dual variables handling in SDP solver(s) #20506

dimpase · 2016-04-27T08:09:54Z

At present only primal variables are made available in SemidefiniteProgram(), although the dual variables are typically also provided by backends. This ticket added access to dual (and slack) variables.

Depends on #19072

CC: @sagetrac-srobik @mkoeppe @kiwifb

Component: numerical

Author: Dima Pasechnik

Branch: 572b630

Reviewer: Matthias Koeppe

Issue created by migration from https://trac.sagemath.org/ticket/20506

The text was updated successfully, but these errors were encountered:

dimpase · 2016-04-27T08:12:01Z

comment:1

the dependence on #19072 may be ignored for all practical purposes.

mkoeppe · 2016-04-27T08:27:47Z

comment:2

I'm a bit puzzled why you would want doctests for the particular floating point noise that you get from this version of the solver. Seems like extra work every time the package is upgraded?

dimpase · 2016-04-27T08:51:10Z

comment:3

Replying to @mkoeppe:

I'm a bit puzzled why you would want doctests for the particular floating point noise that you get from this version of the solver. Seems like extra work every time the package is upgraded?

I tried to round things using '...' etc as much as possible. I can in principle go
further with replacing things like

    sage: (p.slack(0)*p.dual_variable(0)).trace()
    1.71...e-07

by

    sage: 0.0e0 <= (p.slack(0)*p.dual_variable(0)).trace() < 1.75e-07
    True

Eventually we should think how to adapt your testing framework to SDP.

mkoeppe · 2016-04-27T19:50:47Z

comment:4

How about

sage: (p.slack(0)*p.dual_variable(0)).trace()  # tol 1e-6
0

sagetrac-git · 2016-04-28T00:54:50Z

Changed commit from 73e2bf6 to df80c5a

sagetrac-git · 2016-04-28T00:54:50Z

Branch pushed to git repo; I updated commit sha1. New commits:

`df80c5a`	`using #tol`

dimpase · 2016-04-28T00:55:23Z

comment:6

Replying to @mkoeppe:

How about

sage: (p.slack(0)*p.dual_variable(0)).trace()  # tol 1e-6
0

good idea, fixed!

mkoeppe · 2016-04-28T01:07:00Z

comment:7

There are more places in the file that could use the #tol.
And perhaps there should be an example in which the slack is not 0.

sagetrac-git · 2016-04-28T06:45:32Z

Branch pushed to git repo; I updated commit sha1. New commits:

`b91e62d`	`example with non-0 slack`

sagetrac-git · 2016-04-28T06:45:32Z

Changed commit from df80c5a to b91e62d

dimpase · 2016-04-28T06:46:33Z

comment:9

Replying to @mkoeppe:

There are more places in the file that could use the #tol.

I did add it all over the place, in fact.

And perhaps there should be an example in which the slack is not 0.

OK, see the last commit.

mkoeppe · 2016-04-28T06:54:58Z

comment:10

I mean these ones in cvxopt_sdp_backend.

    cpdef dual_variable(self, int i, sparse=False):
[...]
            sage: p.add_constraint(b1*x[0] + b2*x[1] <= b3)
            sage: p.solve()
            -2.9999999...
            sage: B=p.get_backend()
            sage: x=p.get_values(x).values()
            sage: -(a3*B.dual_variable(0)).trace()-(b3*B.dual_variable(1)).trace()
            -3.0000000...

sagetrac-git · 2016-04-28T08:05:31Z

Changed commit from b91e62d to 462e5b1

sagetrac-git · 2016-04-28T08:05:31Z

Branch pushed to git repo; I updated commit sha1. New commits:

`462e5b1`	`more #tol tags`

mkoeppe · 2016-04-28T17:56:51Z

comment:12

The patchbot complains about decreased coverage; probably _get_answer

sagetrac-git · 2016-04-28T18:23:53Z

Changed commit from 462e5b1 to 604153b

sagetrac-git · 2016-04-28T18:23:53Z

Branch pushed to git repo; I updated commit sha1. New commits:

`604153b`	`extra test, two useless lines removed`

dimpase · 2016-04-28T18:25:33Z

comment:14

Replying to @mkoeppe:

