florianschwendinger / scs Goto Github PK
View Code? Open in Web Editor NEWR interface to the scs solver
R interface to the scs solver
Hello, thank you for the great work!
(first GitHub post of my life :)
solut2 = psolve( prob1,verbose=FALSE,solver="SCS",max_iters=20000,warm_start=FALSE)
I do not get any output such as (from an Rstudio session) ….
----------------------------------------------------------------------------
SCS v2.1.1 - Splitting Conic Solver
(c) Brendan O'Donoghue, Stanford University, 2012
----------------------------------------------------------------------------
Lin-sys: sparse-direct, nnz in A = 6015
eps = 1.00e-005, alpha = 1.50, max_iters = 20000, normalize = 1, scale = 1.00
acceleration_lookback = 10, rho_x = 1.00e-003
Variables n = 505, constraints m = 1011
Cones: linear vars: 1011
Setup time: 1.22e-003s
----------------------------------------------------------------------------
Iter | pri res | dua res | rel gap | pri obj | dua obj | kap/tau | time (s)
----------------------------------------------------------------------------
0|3.82e+020 2.01e+020 1.00e+000 -1.74e+023 1.52e+020 3.51e+023 9.52e-005
100|6.81e-003 1.52e-002 2.25e-003 8.29e+001 8.25e+001 9.14e-014 4.24e-002
200|1.08e-003 3.81e-003 6.66e-004 8.28e+001 8.27e+001 1.01e-013 8.31e-002
….
----------------------------------------------------------------------------
Status: Solved
Timing: Solve time: 1.24e+000s
Lin-sys: nnz in L factor: 10041, avg solve time: 1.85e-005s
Cones: avg projection time: 5.81e-007s
Acceleration: avg step time: 3.90e-004s
----------------------------------------------------------------------------
Error metrics:
dist(s, K) = 1.5322e-015, dist(y, K*) = 0.0000e+000, s'y/|s||y| = 2.7636e-016
primal res: |Ax + s - b|_2 / (1 + |b|_2) = 1.4158e-006
dual res: |A'y + c|_2 / (1 + |c|_2) = 7.6361e-006
rel gap: |c'x + b'y| / (1 + |c'x| + |b'y|) = 1.0912e-006
----------------------------------------------------------------------------
c'x = 82.6803, -b'y = 82.6805
============================================================================
2100|2.22e-005 1.94e-005 5.30e-006 8.27e+001 8.27e+001 1.33e-013 8.69e-001
2200|2.11e-005 1.54e-005 8.72e-007 8.27e+001 8.27e+001 3.67e-014 9.17e-001
2300|2.05e-005 1.29e-005 5.29e-007 8.27e+001 8.27e+001 5.05e-014 9.64e-001
> solut2 = psolve( prob1,verbose=FALSE,solver="SCS",max_iters=20000,warm_start=FALSE)
>
> solut2 = psolve( prob1,verbose=FALSE,solver="SCS",max_iters=20000,warm_start=FALSE)
>
> solut2 = psolve( prob1,verbose=TRUE,solver="SCS",max_iters=20000,warm_start=FALSE)
2400|2.30e-002 1.72e-002 2.69e-004 8.26e+001 8.27e+001 2.33e-014 1.01e+000
2500|1.82e-005 1.50e-005 6.01e-006 8.27e+001 8.27e+001 1.65e-014 1.06e+000
2600|2.20e-005 1.80e-005 3.31e-007 8.27e+001 8.27e+001 7.10e-014 1.12e+000
2700|2.71e-005 1.34e-004 3.20e-006 8.27e+001 8.27e+001 1.36e-014 1.16e+000
2800|6.47e-006 1.41e-005 5.42e-007 8.27e+001 8.27e+001 5.70e-014 1.20e+000
2900|1.42e-006 7.64e-006 1.09e-006 8.27e+001 8.27e+001 7.07e-014 1.24e+000
----------------------------------------------------------------------------
Status: Solved
Timing: Solve time: 1.24e+000s
Lin-sys: nnz in L factor: 10041, avg solve time: 1.85e-005s
Cones: avg projection time: 5.81e-007s
Acceleration: avg step time: 3.90e-004s
----------------------------------------------------------------------------
Error metrics:
dist(s, K) = 1.5322e-015, dist(y, K*) = 0.0000e+000, s'y/|s||y| = 2.7636e-016
primal res: |Ax + s - b|_2 / (1 + |b|_2) = 1.4158e-006
dual res: |A'y + c|_2 / (1 + |c|_2) = 7.6361e-006
rel gap: |c'x + b'y| / (1 + |c'x| + |b'y|) = 1.0912e-006
----------------------------------------------------------------------------
c'x = 82.6803, -b'y = 82.6805
============================================================================
> sessionInfo()
R version 3.6.1 (2019-07-05)
Platform: x86_64-w64-mingw32/x64 (64-bit)
Running under: Windows 10 x64 (build 17763)
….
