From 7ab971eb7686589f89bca4d3de36d7a5a9c7725b Mon Sep 17 00:00:00 2001 From: kalmarek Date: Sat, 17 Oct 2020 02:08:51 +0200 Subject: [PATCH] update to SCS-0.7.0 --- Project.toml | 2 ++ src/sos_sdps.jl | 37 ++++++++++++++++++++++--------------- test/1712.07167.jl | 4 ++-- test/runtests.jl | 4 ++-- 4 files changed, 28 insertions(+), 19 deletions(-) diff --git a/Project.toml b/Project.toml index 7377501..e709ea0 100644 --- a/Project.toml +++ b/Project.toml @@ -12,6 +12,7 @@ IntervalArithmetic = "d1acc4aa-44c8-5952-acd4-ba5d80a2a253" JLD = "4138dd39-2aa7-5051-a626-17a0bb65d9c8" JuMP = "4076af6c-e467-56ae-b986-b466b2749572" LinearAlgebra = "37e2e46d-f89d-539d-b4ee-838fcccc9c8e" +SCS = "c946c3f1-0d1f-5ce8-9dea-7daa1f7e2d13" SparseArrays = "2f01184e-e22b-5df5-ae63-d93ebab69eaf" [compat] @@ -21,6 +22,7 @@ Groups = "^0.5.0" IntervalArithmetic = "^0.16.0" JLD = "^0.9.0" JuMP = "^0.20.0" +SCS = "^0.7.0" julia = "^1.3.0, ^1.4.0" [extras] diff --git a/src/sos_sdps.jl b/src/sos_sdps.jl index dc61529..29ad03d 100644 --- a/src/sos_sdps.jl +++ b/src/sos_sdps.jl @@ -205,22 +205,29 @@ end # ############################################################################### -function setwarmstart_scs!(m::JuMP.Model, warmstart) - solver_name(m) == "SCS" || throw("warmstarting defined only for SCS!") - primal, dual, slack = warmstart - m.moi_backend.optimizer.model.optimizer.sol.primal = primal - m.moi_backend.optimizer.model.optimizer.sol.dual = dual - m.moi_backend.optimizer.model.optimizer.sol.slack = slack +function setwarmstart!(m::JuMP.Model, warmstart) + if solver_name(m) == "SCS" + primal, dual, slack = warmstart + m.moi_backend.optimizer.model.optimizer.data.primal = primal + m.moi_backend.optimizer.model.optimizer.data.dual = dual + m.moi_backend.optimizer.model.optimizer.data.slack = slack + else + @warn "Setting warmstart for $(solver_name(m)) is not implemented! Ignoring..." + end return m end -function getwarmstart_scs(m::JuMP.Model) - solver_name(m) == "SCS" || return (primal=Float64[], dual=Float64[], slack=Float64[]) - warmstart = ( - primal = m.moi_backend.optimizer.model.optimizer.sol.primal, - dual = m.moi_backend.optimizer.model.optimizer.sol.dual, - slack = m.moi_backend.optimizer.model.optimizer.sol.slack - ) +function getwarmstart(m::JuMP.Model) + if solver_name(m) == "SCS" + warmstart = ( + primal = m.moi_backend.optimizer.model.optimizer.data.primal, + dual = m.moi_backend.optimizer.model.optimizer.data.dual, + slack = m.moi_backend.optimizer.model.optimizer.data.slack + ) + else + @warn "Saving warmstart for $(solver_name(m)) is not implemented!" + return (primal=Float64[], dual=Float64[], slack=Float64[]) + end return warmstart end @@ -230,7 +237,7 @@ function solve(m::JuMP.Model, with_optimizer::JuMP.OptimizerFactory, warmstart=n MOIU.attach_optimizer(m) if warmstart != nothing - setwarmstart_scs!(m, warmstart) + setwarmstart!(m, warmstart) end optimize!(m) @@ -238,7 +245,7 @@ function solve(m::JuMP.Model, with_optimizer::JuMP.OptimizerFactory, warmstart=n status = termination_status(m) - return status, getwarmstart_scs(m) + return status, getwarmstart(m) end function solve(solverlog::String, m::JuMP.Model, with_optimizer::JuMP.OptimizerFactory, warmstart=nothing) diff --git a/test/1712.07167.jl b/test/1712.07167.jl index 860cce1..7264d49 100644 --- a/test/1712.07167.jl +++ b/test/1712.07167.jl @@ -57,7 +57,7 @@ NAME = "SL($N,Z)_orbit" rm(NAME, recursive=true, force=true) - sett = PropertyT.Settings(NAME, G, S, autS, with_SCS(2000, accel=20); + sett = PropertyT.Settings(NAME, G, S, autS, with_SCS(1000, accel=20); upper_bound=1.3, force_compute=false) @info sett @@ -70,7 +70,7 @@ @test λ == PropertyT.spectral_gap(sett) @test PropertyT.check_property_T(sett) == false - sett = PropertyT.Settings(NAME, G, S, autS, with_SCS(15000, accel=20, warm_start=true); + sett = PropertyT.Settings(NAME, G, S, autS, with_SCS(2000, accel=20, warm_start=true); upper_bound=1.3, force_compute=true) @info sett diff --git a/test/runtests.jl b/test/runtests.jl index d6b4730..dfb0413 100644 --- a/test/runtests.jl +++ b/test/runtests.jl @@ -6,9 +6,9 @@ using JLD using JuMP, SCS -with_SCS(iters; accel=1, eps=1e-10, warm_start=true) = +with_SCS(iters; accel=0, eps=1e-10, warm_start=true) = with_optimizer(SCS.Optimizer, - linear_solver=SCS.Direct, max_iters=iters, + linear_solver=SCS.DirectSolver, max_iters=iters, acceleration_lookback=accel, eps=eps, warm_start=warm_start) include("1703.09680.jl")