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Incorrect solution from quasilinear constraint #1828

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nicklar opened this issue Jul 18, 2022 · 1 comment
Closed

Incorrect solution from quasilinear constraint #1828

nicklar opened this issue Jul 18, 2022 · 1 comment

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@nicklar
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nicklar commented Jul 18, 2022 •
edited

Describe the bug
cp.sum(cp.sign(x)) constraints not being enforced in a DQCP.

To Reproduce
x = cp.Variable(2)
obj = cp.sum_squares(np.ones(2) - x)
constr = [cp.sum(cp.sign(x)) <= 1]
prob = cp.Problem(cp.Minimize(obj), constr)
prob.solve(qcp = True)

Also try this with <= 0 instead of 1 and it will raise a recursion error.

Expected behavior
The optimal solution of this problem should be (0, 1) but x.value returns (1, 1)

Version

  • OS: M1 Mac monterey
  • CVXPY Version: 1.2.0
@nicklar nicklar closed this as completed Jul 18, 2022
@SteveDiamond SteveDiamond reopened this Jul 18, 2022
@SteveDiamond
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Your problem should not be qcp. It's a bug in the problem validation. QCP is only supposed to handle sign applied to scalars. @akshayka can you confirm?

SteveDiamond added a commit that referenced this issue Jul 18, 2022
@SteveDiamond
fix #1828
d9559d5
@SteveDiamond SteveDiamond mentioned this issue Jul 18, 2022
Merged
9 tasks
SteveDiamond added a commit to tasseff/cvxpy that referenced this issue Jul 27, 2022
@SteveDiamond
Merge remote-tracking branch 'origin/master' into tasseff/master
c4ba1ab 
* origin/master:
  Add new QpSolver and ConicSolver for COPT under CVXPY (cvxpy#1836)
  fix linter
  contribute a atomic operation of trace(inv(X)) (cvxpy#1822)
  Add Coverage and benchmark badges (cvxpy#1839)
  Skip XPRESS test (cvxpy#1838)
  Fix bug with diff (cvxpy#1835)
  fix cvxpy#1828 (cvxpy#1829)
SteveDiamond added a commit to r-barnes/cvxpy that referenced this issue Aug 1, 2022
@SteveDiamond
Merge remote-tracking branch 'origin/master' into richard/fix_isrowmajor
178f67c 
* origin/master: (57 commits)
  fix linters (cvxpy#1851)
  fix link
  publish to web
  [CI] Bump macOS runner (cvxpy#1846)
  Add new QpSolver and ConicSolver for COPT under CVXPY (cvxpy#1836)
  fix linter
  contribute a atomic operation of trace(inv(X)) (cvxpy#1822)
  Add Coverage and benchmark badges (cvxpy#1839)
  Skip XPRESS test (cvxpy#1838)
  Fix bug with diff (cvxpy#1835)
  fix cvxpy#1828 (cvxpy#1829)
  Follow up with assume PSD (cvxpy#1820)
  Update finite_set.py
  Added feature mentioned in issue cvxpy#1695 (cvxpy#1754)
  Assume PSD argument to quad_form (cvxpy#1818)
  Added benchmarks workflow to benchmark the master branch of cvxpy and upload results (cvxpy#1798)
  COPT interface (cvxpy#1796)
  New workflow to make benchmarks run on PR commits (cvxpy#1810)
  [doc] Clarify that abs() supports complex numbers (cvxpy#1814)
  Add condition_number as a quasi-convex atom (cvxpy#1768)
  ...
SteveDiamond added a commit that referenced this issue Aug 31, 2022
@SteveDiamond
fix #1828 (#1829)
dbde673
SteveDiamond added a commit that referenced this issue Aug 31, 2022
@SteveDiamond
fix #1828 (#1829)
e90b7a4
SteveDiamond added a commit that referenced this issue Nov 4, 2022
@SteveDiamond @fabinsch
@phschiele @rileyjmurray @roberthuisman @KerimovEmil
Cherrypick/1.1.x (#1884)
7a2a4b4 
* fix osqp warm start (#1882)

