kalmar/PropertyT.jl
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update to SCS-0.7.0

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kalmarek 2020-10-17 02:08:51 +02:00
parent 6992840899
commit 7ab971eb76
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GPG Key ID: 8BF1A3855328FC15
4 changed files with 28 additions and 19 deletions
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2
Project.toml
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@ -12,6 +12,7 @@ IntervalArithmetic = "d1acc4aa-44c8-5952-acd4-ba5d80a2a253"
JLD = "4138dd39-2aa7-5051-a626-17a0bb65d9c8" JLD = "4138dd39-2aa7-5051-a626-17a0bb65d9c8"
JuMP = "4076af6c-e467-56ae-b986-b466b2749572" JuMP = "4076af6c-e467-56ae-b986-b466b2749572"
LinearAlgebra = "37e2e46d-f89d-539d-b4ee-838fcccc9c8e" LinearAlgebra = "37e2e46d-f89d-539d-b4ee-838fcccc9c8e"
SCS = "c946c3f1-0d1f-5ce8-9dea-7daa1f7e2d13"
SparseArrays = "2f01184e-e22b-5df5-ae63-d93ebab69eaf" SparseArrays = "2f01184e-e22b-5df5-ae63-d93ebab69eaf"
[compat] [compat]
@ -21,6 +22,7 @@ Groups = "^0.5.0"
IntervalArithmetic = "^0.16.0" IntervalArithmetic = "^0.16.0"
JLD = "^0.9.0" JLD = "^0.9.0"
JuMP = "^0.20.0" JuMP = "^0.20.0"
SCS = "^0.7.0"
julia = "^1.3.0, ^1.4.0" julia = "^1.3.0, ^1.4.0"
[extras] [extras]

31
src/sos_sdps.jl
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@ -205,22 +205,29 @@ end
# #
############################################################################### ###############################################################################
function setwarmstart_scs!(m::JuMP.Model, warmstart) function setwarmstart!(m::JuMP.Model, warmstart)
solver_name(m) == "SCS" || throw("warmstarting defined only for SCS!") if solver_name(m) == "SCS"
primal, dual, slack = warmstart primal, dual, slack = warmstart
m.moi_backend.optimizer.model.optimizer.sol.primal = primal m.moi_backend.optimizer.model.optimizer.data.primal = primal
m.moi_backend.optimizer.model.optimizer.sol.dual = dual m.moi_backend.optimizer.model.optimizer.data.dual = dual
m.moi_backend.optimizer.model.optimizer.sol.slack = slack m.moi_backend.optimizer.model.optimizer.data.slack = slack
else
@warn "Setting warmstart for $(solver_name(m)) is not implemented! Ignoring..."
end
return m return m
end end
function getwarmstart_scs(m::JuMP.Model) function getwarmstart(m::JuMP.Model)
solver_name(m) == "SCS" || return (primal=Float64[], dual=Float64[], slack=Float64[]) if solver_name(m) == "SCS"
warmstart = ( warmstart = (
primal = m.moi_backend.optimizer.model.optimizer.sol.primal, primal = m.moi_backend.optimizer.model.optimizer.data.primal,
dual = m.moi_backend.optimizer.model.optimizer.sol.dual, dual = m.moi_backend.optimizer.model.optimizer.data.dual,
slack = m.moi_backend.optimizer.model.optimizer.sol.slack 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 return warmstart
end end
@ -230,7 +237,7 @@ function solve(m::JuMP.Model, with_optimizer::JuMP.OptimizerFactory, warmstart=n
MOIU.attach_optimizer(m) MOIU.attach_optimizer(m)
if warmstart != nothing if warmstart != nothing
setwarmstart_scs!(m, warmstart) setwarmstart!(m, warmstart)
end end
optimize!(m) optimize!(m)
@ -238,7 +245,7 @@ function solve(m::JuMP.Model, with_optimizer::JuMP.OptimizerFactory, warmstart=n
status = termination_status(m) status = termination_status(m)
return status, getwarmstart_scs(m) return status, getwarmstart(m)
end end
function solve(solverlog::String, m::JuMP.Model, with_optimizer::JuMP.OptimizerFactory, warmstart=nothing) function solve(solverlog::String, m::JuMP.Model, with_optimizer::JuMP.OptimizerFactory, warmstart=nothing)

4
test/1712.07167.jl
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@ -57,7 +57,7 @@
NAME = "SL($N,Z)_orbit" NAME = "SL($N,Z)_orbit"
rm(NAME, recursive=true, force=true) 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) upper_bound=1.3, force_compute=false)
@info sett @info sett
@ -70,7 +70,7 @@
@test λ == PropertyT.spectral_gap(sett) @test λ == PropertyT.spectral_gap(sett)
@test PropertyT.check_property_T(sett) == false @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) upper_bound=1.3, force_compute=true)
@info sett @info sett

4
test/runtests.jl
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@ -6,9 +6,9 @@ using JLD
using JuMP, SCS 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, 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) acceleration_lookback=accel, eps=eps, warm_start=warm_start)
include("1703.09680.jl") include("1703.09680.jl")