Return :UserLimit when status is "Solved/Inaccurate"

[karanveerm]

Ref:jump-dev/Convex.jl#64 (comment)

It seems like scs return the same status value of 1 if the problem is Solved or Solved/Inaccurate. Nevertheless, it also returns a string which says Solved or Solved/Inaccurate. We should use this string to determine if the problem is not fully solved, in which case we should return :UserLimit.

[mlubin]

I'm not sure what cases Solved/Inaccurate includes, but :UserLimit should be specifically when the solver stops because of the iteration limit/timeout etc.
If the solver decides on its own (before hitting an optional limit) that it can't solve the problem within numerical tolerances, then that's a different status that we've sometimes called :Suboptimal (used by Gurobi) or :Error.

[bodono]

I can also just change the Solved/Inaccurate int returned to some other value, if that helps.

[mlubin]

@bodono, is there currently a way to determine the UserLimit status I described above?

[bodono]

Currently SCS only terminates when it's solved the problem (solved, infeasible etc.) or it hits the iteration limit (or the user has interrupted with ctrl-c), so Solved/Inaccurate is always UserLimit for now.

[mlubin]

Okay, so yes, it would help if Solved/Inaccurate corresponded to a different integer status.

[bodono]

Ok, I've added it to the v1.1.0 branch:

/* SCS returns one of the following integers: /
#define SCS_INFEASIBLE_INACCURATE (-7)
#define SCS_UNBOUNDED_INACCURATE (-6)
#define SCS_SIGINT (-5)
#define SCS_FAILED (-4)
#define SCS_INDETERMINATE (-3)
#define SCS_INFEASIBLE (-2) / primal infeasible, dual unbounded /
#define SCS_UNBOUNDED (-1) / primal unbounded, dual infeasible /
#define SCS_UNFINISHED (0) / never returned */
#define SCS_SOLVED (1)
#define SCS_SOLVED_INACCURATE (2)

[kalmarek]

I guess this can be closed since MOI maps the termination statuses of SCS to its internal representation