Merge pull request #14 from bnaras/bodono_v3.2.3_tinytest

Bodono v3.2.3 tinytest

.Rbuildignore

@@ -23,8 +23,5 @@ src/scs/linsys/gpu
 src/scs/linsys/indirect
 inst/tools/*
 
-tests/testthat/test_sparse_utils.R
-tests/testthat/test_problems.R
-
 # Remove the citation file to pass checks. It is also in inst/CITATION
 src/scs/CITATION.cff

.gitignore

@@ -0,0 +1 @@
+.Rhistory

DESCRIPTION

@@ -1,5 +1,5 @@
 Package: scs
-Version: 3.0-1
+Version: 3.2.3
 Title: Splitting Conic Solver
 Authors@R: c( person("Florian", "Schwendinger", role = c("aut", "cre"), email = "[email protected]"),
               person("Brendan", "O'Donoghue", role = c("aut", "cph")),
@@ -14,8 +14,9 @@ Description: Solves convex cone programs via operator splitting. Can solve:
 Depends: R (>= 3.5.0)
 SystemRequirements: GNU Make
 Suggests: 
+    Matrix,
     slam,
-    testthat
+    tinytest
 Encoding: UTF-8
 License: GPL-3
 URL: https://github.com/FlorianSchwendinger/scs

inst/CITATION

@@ -1,11 +1,9 @@
-citHeader("To cite scs in publications use:")
-
-citEntry(entry = "Article",
+bibentry(bibtype = "Article",
   title        = "Operator Splitting for Conic Optimization via Homogeneous Self-Dual Embedding",
-  author       = personList(as.person("O'Donoghue Brendan"),
-                            as.person("Chu Eric"),
-                            as.person("Parikh Neal"),
-                            as.person("Boyd Stephen")),
+  author       = c(person(given = "Brendan", family = "O'Donoghue"),
+                   person(given = "Eric", family = "Chu"),
+                   person(given = "Parikh", family = "Neal"),
+                   person(given = "Stephen", family = "Boyd")),
   journal      = "Journal of Optimization Theory and Applications",
   year         = "2016",
   month        = "Jun",
@@ -15,11 +13,6 @@ citEntry(entry = "Article",
   pages        = "1042--1068",
   doi          = "10.1007/s10957-016-0892-3",
   url          = "https://doi.org/10.1007/s10957-016-0892-3",
-
-  textVersion  =
-  paste("O'Donoghue Brendan, Chu Eric, Parikh Neal, Boyd Stephen (2016).",
-        "Operator Splitting for Conic Optimization via Homogeneous Self-Dual Embedding.",
-        "Journal of Optimization Theory and Applications 169(3), 1042-1068.",
-        "URL https://doi.org/10.1007/s10957-016-0892-3.")
+  header       = "To cite scs in publications use:"
 )
 

inst/tinytest/problem_results/README.md

@@ -0,0 +1,5 @@
+## Saved Results from scs 3.2.3 Tests
+
+These test problems and expected results were saved from `scs` source
+(`C`) test files using
+[RInside](https://cran.r-project.org/package=RInside).

inst/tinytest/test_example.R

@@ -0,0 +1,13 @@
+## A simple example"
+
+A <- matrix(c(1), 2, 1)
+b  <-  c(1,1)
+c  <-  c(1)
+cone  <-  list(z = 2)
+params  <-  list(eps_abs = 1e-3, eps_rel = 1e-3, max_iters = 50)
+sol <- scs(A = A, b = b, obj = c, cone = cone, control = params)
+
+expect_equal(sol$info$status, "solved")
+expect_equal(sol$x, 1, tolerance = 1e-7)
+expect_equal(sol$y, c(-0.5, -0.5), tolerance = 1e-7)
+expect_equal(sol$info$pobj, 1, tolerance = 1e-7)

inst/tinytest/test_problems.R

@@ -0,0 +1,53 @@
+## "Saved Problems"
+
+rds_files  <- c(
+  "degenerate1.RDS",
+  "degenerate2.RDS",
+  "degenerate3.RDS",
+  "degenerate4.RDS",
+  "hs21_tiny_qp1.RDS",
+  "hs21_tiny_qp2.RDS",
+  "infeasible_tiny_qp.RDS",
+  "max_ent.RDS",
+  "qafiro_tiny_qp1.RDS",
+  "qafiro_tiny_qp2.RDS",
+  "qafiro_tiny_qp3.RDS",
+  "random_prob.RDS",
+  "rob_gauss_cov_est.RDS",
+  "small_lp.RDS",
+  "small_qp1.RDS",
+  "unbounded_tiny_qp.RDS"
+)
+
+info_vars_to_check  <- c(
+  "iter",
+  "status",
+  "status_val",
+  "scale_updates",
+  "pobj",
+  "dobj",
+  ## "res_pri",
+  ## "res_dual",
+  ## "gap",
+  ## "res_infeas",
+  "res_unbdd_a",
+  "res_unbdd_p",
+  ## "setup_time",
+  ## "solve_time",
+  "scale",
+  ## "comp_slack",
+  "rejected_accel_steps",
+  "accepted_accel_steps"
+  ## "lin_sys_time",
+  ## "cone_time",
+  ## "accel_time"
+)
+
+sol_vars_to_check  <- c("x", "y", "s")
+
+for (fname in rds_files) {
+  d <- readRDS(file.path("problem_results", fname))
+  sol <- scs(A = d$data$A, P = d$data$P, b = d$data$b, obj = d$data$obj, cone = d$cone, control = d$settings)
+  expect_equal(sol$info[info_vars_to_check], d$sol$info[info_vars_to_check], tolerance = d$settings$eps_abs)
+  expect_equal(sol[sol_vars_to_check], d$sol[sol_vars_to_check], tolerance = d$settings$eps_abs)
+}

