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Generic and efficient MATLAB solver for nonsmooth optimization problems

Home Page: http://kul-forbes.github.io/ForBES/

License: GNU Lesser General Public License v3.0

MATLAB 95.98% C 3.91% M 0.11%
matlab matlab-solver numerical-optimization optimization optimization-algorithms

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forbes's Issues

@qp-message branch- ForBES message

ForBES gives messgae-"reached optimum" with adaptive nama and panoc on maros-meszaros- but problem not solved- for example choose two sets DTOC3 & DUALC2 with p_test_maros_meszaros.m

zerofpr crashes on lbfgs with MINGW

Matlab2017a on Windows 10 pro always crashes in zerofpr on the lbfgs.

example: run demo_lasso.m

  • fast FBS works just fine (no lbfgs used here so ...)
  • LBFGS crashes on the following line: (after the hessian was updated the first time... )
    dir = lbfgs(cache.S, cache.Y, cache.YS, H, ...
    -v, int32(cache.LBFGS_col), int32(cache.LBFGS_mem));

I have the same issue with Matlab 2016a (different pc, also Win10 pro) , however for some reason it doesn't always occur here.

some errors:


      Access violation detected at Sun Feb 25 14:52:11 2018

Configuration:
Crash Decoding : Disabled - No sandbox or build area path
Crash Mode : continue (default)
Current Graphics Driver: Unknown hardware
Default Encoding : windows-1252
Deployed : false
Graphics card 1 : Intel Corporation ( 0x8086 ) Intel(R) HD Graphics 4000 Version 10.18.10.4491
Graphics card 2 : NVIDIA ( 0x10de ) NVIDIA NVS 5400M Version 22.21.13.8205
Host Name : DESKTOP-4V9INPC
MATLAB Architecture : win64
MATLAB Entitlement ID: 1827771
MATLAB Root : C:\Program Files\MATLAB\R2017a
MATLAB Version : 9.2.0.556344 (R2017a)
OpenGL : hardware
Operating System : Microsoft Windows 10 Pro
Processor ID : x86 Family 6 Model 58 Stepping 9, GenuineIntel
Virtual Machine : Java 1.7.0_60-b19 with Oracle Corporation Java HotSpot(TM) 64-Bit Server VM mixed mode
Window System : Version 10.0 (Build 16299)

Fault Count: 1

Abnormal termination:
Access violation

Register State (from fault):
RAX = 0000000000000000 RBX = 000000003c9df060
RCX = 0000000000007530 RDX = 000000003ca19a00
RSP = 00000000043f9940 RBP = 00000000043f99c0
RSI = 0000000000007530 RDI = 0000000000000000

R8 = 0000000000000000 R9 = 000000009ddb5f80
R10 = 00000000043f9a10 R11 = 00000000043f97e0
R12 = 000000009df296c0 R13 = 000000003ca19a00
R14 = 000000003c9df060 R15 = 0000000041aeba20

