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A Julia interface for the SCS conic programming solver

Home Page: https://github.com/cvxgrp/scs

License: Other

Julia 100.00%

conic-optimization julia jump-jl

scs.jl's Introduction

SCS.jl

SCS.jl is a wrapper for the SCS splitting cone solver.

SCS can solve linear programs, second-order cone programs, semidefinite programs, exponential cone programs, and power cone programs.

Affiliation

This wrapper is maintained by the JuMP community and is not a project of the SCS developers.

Getting help

If you need help, please ask a question on the JuMP community forum.

If you have a reproducible example of a bug, please open a GitHub issue.

License

SCS.jl is licensed under the MIT License.

The underlying solver, cvxgrp/scs, is licensed under the MIT License.

Installation

Install SCS.jl using the Julia package manager:

import Pkg
Pkg.add("SCS")

In addition to installing the SCS.jl package, this will also download and install the SCS binaries. (You do not need to install SCS separately.)

To use a custom binary, read the Custom solver binaries section of the JuMP documentation.

Use with Convex.jl

This example shows how we can model a simple knapsack problem with Convex and use SCS to solve it.

using Convex, SCS
items  = [:Gold, :Silver, :Bronze]
values = [5.0, 3.0, 1.0]
weights = [2.0, 1.5, 0.3]

# Define a variable of size 3, each index representing an item
x = Variable(3)
p = maximize(x' * values, 0 <= x, x <= 1, x' * weights <= 3)
solve!(p, SCS.Optimizer)
println([items x.value])
# [:Gold 0.9999971880377178
#  :Silver 0.46667637765641057
#  :Bronze 0.9999998036351865]

Use with JuMP

This example shows how we can model a simple knapsack problem with JuMP and use SCS to solve it.

using JuMP, SCS
items  = [:Gold, :Silver, :Bronze]
values = Dict(:Gold => 5.0,  :Silver => 3.0,  :Bronze => 1.0)
weight = Dict(:Gold => 2.0,  :Silver => 1.5,  :Bronze => 0.3)

model = Model(SCS.Optimizer)
@variable(model, 0 <= take[items] <= 1)  # Define a variable for each item
@objective(model, Max, sum(values[item] * take[item] for item in items))
@constraint(model, sum(weight[item] * take[item] for item in items) <= 3)
optimize!(model)
println(value.(take))
# 1-dimensional DenseAxisArray{Float64,1,...} with index sets:
#     Dimension 1, Symbol[:Gold, :Silver, :Bronze]
# And data, a 3-element Array{Float64,1}:
#  1.0000002002226671
#  0.4666659513182934
#  1.0000007732744878

MathOptInterface API

The SCS optimizer supports the following constraints and attributes.

List of supported objective functions:

List of supported variable types:

MOI.Reals

List of supported constraint types:

List of supported model attributes:

MOI.ObjectiveSense()

Options

All SCS solver options can be set through Convex.jl or MathOptInterface.jl.

For example:

model = Model(optimizer_with_attributes(SCS.Optimizer, "max_iters" => 10))

# via MathOptInterface:
optimizer = SCS.Optimizer()
MOI.set(optimizer, MOI.RawOptimizerAttribute("max_iters"), 10)
MOI.set(optimizer, MOI.RawOptimizerAttribute("verbose"), 0)

Common options are:

max_iters: the maximum number of iterations to take
verbose: turn printing on (1) or off (0) See the glbopts.h header for other options.

Linear solvers

SCS uses a linear solver internally, see this section of SCS documentation. SCS.jl ships with the following linear solvers:

SCS.DirectSolver (sparse direct, the default)
SCS.IndirectSolver (sparse indirect, by conjugate gradient)

To select the linear solver, set the linear_solver option, or pass the solver as the first argument when using scs_solve directly (see the low-level wrapper section below). For example:

using JuMP, SCS
model = Model(SCS.Optimizer)
set_attribute(model, "linear_solver", SCS.IndirectSolver)

SCS with MKL Pardiso linear solver

SCS.jl v2.0 introduced a breaking change. You now need to use SCS_MKL_jll instead of MKL_jll.

To enable the MKL Pardiso (direct sparse) solver one needs to install and load SCS_MKL_jll.

julia> import Pkg; Pkg.add("SCS_MKL_jll");

julia> using SCS, SCS_MKL_jll

julia> using SCS

julia> SCS.is_available(SCS.MKLDirectSolver)
true

The MKLDirectSolver is available on Linux x86_64 platform only.