inst/tinytest/test_psd.R

@@ -0,0 +1,29 @@
+## Simple PSD Test
+
+A <- simple_triplet_matrix(
+  i = c(1L, 2L, 3L, 4L, 5L, 7L, 8L, 9L, 1L, 2L, 3L, 5L, 6L, 7L, 8L, 9L, 1L,
+        2L, 3L, 4L, 5L, 6L, 7L, 8L, 9L),
+  j = c(1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 3L,
+        3L, 3L, 3L, 3L, 3L, 3L, 3L, 3L),
+  v = c(-7, -15.556349186104, 3, -21, -15.556349186104, 10, 11.3137084989848,
+        5, 7, -25.4558441227157, 8, 14.142135623731, 22.6274169979695,
+        -10, -14.142135623731, 3, -2, -11.3137084989848, 1, -5, 2.82842712474619,
+        -24.0416305603426, -6, 11.3137084989848, 6), nrow = 9L, ncol = 3L)
+
+rhs <- c(33, -12.7279220613579, 26, 14, 12.7279220613579, 56.5685424949238, 91, 14.142135623731, 15)
+obj <- c(1, -1, 1)
+cone <- list(z = 0L, l = 0L, s = c(2, 3))
+
+sol <- scs(A = A, b = rhs, obj = obj, cone = cone, control = list(verbose = 1))
+expect_equal(sol$info$status, "solved")
+expect_equal(sol$x,
+             c(-0.36778629730617,  1.89834935806707, -0.88746074956525),
+             tolerance = 1e-4)
+expect_equal(sol$y,
+             c(0.00396134156379081, -0.00613634113889057, 0.00475276897567086, 0.0558030988006113,
+               -0.00340904764830297, 0.0342440719001259, 0.000104130479854425, -0.00147926212203912,
+               0.0105070907711366),
+             tolerance = 1e-4)
+expect_equal(sol$info$pobj, -3.1535964049385, tolerance = 1e-4)
+expect_equal(sol$info$dobj, -3.1535519733301, tolerance = 1e-4)
+

inst/tinytest/test_random_lp.R

@@ -0,0 +1,14 @@
+## A Random LP Problem
+
+set.seed(1)
+m  <-  100
+n  <- 100
+A <- matrix(rnorm(m * n), m, n)
+b  <-  rnorm(m)
+c  <-  rnorm(n)
+cone  <-  list(z = m)
+params  <-  list(eps_rel = 1e-4, eps_abs = 1e-4, max_iters = 5000)
+sol <- scs(A = A, b = b, obj = c, cone = cone, control = params)
+expect_equal(sol$info$status, "solved")
+expect_equal(sol$info$pobj, 13.5089, tolerance = 1e-4)
+expect_equal(sol$info$dobj, 13.5089, tolerance = 1e-4)

inst/tinytest/test_socp.R

@@ -0,0 +1,12 @@
+## SOCP Test 
+
+A <- simple_triplet_matrix(i = 1:4, j = c(1L, 1L, 2L, 3L), v = c(1, -1, -1, -1), nrow = 4L, ncol = 3L)
+rhs <- c(1.4142135623731, 0, 0, 0)
+obj <- c(1, 1, 1)
+cone <- list(z = 1L, l = 0L, q = 3L)
+
+sol <- scs(A = A, b = rhs, obj = obj, cone = cone)
+expect_equal(sol$info$status, "solved")
+expect_equal(sol$x, c(sqrt(2), -1, -1), tolerance = 1e-7)
+expect_equal(sol$info$pobj, -0.5857864, tolerance = 1e-5)
+expect_equal(sol$info$dobj, -0.5857864, tolerance = 1e-5)

