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View Code? Open in Web Editor NEWTrust Region Subproblem Solver Library
License: MIT License
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python interface, pass matrix to Minv results in error
According to the documentation, trlib_solve accepts an argument invM which may be a dense matrix. But passing a numpy array results in an error.
Minimal working example:
import numpy as np
from trlib import trlib_solve
H = np.diag(np.arange(3)+1)
Minv = np.diag(1/np.sqrt(np.arange(3)+1))
g = np.array([-0.1, 0.2, 0.1])
trlib_solve(H, g, 1) # works
trlib_solve(H, g, 1, invM=Minv) # produces errorThe exact error read:
---------------------------------------------------------------------------
TypeError Traceback (most recent call last)
<ipython-input-13-c02cfcb4fd2d> in <module>()
----> 1 trlib_solve(H, g, 1, invM=Minv)
trlib.pyx in trlib.trlib_solve (/home/name/Documents/phd/models/lib/trlib/build/bindings/python/_trlib3.c:8832
)()
TypeError: 'numpy.ndarray' object is not callable
What am I doing wrong here? If I have to supply a function, how would I create one that preconditions based on the values of H, without recalculating the H.
Trust-Region code does not handle a hard case
It seems like the code has issues with a hard case problem. Here some code:
julia> using trlib
julia> g = [1.0, 0.0, -1.0]; H = zeros(3, 3); H[2, 2] = -20.0;
julia> tr = trlib.trlib_data(H, g);
julia> trlib.trlib_solve(tr, 1.0)
2
julia> tr.lam
1.4142135623730951
However the value tr.lam does not result in H+lambda eye(3) being positive definite. Hence, the tuple (tr.sol, tr.lam) cannot be an optimal solution of the trust-region problem, right?
Primal and dual feasibility as well as complementarity do hold since
julia> norm(tr.sol)
0.9999999999999999
julia> (H+tr.lam*eye(3))*tr.sol+g
3-element Array{Float64,1}:
0.0
0.0
0.0
I would very much be interested in an explanation of this effect. Thanks!
Issues if gradient and Hessian contain only zeros
I have experience some issues with trlib. If I run trlib with zero gradient and Hessian, the result is a NaN vector. Here some code:
julia> include("/home/johannes/trlib/bindings/julia/trlib.jl")
julia> using trlib
julia> H = zeros(3, 3); g = zeros(3); radius = 1.0;
julia> TR = trlib.trlib_data(H, g);
julia> trlib.trlib_solve(TR, 1.0);
julia> TR.sol
3-element Array{Float64,1}:
NaN
NaN
NaN
Python2 installation
I'm interested in trying out trlib, but I can't get it to work with python2. In CMakeLists.txt I set option(TRLIB_BUILD_PYTHON2 ON) and ran make, make doc, make test, and make install. Even running python in the cmake build directory, though, I cannot import trlib (it says module not found). I see that a ./bindings/python/trlib.pyx file was generated, but no py files. A simple pyximport also failed. Any ideas?
RuntimeWarning when using Python interface
I would like to solve the trust region problem in two dimensions for H = -Id and g = 0 with a trust radius of 1 using the python3 (version 3.10.4) interface of trlib using the following code:
import scipy.sparse
import numpy as np
import trlib
H = -1. * scipy.sparse.eye(2)
g = np.zeros((2,))
x, TR = trlib.trlib_solve(H, g, 1.0)However, when I run the code I get the following messages:
<stdin>:1: RuntimeWarning: invalid value encountered in true_divide
<stdin>:1: RuntimeWarning: invalid value encountered in multiply
<stdin>:1: RuntimeWarning: trlib status -5
Is there a way to get trlib to solve the problem (I would expect to end up at some arbitrary point on the boundary)? I also tried with the C interface and got a message TRLIB_TTR_HARD_INIT_LAM back...
Objective offset
I would like to be able to add an objective offset to trlib. Essentially, this would no affect the solution process, but print a corrected value in the obj column during the iterations.
Thus far, the value is stored in fwork + 8, set to 0. initially and then updated.
Could we add an offset field to fwork, have users initialize it and use that during prints?
C linking errors
Hi,
I was trying to install trilb library but I didn't succeed. I am running C interface on Mac OS 10.12.6. I followed all steps in the documentation. It looks fine when I set up cmake with all default settings and run make:
Scanning dependencies of target trlib
[ 16%] Building C object src/CMakeFiles/trlib.dir/trlib_krylov.c.o
[ 33%] Building C object src/CMakeFiles/trlib.dir/trlib_tri_factor.c.o
[ 50%] Building C object src/CMakeFiles/trlib.dir/trlib_leftmost.c.o
[ 66%] Building C object src/CMakeFiles/trlib.dir/trlib_eigen_inverse.c.o
[ 83%] Building C object src/CMakeFiles/trlib.dir/trlib_quadratic_zero.c.o
[100%] Linking C shared library libtrlib.dylib
[100%] Built target trlib
When I compile the file using make test, it returns
Running tests...
Test project /Users/YulingYao/desktop/trlib-master/build
No tests were found!!!
OK, I guess this just doesn't matter.
It also looks fine when I execute make install and sudo make install.
[100%] Built target trlib
Install the project...
-- Install configuration: "Release"
-- Up-to-date: /usr/local/include/trlib.h
-- Up-to-date: /usr/local/include/trlib/trlib_types.h
-- Up-to-date: /usr/local/include/trlib/trlib_krylov.h
-- Up-to-date: /usr/local/include/trlib/trlib_tri_factor.h
-- Up-to-date: /usr/local/include/trlib/trlib_leftmost.h
-- Up-to-date: /usr/local/include/trlib/trlib_quadratic_zero.h
-- Up-to-date: /usr/local/include/trlib/trlib_eigen_inverse.h
......