SCS with Sparse GPU indirect solver (CUDA only)

SCS.jl v2.0 introduced a breaking change. You now need to use SCS_GPU_jll instead of CUDA_jll.

To enable the indirect linear solver on GPU one needs to install and load SCS_GPU_jll.

julia> import Pkg; Pkg.add("SCS_GPU_jll");

julia> using SCS, SCS_GPU_jll

julia> SCS.is_available(SCS.GpuIndirectSolver)
true

The GpuIndirectSolver is available on Linux x86_64 platform only.

Low-level wrapper

SCS.jl provides a low-level interface to solve a problem directly, without interfacing through MathOptInterface.

This is an advanced interface with a risk of incorrect usage. For new users, we recommend that you use the JuMP or Convex interfaces instead.

SCS solves a problem of the form:

minimize        1/2 * x' * P * x + c' * x
subject to      A * x + s = b
                s in K

where K is a product cone of:

zero cone
positive orthant { x | x ≥ 0 }
box cone { (t,x) | t*l ≤ x ≤ t*u}
second-order cone (SOC) { (t,x) | ||x||_2 ≤ t }
semi-definite cone (SDC) { X | X is psd }
exponential cone { (x,y,z) | y e^(x/y) ≤ z, y>0 }
power cone { (x,y,z) | x^a * y^(1-a) ≥ |z|, x ≥ 0, y ≥ 0 }
dual power cone { (u,v,w) | (u/a)^a * (v/(1-a))^(1-a) ≥ |w|, u ≥ 0, v ≥ 0 }.

To solve this problem with SCS, call SCS.scs_solve; see the docstring for details.

scs.jl's People

Contributors

Stargazers

Watchers

scs.jl's Issues

indirect solver

I see in build.jl that only libscsdir.ext is built;
Can we have access to the indirect solver method?
(i.e. What needs to be done?)

Add symmetry constraints for SDP

The MPB interface implicitly assumes that SDP constraints imply symmetry, but SCS needs these as explicit equalities, see discussion here: MOSEK/Mosek.jl#29 (comment). These equalities should be introduced in SCS.jl and not by Convex.jl.

Return :UserLimit when status is "Solved/Inaccurate"

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.

Julia crash on tiny change

Changing three lines https://github.com/JuliaOpt/SCS.jl/blob/master/test/options.jl#L45 from

45 primal_sol = m.primal_sol
46 dual_sol = m.dual_sol
47 slack = m.slack

45 primal_sol = deepcopy(m.primal_sol)
46 dual_sol = deepcopy(m.dual_sol)
47 slack = deepcopy(m.slack)

results in

julia(32256,0x7fff7b9f6300) malloc: *** error for object 0x7faee77bb0a0: pointer being freed was not allocated
*** set a breakpoint in malloc_error_break to debug

signal (6): Abort trap: 6
__pthread_kill at /usr/lib/system/libsystem_kernel.dylib (unknown line)

my guess is that this is in julia itself, but I can't tell, could also be in MathProgBase or SCS.jl. @mlubin do you have any insight on where this could be coming from?

return :Userlimit rather than :UnknownError when hit iteration limit

@mlubin

Building problem on cluster

I am trying to add SCS to a cluster machine with julia v1.0.0, however I get the following error after trying to build or use it:

Building SCS → `~/.julia/packages/SCS/LBz0o/deps/build.log`
┌ Error: Error building `SCS`: 
│ ┌ Warning: platform_key() is deprecated, use platform_key_abi() from now on
│ │   caller = ip:0x0
│ └ @ Core :-1
│ ERROR: LoadError: LibraryProduct(nothing, ["libscsindir"], :indirect, "Prefix(/n/home02/jzazo/.julia/packages/SCS/LBz0o/deps/usr)") is not satisfied, cannot generate deps.jl!
│ Stacktrace:
│  [1] error(::String) at ./error.jl:33
│  [2] #write_deps_file#152(::Bool, ::Function, ::String, ::Array{LibraryProduct,1}) at /n/home02/jzazo/.julia/packages/BinaryProvider/1nGWd/src/Products.jl:408
│  [3] (::getfield(BinaryProvider, Symbol("#kw##write_deps_file")))(::NamedTuple{(:verbose,),Tuple{Bool}}, ::typeof(write_deps_file), ::String, ::Array{LibraryProduct,1}) at ./none:0
│  [4] top-level scope at none:0
│  [5] include at ./boot.jl:317 [inlined]
│  [6] include_relative(::Module, ::String) at ./loading.jl:1038
│  [7] include(::Module, ::String) at ./sysimg.jl:29
│  [8] include(::String) at ./client.jl:388
│  [9] top-level scope at none:0
│ in expression starting at /n/home02/jzazo/.julia/packages/SCS/LBz0o/deps/build.jl:55
└ @ Pkg.Operations /builds/pedmon/helmod/rpmbuild/BUILD/julia/usr/share/julia/stdlib/v1.0/Pkg/src/Operations.jl:1068

