CRAN Package Check Results for Package ROI.plugin.scs

Last updated on 2019-07-20 15:47:01 CEST.

Check Details

Version: 0.3-1
Check: tests
Result: ERROR
     Running ‘test_scs.R’ [6s/14s]
    Running the tests in ‘tests/test_scs.R’ failed.
    Complete output:
     > library(ROI)
     ROI: R Optimization Infrastructure
     Registered solver plugins: nlminb, scs.
     Default solver: auto.
     > library(ROI.plugin.scs)
     >
     >
     > check <- function(domain, condition, level=1, message="", call=sys.call(-1L)) {
     + if ( isTRUE(condition) ) return(invisible(NULL))
     + msg <- sprintf("in %s", domain)
     + if ( all(nchar(message) > 0) ) msg <- sprintf("%s\n\t%s", msg, message)
     + stop(msg)
     + return(invisible(NULL))
     + }
     >
     >
     > ## SOCP - Example - 1
     > ## min: 1 x1 + 1 x2 + 1 x3
     > ## s.t. x1 == sqrt(2)
     > ## x1 >= ||(x2, x3)||
     > ##
     > ## c(sqrt(2), -1, -1)
     > test_cp_01 <- function(solver) {
     + obj <- c(1, 1, 1)
     + A <- rbind(c(1, 0, 0))
     + b <- c(sqrt(2))
     + G <- diag(x=-1, 3)
     + h <- rep(0, 3)
     +
     + bound <- V_bound(li = 1:3, lb = rep(-Inf, 3))
     +
     + lc <- C_constraint(L = rbind(A, G),
     + cones = c(K_zero(1), K_soc(3)),
     + rhs = c(b, h))
     + x <- OP(objective = obj, constraints = lc, types = rep("C", 3),
     + bounds = bound, maximum = FALSE)
     +
     + opt <- ROI_solve(x, solver = solver)
     +
     + check("CP-01@01", equal(sum(abs(opt$solution - c(sqrt(2), -1, -1))), 0))
     + check("CP-01@02", equal(opt$objval, (sqrt(2) - 2)))
     + }
     >
     > ## SOCP - Example - 2
     > ## min: 0 x1 - 2 x2 - 2 x3 + 0 x4 - 2 x5 - 2 x6
     > ## s.t. x1 == sqrt(2)
     > ## x4 == sqrt(2)
     > ## x1 >= ||(x2, x3)||
     > ## x4 >= ||(x5, x6)||
     > ##
     > ## c(sqrt(2), 1, 1, sqrt(2), 1, 1)
     > test_cp_02 <- function(solver) {
     + obj <- c(0, -2, -2, 0, -2, -2)
     + A <- rbind(c(1, 0, 0, 0, 0, 0),
     + c(0, 0, 0, 1, 0, 0))
     + b <- c(sqrt(2), sqrt(2))
     + G <- diag(x=-1, 6)
     + h <- rep(0, 6)
     +
     + lc <- C_constraint(L = rbind(A, G),
     + cones = c(K_zero(2), K_soc(c(3, 3))),
     + rhs = c(b, h))
     + x <- OP(objective = obj, constraints = lc)
     +
     + opt <- ROI_solve(x, solver=solver)
     + check("CP-02@01", equal(sum(abs(opt$solution - c(sqrt(2), 1, 1, sqrt(2), 1, 1))), 0))
     + }
     >
     > ## EXPP - Example - 1
     > ## min: x + y + z
     > ## s.t.
     > ## y e^(x/y) <= z
     > ## y > 0
     > ## x := 1
     > ## y := 2
     > ## c(1, 2, 2*exp(1/2))
     > test_cp_03 <- function(solver) {
     + obj <- c(1, 1, 1)
     + A <- rbind(c(1, 0, 0),
     + c(0, 1, 0))
     + b <- c(1, 2)
     + G <- -diag(3)
     + h <- rep(0, 3)
     +
     + lc <- C_constraint(L = rbind(A, G),
     + cones = c(K_zero(2), K_expp(1)),
     + rhs = c(b, h))
     + x <- OP(objective = obj, constraints = lc)
     +
     + opt <- ROI_solve(x, solver = solver)
     + check("CP-03@01", equal(opt$solution , c(1, 2, 2*exp(1/2))))
     + }
     >
     > ## EXPP - Example - 2
     > ## max: x + y + z
     > ## s.t.