The patchbot complains about decreased coverage; probably _get_answer

thanks; hopefully fixed now.

mkoeppe · 2016-04-29T05:39:44Z

comment:15

Looking good.

mkoeppe · 2016-04-29T05:39:44Z

Reviewer: Matthias Koeppe

vbraun · 2016-04-29T20:16:17Z

comment:16

sage -t --long src/sage/numerical/sdp.pyx
**********************************************************************
File "src/sage/numerical/sdp.pyx", line 73, in sage.numerical.sdp
Failed example:
    opt = p.solve()
Exception raised:
    Traceback (most recent call last):
      File "/Users/buildslave-sage/slave/sage_git/build/local/lib/python2.7/site-packages/sage/doctest/forker.py", line 496, in _run
        self.compile_and_execute(example, compiler, test.globs)
      File "/Users/buildslave-sage/slave/sage_git/build/local/lib/python2.7/site-packages/sage/doctest/forker.py", line 858, in compile_and_execute
        exec(compiled, globs)
      File "<doctest sage.numerical.sdp[15]>", line 1, in <module>
        opt = p.solve()
      File "sage/numerical/sdp.pyx", line 946, in sage.numerical.sdp.SemidefiniteProgram.solve (/Users/buildslave-sage/slave/sage_git/build/src/build/cythonized/sage/numerical/sdp.c:7984)
        self._backend.solve()
      File "sage/numerical/backends/cvxopt_sdp_backend.pyx", line 424, in sage.numerical.backends.cvxopt_sdp_backend.CVXOPTSDPBackend.solve (/Users/buildslave-sage/slave/sage_git/build/src/build/cythonized/sage/numerical/backends/cvxopt_sdp_backend.c:5326)
        raise SDPSolverException("CVXOPT: Terminated early due to numerical difficulties or because the maximum number of iterations was reached.")
    SDPSolverException: CVXOPT: Terminated early due to numerical difficulties or because the maximum number of iterations was reached.
**********************************************************************
File "src/sage/numerical/sdp.pyx", line 78, in sage.numerical.sdp
Failed example:
    print 'Objective Value:', round(opt,3)
Exception raised:
    Traceback (most recent call last):
      File "/Users/buildslave-sage/slave/sage_git/build/local/lib/python2.7/site-packages/sage/doctest/forker.py", line 496, in _run
        self.compile_and_execute(example, compiler, test.globs)
      File "/Users/buildslave-sage/slave/sage_git/build/local/lib/python2.7/site-packages/sage/doctest/forker.py", line 858, in compile_and_execute
        exec(compiled, globs)
      File "<doctest sage.numerical.sdp[16]>", line 1, in <module>
        print 'Objective Value:', round(opt,Integer(3))
    NameError: name 'opt' is not defined
**********************************************************************
File "src/sage/numerical/sdp.pyx", line 97, in sage.numerical.sdp
Failed example:
    p.dual_variable(1)
Expected:
    [ 85545.1... -85545.1...]
    [-85545.1...  85545.1...]
Got:
     [ 88653817081280.4 -88653817022970.2]
    [-88653817022970.2  88653816964660.0]
**********************************************************************
File "src/sage/numerical/sdp.pyx", line 103, in sage.numerical.sdp
Failed example:
    opt-((p.dual_variable(0)*a3).trace()+(p.dual_variable(1)*b3).trace())  # tol 8e-08
Exception raised:
    Traceback (most recent call last):
      File "/Users/buildslave-sage/slave/sage_git/build/local/lib/python2.7/site-packages/sage/doctest/forker.py", line 496, in _run
        self.compile_and_execute(example, compiler, test.globs)
      File "/Users/buildslave-sage/slave/sage_git/build/local/lib/python2.7/site-packages/sage/doctest/forker.py", line 858, in compile_and_execute
        exec(compiled, globs)
      File "<doctest sage.numerical.sdp[20]>", line 1, in <module>
        opt-((p.dual_variable(Integer(0))*a3).trace()+(p.dual_variable(Integer(1))*b3).trace())  # tol 8e-08
    NameError: name 'opt' is not defined
**********************************************************************
File "src/sage/numerical/sdp.pyx", line 110, in sage.numerical.sdp
Failed example:
    (p.slack(0)*p.dual_variable(0)).trace()       # tol 2e-07
Expected:
    0.0
Got:
    0.0003622770309448242
Tolerance exceeded:
    0.0 vs 0.0003622770309448242, tolerance 4e-04 > 2e-07
**********************************************************************
1 item had failures:
   5 of  41 in sage.numerical.sdp
    [283 tests, 5 failures, 0.67 s]