I think it may be an OpenBlas library problem. I have tried loading different OpenBlas modules but without success. All modules were built using HASWELL target architecture, for CentOS 7. OpenBlas module required either gcc/7.1.0 or intel/17.0.4 modules (I am not sure what the second one loads, maybe something related to MKL), but these two modules are exclusive.

There was a discussion about openblas vs openblas64 here, and I managed to install SCS with julia v0.6.3 in the cluster following those instructions, but these don't work for me with julia v1.0.0. Any idea of what I could do to build it? May it be a 32 or 64 bit architecture problem of SCS and the modules I am using? I have no problems in my local machine. Thanks.

Switch to set_default_settings

#93 (comment)

Cross Platform Consistency

This may be of interest to the SCS developers and/or the binary builder configuration.

This update to ThreePhasePowerModels highlights a few SDP models where SCS produces notably different solutions on the Linux build vs the OS X build.

lanl-ansi/ThreePhasePowerModels.jl@ec535c4

MathProgBase wrapper

I'm working on a project where I'd like to try out a first-order conic solver. Is this interface basically stable and ready to be wrapped with MathProgBase?

implement getconicdual

Linking blas+lapack library

I'm mostly done writing the low level and high level wrappers, and most of SCS's tests are passing. However, for SDPs, I get the following error.

FATAL: Cannot solve SDPs with > 2x2 matrices without linked blas+lapack libraries
Edit scs.mk to point to blas+lapack libray locations
ERROR: initCone failure
ERROR: NULL input

I looked into this and found https://groups.google.com/forum/#!msg/julia-dev/doNlgVhwPJw/aSQsu4rxMt4J but I haven't been able to get this working yet. Any ideas?

critical memory bug

If I'm understanding things correctly create_scs_matrix returns pointers to vectors that can be freed by the Julia GC at any point. I'm surprised we haven't seen more segfaults.

@bodono, does SCS make an internal copy of the A matrix, or does it assume that the user won't free it before SCS_solve?

SCS.jl on Windows

So far, SCS.jl only works on Linux and Mac OS X. No work has been done for Windows yet.

Support for Start Values in MOI

See, jump-dev/JuMP.jl#1460

undefined symbol: dsyevr_

I am using Julia v0.5-rc2 and the latest version of SCS.jl on Ubuntu 16.04 64 bits.
When I add SCS.jl, build it (it installs scs v1.1.8) and run julia runtests.jl I get

julia: symbol lookup error: /home/blegat/.julia/v0.5/SCS/deps/usr/lib/libscsdir.so: undefined symbol: dsyevr_

README default value does not match what is `create_scs_data`

The default values of the README for max_iters and eps are 2500 and 1e-3 respectively which match those of scs_create_settings but not those of scs_create_data it is in fact 20000 and 1e-4.

error from "getdual"

I'm using SCS on an SDP problem through the MPB conic interface and I need duals. I got the following output and error:

