scs 0.5.4 → 0.5.5

checksums.yaml

@@ -1,7 +1,7 @@
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-  data.tar.gz: ae4548ba21f56ee5cdf091dd8ba89d415578f326b6d6f57df0ae7b4d53900eff
+  metadata.gz: 8ff5e9f042f1fd5244d1b1bc59c6308c8f70586b473d38272157fcbe05463aeb
+  data.tar.gz: 0ebb6044270c3eaa020c9965d08f51b35591f74e83594c756e901274eb001bf8
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+  data.tar.gz: 0e501a4181f3263fae54d4d98ab8b94284978cd94ccbf2c23b8d02699f35e63855011098fe2d580d5c1492cd61605a5914ef53b4c59456283f726cd28df13e3d

data/CHANGELOG.md

@@ -1,3 +1,7 @@
+## 0.5.5 (2026-01-11)
+
+- Updated SCS to 3.2.11
+
 ## 0.5.4 (2026-01-02)
 
 - Updated SCS to 3.2.10

data/lib/scs/version.rb

@@ -1,3 +1,3 @@
 module SCS
-  VERSION = "0.5.4"
+  VERSION = "0.5.5"
 end

data/vendor/scs/CITATION.cff

@@ -10,7 +10,7 @@ authors:
 - family-names: "Boyd"
   given-names: "Stephen"
 title: "SCS: Splitting Conic Solver"
-version: 3.2.10
+version: 3.2.11
 date-released: 2023
 url: "https://github.com/cvxgrp/scs"
 

data/vendor/scs/CMakeLists.txt

@@ -6,7 +6,7 @@ cmake_minimum_required(VERSION 3.5)
 project(
   scs
   LANGUAGES C
-  VERSION 3.2.10)
+  VERSION 3.2.11)
 
 # Defines the CMAKE_INSTALL_LIBDIR, CMAKE_INSTALL_BINDIR and many other useful
 # macros. See https://cmake.org/cmake/help/latest/module/GNUInstallDirs.html

data/vendor/scs/README.md

@@ -7,7 +7,7 @@
 
 
 SCS (`splitting conic solver`) is a numerical optimization package for solving
-large-scale convex cone problems. The current version is `3.2.10`.
+large-scale convex cone problems. The current version is `3.2.11`.
 
 The full documentation is available [here](https://www.cvxgrp.org/scs/).
 

data/vendor/scs/include/glbopts.h

@@ -14,7 +14,7 @@ extern "C" {
 
 /* SCS VERSION NUMBER ----------------------------------------------     */
 /* string literals automatically null-terminated */
-#define SCS_VERSION ("3.2.10")
+#define SCS_VERSION ("3.2.11")
 
 /* verbosity level */
 #ifndef VERBOSITY
@@ -149,6 +149,12 @@ static inline void *scs_calloc(size_t count, size_t size) {
 #define POWF pow
 #endif
 
+#ifdef DLONG
+#define IABS llabs
+#else
+#define IABS abs
+#endif
+
 /* Force SCS to treat the problem as (non-homogeneous) feasible for this many */
 /* iters. This acts like a warm-start that biases towards feasibility, which */
 /* is the most common use-case */

data/vendor/scs/src/scs.c

@@ -900,7 +900,7 @@ static ScsWork *init_work(const ScsData *d, const ScsCone *k,
   }
   if (w->stgs->acceleration_lookback) {
     /* TODO(HACK!) negative acceleration_lookback interpreted as type-II */
-    if (!(w->accel = aa_init(l, abs(w->stgs->acceleration_lookback),
+    if (!(w->accel = aa_init(l, IABS(w->stgs->acceleration_lookback),
                              w->stgs->acceleration_lookback > 0,
                              w->stgs->acceleration_lookback > 0
                                  ? AA_REGULARIZATION_TYPE_1

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

@@ -7,77 +7,79 @@
 #include "scs_matrix.h"
 #include "util.h"
 
-static const char *complex_PSD(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;
-    const char *fail;
+static const char *complex_PSD(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;
+  const char *fail;
 
