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CSDP stuck #10
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Both
So it might be possible to do better. |
This also gets stuck for csdp linked to atlas. Just discovered that Brian Borcher, the author of CSDP, has joined github in June 2016. So we could ask him, why it gets stuck in some cases... |
Yes, good idea. We can also add this wrapper to this page: https://projects.coin-or.org/Csdp/ |
According to the SDPA install instruction, to get the best performance with SDPA, we need to use OpenBLAS that we compile with
|
With SDPA and the argument $ sdpa fail.dat-s out.result -pt 2 # Ubuntu binaries
SDPA (Version 7.3.9) start at [Sun Nov 13 12:43:44 2016]
set is STABLE_BUT_SLOW
data is fail.dat-s : sparse
out is out.result
NumThreads is set as 1
Schur computation : DENSE
Entering DMUMPS driver with JOB, N, NZ = -2 0 0
mu thetaP thetaD objP objD alphaP alphaD beta
0 1.0e+08 1.0e+00 1.0e+00 -0.00e+00 -0.00e+00 6.3e-01 6.6e-01 3.00e-01
1 5.0e+07 3.7e-01 3.4e-01 -2.24e+04 -0.00e+00 6.8e-01 7.2e-01 3.00e-01
2 2.2e+07 1.2e-01 9.5e-02 -4.40e+04 -0.00e+00 6.8e-01 7.0e-01 3.00e-01
3 9.9e+06 3.8e-02 2.9e-02 -6.13e+04 -0.00e+00 6.8e-01 7.9e-01 3.00e-01
4 4.3e+06 1.2e-02 5.9e-03 -5.55e+04 -0.00e+00 7.4e-01 7.7e-01 3.00e-01
5 1.6e+06 3.2e-03 1.4e-03 -1.66e+04 -0.00e+00 7.8e-01 8.1e-01 3.00e-01
6 5.3e+05 7.2e-04 2.6e-04 -3.58e+03 -0.00e+00 7.4e-01 1.0e+00 3.00e-01
7 2.0e+05 1.8e-04 6.7e-06 -7.70e+02 -0.00e+00 7.6e-01 1.0e+00 3.00e-01
8 7.6e+04 4.4e-05 7.3e-05 -1.60e+02 -0.00e+00 7.9e-01 1.0e+00 3.00e-01
9 2.5e+04 9.1e-06 3.5e-04 -3.41e+01 -0.00e+00 7.9e-01 1.0e+00 3.00e-01
10 8.5e+03 1.9e-06 3.5e-04 -6.83e+00 -0.00e+00 8.0e-01 1.0e+00 3.00e-01
11 2.8e+03 3.8e-07 5.4e-04 -1.38e+00 -0.00e+00 8.0e-01 1.0e+00 3.00e-01
12 9.0e+02 7.8e-08 1.9e-03 -2.77e-01 -0.00e+00 6.0e-01 1.0e+00 3.00e-01
13 6.2e+02 3.2e-08 9.1e-04 -5.52e-02 -0.00e+00 7.0e-01 1.0e+00 3.00e-01
cholesky miss condition :: not positive definite :: info = 15 :: line 785 in sdpa_linear.cpp
There are some possibilities. :: line 786 in sdpa_linear.cpp
1. SDPA terminates due to inaccuracy of numerical error :: line 787 in sdpa_linear.cpp
2. The input problem may not have (any) interior-points :: line 788 in sdpa_linear.cpp
3. Input matrices are linearly dependent :: line 789 in sdpa_linear.cpp
14 3.1e+02 9.4e-09 1.1e-02 -2.81e-02 -0.00e+00 7.0e-01 1.0e+00 3.00e-01
phase.value = noINFO
Iteration = 14
mu = +3.0652466111310315e+02
relative gap = +2.8053295795055225e-02
gap = -2.8053295795055225e-02
digits = -3.0102999566398120e-01
objValPrimal = -2.8053295795055225e-02
objValDual = -0.0000000000000000e+00
p.feas.error = +9.4079368568795877e-05
d.feas.error = +1.0860743086040020e+02