RIP = 0000000025651475 EFL = 00010206

CS = 0033 FS = 0053 GS = 002b

Stack Trace (from fault):
[ 0] 0x0000000025651475 C:\Users\Zilleplus\Dropbox\thesis2017_2018\ForBES\ForBES-master\private\lbfgs.mexw64+00005237
[ 1] 0x0000000025651a64 C:\Users\Zilleplus\Dropbox\thesis2017_2018\ForBES\ForBES-master\private\lbfgs.mexw64+00006756 mexFunction+00001011
[ 2] 0x00000000fc5fd8c9 bin\win64\libmex.dll+00121033 mexRunMexFile+00000313
[ 3] 0x00000000fc5fc4f2 bin\win64\libmex.dll+00115954 mexFeature_mexver+00002130
[ 4] 0x00000000fc5fb306 bin\win64\libmex.dll+00111366 mexUnlock+00023430
[ 5] 0x0000000017a544d4 bin\win64\pgo\m_dispatcher.dll+00017620 Mfh_file::dispatch_fh_impl+00000820
[ 6] 0x0000000017a54196 bin\win64\pgo\m_dispatcher.dll+00016790 Mfh_file::dispatch_fh+00000062
[ 7] 0x0000000017a598fd bin\win64\pgo\m_dispatcher.dll+00039165 Mfunction_handle::dispatch+00001037
[ 8] 0x000000001878aadd bin\win64\pgo\m_lxe.dll+00240349
[ 9] 0x00000000187726c9 bin\win64\pgo\m_lxe.dll+00141001
[ 10] 0x00000000187732f3 bin\win64\pgo\m_lxe.dll+00144115
[ 11] 0x000000001877474c bin\win64\pgo\m_lxe.dll+00149324
[ 12] 0x0000000018775288 bin\win64\pgo\m_lxe.dll+00152200
[ 13] 0x000000001877498f bin\win64\pgo\m_lxe.dll+00149903
[ 14] 0x0000000018768c4b bin\win64\pgo\m_lxe.dll+00101451
[ 15] 0x000000001877004a bin\win64\pgo\m_lxe.dll+00131146
[ 16] 0x000000001876f7d0 bin\win64\pgo\m_lxe.dll+00128976
[ 17] 0x0000000018848caf bin\win64\pgo\m_lxe.dll+01019055 boost::serialization::singleton<boost::archive::detail::iserializer<boost::archive::binaryTerm_iarchive,std::vector<boost::shared_ptrMathWorks::lxe::MatlabIrTree,std::allocator<boost::shared_ptrMathWorks::lxe::MatlabIrTree > > > >::get_instance+00029043
[ 18] 0x0000000018848e1f bin\win64\pgo\m_lxe.dll+01019423 boost::serialization::singleton<boost::archive::detail::iserializer<boost::archive::binaryTerm_iarchive,std::vector<boost::shared_ptrMathWorks::lxe::MatlabIrTree,std::allocator<boost::shared_ptrMathWorks::lxe::MatlabIrTree > > > >::get_instance+00029411
[ 19] 0x0000000018848db1 bin\win64\pgo\m_lxe.dll+01019313 boost::serialization::singleton<boost::archive::detail::iserializer<boost::archive::binaryTerm_iarchive,std::vector<boost::shared_ptrMathWorks::lxe::MatlabIrTree,std::allocator<boost::shared_ptrMathWorks::lxe::MatlabIrTree > > > >::get_instance+00029301
[ 20] 0x0000000017a544d4 bin\win64\pgo\m_dispatcher.dll+00017620 Mfh_file::dispatch_fh_impl+00000820
[ 21] 0x0000000017a54196 bin\win64\pgo\m_dispatcher.dll+00016790 Mfh_file::dispatch_fh+00000062
[ 22] 0x0000000017a598fd bin\win64\pgo\m_dispatcher.dll+00039165 Mfunction_handle::dispatch+00001037
[ 23] 0x0000000018788cea bin\win64\pgo\m_lxe.dll+00232682
[ 24] 0x00000000189181bb bin\win64\pgo\m_lxe.dll+01868219 boost::archive::detail::iserializer<boost::archive::binaryTerm_iarchive,std::vector<MathWorks::lxe::MatlabIrTree * __ptr64,std::allocator<MathWorks::lxe::MatlabIrTree * __ptr64> > >::load_object_data+00366027
[ 25] 0x00000000187726c9 bin\win64\pgo\m_lxe.dll+00141001
[ 26] 0x00000000187732f3 bin\win64\pgo\m_lxe.dll+00144115
[ 27] 0x000000001877474c bin\win64\pgo\m_lxe.dll+00149324