-    /* data */
-    scs_float Ax[] = {1.0, -1.0, -1.0, -1.0, -1.0, -1.0, 1.0, -1.0, -1.0, -1.0, 1.0, -1.0};
-    scs_int Ai[] = {0, 1, 2, 3, 4, 5, 0, 6, 7, 8, 0, 9};
-    scs_int Ap[] = {0, 2, 3, 4, 5, 6, 8, 9, 10, 12};
-    scs_float b[] = {1.0, 0., 0., 0., 0., 0., 0., 0., 0., 0.};
-    scs_float c[] = {1, 2 * sqrt(2), 3 * sqrt(2), 4 * sqrt(2), 5 * sqrt(2), 6,
-                     7 * sqrt(2), -8 * sqrt(2), 9};
+  /* data */
+  scs_float Ax[] = {1.0, -1.0, -1.0, -1.0, -1.0, -1.0,
+                    1.0, -1.0, -1.0, -1.0, 1.0,  -1.0};
+  scs_int Ai[] = {0, 1, 2, 3, 4, 5, 0, 6, 7, 8, 0, 9};
+  scs_int Ap[] = {0, 2, 3, 4, 5, 6, 8, 9, 10, 12};
+  scs_float b[] = {1.0, 0., 0., 0., 0., 0., 0., 0., 0., 0.};
+  scs_float c[] = {1,           2 * sqrt(2),  3 * sqrt(2),
+                   4 * sqrt(2), 5 * sqrt(2),  6,
+                   7 * sqrt(2), -8 * sqrt(2), 9};
 
-    scs_int m = 10;
-    scs_int n = 9;
-    scs_int cs[] = {3};
-    scs_int cssize = 1;
-    k->z = 1;
-    k->cs = cs;
-    k->cssize = cssize;
+  scs_int m = 10;
+  scs_int n = 9;
+  scs_int cs[] = {3};
+  scs_int cssize = 1;
+  k->z = 1;
+  k->cs = cs;
+  k->cssize = cssize;
 
-    // computed offline
-    scs_float opt = -5.228930;
-    /* end data */
+  /* computed offline */
+  scs_float opt = -5.228930;
+  /* end data */
 
-    d->m = m;
-    d->n = n;
-    d->b = b;
-    d->c = c;
+  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;
+  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;
 
-    scs_set_default_settings(stgs);
-    stgs->eps_abs = 1e-7;
-    stgs->eps_rel = 1e-7;
-    stgs->eps_infeas = 1e-9;
+  scs_set_default_settings(stgs);
+  stgs->eps_abs = 1e-7;
+  stgs->eps_rel = 1e-7;
+  stgs->eps_infeas = 1e-9;
 
-    exitflag = scs(d, k, stgs, sol, &info);
+  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;
+  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);
+  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;
+  success = ABS(perr) < 1e-4 && ABS(derr) < 1e-4 && exitflag == SCS_SOLVED;
 
-    mu_assert("complex_PSD: SCS failed to produce outputflag SCS_SOLVED", success);
+  mu_assert("complex_PSD: SCS failed to produce outputflag SCS_SOLVED",
+            success);
 
-    fail = verify_solution_correct(d, k, stgs, &info, sol, exitflag);
-    if (fail)
-        return fail;
+  fail = verify_solution_correct(d, k, stgs, &info, sol, exitflag);
+  if (fail)
+    return fail;
 
-    /* kill data */
-    scs_free(d->A);
-    scs_free(k);
-    scs_free(stgs);
-    scs_free(d);
-    SCS(free_sol)(sol);
+  /* kill data */
+  scs_free(d->A);
+  scs_free(k);
+  scs_free(stgs);
+  scs_free(d);
+  SCS(free_sol)(sol);
 