     > ## y e^(x/y) <= z
     > ## y > 0
     > ## y == 2
     > ## z == 2 * exp(1/2)
     > ## c(1, 2, 2*exp(1/2))
     > test_cp_04 <- function(solver) {
     + obj <- c(1, 1, 1)
     + A <- rbind(c(0, 1, 0),
     + c(0, 0, 1))
     + b <- c(2, 2*exp(1/2))
     + G <- diag(x=-1, 3)
     + h <- rep(0, 3)
     +
     + lc <- C_constraint(L = rbind(A, G),
     + cones = c(K_zero(2), K_expp(1)),
     + rhs = c(b, h))
     + x <- OP(objective = obj, constraints = lc, maximum = TRUE)
     +
     + opt <- ROI_solve(x, solver=solver)
     + check("CP-04@01", equal(opt$solution , c(1, 2, 2*exp(1/2))))
     + }
     >
     > ## EXPP - Example - 3
     > ## max: x + y + z
     > ## s.t.
     > ## y e^(x/y) <= z
     > ## y > 0
     > ## y == 1
     > ## z == exp(1)
     > ## c(1, 1, exp(1))
     > test_cp_05 <- function(solver) {
     + obj <- c(1, 1, 1)
     + A <- rbind(c(0, 1, 0),
     + c(0, 0, 1))
     + b <- c(1, exp(1))
     + G <- diag(x=-1, 3)
     + h <- rep(0, 3)
     + ## cones <- list("free"=c(1, 2), "expp"=list(3:5))
     + ## bound <- as.C_bound(cones)
     +
     + lc <- C_constraint(L = rbind(A, G),
     + cones = c(K_zero(2), K_expp(1)),
     + rhs = c(b, h))
     + x <- OP(objective = obj, constraints = lc,
     + types = rep("C", 3), maximum = TRUE)
     +
     + opt <- ROI_solve(x, solver = solver)
     + check("CP-05@01", equal(opt$solution , c(1, 1, exp(1))))
     + }
     >
     > ## EXPD - Example - 1
     > ## min: u + v + w
     > ## s.t.
     > ## -u * e^(v/u) <= e * w; u < 0; v >= 0; w >= 0
     > ## u == -1
     > ## v == 1
     > ##
     > ## c(-1, 1, exp(-2))
     > test_cp_06 <- function(solver) {
     + x <- OP(c(1, 1, 1))
     + A <- rbind(c(1, 0, 0),
     + c(0, 1, 0))
     + b <- c(-1, 1)
     + G <- diag(x=-1, 3)
     + h <- rep(0, 3)
     + constraints(x) <- C_constraint(L = rbind(A, G),
     + cones = c(K_zero(2), K_expd(1)),
     + rhs = c(b, h))
     + bounds(x) <- V_bound(li=1:3, lb=rep(-Inf, 3))
     +
     + opt <- ROI_solve(x, solver=solver)
     +
     + check("CP-06@01", equal(opt$solution , c(-1, 1, exp(-2))))
     + }
     >
     > ## POWP - Example - 1
     > ## max: x + y + z
     > ## s.t.
     > ## x^a * y ^ (1-a) >= |z|
     > ## x == 4
     > ## y == 4
     > ## a == 1/2
     > ##
     > ## c(4, 4, 4)
     > test_cp_07 <- function(solver) {
     + obj <- c(1, 1, 1)
     + A <- rbind(c(1, 0, 0),
     + c(0, 1, 0))
     + b <- c(4, 4)
     + G <- diag(x=-1, 3)
     + h <- rep(0, 3)
     +
     + cc <- C_constraint(L = rbind(A, G),
     + cones = c(K_zero(2), K_powp(0.5)),
     + rhs = c(b, h))
     + x <- OP(objective = obj, constraints = cc,
     + types = rep("C", 3), maximum = TRUE)
     +
     + opt <- ROI_solve(x, solver=solver)
     + check("CP-07@01", equal(opt$solution, c(4, 4, 4)))
     + check("CP-07@02", equal(opt$objval, 12 ))
     + }
     >
     > ## POWD - Example - 1
     > ## min: u + v + w
     > ## s.t.