kiwifb · 2016-05-01T07:47:54Z

comment:23

That explains!

fbissey@QCD-nzi3 ~ $ sage < xx.sage 
┌────────────────────────────────────────────────────────────────────┐
│ SageMath version 7.2.beta6, Release Date: 2016-04-28               │
│ Type "notebook()" for the browser-based notebook interface.        │
│ Type "help()" for help.                                            │
└────────────────────────────────────────────────────────────────────┘
┏━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━┓
┃ Warning: this is a prerelease version, and it may be unstable.     ┃
┗━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━┛
sage: sage: sage: sage: sage: sage: sage: sage: sage: sage: sage:      pcost       dcost       gap    pres   dres   k/t
 0: -1.2413e+00 -2.7310e+01  2e+01  3e-01  1e+01  1e+00
 1: -1.4977e+00 -3.1971e+00  6e-01  2e-02  9e-01  2e-01
 2: -1.2729e+00 -2.1411e+00  6e-01  1e-02  5e-01  2e-01
 3: -1.1436e+00 -1.2534e+00  8e-02  1e-03  6e-02  2e-02
 4: -1.1034e+00 -1.2438e+00  3e-01  2e-03  8e-02  4e-02
 5: -1.0500e+00 -1.0609e+00  2e-02  1e-04  7e-03  4e-03
 6: -1.0338e+00 -1.0407e+00  4e-02  1e-04  6e-03  7e-03
 7: -1.0201e+00 -1.0209e+00  8e-03  2e-05  1e-03  1e-03
 8: -1.0176e+00 -1.0176e+00  4e-02  4e-05  2e-03  4e-03
 9: -1.0071e+00 -1.0069e+00  3e-03  3e-06  1e-04  5e-04
10: -1.0042e+00 -1.0038e+00  4e-03  2e-06  8e-05  6e-04
11: -1.0027e+00 -1.0026e+00  1e-03  4e-07  2e-05  2e-04
12: -1.0028e+00 -1.0022e+00  8e-03  1e-06  5e-05  7e-04
13: -1.0009e+00 -1.0009e+00  6e-04  8e-08  4e-06  7e-05
14: -1.0005e+00 -1.0004e+00  3e-04  2e-08  1e-06  5e-05
15: -1.0003e+00 -1.0002e+00  8e-04  2e-08  1e-06  1e-04
16: -1.0000e+00 -1.0000e+00  9e-05  2e-09  1e-07  1e-05
17: -9.9992e-01 -9.9990e-01  2e-04  2e-09  8e-08  2e-05
18: -9.9986e-01 -9.9986e-01  2e-05  2e-10  1e-08  4e-06
19: -9.9985e-01 -9.9984e-01  8e-05  3e-10  1e-08  9e-06
20: -9.9982e-01 -9.9982e-01  9e-06  3e-11  1e-09  1e-06
21: -9.9982e-01 -9.9981e-01  3e-05  3e-11  2e-09  3e-06
22: -9.9981e-01 -9.9981e-01  3e-06  4e-12  2e-10  5e-07
23: -9.9981e-01 -9.9981e-01  1e-05  7e-11  1e-10  1e-06
24: -9.9980e-01 -9.9980e-01  1e-06  7e-12  5e-10  2e-07
25: -9.9980e-01 -9.9980e-01  3e-06  2e-08  1e-09  4e-07
26: -9.9980e-01 -9.9980e-01  4e-07  3e-09  5e-11  6e-08
Optimal solution found.
sage: sage: sage: sage: sage: sage: sage: sage: sage: sage: sage: sage: sage: sage: sage: sage: ---------------------------------------------------------------------------
SDPSolverException                        Traceback (most recent call last)
<ipython-input-25-de8ebd622e01> in <module>()
----> 1 p.solve() # boom - division by 0