-    return fail;
+  return fail;
 }

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

@@ -0,0 +1,155 @@
+#include "glbopts.h"
+#include "linalg.h"
+#include "minunit.h"
+#include "problem_utils.h"
+#include "rw.h"
+#include "scs.h"
+#include "scs_matrix.h"
+#include "util.h"
+
+/* Randomly generated problem that mixes psd and complex psd cones */
+static const char *sd_and_complex_sd(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;
+  const char *fail;
+
+  /* data */
+  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,
+                    0.1, 0.1, 0.1, 0.1, 0.1, 0.1, 0.1, 0.1, 0.1, 0.1, 0.1, 0.1,
+                    0.1, 0.1, 0.1, 0.1, 0.1, 0.1, 0.1, 0.1, 0.1, 0.1, 0.1, 0.1,
+                    0.1, 0.1, 0.1, 0.1, 0.1, 0.1, 0.1, 0.1, 0.1, 0.1, 0.1, 0.1,
+                    0.1, 0.1, 0.1, 0.1, 0.1, 0.1, 0.1, 0.1, 0.1, 0.1, 0.1, 0.1};
+
+  scs_int Pi[] = {0,  1,  2,  3,  4,  5,  6,  7,  8,  9,  10, 11, 12, 13, 14,
+                  15, 16, 17, 18, 19, 20, 21, 22, 23, 24, 25, 26, 27, 28, 29,
+                  30, 31, 32, 33, 34, 35, 36, 37, 38, 39, 40, 41, 42, 43, 44,
+                  45, 46, 47, 48, 49, 50, 51, 52, 53, 54, 55, 56, 57, 58, 59};
+
+  scs_int Pp[] = {0,  1,  2,  3,  4,  5,  6,  7,  8,  9,  10, 11, 12,
+                  13, 14, 15, 16, 17, 18, 19, 20, 21, 22, 23, 24, 25,
+                  26, 27, 28, 29, 30, 31, 32, 33, 34, 35, 36, 37, 38,
+                  39, 40, 41, 42, 43, 44, 45, 46, 47, 48, 49, 50, 51,
+                  52, 53, 54, 55, 56, 57, 58, 59, 60};
+
+  scs_float Ax[] = {
+      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,
+      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,
+      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,
+      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,
+      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,
+      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,
+      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,
+      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,
+      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,
+      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,
+      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,
+      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,
+      0.5, 1,   0.4, 0.3, 0.6, 1,   0.8, 0.6, 0,   1,   0.6, 0.9};
+
+  scs_int Ai[] = {
+      25, 44, 3,  19, 23, 27, 47, 51, 54, 58, 20, 29, 42, 45, 1,  21, 39, 17,
+      20, 28, 46, 52, 1,  2,  13, 36, 21, 6,  16, 23, 34, 1,  11, 51, 59, 6,
+      7,  8,  15, 30, 39, 47, 22, 7,  12, 30, 31, 38, 48, 29, 39, 56, 19, 24,
+      50, 46, 22, 50, 3,  25, 33, 44, 54, 57, 0,  43, 3,  19, 37, 52, 58, 12,
+      21, 26, 58, 3,  8,  30, 2,  54, 39, 40, 43, 44, 49, 17, 9,  15, 17, 53,
+      59, 14, 0,  5,  5,  44, 48, 58, 14, 15, 48, 31, 29, 40, 41, 42, 6,  53,
+      55, 10, 15, 9,  17, 19, 29, 57, 6,  17, 55, 11, 27, 42, 45, 56, 7,  18,
+      24, 28, 46, 51, 5,  29, 40, 1,  6,  35, 36, 11, 18, 44, 36, 45, 49, 45,
+      56, 57, 0,  7,  25, 42, 48, 0,  10, 25, 43, 47, 58, 3,  11, 30, 40, 43,
+      47, 58, 2,  18, 27, 10, 21, 57, 11, 38, 43, 57, 18, 12, 19, 41, 44, 57};
+
+  scs_int Ap[] = {0,   2,   10,  14,  17,  22,  26,  27,  31,  35,  42,
+                  43,  48,  49,  52,  55,  56,  58,  64,  66,  71,  75,
+                  78,  80,  85,  86,  88,  91,  92,  94,  98,  101, 102,
+                  106, 109, 109, 111, 116, 119, 124, 130, 133, 135, 137,
+                  140, 142, 143, 146, 147, 148, 150, 151, 155, 157, 164,
+                  167, 170, 174, 175, 179, 180};
+
+  scs_float b[] = {-0.1, -0.2, -0.8, 0.7,  0.4,  -0.7, -0.1, 1.2,  -1,   -0.6,
+                   -0.5, 2.6,  0.3,  0.4,  0.6,  0.8,  0.5,  1.5,  0,    0.3,
+                   -0.3, -0.7, 1.7,  0.7,  -2.3, -2,   0.5,  1.7,  0.6,  -0.9,
+                   -1,   2.4,  0.7,  -1.9, 0,    -0.1, -1.4, 0,    0.6,  0.2,
+                   0.4,  -2.6, 1.3,  0.5,  -0.6, -0.9, -0.9, 0.9,  -0.8, -0.1,
+                   0,    -0.2, 0.1,  -0.7, -0.2, -1.7, 0.8,  -0.4, -0.9, -0.2};
+
+  scs_float c[] = {1.2,  -0.2, -0.4, 1.2,  -0.2, -1.2, -0.1, -0.5, 1.2,  0.2,
+                   -0.8, 0.3,  -1.6, 1.6,  0.8,  -0.4, 0.1,  1.8,  0.4,  1.1,
+                   0.2,  1.2,  -0.4, -0.6, 1.7,  -0.6, -1,   -0.5, 0.6,  1.2,
+                   2.1,  1.6,  0.6,  1.3,  -1,   -0.8, -0.8, -0.2, -0.9, 1,
+                   0.7,  -2,   -0.6, -0.5, 0.9,  -0.3, -2.1, -0,   -0.5, 0.1,
+                   -0.3, 0.8,  2,    0.8,  0.5,  0.8,  -0.3, -0,   -1.1, 0.2};
+
+  scs_int m = 60;
+  scs_int n = 60;
+  scs_int s[] = {3, 4};
+  scs_int sssize = 2;
+  scs_int cs[] = {5, 4};
+  scs_int cssize = 2;
+  k->z = 1;
+  k->l = 2;
+  k->s = s;
+  k->ssize = sssize;
+  k->cs = cs;
+  k->cssize = cssize;
+
+  /* computed by SCS with high precision, not confirmed that this is optimal */
+  scs_float opt = -135.009872;
+  /* end data */
+
+  d->m = m;
+  d->n = n;
+  d->b = b;
+  d->c = c;
+
+  d->P = (ScsMatrix *)scs_calloc(1, sizeof(ScsMatrix));
+  d->P->m = n;
+  d->P->n = n;
+  d->P->x = Px;
+  d->P->i = Pi;
+  d->P->p = Pp;
+
+  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;
+
+  scs_set_default_settings(stgs);
+  stgs->eps_abs = 1e-7;
+  stgs->eps_rel = 1e-7;
+  stgs->eps_infeas = 1e-9;
+
+  exitflag = scs(d, k, stgs, sol, &info);
+
+  perr = info.pobj - opt;
+  derr = info.dobj - 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("sd_and_complex_sd: SCS failed to produce outputflag SCS_SOLVED",
+            success);
+
+  fail = verify_solution_correct(d, k, stgs, &info, sol, exitflag);
+  if (fail)
+    return fail;
+
+  /* kill data */
+  scs_free(d->A);
+  scs_free(d->P);
+  scs_free(k);
+  scs_free(stgs);
+  scs_free(d);
+  SCS(free_sol)(sol);
+
+  return fail;
+}

