oxfordcontrol / cdcs.jl Goto Github PK
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License: Other
Julia wrapper for CDCS (https://github.com/oxfordcontrol/CDCS/)
License: Other
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The dual values are infinite for infinity certificates which prevents distinguishing from a ray (1, 2) or a ray (2, 1) for instance since they would both be (Inf, Inf) IIUC.
This makes tests linear12
:
https://github.com/JuliaOpt/MathOptInterface.jl/blob/cbc37a5b8f1f20371598cc84f617a4a461f9877a/src/Test/contlinear.jl#L1452-L1507
and rotatedsoc2
:
https://github.com/JuliaOpt/MathOptInterface.jl/blob/cbc37a5b8f1f20371598cc84f617a4a461f9877a/src/Test/contconic.jl#L674-L750
fail. To reproduce the failue:
import CDCS; optimizer = CDCS.Optimizer(verbose=0, maxIter=4000);
using MathOptInterface
const MOI = MathOptInterface
const MOIU = MOI.Utilities
MOIU.@model(ModelData, (), (),
(MOI.Zeros, MOI.Nonnegatives, MOI.SecondOrderCone,
MOI.RotatedSecondOrderCone, MOI.PositiveSemidefiniteConeTriangle),
(), (), (), (MOI.VectorOfVariables,), (MOI.VectorAffineFunction,));
const cached = MOIU.CachingOptimizer(ModelData{Float64}(), optimizer);
const bridged = MOI.Bridges.full_bridge_optimizer(cached, Float64);
config = MOI.Test.TestConfig(atol=3e-2, rtol=3e-2)
MOI.Test.linear12test(bridged, config)
# output
Test Failed at /home/blegat/.julia/dev/MathOptInterface/src/Test/contlinear.jl:1499
Expression: ≈(-3 * cd1 + cd2, -bndyd, atol=atol, rtol=rtol)
Evaluated: NaN ≈ -Inf (atol=0.03, rtol=0.03)
ERROR: There was an error during testing
MOI.Test.rotatedsoc2test(bridged, config)
# output
Test Failed at /home/blegat/.julia/dev/MathOptInterface/src/Test/contconic.jl:745
Expression: ≈(vardual, -y, atol=atol, rtol=rtol)
Evaluated: [NaN, Inf, -Inf] ≈ [Inf, Inf, -Inf] (atol=0.03, rtol=0.03)
ERROR: There was an error during testing
The test linear15:
https://github.com/JuliaOpt/MathOptInterface.jl/blob/cbc37a5b8f1f20371598cc84f617a4a461f9877a/src/Test/contlinear.jl#L1663-L1713
does not finish even after 20000 iterations. Given how simple the problem is, it is probably a bug with a limit case in CDCS.
To reproduce the failue:
import CDCS; optimizer = CDCS.Optimizer(verbose=0, maxIter=20000);
using MathOptInterface
const MOI = MathOptInterface
const MOIU = MOI.Utilities
MOIU.@model(ModelData, (), (),
(MOI.Zeros, MOI.Nonnegatives, MOI.SecondOrderCone,
MOI.RotatedSecondOrderCone, MOI.PositiveSemidefiniteConeTriangle),
(), (), (), (MOI.VectorOfVariables,), (MOI.VectorAffineFunction,));
const cached = MOIU.CachingOptimizer(ModelData{Float64}(), optimizer);
const bridged = MOI.Bridges.full_bridge_optimizer(cached, Float64);
config = MOI.Test.TestConfig(atol=3e-2, rtol=3e-2)
MOI.Test.linear15test(bridged, config)
# output
>> Warning: CDCS reached the maximum number of iterations, and will not attempt
to complete the positive semidefinite variable. Your output will most
likely contain NaNs!
> In cdcs_hsde.setOutputs (line 58)
In cdcs_utils.setOutputs (line 14)
In cdcs (line 194)
Test Failed at /home/blegat/.julia/dev/MathOptInterface/src/Test/contlinear.jl:1700
Expression: MOI.get(model, MOI.TerminationStatus()) == config.optimal_status
Evaluated: ITERATION_LIMIT::TerminationStatusCode = 11 == OPTIMAL::TerminationStatusCode = 1
ERROR: There was an error during testing
@blegat why is this in oxfordcontrol
?
It seems like the only people to contribute are you and Joaquim: https://github.com/oxfordcontrol/CDCS.jl/graphs/contributors
When add
ing this package, my local MATLAB.jl
package gets downgraded. The latest version released on Github is 0.8.2, while the version fixed in CDCS's Project.toml is 0.7.3.
I still do not fully get how this versioning works in Julia. But I guess that in this case the CDCS.jl package is the blocker, isn't it? Would it be possible to relax the restriction to the now old 0.7.x versions of MATLAB.jl?
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