[ 28] 0x0000000018775288 bin\win64\pgo\m_lxe.dll+00152200
[ 29] 0x000000001877498f bin\win64\pgo\m_lxe.dll+00149903
[ 30] 0x0000000018768c4b bin\win64\pgo\m_lxe.dll+00101451
[ 31] 0x000000001877004a bin\win64\pgo\m_lxe.dll+00131146
[ 32] 0x000000001876f7d0 bin\win64\pgo\m_lxe.dll+00128976
[ 33] 0x00000000188c5d0f bin\win64\pgo\m_lxe.dll+01531151 boost::archive::detail::iserializer<boost::archive::binaryTerm_iarchive,std::vector<MathWorks::lxe::MatlabIrTree * __ptr64,std::allocator<MathWorks::lxe::MatlabIrTree * __ptr64> > >::load_object_data+00028959
[ 34] 0x00000000188c52d3 bin\win64\pgo\m_lxe.dll+01528531 boost::archive::detail::iserializer<boost::archive::binaryTerm_iarchive,std::vector<MathWorks::lxe::MatlabIrTree * __ptr64,std::allocator<MathWorks::lxe::MatlabIrTree * __ptr64> > >::load_object_data+00026339
[ 35] 0x00000000188c51b9 bin\win64\pgo\m_lxe.dll+01528249 boost::archive::detail::iserializer<boost::archive::binaryTerm_iarchive,std::vector<MathWorks::lxe::MatlabIrTree * __ptr64,std::allocator<MathWorks::lxe::MatlabIrTree * __ptr64> > >::load_object_data+00026057
[ 36] 0x0000000018950ea9 bin\win64\pgo\m_lxe.dll+02100905 boost::archive::detail::iserializerboost::archive::binaryTerm_iarchive,MathWorks::lxe::MatlabIrTree::load_object_data+00015609
[ 37] 0x0000000018950e32 bin\win64\pgo\m_lxe.dll+02100786 boost::archive::detail::iserializerboost::archive::binaryTerm_iarchive,MathWorks::lxe::MatlabIrTree::load_object_data+00015490
[ 38] 0x00000000188c30dd bin\win64\pgo\m_lxe.dll+01519837 boost::archive::detail::iserializer<boost::archive::binaryTerm_iarchive,std::vector<MathWorks::lxe::MatlabIrTree * __ptr64,std::allocator<MathWorks::lxe::MatlabIrTree * __ptr64> > >::load_object_data+00017645
[ 39] 0x0000000017d3d0cb bin\win64\pgo\m_interpreter.dll+00446667 inEvalCmdWithLocalReturn+00000063
[ 40] 0x00000000fb60923d bin\win64\libmwbridge.dll+00102973 mnGetPrompt+00013165
[ 41] 0x00000000fb60a2f3 bin\win64\libmwbridge.dll+00107251 mnParser+00001107
[ 42] 0x00000000179075f1 bin\win64\mcr.dll+00226801 mcr::runtime::setInterpreterThreadSingletonToCurrent+00027889
[ 43] 0x00000000179064e7 bin\win64\mcr.dll+00222439 mcr::runtime::setInterpreterThreadSingletonToCurrent+00023527
[ 44] 0x0000000017906563 bin\win64\mcr.dll+00222563 mcr::runtime::setInterpreterThreadSingletonToCurrent+00023651
[ 45] 0x0000000017906e81 bin\win64\mcr.dll+00224897 mcr::runtime::setInterpreterThreadSingletonToCurrent+00025985
[ 46] 0x00000000fd01e647 bin\win64\iqm.dll+00583239 iqm::UserEvalPlugin::pre+00030695
[ 47] 0x00000000fd02af8c bin\win64\iqm.dll+00634764 iqm::UserEvalPlugin::pre+00082220
[ 48] 0x00000000fd018770 bin\win64\iqm.dll+00558960 iqm::UserEvalPlugin::pre+00006416
[ 49] 0x00000000fd02de9a bin\win64\iqm.dll+00646810 iqm::UserEvalPlugin::pre+00094266
[ 50] 0x00000000fcffad17 bin\win64\iqm.dll+00437527 iqm::PackagedTaskPlugin::PackagedTaskPlugin+00000727
[ 51] 0x00000000fcffb36f bin\win64\iqm.dll+00439151 iqm::PackagedTaskPlugin::execute+00000575
[ 52] 0x00000000fcffad89 bin\win64\iqm.dll+00437641 iqm::PackagedTaskPlugin::PackagedTaskPlugin+00000841