other attached packages:
[1] scs_1.3-2 CVXR_0.99-7 tidyr_1.0.0 dplyr_0.8.3 tibble_2.1.3 R.utils_2.9.0 R.oo_1.23.0 R.methodsS3_1.7.1 stringr_1.4.0 Matrix_1.2-17
loaded via a namespace (and not attached):
[1] Rcpp_1.0.3 magrittr_1.5 bit_1.1-14 tidyselect_0.2.5 lattice_0.20-38 R6_2.4.1 rlang_0.4.2 tools_3.6.1 grid_3.6.1 bit64_0.9-7 assertthat_0.2.1 lifecycle_0.1.0
[13] crayon_1.3.4 gmp_0.5-13.5 ECOSolveR_0.5.3 purrr_0.3.3 vctrs_0.2.0 zeallot_0.1.0 glue_1.3.1 stringi_1.4.3 Rmpfr_0.7-2 compiler_3.6.1 pillar_1.4.2 backports_1.1.5
[25] pkgconfig_2.0.3
>
I cannot be sure this is due to scs as opposed to CVXR.. what do you think?
Best regards, let me know if I can help.
Dear maintainer,
package scs_3.2.3.tar.gz does not pass the incoming checks automatically, please see the following pre-tests:
Windows: https://win-builder.r-project.org/incoming_pretest/scs_3.2.3_20230411_110315/Windows/00check.log
Status: OK
Debian: https://win-builder.r-project.org/incoming_pretest/scs_3.2.3_20230411_110315/Debian/00check.log
Status: 1 NOTE
Last released version's CRAN status: NOTE: 12, WARNING: 2
See: https://CRAN.R-project.org/web/checks/check_results_scs.html
CRAN Web: https://cran.r-project.org/package=scs
Please fix all problems and resubmit a fixed version via the webform.
If you are not sure how to fix the problems shown, please ask for help on the R-package-devel mailing list:
https://stat.ethz.ch/mailman/listinfo/r-package-devel
If you are fairly certain the rejection is a false positive, please reply-all to this message and explain.
More details are given in the directory:
https://win-builder.r-project.org/incoming_pretest/scs_3.2.3_20230411_110315/
The files will be removed after roughly 7 days.
*** Strong rev. depends ***: CVXR ROI.plugin.scs
Best regards,
CRAN teams' auto-check service
Flavor: r-devel-linux-x86_64-debian-gcc, r-devel-windows-x86_64
Check: CRAN incoming feasibility, Result: Note_to_CRAN_maintainers
Maintainer: 'Florian Schwendinger [email protected]'
Flavor: r-devel-linux-x86_64-debian-gcc
Check: compilation flags used, Result: NOTE
Compilation used the following non-portable flag(s):
'-Wwrite-strings'
Can this library able to support scs with OpenMP enabled?
Hi Florian,
The new version of SCS I'm about to release is overall much faster and more reliable, as well as supporting quadratics in the objective natively (and other new features).
The SCS 3.0 PR is here: cvxgrp/scs#169
If you have any spare cycles it also would be great to have your input on the website, in particular the R API, install instructions, and an example or two. The website would name you as the maintainer of the API of course.
Current API page here: https://www.cvxgrp.org/scs/api/index.html#interfaces
Here is the website source: https://github.com/cvxgrp/scs/tree/3.0.0/docs/src
I've just released v3.2.3 which comes with several improvements, see notes: https://github.com/cvxgrp/scs/releases/tag/3.2.3
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