#include "glbopts.h" #include "linalg.h" #include "minunit.h" #include "problem_utils.h" #include "scs.h" #include "scs_matrix.h" #include "util.h" static const char *qafiro_tiny_qp(void) { ScsCone *k = (ScsCone *)scs_calloc(1, sizeof(ScsCone)); ScsData *d = (ScsData *)scs_calloc(1, sizeof(ScsData)); ScsSettings *stgs = (ScsSettings *)scs_calloc(1, sizeof(ScsSettings)); ScsSolution *sol = (ScsSolution *)scs_calloc(1, sizeof(ScsSolution)); ScsInfo info = {0}; scs_int exitflag; scs_float perr, derr; scs_int success; const char *fail; /* data */ scs_float Ax[] = { -1., -1.06, -1., -0.301, -1., 1., 1., -1., 1., 1., -1., 1., -1., -1., -1., -1.06, -1., -0.301, -1., -1., -1.06, -1., -0.313, -1., -1., -0.96, -1., -0.313, -1., -1., -0.86, -1., -0.326, -1., 1., -2.364, -1., 1., -2.386, -1., 1., -2.408, -1., 1., -2.429, -1., 1., -1.4, -1., 1., 1., -1., 1., -1., -1., -0.43, -1., -1., -0.109, -1., 1., 1., -1., 1., 1., -1., 1., 1., -1., 1., -1., -1., 1., -0.43, -1., -0.109, -1., 1., -0.43, -1., -0.108, -1., 1., -0.39, -1., -0.108, -1., 1., -0.37, -1., -0.107, -1., 1., -2.191, -1., 1., -2.219, -1., 1., -2.249, -1., 1., -2.279, -1., -1., -1.4, -1., 1., 1., -1., 1., -1., -1., 1., -1.}; scs_int Ai[] = {0, 1, 16, 24, 28, 0, 15, 29, 0, 22, 30, 1, 26, 31, 4, 5, 12, 25, 32, 4, 5, 11, 25, 33, 4, 5, 9, 25, 34, 4, 5, 10, 25, 35, 12, 21, 36, 11, 21, 37, 9, 21, 38, 10, 21, 39, 4, 15, 40, 4, 23, 41, 5, 27, 42, 6, 7, 13, 22, 43, 7, 14, 44, 7, 24, 45, 7, 21, 46, 6, 26, 47, 2, 3, 17, 23, 48, 2, 3, 18, 23, 49, 2, 3, 19, 23, 50, 2, 3, 20, 23, 51, 17, 21, 52, 18, 21, 53, 19, 21, 54, 20, 21, 55, 2, 14, 56, 2, 25, 57, 3, 27, 58, 2, 59}; scs_int Ap[] = {0, 5, 8, 11, 14, 19, 24, 29, 34, 37, 40, 43, 46, 49, 52, 55, 60, 63, 66, 69, 72, 77, 82, 87, 92, 95, 98, 101, 104, 107, 110, 113, 115}; scs_float Px[] = {10., 1., 10., 1., 1., 10.}; scs_int Pi[] = {0, 0, 1, 0, 1, 2}; scs_int Pp[] = {0, 1, 3, 6, 6, 6, 6, 6, 6, 6, 6, 6, 6, 6, 6, 6, 6, 6, 6, 6, 6, 6, 6, 6, 6, 6, 6, 6, 6, 6, 6, 6, 6}; scs_float b[] = { 0.00000000e+00, 0.00000000e+00, 4.40000000e+01, -2.22044605e-16, 0.00000000e+00, 0.00000000e+00, 0.00000000e+00, 0.00000000e+00, 1.00000000e+00, 0.00000000e+00, 0.00000000e+00, 0.00000000e+00, 0.00000000e+00, 0.00000000e+00, 0.00000000e+00, 0.00000000e+00, 0.00000000e+00, 0.00000000e+00, 0.00000000e+00, 0.00000000e+00, 0.00000000e+00, 0.00000000e+00, 0.00000000e+00, 0.00000000e+00, 0.00000000e+00, 0.00000000e+00, 0.00000000e+00, 0.00000000e+00, 0.00000000e+00, 0.00000000e+00, 0.00000000e+00, 0.00000000e+00, 0.00000000e+00, 0.00000000e+00, 0.00000000e+00, 0.00000000e+00, 0.00000000e+00, 0.00000000e+00, 0.00000000e+00, 0.00000000e+00, 0.00000000e+00, 0.00000000e+00, 0.00000000e+00, 0.00000000e+00, 0.00000000e+00, 0.00000000e+00, 0.00000000e+00, 0.00000000e+00, 0.00000000e+00, 0.00000000e+00, 0.00000000e+00, 0.00000000e+00, 0.00000000e+00, 0.00000000e+00, 0.00000000e+00, 0.00000000e+00, 0.00000000e+00, 0.00000000e+00, 0.00000000e+00, 0.00000000e+00}; scs_float c[] = {0., -0.4, 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., -0.32, 0., 0., 0., -0.6, 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., -0.48, 0., 0., 10.