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10.0 10.0 1.0 27.28 MB

KVXOPT -- Python Software for Convex Optimization containing more wrappers suite-sparse.

License: Other

Python 33.72% C 63.24% JetBrains MPS 3.04%

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cuihantao avatar dariomangoni avatar erelson avatar jakirkham avatar jamesjer avatar johnyf avatar martinandersen avatar mattip avatar praecipue avatar sanurielf avatar tujian avatar

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cuihantao

kvxopt's Issues

user specified ordering

Great package! Just wonder whether the KLU solver supports custom ordering instead of the default AMD? I noticed cholmod supports this feature *1, but awkwardly I cannot find any documents about this for KLU.

BTW, I tried to search KLU as key words in this repo but cannot find any code related. Where should I find the relevant doc and source code? Sorry for this dumb question and thank you in advance!

Again, great package! KLU is FAST!

`pip check` failed, probably due to version number

Hello Uriel,

I hope all is well with you! I'm seeing some weird CI error from the ANDES Conda-forge builder.

Here's the log of a recent CI output:

https://dev.azure.com/conda-forge/84710dde-1620-425b-80d0-4cf5baca359d/_apis/build/builds/870561/logs/7

2024-02-04T21:00:18.2055603Z 
2024-02-04T21:00:18.2056437Z The following NEW packages will be INSTALLED:
2024-02-04T21:00:18.2056725Z 
2024-02-04T21:00:18.2057418Z     _libgcc_mutex:    0.1-conda_forge             conda-forge
2024-02-04T21:00:18.2058129Z     _openmp_mutex:    4.5-2_gnu                   conda-forge
2024-02-04T21:00:18.2058596Z     andes:            1.9.0-pyhd8ed1ab_0          local      
2024-02-04T21:00:18.2059053Z     brotli:           1.1.0-hd590300_1            conda-forge
2024-02-04T21:00:18.2059525Z     brotli-bin:       1.1.0-hd590300_1            conda-forge
2024-02-04T21:00:18.2059974Z     bzip2:            1.0.8-hd590300_5            conda-forge
2024-02-04T21:00:18.2060455Z     ca-certificates:  2024.2.2-hbcca054_0         conda-forge
2024-02-04T21:00:18.2060930Z     certifi:          2024.2.2-pyhd8ed1ab_0       conda-forge
2024-02-04T21:00:18.2061398Z     chardet:          5.2.0-py312h7900ff3_1       conda-forge
2024-02-04T21:00:18.2061862Z     colorama:         0.4.6-pyhd8ed1ab_0          conda-forge
2024-02-04T21:00:18.2062343Z     coloredlogs:      15.0.1-pyhd8ed1ab_3         conda-forge
2024-02-04T21:00:18.2062806Z     contourpy:        1.2.0-py312h8572e83_0       conda-forge
2024-02-04T21:00:18.2063320Z     cycler:           0.12.1-pyhd8ed1ab_0         conda-forge
2024-02-04T21:00:18.2063785Z     dill:             0.3.8-pyhd8ed1ab_0          conda-forge
2024-02-04T21:00:18.2064243Z     dsdp:             5.8-hd9d9efa_1203           conda-forge
2024-02-04T21:00:18.2064698Z     et_xmlfile:       1.1.0-pyhd8ed1ab_0          conda-forge
2024-02-04T21:00:18.2065152Z     fftw:             3.3.10-nompi_hc118613_108   conda-forge
2024-02-04T21:00:18.2065876Z     fonttools:        4.47.2-py312h98912ed_0      conda-forge
2024-02-04T21:00:18.2066385Z     freetype:         2.12.1-h267a509_2           conda-forge
2024-02-04T21:00:18.2066846Z     glpk:             5.0-h445213a_0              conda-forge
2024-02-04T21:00:18.2067299Z     gmp:              6.3.0-h59595ed_0            conda-forge
2024-02-04T21:00:18.2067748Z     gsl:              2.7-he838d99_0              conda-forge
2024-02-04T21:00:18.2068190Z     humanfriendly:    10.0-pyhd8ed1ab_6           conda-forge
2024-02-04T21:00:18.2068653Z     icu:              73.2-h59595ed_0             conda-forge
2024-02-04T21:00:18.2069113Z     kiwisolver:       1.4.5-py312h8572e83_1       conda-forge
2024-02-04T21:00:18.2069581Z     kvxopt:           1.3.2.0-py312h5c6e270_2     conda-forge
... (omitted)