total time = 0.011052
main loop time = 0.008862
total time = 0.011052
file check time = 0.000000
file change time = 0.000005
file read time = 0.002185
SDPA end at [Sun Nov 13 12:43:44 2016]
ALL TIME = 0.012669
$ ./sdpa fail.dat-s out.result -pt 2 # compiled from source
SDPA (Version 7.3.8) start at [Sun Nov 13 12:43:48 2016]
set is STABLE_BUT_SLOW
data is fail.dat-s : sparse
out is out.result
NumThreads is set as 1
Schur computation : DENSE
Entering DMUMPS driver with JOB, N, NZ = -2 0 0
mu thetaP thetaD objP objD alphaP alphaD beta
0 1.0e+08 1.0e+00 1.0e+00 -0.00e+00 -0.00e+00 6.3e-01 6.6e-01 3.00e-01
1 5.0e+07 3.7e-01 3.4e-01 -2.24e+04 -0.00e+00 6.8e-01 7.2e-01 3.00e-01
2 2.2e+07 1.2e-01 9.5e-02 -4.40e+04 -0.00e+00 6.8e-01 7.0e-01 3.00e-01
3 9.9e+06 3.8e-02 2.9e-02 -6.13e+04 -0.00e+00 6.8e-01 7.9e-01 3.00e-01
4 4.3e+06 1.2e-02 5.9e-03 -5.55e+04 -0.00e+00 7.4e-01 7.7e-01 3.00e-01
5 1.6e+06 3.2e-03 1.4e-03 -1.66e+04 -0.00e+00 7.8e-01 8.1e-01 3.00e-01
6 5.3e+05 7.2e-04 2.6e-04 -3.58e+03 -0.00e+00 7.4e-01 1.0e+00 3.00e-01
7 2.0e+05 1.8e-04 5.5e-06 -7.70e+02 -0.00e+00 7.4e-01 1.0e+00 3.00e-01
8 8.2e+04 4.8e-05 6.7e-05 -1.59e+02 -0.00e+00 1.2e-01 1.0e+00 8.73e-01
pdINF criteria :: line 1192 in sdpa_parts.cpp
9 1.9e+05 4.2e-05 1.4e-03 -3.16e+01 -0.00e+00 1.2e-01 1.0e+00 8.73e-01
phase.value = pdINF
Iteration = 9
mu = +1.9161252427163962e+05
relative gap = +2.0000000000000000e+00
gap = -3.1584714229081790e+01
digits = -3.0102999566398120e-01
objValPrimal = -3.1584714229081790e+01
objValDual = -0.0000000000000000e+00
p.feas.error = +4.2479900152877592e-01
d.feas.error = +1.3682552859187126e+01
total time = 0.004049
main loop time = 0.003219
total time = 0.004049
file check time = 0.000000
file change time = 0.000003
file read time = 0.000827
SDPA end at [Sun Nov 13 12:43:48 2016]
ALL TIME = 0.005172 The issue is that the OpenBLAS compilation is extremely slow... I would be nice if the OpenBLAS version in Julia was good enough (it should actually, otherwise we can make a PR to Julia base). |
It seems to also work with Julia's OpenBLAS:
@EQt you were sure that Julia's OpenBLAS did not perform well with CSDP ? |
I just found this thread tonight, a couple of years after the fact. I'm sorry that no one contacted me at the time. For what it's worth, a current version of CSDP has no difficulty with the fail.dat-s problem given above:
|
Closing because @brianborchers reports that it is fixed, this doesn't appear to be a bug in CSDP.jl, and the issue is stale. |
For this input, CSDP gets stuck for me on Ubuntu 64 bits.
@EQt could it be the openblas bug you were talking about ? Is there an option to compile csdp with atlas ?
fail.dat-s.zip
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