}; scs_int m = 60; scs_int n = 32; scs_float bl[] = { -1e+20, -1e+20, -1e+20, -1e+20, -1e+20, -1e+20, -1e+20, -1e+20, -1e+20, -1e+20, -1e+20, -1e+20, -1e+20, -1e+20, -1e+20, -1e+20, -1e+20, -1e+20, -1e+20, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0}; scs_float bu[] = {0.0, 0.0, 0.0, 80.0, 500.0, 0.0, 0.0, 80.0, 500.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 310.0, 300.0, 1e+20, 1e+20, 1e+20, 1e+20, 1e+20, 1e+20, 1e+20, 1e+20, 1e+20, 1e+20, 1e+20, 1e+20, 1e+20, 1e+20, 1e+20, 1e+20, 1e+20, 1e+20, 1e+20, 1e+20, 1e+20, 1e+20, 1e+20, 1e+20, 1e+20, 1e+20, 1e+20, 1e+20, 1e+20, 1e+20, 1e+20, 1e+20}; scs_int bsize = 52; scs_int z = 8; scs_float opt = -1.5907818; /* end data */ d->m = m; d->n = n; d->b = b; d->c = c; d->A = (ScsMatrix *)scs_calloc(1, sizeof(ScsMatrix)); d->P = (ScsMatrix *)scs_calloc(1, sizeof(ScsMatrix)); d->A->m = m; d->A->n = n; d->A->x = Ax; d->A->i = Ai; d->A->p = Ap; d->P->m = n; d->P->n = n; d->P->x = Px; d->P->i = Pi; d->P->p = Pp; k->bsize = bsize; k->bl = bl; k->bu = bu; k->z = z; scs_set_default_settings(stgs); stgs->eps_abs = 1e-7; stgs->eps_rel = 1e-7; stgs->eps_infeas = 1e-9; exitflag = scs(d, k, stgs, sol, &info); perr = info.pobj - opt; derr = info.dobj - opt; scs_printf("primal obj error %4e\n", perr); scs_printf("dual obj error %4e\n", derr); success = ABS(perr) < 1e-4 && ABS(derr) < 1e-4 && exitflag == SCS_SOLVED; mu_assert("qafiro_tiny_qp: SCS failed to produce outputflag SCS_SOLVED", success); fail = verify_solution_correct(d, k, stgs, &info, sol, exitflag); /* test warm-starting */ stgs->warm_start = 1; exitflag = scs(d, k, stgs, sol, &info); /* 25 iters should be enough if warm-started */ mu_assert("qafiro_tiny_qp: warm-start failure", info.iter <= 100); success = ABS(perr) < 1e-4 && ABS(derr) < 1e-4 && exitflag == SCS_SOLVED; mu_assert("qafiro_tiny_qp: SCS failed to produce outputflag SCS_SOLVED", success); /* test other settings */ stgs->warm_start = 0; stgs->normalize = 0; stgs->adaptive_scale = 0; stgs->acceleration_lookback = 10; stgs->acceleration_interval = 10; stgs->log_csv_filename = "qafiro_tiny_qp.csv"; exitflag = scs(d, k, stgs, sol, &info); perr = info.pobj - opt; derr = info.dobj - opt; scs_printf("primal obj error %4e\n", perr); scs_printf("dual obj error %4e\n", derr); success = ABS(perr) < 1e-4 && ABS(derr) < 1e-4 && exitflag == SCS_SOLVED; mu_assert("qafiro_tiny_qp: SCS failed to produce outputflag SCS_SOLVED", success); /* test other settings */ stgs->warm_start = 0; stgs->normalize = 0; stgs->adaptive_scale = 0; stgs->acceleration_lookback = -10; stgs->acceleration_interval = 10; stgs->log_csv_filename = "qafiro_tiny_qp.csv"; exitflag = scs(d, k, stgs, sol, &info); perr = info.pobj - opt; derr = info.dobj - opt; scs_printf("primal obj error %4e\n", perr); scs_printf("dual obj error %4e\n", derr); success = ABS(perr) < 1e-4 && ABS(derr) < 1e-4 && exitflag == SCS_SOLVED; mu_assert("qafiro_tiny_qp: SCS failed to produce outputflag SCS_SOLVED", success); SCS(free_sol)(sol); scs_free(d->A); scs_free(d->P); scs_free(k); scs_free(stgs); scs_free(d); return fail; }