     > ## (u/a)^a * ( v/(1-a) )^(1-a) >= |w|
     > ## u == 2
     > ## v == 2
     > ## a == 1/2
     > ##
     > ## c(2, 2, 4)
     > test_cp_08 <- function(solver) {
     + obj <- c(1, 1, 1)
     + A <- rbind(c(1, 0, 0),
     + c(0, 1, 0))
     + b <- c(2, 2)
     + G <- diag(x=-1, 3)
     + h <- rep(0, 3)
     + ## cones <- list("free"=c(1, 2), "powd"=list(list(i=3:5, a=0.5)))
     + ## bound <- as.C_bound(cones)
     +
     + lc <- C_constraint(L = rbind(A, G),
     + cones = c(K_zero(2), K_powd(0.5)),
     + rhs = c(b, h))
     + x <- OP(objective = obj, constraints = lc,
     + types = rep("C", 3), maximum = TRUE)
     +
     + opt <- ROI_solve(x, solver=solver)
     + check("CP-08@01", equal(opt$solution, c(2, 2, 4)))
     + }
     >
     > ## The following example is from the cvxopt documentation and released under GPL-3
     > ## (c) 2016-2016 Florian Schwendinger
     > ## (c) 2012-2015 M. Andersen and L. Vandenberghe.
     > ## CVXOPT is free software; you can redistribute it and/or modify it under the terms of the
     > ## GNU General Public License as published by the Free Software Foundation;
     > ## either version 3 of the License, or (at your option) any later version.
     >
     > ## SDP - Example - 1
     > ## for the example definition see ROI.plugin.scs inst/doc
     > ## or http://cvxopt.org/userguide/coneprog.html
     > test_cp_09 <- function(solver) {
     + ## this function or something similar should go into ROI
     + obj <- c(1, -1, 1)
     + A1 <- matrix(c(-7, -11, -11, 3), 2)
     + A2 <- matrix(c( 7, -18, -18, 8), 2)
     + A3 <- matrix(c(-2, -8, -8, 1), 2)
     + a <- matrix(c(33, -9, -9, 26), 2)
     + B1 <- matrix(c(-21, -11, 0, -11, 10, 8, 0, 8, 5), 3)
     + B2 <- matrix(c( 0, 10, 16, 10, -10, -10, 16, -10, 3), 3)
     + B3 <- matrix(c( -5, 2, -17, 2, -6, 8, -17, 8, 6), 3)
     + b <- matrix(c( 14, 9, 40, 9, 91, 10, 40, 10,15), 3)
     +
     + ## PSD matrices have to be vectorized
     + G1 <- vech(A1, A2, A3)
     + h1 <- vech(a)
     + G2 <- vech(B1, B2, B3)
     + h2 <- vech(b)
     + h <- c(h1, h2)
     + bounds <- V_bound(li=1:3, lb=rep(-Inf, 3))
     +
     + x <- OP(objective = obj,
     + constraints = C_constraint(L = rbind(G1, G2),
     + cones = K_psd(c(3, 6)),
     + rhs = h),
     + types = rep("C", length(obj)),
     + bounds = bounds,
     + maximum = FALSE)
     +
     + opt <- ROI_solve(x, solver = solver)
     +
     + ## NOTE: The solutions I compare with are from cvxopt where I used the default settings,
     + ## therefore it is possible that scs just provides a solution with a smaler eps
     + sol <- c(-0.367666090041563, 1.89832827158511, -0.887550426343585)
     + check("CP-09@01", isTRUE(c(obj %*% solution(opt)) <= c(obj %*% sol)))
     +
     + ## solution from cvxopt
     + ## [-3.68e-01 1.90e+00 -8.88e-01]
     + ## or c(-0.367666090041563, 1.89832827158511, -0.887550426343585)
     + check("CP-09@02", isTRUE(sum(abs(solution(opt) - sol)) < 1e-3))
     +
     + ## [ 3.96e-03 -4.34e-03]