data/vendor/scs/test/run_tests.c

@@ -32,17 +32,25 @@ _SKIP(test_validation)
 #endif
 
 /* solve SDPs, requires blas / lapack */
-#if defined(USE_LAPACK) && NO_READ_WRITE == 0
+#if defined(USE_LAPACK)
 #include "problems/complex_PSD.h"
+#include "problems/sd_and_complex_sd.h"
+#else
+_SKIP(complex_PSD)
+_SKIP(sd_and_complex_sd)
+#endif
+
+/* solve SDPs from data files, requires blas / lapack */
+#if defined(USE_LAPACK) && NO_READ_WRITE == 0
 #include "problems/random_prob.h"
-#include "problems/rob_gauss_cov_est.h"
+#include "problems/rob_gauss_cov_est.h" /* tests writing to data file */
 #else
-_SKIP(rob_gauss_cov_est)
 _SKIP(random_prob)
-_SKIP(complex_PSD)
+_SKIP(rob_gauss_cov_est)
 #endif
 
-#if defined(USE_SPECTRAL_CONES) && NO_READ_WRITE == 0
+/* solve SDPs with spectral cones, requires blas / lapack */
+#if defined(USE_SPECTRAL_CONES)
 #include "spectral_cones_problems/exp_design.h"
 #include "spectral_cones_problems/graph_partitioning.h"
 #include "spectral_cones_problems/robust_pca.h"
@@ -58,7 +66,8 @@ _SKIP(several_nuc_cone)
 _SKIP(several_logdet_cones)
 #endif
 
-#if NO_READ_WRITE == 0 /* reads / writes */
+/* solves problems from data files */
+#if NO_READ_WRITE == 0
 #include "problems/hs21_tiny_qp_rw.h"
 #include "problems/max_ent.h"
 #include "problems/mpc_bug.h"
@@ -75,6 +84,7 @@ static const char *all_tests(void) {
   mu_run_test(small_qp);
   mu_run_test(rob_gauss_cov_est);
   mu_run_test(complex_PSD);
+  mu_run_test(sd_and_complex_sd);
   mu_run_test(hs21_tiny_qp);
   mu_run_test(hs21_tiny_qp_rw);
   mu_run_test(qafiro_tiny_qp);

metadata

@@ -1,7 +1,7 @@
 --- !ruby/object:Gem::Specification
 name: scs
 version: !ruby/object:Gem::Version
-  version: 0.5.4
+  version: 0.5.5
 platform: ruby
 authors:
 - Andrew Kane
@@ -135,6 +135,7 @@ files:
 - 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/sd_and_complex_sd.h
 - vendor/scs/test/problems/small_lp.h
 - vendor/scs/test/problems/small_qp.h
 - vendor/scs/test/problems/test_exp_cone.h