* switch SCS timings to seconds (#1880)

Co-authored-by: Steven Diamond <steven@gridmatic.com>

* merge fix

* merge fix

* Fix SOC residual (#1844)

* fix SOC residual

* dimension test

* Suggestion for how to compute SOC residual (#1853)

Co-authored-by: phschiele <44360364+phschiele@users.noreply.github.com>

* Fix bug with diff (#1835)

* fix #1834

* test error

Co-authored-by: Steven Diamond <steven@gridmatic.com>

* fix #1828 (#1829)

* fix mosek

* switch pcp opt vals back

* resolved merge conflicts

* removed mi_lp_5 test

* Update __init__.py

Resolve #1910

* allow lists as shape definitions

* fix types

* fix types for 3.6

* fix gradient for multidimensional quad form (#1854)

* fix multidimensional quad form

* autoblack messed up line ordering

* Adding edge case handling for string inputs into norm (#1871)

* Adding edge case handling for string inputs into norm

Signed-off-by: KerimovEmil <emilkerimov93@gmail.com>

* Update cvxpy/atoms/norm.py

Co-authored-by: phschiele <44360364+phschiele@users.noreply.github.com>

* Adding norm exception tests to ensure that invalid string inputs are caught

Signed-off-by: KerimovEmil <emilkerimov93@gmail.com>
Co-authored-by: phschiele <44360364+phschiele@users.noreply.github.com>
Co-authored-by: Steven Diamond <steven@gridmatic.com>

Signed-off-by: KerimovEmil <emilkerimov93@gmail.com>
Co-authored-by: Fabian Schramm <55981657+fabinsch@users.noreply.github.com>
Co-authored-by: phschiele <44360364+phschiele@users.noreply.github.com>
Co-authored-by: Riley Murray <rileyjmurray@users.noreply.github.com>
Co-authored-by: Robert Huisman <74955560+roberthuisman@users.noreply.github.com>
Co-authored-by: KerimovEmil <emilkerimov93@gmail.com>
SteveDiamond added a commit that referenced this issue Nov 4, 2022
@SteveDiamond @fabinsch
@phschiele @rileyjmurray @roberthuisman @KerimovEmil @mlubin
Cherrypick 1.2.x (#1883)
df1e76c 
* fix osqp warm start (#1882)

* switch SCS timings to seconds (#1880)

Co-authored-by: Steven Diamond <steven@gridmatic.com>

* merge fix

* fix test

* resolve merge

* Fix SOC residual (#1844)

* fix SOC residual

* dimension test

* Suggestion for how to compute SOC residual (#1853)

Co-authored-by: phschiele <44360364+phschiele@users.noreply.github.com>

* Fix bug with diff (#1835)

* fix #1834

* test error

Co-authored-by: Steven Diamond <steven@gridmatic.com>

* fix #1828 (#1829)

* cap ortools at 9.3

* fix mosek

* switch pcp opt vals back

* resolve merge conflict

* Update __init__.py

Resolve #1910

* allow list as shape input

* fix gradient for multidimensional quad form (#1854)

* fix multidimensional quad form

* autoblack messed up line ordering

* Adding edge case handling for string inputs into norm (#1871)

* Adding edge case handling for string inputs into norm

Signed-off-by: KerimovEmil <emilkerimov93@gmail.com>

* Update cvxpy/atoms/norm.py

Co-authored-by: phschiele <44360364+phschiele@users.noreply.github.com>

* Adding norm exception tests to ensure that invalid string inputs are caught

Signed-off-by: KerimovEmil <emilkerimov93@gmail.com>
Co-authored-by: phschiele <44360364+phschiele@users.noreply.github.com>
Co-authored-by: Steven Diamond <steven@gridmatic.com>

* Fix time_limit_sec for GLOP and PDLP (#1859)