     + ## [-4.34e-03 4.75e-03]
     + ## c(0.00396107103000518, -0.00433836779348354, -0.00433836779348354, 0.00475162592559036)
     + sol_psd_1 <- c( 0.00396107103000518, -0.00433836779348354,
     + -0.00433836779348354, 0.00475162592559036)
     +
     + opt_sol_psd_1 <- as.numeric(as.matrix(solution(opt, "psd")[[1]]))
     + check("CP-09@03", isTRUE(sum(abs(opt_sol_psd_1 - sol_psd_1)) < 1e-5))
     +
     + ## [ 5.58e-02 -2.41e-03 2.42e-02]
     + ## [-2.41e-03 1.04e-04 -1.05e-03]
     + ## [ 2.42e-02 -1.05e-03 1.05e-02]
     + ## c(0.0558011514407859, -0.00240909203896524, 0.0242146296992217, -0.00240909203896524,
     + ## 0.000104021271556218, -0.00104543254168053, 0.0242146296992217, -0.00104543254168053,
     + ## 0.0105078600239678)
     + sol_psd_2 <- c( 0.0558011514407859, -0.00240909203896524, 0.0242146296992217,
     + -0.00240909203896524, 0.000104021271556218, -0.00104543254168053,
     + 0.0242146296992217, -0.00104543254168053, 0.0105078600239678)
     + opt_sol_psd_2 <- as.numeric(as.matrix(solution(opt, "psd")[[2]]))
     + check("CP-09@04", isTRUE(sum(abs(opt_sol_psd_2 - sol_psd_2)) < 1e-5))
     + }
     >
     >
     > if ( !any("scs" %in% names(ROI_registered_solvers())) ) {
     + ## This should never happen.
     + cat("ROI.plugin.scs cloud not be found among the registered solvers.\n")
     + } else {
     + print("Start Testing!")
     + local({test_cp_01("scs")})
     + local({test_cp_02("scs")})
     + local({test_cp_03("scs")})
     + local({test_cp_04("scs")})
     + local({test_cp_05("scs")})
     + local({test_cp_06("scs")})
     + local({test_cp_07("scs")})
     + local({test_cp_08("scs")})
     + local({test_cp_09("scs")})
     + }
     [1] "Start Testing!"
    
     *** caught segfault ***
     address 0, cause 'memory not mapped'
    
     Traceback:
     1: (function (A, b, obj, cone, control = scs_control()) { control <- update_default_controls(control) n_variables <- NCOL(A) n_constraints <- NROW(A) if (inherits(A, "dgCMatrix")) { Ai <- A@i Ap <- A@p Ax <- A@x } else { csc <- make_csc_matrix(A) Ai <- csc[["matind"]] Ap <- csc[["matbeg"]] Ax <- csc[["values"]] } ret <- .Call("scsr", n_variables, n_constraints, obj, Ai, Ap, Ax, b, cone, control, PACKAGE = "scs") return(ret)})(A = list(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, dimnames = NULL), b = c(33, -12.7279220613579, 26, 14, 12.7279220613579, 56.5685424949238, 91, 14.142135623731, 15), obj = c(1, -1, 1), cone = list( f = 0L, l = 0L, s = 2:3), control = list(verbose = FALSE, eps = 1e-06))
     2: eval(solver_call)
     3: eval(solver_call)
     4: SOLVE(x, cntrl)
     5: ROI_solve(x, solver = solver)
     6: test_cp_09("scs")
     7: eval(quote({ test_cp_09("scs")}), new.env())
     8: eval(quote({ test_cp_09("scs")}), new.env())
     9: eval(expr, p)
     10: eval(expr, p)
     11: eval.parent(substitute(eval(quote(expr), envir)))
     12: local({ test_cp_09("scs")})
     An irrecoverable exception occurred. R is aborting now ...
Flavor: r-patched-solaris-x86