[ 53] 0x00000000fcffb1e4 bin\win64\iqm.dll+00438756 iqm::PackagedTaskPlugin::execute+00000180
[ 54] 0x00000000fcfd111a bin\win64\iqm.dll+00266522 iqm::Iqm::setupIqmFcnPtrs+00072250
[ 55] 0x00000000fcfd0ff3 bin\win64\iqm.dll+00266227 iqm::Iqm::setupIqmFcnPtrs+00071955
[ 56] 0x00000000fcfb7b95 bin\win64\iqm.dll+00162709 iqm::Iqm::deliver+00003349
[ 57] 0x00000000fcfb8815 bin\win64\iqm.dll+00165909 iqm::Iqm::deliver+00006549
[ 58] 0x0000000180106383 bin\win64\libmwservices.dll+01074051 services::system_events::PpeDispatchHook::dispatchOne+00019811
[ 59] 0x000000018010abe3 bin\win64\libmwservices.dll+01092579 sysq::addProcessPendingEventsUnitTestHook+00002099
[ 60] 0x000000018010add0 bin\win64\libmwservices.dll+01093072 sysq::addProcessPendingEventsUnitTestHook+00002592
[ 61] 0x000000018010c095 bin\win64\libmwservices.dll+01097877 sysq::getCondition+00003269
[ 62] 0x000000018010cf8f bin\win64\libmwservices.dll+01101711 svWS_ProcessPendingEvents+00000287
[ 63] 0x000000001790795e bin\win64\mcr.dll+00227678 mcr::runtime::setInterpreterThreadSingletonToCurrent+00028766
[ 64] 0x0000000017908046 bin\win64\mcr.dll+00229446 mcr::runtime::setInterpreterThreadSingletonToCurrent+00030534
[ 65] 0x00000000178fe832 bin\win64\mcr.dll+00190514 mcr_process_events+00010210
[ 66] 0x0000000017900782 bin\win64\mcr.dll+00198530 mcr_process_events+00018226
[ 67] 0x00000000177ec21e bin\win64\MVMLocal.dll+00246302 mvm_server::inproc::LocalFactory::terminate+00073982
[ 68] 0x00000000fa95a3d9 bin\win64\mvm.dll+01221593 mvm::detail::initLocalMvmHack+00000521
[ 69] 0x00000000fa95ab25 bin\win64\mvm.dll+01223461 mvm::detail::SessionImpl::privateSession+00000533
[ 70] 0x00000000fa95ad31 bin\win64\mvm.dll+01223985 mvm::detail::SessionImpl::privateSession+00001057
[ 71] 0x0000000140006fd5 bin\win64\MATLAB.exe+00028629
[ 72] 0x0000000140007661 bin\win64\MATLAB.exe+00030305
[ 73] 0x00007ffba6f81fe4 C:\WINDOWS\System32\KERNEL32.DLL+00073700 BaseThreadInitThunk+00000020
[ 74] 0x00007ffba70cefc1 C:\WINDOWS\SYSTEM32\ntdll.dll+00454593 RtlUserThreadStart+00000033

This error was detected while a MEX-file was running. If the MEX-file
is not an official MathWorks function, please examine its source code
for errors. Please consult the External Interfaces Guide for information
on debugging MEX-files.

If this problem is reproducible, please submit a Service Request via:
http://www.mathworks.com/support/contact_us/

A technical support engineer might contact you with further information.

Thank you for your help.

Matrix-free operations

I am trying to solve a problem with a standard least-squares cost where the matrix A is not explicitly available. I thought it was possible to do that using linop but when I try to run the code I get an error:

Undefined operator '*' for input arguments of type 'struct'.

Error in ProblemComposite/EstimateLipschitz>@(x)vec(prob.C1'(prob.Q(prob.C1reshape(x,prob.n)))) (line 15)
funHessian = @(x) vec(prob.C1'(prob.Q(prob.C1reshape(x, prob.n))));

It seems that there is no possibility of using a linear operator instead of a full matrix in aff?
How can this be fixed?

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