Fixes #1858

Signed-off-by: KerimovEmil <emilkerimov93@gmail.com>
Co-authored-by: Fabian Schramm <55981657+fabinsch@users.noreply.github.com>
Co-authored-by: phschiele <44360364+phschiele@users.noreply.github.com>
Co-authored-by: Riley Murray <rileyjmurray@users.noreply.github.com>
Co-authored-by: Robert Huisman <74955560+roberthuisman@users.noreply.github.com>
Co-authored-by: KerimovEmil <emilkerimov93@gmail.com>
Co-authored-by: Miles Lubin <miles.lubin@gmail.com>
SteveDiamond added a commit that referenced this issue Dec 27, 2022
@SteveDiamond @fabinsch
@phschiele @rileyjmurray @roberthuisman @KerimovEmil @piiq @rluce
Cherrypick 1.1.x (#1952)
f63d694 
* fix osqp warm start (#1882)

* switch SCS timings to seconds (#1880)

Co-authored-by: Steven Diamond <steven@gridmatic.com>

* merge fix

* merge fix

* Fix SOC residual (#1844)

* fix SOC residual

* dimension test

* Suggestion for how to compute SOC residual (#1853)

Co-authored-by: phschiele <44360364+phschiele@users.noreply.github.com>

* Fix bug with diff (#1835)

* fix #1834

* test error

Co-authored-by: Steven Diamond <steven@gridmatic.com>

* fix #1828 (#1829)

* fix mosek

* switch pcp opt vals back

* resolved merge conflicts

* removed mi_lp_5 test

* Update __init__.py

Resolve #1910

* allow lists as shape definitions

* fix types

* fix types for 3.6

* fix gradient for multidimensional quad form (#1854)

* fix multidimensional quad form

* autoblack messed up line ordering

* Adding edge case handling for string inputs into norm (#1871)

* Adding edge case handling for string inputs into norm

Signed-off-by: KerimovEmil <emilkerimov93@gmail.com>

* Update cvxpy/atoms/norm.py

Co-authored-by: phschiele <44360364+phschiele@users.noreply.github.com>

* Adding norm exception tests to ensure that invalid string inputs are caught

Signed-off-by: KerimovEmil <emilkerimov93@gmail.com>
Co-authored-by: phschiele <44360364+phschiele@users.noreply.github.com>
Co-authored-by: Steven Diamond <steven@gridmatic.com>

* disallow float for diamatrix values (#1931)

* add setup.cfg

* Make log_det robust to numerical issues with complex data (#1866)

* log_det takes Hermitian part of its input, therefore can assume that "sign" from numpys slogdet is real.

* Update test_complex.py

* Update test_complex.py

Make certain failing tests verbose, so we can see why logdet tests fail on a small number of platforms.

* guess for fix

* lower precision of test log det

* Update cvxpy/tests/test_complex.py

Remove verbose

Co-authored-by: phschiele <44360364+phschiele@users.noreply.github.com>

* Update cvxpy/tests/test_complex.py

Remove verbose from test

Co-authored-by: phschiele <44360364+phschiele@users.noreply.github.com>

Co-authored-by: Steven Diamond <diamond.po.central@gmail.com>
Co-authored-by: Steven Diamond <steven@gridmatic.com>
Co-authored-by: phschiele <44360364+phschiele@users.noreply.github.com>

* Adapt to API changes in gurobipy (#1962)

Signed-off-by: KerimovEmil <emilkerimov93@gmail.com>
Co-authored-by: Fabian Schramm <55981657+fabinsch@users.noreply.github.com>
Co-authored-by: phschiele <44360364+phschiele@users.noreply.github.com>
Co-authored-by: Riley Murray <rileyjmurray@users.noreply.github.com>
Co-authored-by: Robert Huisman <74955560+roberthuisman@users.noreply.github.com>
Co-authored-by: KerimovEmil <emilkerimov93@gmail.com>
Co-authored-by: Theodore Aptekarev <aptekarev@gmail.com>
Co-authored-by: Robert Luce <2168992+rluce@users.noreply.github.com>
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