/usr/lib64/python2.7/site-packages/sage/numerical/sdp.pyx in sage.numerical.sdp.SemidefiniteProgram.solve (/scratch2/portage/sci-mathematics/sage-9999/work/sage-9999/src-python2_7/build/cythonized/sage/numerical/sdp.c:7919)()
    902             3.0
    903         """
--> 904         self._backend.solve()
    905         return self._backend.get_objective_value()
    906 

/usr/lib64/python2.7/site-packages/sage/numerical/backends/cvxopt_sdp_backend.pyx in sage.numerical.backends.cvxopt_sdp_backend.CVXOPTSDPBackend.solve (/scratch2/portage/sci-mathematics/sage-9999/work/sage-9999/src-python2_7/build/cythonized/sage/numerical/backends/cvxopt_sdp_backend.c:5165)()
    418             pass
    419         elif self.answer['status'] == 'primal infeasible':
--> 420             raise SDPSolverException("CVXOPT: primal infeasible")
    421         elif self.answer['status'] == 'dual infeasible':
    422             raise SDPSolverException("CVXOPT: dual infeasible")

SDPSolverException: CVXOPT: primal infeasible
sage: sage: sage: Exiting Sage (CPU time 0m0.60s, Wall time 0m2.40s).

This is sage-on-gentoo. Does SDP needs a particular dependency enabled in CVXOPT that I could have missed?

dimpase · 2016-05-01T07:54:57Z

comment:24

OK, I just found that the problem is not Gentoo-only, it is CPU-related (Xeon only?)
(is QCD-nzi3 Xeon, too?)

Reproducible on

Intel(R) Xeon(R) CPU  X5660  @ 2.80GHz (UGent, Gentoo)
Intel(R) Xeon(R) CPU @ 2.30GHz         (SMC, Ubuntu)

Will now see if this is Atlas-related (by trying "dumb" Atlas).

But the bug is very unpleasant; in the attached script the result of runningsol = solvers.sdp(c, Gs=G, hs=h) changes after unrelated (although in the same code-path) lines 13-27.

kiwifb · 2016-05-01T08:03:55Z

comment:25

Not an actual Xeon but I am not completely sure

processor	: 11
vendor_id	: GenuineIntel
cpu family	: 6
model		: 44
model name	: Intel(R) Core(TM) i7 CPU         970  @ 3.20GHz
stepping	: 2
microcode	: 0xc
cpu MHz		: 3238.432
cache size	: 12288 KB

Also, sage-on-gentoo above uses openblas...

dimpase · 2016-05-01T08:11:03Z

comment:26

On Intel(R) Core(TM) i7-4510U CPU @ 2.00GHz (laptop, Ubuntu) as well as on Intel(R) Core(TM) i7-4770 CPU @ 3.40GHz (desktop, Fedora-23) the script works.

kiwifb · 2016-05-01T08:16:23Z

comment:27

I will build a vanilla 7.2.beta6 and see what happens.

dimpase · 2016-05-01T09:39:51Z

comment:28

the failure with xx.sage attachment is also reproducible on OSX (Core2Duo CPU), although it's slightly different (the 2nd and 3rd calls to the solver return "infeasible" rather than bail out with zero division).

So this looks like an genuine bug in CVXOPT interface, or in CVXOPT itself, or both. Somehow it seems to retain too much state. I wish we had an OSX patchbot...

