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Fix time_limit_sec for GLOP and PDLP #1859

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merged 1 commit into from
Aug 7, 2022

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mlubin
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@mlubin mlubin commented Aug 6, 2022

Fixes #1858

I looked for examples of tests that check that the time limit is actually hit but didn't find any. These are potentially flaky, but still useful to check that the time limit is actually enforced.

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github-actions bot commented Aug 6, 2022

Benchmarks that have stayed the same:

   before           after         ratio
 [0e6be613]       [b72d9cd9]
      29.3±0s          29.7±0s     1.01  cvar_benchmark.CVaRBenchmark.time_compile_problem
      24.4±0s          24.6±0s     1.01  qp_1611_benchmark.QP1611Benchmark.time_compile_problem
      4.03±0s          4.07±0s     1.01  simple_LP_benchmarks.SimpleFullyParametrizedLPBenchmark.time_compile_problem
      8.01±0s          8.00±0s     1.00  optimal_advertising.OptimalAdvertising.time_compile_problem
      1.81±0s          1.81±0s     1.00  simple_LP_benchmarks.SimpleScalarParametrizedLPBenchmark.time_compile_problem
      45.2±0s          44.5±0s     0.99  sdp_segfault_1132_benchmark.SDPSegfault1132Benchmark.time_compile_problem
      24.2±0s          23.9±0s     0.99  simple_LP_benchmarks.SimpleLPBenchmark.time_compile_problem

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LGTM. Thanks!

@SteveDiamond SteveDiamond merged commit 249f974 into cvxpy:master Aug 7, 2022
@phschiele phschiele mentioned this pull request Nov 3, 2022
9 tasks
SteveDiamond pushed a commit that referenced this pull request Nov 3, 2022
@SteveDiamond SteveDiamond mentioned this pull request Nov 3, 2022
9 tasks
SteveDiamond added a commit that referenced this pull request Nov 4, 2022
* 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 pull request Dec 27, 2022
* 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

* disallow float for diamatrix values (#1931)

* pin setuptools

* 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: Riley Murray <rileyjmurray@users.noreply.github.com>
Co-authored-by: phschiele <44360364+phschiele@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>
Co-authored-by: Theodore Aptekarev <aptekarev@gmail.com>
Co-authored-by: Robert Luce <2168992+rluce@users.noreply.github.com>
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Cannot set time limit with PDLP and GLOP
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