#20506: dual variables handling in SDP solver(s)
-------------------------+-------------------------------------------------
Reporter: | Owner:
dimpase | Status: needs_work
Type: | Milestone: sage-7.2
enhancement | Resolution:
Priority: major | Merged in:
Component: | Reviewers: Matthias Koeppe
numerical | Work issues:
Keywords: | Commit:
Authors: Dima | 604153bf8a00375192e0ff304f373101997fae66
Pasechnik | Stopgaps:
Report Upstream: N/A |
Branch: |
u/dimpase/sdpdual |
Dependencies: |
#19072 |
-------------------------+-------------------------------------------------
Comment (by fbissey):
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. ┃
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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?
--
Ticket URL: <http://trac.sagemath.org/ticket/20506#comment:23>
Sage <http://www.sagemath.org>
Sage: Creating a Viable Open Source Alternative to Magma, Maple, Mathematica,
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