kiwifb · 2016-05-01T10:08:56Z

comment:29

For info, vanilla sage same machine

fbissey@QCD-nzi3 ~/sandbox/git-fork/sage $ ./sage < ~/xx.sage 
┌────────────────────────────────────────────────────────────────────┐
│ SageMath version 7.2.beta6, Release Date: 2016-04-28               │
│ Type "notebook()" for the browser-based notebook interface.        │
│ Type "help()" for help.                                            │
└────────────────────────────────────────────────────────────────────┘
┏━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━┓
┃ Warning: this is a prerelease version, and it may be unstable.     ┃
┗━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━┛
sage: sage: sage: sage: sage: sage: sage: sage: sage: sage: sage:      pcost       dcost       gap    pres   dres   k/t
 0: -1.2413e+00 -2.7310e+01  2e+01  3e-01  1e+01  1e+00
 1: -1.4977e+00 -3.1971e+00  6e-01  2e-02  9e-01  2e-01
 2: -1.2729e+00 -2.1411e+00  6e-01  1e-02  5e-01  2e-01
 3: -1.1436e+00 -1.2534e+00  8e-02  1e-03  6e-02  2e-02
 4: -1.1034e+00 -1.2438e+00  3e-01  2e-03  8e-02  4e-02
 5: -1.0500e+00 -1.0609e+00  2e-02  1e-04  7e-03  4e-03
 6: -1.0338e+00 -1.0407e+00  4e-02  1e-04  6e-03  7e-03
 7: -1.0201e+00 -1.0209e+00  8e-03  2e-05  1e-03  1e-03
 8: -1.0176e+00 -1.0176e+00  4e-02  4e-05  2e-03  4e-03
 9: -1.0071e+00 -1.0069e+00  3e-03  3e-06  1e-04  5e-04
10: -1.0042e+00 -1.0038e+00  4e-03  2e-06  8e-05  6e-04
11: -1.0027e+00 -1.0026e+00  1e-03  4e-07  2e-05  2e-04
12: -1.0028e+00 -1.0022e+00  8e-03  1e-06  5e-05  7e-04
13: -1.0009e+00 -1.0009e+00  6e-04  8e-08  4e-06  7e-05
14: -1.0005e+00 -1.0004e+00  3e-04  2e-08  1e-06  5e-05
15: -1.0003e+00 -1.0002e+00  8e-04  2e-08  1e-06  1e-04
16: -1.0000e+00 -1.0000e+00  9e-05  2e-09  1e-07  1e-05
17: -9.9992e-01 -9.9990e-01  2e-04  2e-09  8e-08  2e-05
18: -9.9986e-01 -9.9986e-01  2e-05  2e-10  1e-08  4e-06
19: -9.9985e-01 -9.9984e-01  8e-05  3e-10  1e-08  9e-06
20: -9.9982e-01 -9.9982e-01  9e-06  3e-11  1e-09  1e-06
21: -9.9982e-01 -9.9981e-01  3e-05  3e-11  1e-09  3e-06
22: -9.9981e-01 -9.9981e-01  3e-06  4e-12  2e-10  5e-07
23: -9.9981e-01 -9.9981e-01  1e-05  4e-10  1e-10  1e-06
24: -9.9980e-01 -9.9980e-01  1e-06  4e-11  2e-10  2e-07
25: -9.9980e-01 -9.9980e-01  3e-06  2e-08  2e-10  4e-07
26: -9.9980e-01 -9.9980e-01  4e-07  2e-09  1e-09  6e-08
Optimal solution found.
sage: sage: sage: sage: sage: sage: sage: sage: sage: sage: sage: sage: sage: sage: sage: sage: ---------------------------------------------------------------------------
ZeroDivisionError                         Traceback (most recent call last)
<ipython-input-25-de8ebd622e01> in <module>()
----> 1 p.solve() # boom - division by 0

/home/fbissey/sandbox/git-fork/sage/src/sage/numerical/sdp.pyx in sage.numerical.sdp.SemidefiniteProgram.solve (/home/fbissey/sandbox/git-fork/sage/src/build/cythonized/sage/numerical/sdp.c:7916)()
    902             3.0
    903         """
--> 904         self._backend.solve()
    905         return self._backend.get_objective_value()
    906 

/home/fbissey/sandbox/git-fork/sage/src/sage/numerical/backends/cvxopt_sdp_backend.pyx in sage.numerical.backends.cvxopt_sdp_backend.CVXOPTSDPBackend.solve (/home/fbissey/sandbox/git-fork/sage/src/build/cythonized/sage/numerical/backends/cvxopt_sdp_backend.c:5103)()
    412             solvers.options[k] = v
    413 
--> 414         self.answer = solvers.sdp(c,Gs=G_matrix,hs=h_matrix)
    415 
    416         #possible outcomes