-- Installing: /usr/local/lib/libtrlib.dylib
......
It should work. However, I still end up with a linking error whenever I call the library in C
LDLIBS = -ltrlib ...
ld: library not found for -ltrlib
clang: error: linker command failed with exit code 1 (use -v to see invocation)
I guess I just didn't install the whole package successfully. When I manually link the binary with library in Xcode, I also didn't find any trilb framework. (I suppose the library itself should be generated in the CMAKE_OSX_SYSROOT path according to the CMake file, but it wan't.)
I googled for a while and find nothing directly related. Could you provide any suggestion?
Thanks,
Yuling
Some tests fail on FreeBSD
The following tests FAILED:
2 - test_quadratic_zero_valgrind (Failed)
4 - test_eigen_inverse_valgrind (Failed)
6 - test_leftmost_valgrind (Failed)
8 - test_leftmost_irreducible_valgrind (Failed)
10 - test_factor_tri_simple_posdef_valgrind (Failed)
12 - test_factor_tri_simple_indef_valgrind (Failed)
14 - test_factor_tri_simple_indef_reg_valgrind (Failed)
16 - test_factor_tri_reducible_valgrind (Failed)
18 - test_factor_tri_expanding_valgrind (Failed)
20 - test_factor_tri_narrow_lam_valgrind (Failed)
22 - test_krylov_2d_simple_valgrind (Failed)
24 - test_krylov_3d_all_cases_valgrind (Failed)
26 - test_krylov_tri_simple_valgrind (Failed)
28 - test_krylov_tri_diagonal_lanczos_trigger_valgrind (Failed)
30 - test_krylov_tri_diagonal_with_zeros_valgrind (Failed)
32 - test_krylov_lanczos_rosenbrock_valgrind (Subprocess aborted)
34 - test_prepare_memory_valgrind (Failed)
36 - test_krylov_zero_hessian_valgrind (Failed)
But when I run individual test executables they succeed.
clang-12
FreeBSD 13
Build errors with later distributions
The build fails on later distributions (Debian Bullseye and Ubuntu Bionic):
Scanning dependencies of target trlib
[ 1%] Building C object src/CMakeFiles/trlib.dir/trlib_krylov.c.o
[ 2%] Building C object src/CMakeFiles/trlib.dir/trlib_tri_factor.c.o
[ 2%] Building C object src/CMakeFiles/trlib.dir/trlib_leftmost.c.o
[ 3%] Building C object src/CMakeFiles/trlib.dir/trlib_eigen_inverse.c.o
[ 4%] Building C object src/CMakeFiles/trlib.dir/trlib_quadratic_zero.c.o
[ 5%] Linking C shared library libtrlib.so
[ 5%] Built target trlib
[ 6%] Generating test_factor_tri_simple_indef_valgrind.c
Scanning dependencies of target test_factor_tri_simple_indef_valgrind
[ 7%] Building C object tests/CMakeFiles/test_factor_tri_simple_indef_valgrind.dir/test_factor_tri_simple_indef_valgrind.c.o
[ 8%] Building C object tests/CMakeFiles/test_factor_tri_simple_indef_valgrind.dir/trlib_test.c.o
[ 8%] Linking C executable test_factor_tri_simple_indef_valgrind
/usr/lib/gcc/x86_64-linux-gnu/7/../../../x86_64-linux-gnu/libcheck.a(check.o): In function `check_get_clockid':
(.text+0xab3): undefined reference to `timer_create'
(.text+0xad5): undefined reference to `timer_delete'
/usr/lib/gcc/x86_64-linux-gnu/7/../../../x86_64-linux-gnu/libcheck.a(check_run.o): In function `srunner_run':
(.text+0xa92): undefined reference to `timer_create'
(.text+0xae0): undefined reference to `timer_settime'
(.text+0xb0a): undefined reference to `timer_delete'
/usr/lib/gcc/x86_64-linux-gnu/7/../../../x86_64-linux-gnu/libcheck.a(check_log.o): In function `subunit_lfun':
(.text+0x5f4): undefined reference to `subunit_test_start'
(.text+0x6bf): undefined reference to `subunit_test_fail'
(.text+0x6d4): undefined reference to `subunit_test_pass'
(.text+0x6ef): undefined reference to `subunit_test_error'
collect2: error: ld returned 1 exit status
tests/CMakeFiles/test_factor_tri_simple_indef_valgrind.dir/build.make:129: recipe for target 'tests/test_factor_tri_simple_indef_valgrind' failed
Specifically, there seems to some linker error regarding libcheck. Could you look into the problem and maybe also update the travis file to include a build matrix containing some more recent Ubuntu distros like Focal and Bionic? Those should be supported ?!
Add a release/tag
Hello @felixlen, thanks a lot for working on trlib !
I am interested in adding trlib as package in conda-forge to simplify its installation (and also because it is a dependency of https://github.com/chrhansk/sleqp that I am also interested in packaging). For doing that, it would be useful to add git tags to indicate the point of the history that refer to a precise version. For example, I see that you are keeping a version number in CMake (see 0998af9), would you be interested in adding a tag to indicate which git commit in history is the trlib version 0.4?
Thanks a lot in advance, and if you are not interested in adding tags to the repo, no problem!
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