2024-02-04T21:00:18.2103747Z 
2024-02-04T21:00:27.1061043Z Preparing transaction: ...working... done
2024-02-04T21:00:30.4037169Z Verifying transaction: ...working... done
2024-02-04T21:00:42.1839036Z Executing transaction: ...working... done
2024-02-04T21:00:42.2230809Z export PREFIX=/home/conda/feedstock_root/build_artifacts/andes_1707080235100/_test_env_placehold_placehold_placehold_placehold_placehold_placehold_placehold_placehold_placehold_placehold_placehold_placehold_placehold_placehold_placehold_placehold_placehold_placehold_
2024-02-04T21:00:42.2232005Z export SRC_DIR=/home/conda/feedstock_root/build_artifacts/andes_1707080235100/test_tmp
2024-02-04T21:00:42.6251963Z import: 'andes'
2024-02-04T21:00:43.2720397Z import: 'andes.core'
2024-02-04T21:00:43.2721665Z import: 'andes'
2024-02-04T21:00:43.2728591Z import: 'andes.core'
2024-02-04T21:00:43.3655459Z + pip check
2024-02-04T21:00:44.0219538Z andes 1.9.0 has requirement kvxopt>=1.3, but you have kvxopt 0.0.0.
2024-02-04T21:00:44.2317708Z WARNING: Tests failed for andes-1.9.0-pyhd8ed1ab_0.conda - moving package to /home/conda/feedstock_root/build_artifacts/broken

For some reason, the installed KVXOPT 1.3.2.0 is recognized as 0.0.0. I wonder if this is due to the use of non-conventional, four-digit semver by KVXOPT.

CHOLMOD memory leak

When running the tests with valgrind, the following memory leaks were found (repeated several times):

==697== 8 bytes in 1 blocks are still reachable in loss record 10 of 4,759
==697== at 0x483B7F3: malloc (in /usr/lib/x86_64-linux-gnu/valgrind/vgpreload_memcheck-amd64-linux.so)
==697== by 0x9700A2B: cholmod_l_malloc (in /usr/lib/x86_64-linux-gnu/libcholmod.so.3.0.14)
==697== by 0x96FBCF9: cholmod_l_allocate_work (in /usr/lib/x86_64-linux-gnu/libcholmod.so.3.0.14)
==697== by 0x9714A41: cholmod_l_analyze_p2 (in /usr/lib/x86_64-linux-gnu/libcholmod.so.3.0.14)
==697== by 0x9682F92: symbolic (cholmod.c:274)
==697== by 0x178751: _PyMethodDef_RawFastCallKeywords (call.c:690)
==697== by 0x1788DA: _PyCFunction_FastCallKeywords (call.c:730)
==697== by 0x222D3A: call_function (ceval.c:4568)
==697== by 0x22ED3F: _PyEval_EvalFrameDefault (ceval.c:3093)
==697== by 0x223E0F: PyEval_EvalFrameEx (ceval.c:547)
==697== by 0x224892: _PyEval_EvalCodeWithName (ceval.c:3930)
==697== by 0x178075: _PyFunction_FastCallKeywords (call.c:433)

and

==697== 40 bytes in 1 blocks are still reachable in loss record 98 of 4,759
==697== at 0x483B723: malloc (in /usr/lib/x86_64-linux-gnu/valgrind/vgpreload_memcheck-amd64-linux.so)
==697== by 0x483E017: realloc (in /usr/lib/x86_64-linux-gnu/valgrind/vgpreload_memcheck-amd64-linux.so)
==697== by 0x9A182AC: ??? (in /usr/lib/x86_64-linux-gnu/libgomp.so.1.0.0)
==697== by 0x9A27581: ??? (in /usr/lib/x86_64-linux-gnu/libgomp.so.1.0.0)
==697== by 0x9A1E8E0: GOMP_parallel (in /usr/lib/x86_64-linux-gnu/libgomp.so.1.0.0)
==697== by 0x97502D8: ??? (in /usr/lib/x86_64-linux-gnu/libcholmod.so.3.0.14)
==697== by 0x9753D27: cholmod_l_super_numeric (in /usr/lib/x86_64-linux-gnu/libcholmod.so.3.0.14)
==697== by 0x971645F: cholmod_l_factorize_p (in /usr/lib/x86_64-linux-gnu/libcholmod.so.3.0.14)
==697== by 0x971671A: cholmod_l_factorize (in /usr/lib/x86_64-linux-gnu/libcholmod.so.3.0.14)
==697== by 0x96813C7: numeric (cholmod.c:359)
==697== by 0x178751: _PyMethodDef_RawFastCallKeywords (call.c:690)
==697== by 0x1788DA: _PyCFunction_FastCallKeywords (call.c:730)

Segfault when linearly indexing a sparse matrix

MWE:

from kvxopt import spdiag, matrix

c = spdiag(matrix(range(1,1000)))
c[0:10000:30]

Segfaults on Python 3.9.7 on Ubuntu 20.04. KVXOPT version is 1.2.7.3. The code works fine with CVXOPT 1.2.7.

Wheels for Linux aarch64

This is a tremendous project, it solved the problem I was having with my Apple M1 processor.
However, I have run into a problem when generating a Docker image. The image creation fails when adding this package, as it does not have wheels for Linux ARM. Is there a possibility to add wheels for Linux aarch64?

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