/home/fbissey/sandbox/git-fork/sage/local/lib/python2.7/site-packages/cvxopt/coneprog.py in sdp(c, Gl, hl, Gs, hs, A, b, solver, primalstart, dualstart, options, **kwargs)
   4110         ds = None
   4111 
-> 4112     sol = conelp(c, G, h, dims, A = A, b = b, primalstart = ps, dualstart = ds, options = options)
   4113     if sol['s'] is None:
   4114         sol['sl'] = None

/home/fbissey/sandbox/git-fork/sage/local/lib/python2.7/site-packages/cvxopt/coneprog.py in conelp(c, G, h, dims, A, b, primalstart, dualstart, kktsolver, xnewcopy, xdot, xaxpy, xscal, ynewcopy, ydot, yaxpy, yscal, **kwargs)
   1393         # Update lambda and scaling.
   1394 
-> 1395         misc.update_scaling(W, lmbda, ds, dz)
   1396 
   1397         # For kappa, tau block:

/home/fbissey/sandbox/git-fork/sage/local/lib/python2.7/site-packages/cvxopt/misc.py in update_scaling(W, lmbda, s, z)
    626         # r := r*lambda^{-1/2}; rti := rti*lambda^{-1/2}
    627         for i in range(m):
--> 628             a = 1.0 / math.sqrt(lmbda[ind+i])
    629             blas.scal(a, r, offset = m*i, n = m)
    630             blas.scal(a, rti, offset = m*i, n = m)

ZeroDivisionError: float division by zero
sage: sage: ---------------------------------------------------------------------------
ZeroDivisionError                         Traceback (most recent call last)
<ipython-input-26-9348eec359de> in <module>()
----> 1 sol = solvers.sdp(c, Gs=G, hs=h) # boom - division by 0

/home/fbissey/sandbox/git-fork/sage/local/lib/python2.7/site-packages/cvxopt/coneprog.py in sdp(c, Gl, hl, Gs, hs, A, b, solver, primalstart, dualstart, options, **kwargs)
   4110         ds = None
   4111 
-> 4112     sol = conelp(c, G, h, dims, A = A, b = b, primalstart = ps, dualstart = ds, options = options)
   4113     if sol['s'] is None:
   4114         sol['sl'] = None

/home/fbissey/sandbox/git-fork/sage/local/lib/python2.7/site-packages/cvxopt/coneprog.py in conelp(c, G, h, dims, A, b, primalstart, dualstart, kktsolver, xnewcopy, xdot, xaxpy, xscal, ynewcopy, ydot, yaxpy, yscal, **kwargs)
   1393         # Update lambda and scaling.
   1394 
-> 1395         misc.update_scaling(W, lmbda, ds, dz)
   1396 
   1397         # For kappa, tau block:

/home/fbissey/sandbox/git-fork/sage/local/lib/python2.7/site-packages/cvxopt/misc.py in update_scaling(W, lmbda, s, z)
    626         # r := r*lambda^{-1/2}; rti := rti*lambda^{-1/2}
    627         for i in range(m):
--> 628             a = 1.0 / math.sqrt(lmbda[ind+i])
    629             blas.scal(a, r, offset = m*i, n = m)
    630             blas.scal(a, rti, offset = m*i, n = m)

ZeroDivisionError: float division by zero
sage: Exiting Sage (CPU time 0m0.73s, Wall time 0m3.58s).

If you think the problem is upstream, they are quite responsive in chasing issue.

sagetrac-git · 2016-05-01T11:48:19Z

Branch pushed to git repo; I updated commit sha1. New commits:

`ac99206`	`Merge branch 'develop' into sdpdual`
`0760b6f`	`forgotten cinitialisation, fixed OSX errors`

sagetrac-git · 2016-05-01T11:48:19Z

Changed commit from 604153b to 0760b6f

dimpase · 2016-05-01T11:53:05Z

comment:31

Replying to @dimpase:

the failure with xx.sage attachment is also reproducible on OSX (Core2Duo CPU), although it's slightly different (the 2nd and 3rd calls to the solver return "infeasible" rather than bail out with zero division).