inst/tinytest/test_sparse_utils.R

@@ -0,0 +1,23 @@
+## Some tests for utils
+
+s <- Matrix::sparseMatrix(i = c(2,4,3:5), j= c(4,7:5,5), x = 1:5, dims = c(7,7), symmetric = TRUE)
+
+## Test that make_csc_sym_matrix works on plain matrices
+
+ms  <- as.matrix(s)
+cm  <- scs:::make_csc_symm_matrix.matrix(ms)
+s2 <- Matrix::sparseMatrix(i = cm[["matind"]], p = cm[["matbeg"]], x = cm[["values"]],
+                           symmetric = TRUE, index1 = FALSE)
+
+expect_equal(s, s2)
+
+
+## Test that make_csc_sym_matrix works on simple triplet matrices
+
+ts  <- as(s, "dgTMatrix")
+sl  <- slam::simple_triplet_matrix(i = ts@i, j = ts@j, v = ts@x, nrow = 7, ncol = 7)
+
+tm  <- scs:::make_csc_symm_matrix.simple_triplet_matrix(sl)
+s3 <- Matrix::sparseMatrix(i = tm[["matind"]], p = tm[["matbeg"]], x = tm[["values"]], dims = c(7, 7),
+                           symmetric = TRUE, index1 = FALSE)
+expect_equal(s, s3)

inst/tinytest/test_tiny.R

@@ -0,0 +1,7 @@
+## A tiny test
+
+sol  <- scs(A = matrix(c(0.5, 2), 2, 1), b = c(3, 1), obj = 1,
+            cone = list(l = 2), control = list(max_iters = 5000))
+expect_equal(sol$info$status, "unbounded")
+expect_equal(sol$info$pobj, -Inf)
+expect_equal(sol$info$dobj, -Inf)

src/Makevars

@@ -1,24 +1,16 @@
 SCS_DIR=scs
 SCS_MODS_DIR=scs_mods
 
-SOLARIS=$(shell $(R_HOME)/bin/Rscript -e 'cat(grepl("SunOS", Sys.info()["sysname"]))')
-
-ifeq ($(SOLARIS),TRUE)
-  SOLARIS_FLAG=-DSOLARIS
-else
-  SOLARIS_FLAG=-USOLARIS
-endif
-
-PKG_CFLAGS=$(SOLARIS_FLAG) -I./$(SCS_DIR)/include -DUSE_LAPACK -DCOPYAMATRIX
+PKG_CFLAGS=-I./$(SCS_DIR)/include -DUSE_LAPACK -DCOPYAMATRIX
 PKG_LIBS=-L$(SCS_DIR)/out -lscsdir $(LAPACK_LIBS) $(BLAS_LIBS) $(FLIBS)
 
 $(SHLIB): init.o scsr.o
 
 scsr.o: scs.ts
 
 scs.ts:
-	(cp -f $(SCS_MODS_DIR)/scs.mk $(SCS_DIR) && \
-	cp -f $(SCS_MODS_DIR)/rw.c $(SCS_DIR)/src && \
+	(cp -f $(SCS_MODS_DIR)/rw.c $(SCS_MODS_DIR)/scs.c $(SCS_DIR)/src && \
+	cp -f $(SCS_MODS_DIR)/private.c $(SCS_DIR)/linsys/cpu/direct && \
 	(cd $(SCS_DIR) && \
 	($(MAKE) purge && \
 	$(MAKE) out/libscsdir.a CC="$(CC)" CFLAGS="$(CFLAGS) $(PKG_CFLAGS) $(CPICFLAGS) $(SOLARIS_FLAG)" AR="$(AR)" RANLIB="$(RANLIB)")) && \

src/Makevars.win

@@ -9,7 +9,7 @@ $(SHLIB): init.o scsr.o
 scsr.o: scsr.ts
 
 scsr.ts:
-	cp -f $(SCS_MODS_DIR)/scs.mk $(SCS_DIR)
-	cp -f $(SCS_MODS_DIR)/rw.c $(SCS_DIR)/src
+	cp -f $(SCS_MODS_DIR)/rw.c $(SCS_MODS_DIR)/scs.c $(SCS_DIR)/src
+	cp -f $(SCS_MODS_DIR)/private.c $(SCS_DIR)/linsys/cpu/direct
 	cd $(SCS_DIR) && CC="$(CC)" CFLAGS="$(CFLAGS) $(PKG_CFLAGS) $(CPICFLAGS)" AR="$(AR)" RANLIB="$(RANLIB)" $(MAKE) out/libscsdir.a
 	touch $@

src/scs_mods/README.md

@@ -1,13 +1,12 @@
 ## Summary of modifications
 
-These modifications are against scs 3.0 (3aaa93c7aa04c7001df5e51b81f21b126dfa99b3).
+These modifications are against [scs@fa32d87](https://github.com/cvxgrp/scs). 
 
 1. In `rw.c`, all the `fread` calls were checked for returned `bytes`
    to avoid compilation warnings. Routines affected are
    `read_scs_cone`, `read_scs_stgs`, `read_amatrix`, `read_scs_data`,
-   `SCS`. 
+   `SCS`. This was done by adding two macros `FREAD` and `FWRITE` and
+   globally replacing `fread` with `FREAD` and `fwrite` with
+   `FWRITE`, except for line 144.
 
-2. In `scs.mk` added a solaris check to ensure it compiles using
-   Oracle developer studio or GNU tools. This is for CRAN.
-
-
+2. Remove all SOLARIS patches as the platform is no longer supported.