QCQP tests failing

[mlubin]

$ julia runtests.jl 
Running tests:
 Test: qcqpmodel.jl
Optimize a model with 0 rows, 2 columns and 0 nonzeros
Model has 1 quadratic constraint
Presolve time: 0.00s
Presolved: 3 rows, 5 columns, 6 nonzeros
Presolved model has 1 second-order cone constraint
Ordering time: 0.00s

Barrier statistics:
 AA' NZ     : 3.000e+00
 Factor NZ  : 6.000e+00
 Factor Ops : 1.400e+01 (less than 1 second per iteration)
 Threads    : 1

                  Objective                Residual
Iter       Primal          Dual         Primal    Dual     Compl     Time
   0   0.00000000e+00 -7.11109926e+00  1.22e+00 9.75e-01  1.49e+00     0s
   1  -1.47199294e+00 -4.28730677e+00  1.21e-01 3.66e-01  4.26e-01     0s
   2  -1.81200237e+00 -2.19495518e+00  1.21e-07 3.66e-07  4.79e-02     0s
   3  -1.99979675e+00 -2.00249656e+00  3.75e-10 7.76e-12  3.37e-04     0s
   4  -1.99999980e+00 -2.00000293e+00  4.02e-13 4.88e-15  3.92e-07     0s
   5  -2.00000000e+00 -2.00000000e+00  2.32e-11 1.29e-12  3.92e-10     0s

Barrier solved model in 5 iterations and 0.00 seconds
Optimal objective -2.00000000e+00

Solving KKT system to obtain QCP duals...

Optimize a model with 1 rows, 2 columns and 2 nonzeros
Presolve time: 0.00s
Presolved: 1 rows, 2 columns, 2 nonzeros
Ordering time: 0.00s

Barrier statistics:
 AA' NZ     : 0.000e+00
 Factor NZ  : 1.000e+00
 Factor Ops : 1.000e+00 (less than 1 second per iteration)
 Threads    : 1

                  Objective                Residual
Iter       Primal          Dual         Primal    Dual     Compl     Time
   0   4.99999500e+05 -5.19991353e+05  9.97e+02 5.00e+02  1.00e+06     0s
   1   4.39007151e+03 -2.34434851e+04  1.25e+02 3.16e+01  6.73e+04     0s
   2   2.14689407e+01 -1.76970139e+04  0.00e+00 3.16e-05  3.54e+03     0s
   3   2.14641519e+01 -5.28909679e+01  0.00e+00 1.01e-07  1.49e+01     0s
   4   6.99898860e+00 -1.95012065e+01  0.00e+00 1.01e-13  5.30e+00     0s
   5  -7.16551769e-01 -6.17996811e+00  0.00e+00 8.88e-16  1.09e+00     0s
   6  -1.94060202e+00 -2.12813568e+00  0.00e+00 0.00e+00  3.75e-02     0s
   7  -1.99994227e+00 -2.00013317e+00  0.00e+00 0.00e+00  3.82e-05     0s
   8  -1.99999994e+00 -2.00000013e+00  0.00e+00 2.22e-16  3.82e-08     0s
   9  -2.00000000e+00 -2.00000000e+00  0.00e+00 0.00e+00  3.83e-11     0s

Barrier solved model in 9 iterations and 0.00 seconds
Optimal objective -2.00000000e+00


ERROR: assertion failed: |:(modQ.objVal) - :(-(-1,/(4,sqrt(3))))| <= 1.0e-6
  :(modQ.objVal) = -1.9999999997966855
  :(-(-1,/(4,sqrt(3)))) = -3.3094010767585034
  difference = 1.3094010769618178 > 1.0e-6
 in error at error.jl:22
 in test_approx_eq at test.jl:78
 in anonymous at no file:17
 in include at boot.jl:238
at /home/mlubin/.julia/JuMP/test/qcqpmodel.jl:43
at /home/mlubin/.julia/JuMP/test/runtests.jl:18

@joehuchette

[joehuchette]

Strange, it runs fine on my setup.

[mlubin]

@IainNZ ?

[IainNZ]

Haha was rebooting into Linux as you wrote that.
Barrier solved model in 9 iterations and 0.00 seconds
Optimal objective -2.00000000e+00

ERROR: assertion failed: |:(modQ.objVal) - :(-(-1,/(4,sqrt(3))))| <= 1.0e-6
:(modQ.objVal) = -1.9999999997966855
:(-(-1,/(4,sqrt(3)))) = -3.3094010767585034
difference = 1.3094010769618178 > 1.0e-6
in error at error.jl:22
in test_approx_eq at test.jl:78
\

[IainNZ]

(is what I get)

[IainNZ]

Gurobi5.5.0_linux64

[mlubin]

Fixed by jump-dev/Gurobi.jl@b9a9448. I have no idea how this was ever giving the right answer. @joehuchette: Could you test with the latest gurobi.jl?

[joehuchette]

Oh shoot, I made this change locally and must not have sent a pull request. Sorry bout that

[mlubin]

That makes more sense. I'm partially to blame as well since the bug was in my code.