_free(d->A);
+  scs_free(k);
+  scs_free(stgs);
+  scs_free(d);
+  SCS(free_sol)(sol);
+
+  return 0;
+}

metadata

@@ -1,7 +1,7 @@
 --- !ruby/object:Gem::Specification
 name: scs
 version: !ruby/object:Gem::Version
-  version: 0.5.6
+  version: 0.6.0
 platform: ruby
 authors:
 - Andrew Kane
@@ -39,11 +39,14 @@ files:
 - lib/scs/solver.rb
 - lib/scs/version.rb
 - vendor/scs/CITATION.cff
+- vendor/scs/CLAUDE.md
 - vendor/scs/CMakeLists.txt
+- vendor/scs/CONTRIBUTING.md
 - vendor/scs/LICENSE.txt
 - vendor/scs/Makefile
 - vendor/scs/README.md
 - vendor/scs/include/aa.h
+- vendor/scs/include/aa_stats.h
 - vendor/scs/include/cones.h
 - vendor/scs/include/ctrlc.h
 - vendor/scs/include/glbopts.h
@@ -57,6 +60,10 @@ files:
 - vendor/scs/include/scs_work.h
 - vendor/scs/include/util.h
 - vendor/scs/include/util_spectral_cones.h
+- vendor/scs/linsys/accelerate/direct/private.c
+- vendor/scs/linsys/accelerate/direct/private.h
+- vendor/scs/linsys/cpu/dense/private.c
+- vendor/scs/linsys/cpu/dense/private.h
 - vendor/scs/linsys/cpu/direct/private.c
 - vendor/scs/linsys/cpu/direct/private.h
 - vendor/scs/linsys/cpu/indirect/private.c
@@ -119,12 +126,19 @@ files:
 - vendor/scs/src/spectral_cones/util_spectral_cones.c
 - vendor/scs/src/util.c
 - vendor/scs/test/minunit.h
+- vendor/scs/test/mkl_interface_mismatch.c
+- vendor/scs/test/packaging/CMakeLists.txt
+- vendor/scs/test/packaging/consume.c
 - vendor/scs/test/problem_utils.h
 - vendor/scs/test/problems/complex_PSD.h
 - vendor/scs/test/problems/degenerate.h
+- vendor/scs/test/problems/dense_qp.h
 - vendor/scs/test/problems/hs21_tiny_qp.h
 - vendor/scs/test/problems/hs21_tiny_qp_rw.h
+- vendor/scs/test/problems/infeasible_lp.h
+- vendor/scs/test/problems/infeasible_socp.h
 - vendor/scs/test/problems/infeasible_tiny_qp.h
+- vendor/scs/test/problems/lp_update.h
 - vendor/scs/test/problems/max_ent
 - vendor/scs/test/problems/max_ent.h
 - vendor/scs/test/problems/mpc_bug.h
@@ -138,20 +152,38 @@ files:
 - vendor/scs/test/problems/sd_and_complex_sd.h
 - vendor/scs/test/problems/small_lp.h
 - vendor/scs/test/problems/small_qp.h
+- vendor/scs/test/problems/test_box_cone.h
+- vendor/scs/test/problems/test_dual_exp_cone.h
 - vendor/scs/test/problems/test_exp_cone.h
+- vendor/scs/test/problems/test_inaccurate.h
+- vendor/scs/test/problems/test_mixed_cones.h
+- vendor/scs/test/problems/test_normalize_roundtrip.h
+- vendor/scs/test/problems/test_power_cone.h
 - vendor/scs/test/problems/test_prob_from_data_file.h
+- vendor/scs/test/problems/test_psd_metric.h
+- vendor/scs/test/problems/test_psd_n1.h
+- vendor/scs/test/problems/test_root_plus.h
+- vendor/scs/test/problems/test_rw_settings.h
+- vendor/scs/test/problems/test_soc_sizes.h
+- vendor/scs/test/problems/test_solver_options.h
 - vendor/scs/test/problems/test_validation.h
+- vendor/scs/test/problems/test_zero_cone.h
+- vendor/scs/test/problems/unbounded_lp.h
+- vendor/scs/test/problems/unbounded_socp.h
 - vendor/scs/test/problems/unbounded_tiny_qp.h
 - vendor/scs/test/random_socp_prob.c
 - vendor/scs/test/rng.h
 - vendor/scs/test/run_from_file.c
 - vendor/scs/test/run_tests.c
+- vendor/scs/test/rw_settings.c
 - vendor/scs/test/spectral_cones_problems/exp_design.h
 - vendor/scs/test/spectral_cones_problems/graph_partitioning.h
 - vendor/scs/test/spectral_cones_problems/robust_pca.h
 - vendor/scs/test/spectral_cones_problems/several_logdet_cones.h
 - vendor/scs/test/spectral_cones_problems/several_nuc_cone.h
 - vendor/scs/test/spectral_cones_problems/several_sum_largest.h
+- vendor/scs/test/spectral_cones_problems/test_ell1_and_nuc.h
+- vendor/scs/test/spectral_cones_problems/test_ell1_cone.h
 homepage: https://github.com/ankane/scs-ruby
 licenses:
 - MIT
@@ -163,14 +195,14 @@ required_ruby_version: !ruby/object:Gem::Requirement
   requirements:
   - - ">="
     - !ruby/object:Gem::Version
-      version: '3.1'
+      version: '3.3'
 required_rubygems_version: !ruby/object:Gem::Requirement
   requirements:
   - - ">="
     - !ruby/object:Gem::Version
       version: '0'
 requirements: []
-rubygems_version: 4.0.3
+rubygems_version: 4.0.16
 specification_version: 4
 summary: SCS - the splitting conic solver - for Ruby
 test_files: []