OSX is fixed by the latest commit. But it does not fix the Gentoo Xeon case...

Does it fix sage-on-gentoo with openblas case?

sagetrac-git · 2016-05-01T14:41:12Z

Changed commit from 0760b6f to 38a2bd6

sagetrac-git · 2016-05-01T14:41:12Z

Branch pushed to git repo; I updated commit sha1. New commits:

`38a2bd6`	`forgotten cinitialisation in the cvxopt LP interface`

kiwifb · 2016-05-01T22:35:49Z

comment:33

I will need to put that in a patch and rebuild since it is .pyx in the case of sage-on-gentoo that means rebuilding the whole library and the doc (but not the dependencies). I'll put both commits.

kiwifb · 2016-05-02T01:38:16Z

comment:34

No changes for sage-on-gentoo when including the last two commits (and only those not the rest of the branch).

kiwifb · 2016-05-02T01:47:59Z

comment:35

No impact on vanilla sage on the same machine.

sagetrac-git · 2016-05-02T14:25:18Z

Changed commit from 38a2bd6 to 83210c9

sagetrac-git · 2016-05-02T14:25:18Z

Branch pushed to git repo; I updated commit sha1. New commits:

`8f2bf00`	`Merge remote-tracking branch 'trac/u/dimpase/sdpdual' into sdpd`
`02157ad`	`removing numerically unstable test - will be on another ticket`
`83210c9`	`Merge branch 'u/dimpase/sdpdual' of trac.sagemath.org:sage into sdpd`

sagetrac-git · 2016-05-02T14:43:19Z

Branch pushed to git repo; I updated commit sha1. New commits:

`572b630`	`trim numerical noise further`

sagetrac-git · 2016-05-02T14:43:19Z

Changed commit from 83210c9 to 572b630

dimpase · 2016-05-02T14:47:45Z

comment:38

I removed the "unstable" example. Now sage4 bot (and the rest) should be happy.
It will go on another ticket.

vbraun · 2016-05-04T17:10:36Z

Changed branch from u/dimpase/sdpdual to 572b630

dimpase · 2016-10-27T21:28:50Z

Changed commit from 572b630 to none

dimpase · 2016-10-27T21:28:50Z

comment:41

Replying to @sagetrac-git:


02157ad	`removing numerically unstable test - will be on another ticket`

this is traced down to wrongly set refinement parameter in numerical/backends/cvxopt_sdp_backend.py

diff --git a/src/sage/numerical/backends/cvxopt_sdp_backend.pyx b/src/sage/numerical/backends/cvxopt_sdp_backend.pyx
index 6c24173..b65d4bc 100644
--- a/src/sage/numerical/backends/cvxopt_sdp_backend.pyx
+++ b/src/sage/numerical/backends/cvxopt_sdp_backend.pyx
@@ -63,7 +63,7 @@ cdef class CVXOPTSDPBackend(GenericSDPBackend):
                       "abstol":1e-7,
                       "reltol":1e-6,
                       "feastol":1e-7,
-                      "refinement":0 }
+                      "refinement":1 }
         self.answer = {}
         if maximization:
             self.set_sense(+1)

Will be fixed on #21778

dimpase added this to the sage-7.2 milestone Apr 27, 2016

dimpase added c: numerical labels Apr 27, 2016

dimpase added the s: needs review label Apr 27, 2016

mkoeppe added s: positive review and removed s: needs review labels Apr 29, 2016

vbraun added s: needs work and removed s: positive review labels Apr 29, 2016

dimpase added s: needs review and removed s: needs work labels May 2, 2016

mkoeppe added s: positive review and removed s: needs review labels May 3, 2016

vbraun removed the s: positive review label May 4, 2016

vbraun closed this as completed in 9c5e2fa May 4, 2016

dimpase mentioned this issue Dec 5, 2016

correct refinement in cvxopt sdp backend #21778

Closed

dual variables handling in SDP solver(s) #20506

dual variables handling in SDP solver(s) #20506

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