----------------------------------------------------------------------------
    SCS v1.1.8 - Splitting Conic Solver
    (c) Brendan O'Donoghue, Stanford University, 2012-2015
----------------------------------------------------------------------------
Lin-sys: sparse-direct, nnz in A = 66
eps = 1.00e-04, alpha = 1.80, max_iters = 20000, normalize = 1, scale = 5.00
Variables n = 8, constraints m = 35
Cones:  primal zero / dual free vars: 6
    linear vars: 17
    sd vars: 12, sd blks: 2
Setup time: 6.87e-04s
----------------------------------------------------------------------------
 Iter | pri res | dua res | rel gap | pri obj | dua obj | kap/tau | time (s)
----------------------------------------------------------------------------
     0|      inf       inf       nan      -inf       inf       inf  6.56e-04
   100| 4.00e-04  9.26e-03  9.55e-04  8.67e-01  8.69e-01  0.00e+00  1.33e-03
   200| 2.92e-04  6.22e-03  8.12e-04  8.59e-01  8.61e-01  0.00e+00  1.99e-03
   300| 2.21e-04  4.42e-03  6.73e-04  8.55e-01  8.57e-01  0.00e+00  2.65e-03
   400| 1.70e-04  3.24e-03  5.49e-04  8.53e-01  8.54e-01  0.00e+00  3.31e-03
   500| 1.31e-04  2.42e-03  4.43e-04  8.52e-01  8.53e-01  0.00e+00  3.96e-03
   600| 1.02e-04  1.83e-03  3.54e-04  8.51e-01  8.52e-01  0.00e+00  4.63e-03
   700| 7.92e-05  1.40e-03  2.82e-04  8.50e-01  8.51e-01  0.00e+00  5.29e-03
   800| 6.17e-05  1.07e-03  2.23e-04  8.50e-01  8.51e-01  0.00e+00  5.94e-03
   900| 4.81e-05  8.24e-04  1.76e-04  8.50e-01  8.50e-01  0.00e+00  6.60e-03
  1000| 3.75e-05  6.37e-04  1.39e-04  8.50e-01  8.50e-01  0.00e+00  7.26e-03
  1100| 2.92e-05  4.93e-04  1.09e-04  8.50e-01  8.50e-01  0.00e+00  7.91e-03
  1200| 2.28e-05  3.83e-04  8.53e-05  8.50e-01  8.50e-01  0.00e+00  8.57e-03
  1300| 1.78e-05  2.97e-04  6.69e-05  8.50e-01  8.50e-01  0.00e+00  9.23e-03
  1400| 1.39e-05  2.31e-04  5.23e-05  8.50e-01  8.50e-01  0.00e+00  9.88e-03
  1500| 1.08e-05  1.80e-04  4.09e-05  8.50e-01  8.50e-01  0.00e+00  1.05e-02
  1600| 8.44e-06  1.40e-04  3.20e-05  8.50e-01  8.50e-01  0.00e+00  1.12e-02
  1700| 6.59e-06  1.09e-04  2.50e-05  8.50e-01  8.50e-01  0.00e+00  1.18e-02
  1740| 5.96e-06  9.87e-05  2.27e-05  8.50e-01  8.50e-01  0.00e+00  1.21e-02
----------------------------------------------------------------------------
Status: Solved
Timing: Solve time: 1.21e-02s
    Lin-sys: nnz in L factor: 132, avg solve time: 5.80e-07s
    Cones: avg projection time: 5.26e-06s
----------------------------------------------------------------------------
Error metrics:
dist(s, K) = 1.9046e-09, dist(y, K*) = 1.6649e-09, s'y/m = 7.5845e-11
|Ax + s - b|_2 / (1 + |b|_2) = 5.9632e-06
|A'y + c|_2 / (1 + |c|_2) = 9.8697e-05
|c'x + b'y| / (1 + |c'x| + |b'y|) = 2.2665e-05
----------------------------------------------------------------------------
c'x = 0.8495, -b'y = 0.8496
============================================================================
ERROR: LoadError: BoundsError: attempt to access 27-element Array{Float64,1}:
  0.084945
 -0.0
 -0.0263043
 -0.0
 -0.0318538
 -0.0318482
 -0.0
 -0.0
 -0.0
  0.0668724
  ⋮
  0.0275895
  0.138811
 -0.234901
  0.349199
 -0.835699
  0.99999
  7.51559e-13
  0.0
  0.0
  at index [24:29]
 in throw_boundserror at abstractarray.jl:156
 in getindex at array.jl:288
 in rescaleconicdual! at /Users/chris/.julia/v0.4/SCS/src/SCSSolverInterface.jl:434
 in getdual at /Users/chris/.julia/v0.4/SCS/src/SCSSolverInterface.jl:423

bug report when using SCS solver

Please submit a bug report with steps to reproduce this fault, and any error messages that follow (i
n their entirety). Thanks.
Exception: EXCEPTION_ACCESS_VIOLATION at 0x6669d61c -- validateLinSys at /home/Tony/github/scs\linsy
s\common.c:47
while loading C:\Users\re876928\Desktop\Positive definite Matrix\New folder\sample_case5_modifyPposi
tive_v5.jl, in expression starting on line 34
validateLinSys at /home/Tony/github/scs\linsys\common.c:41
validate at /home/Tony/github/scs\src\scs.c:615 [inlined]
scs_init at /home/Tony/github/scs\src\scs.c:843
SCS_init at C:\Users\re876928\AppData\Local\JuliaPro-0.6.4.1\pkgs-0.6.4.1\v0.6\SCS\src\low_level_wra
pper.jl:13 [inlined]
SCS_solve at C:\Users\re876928\AppData\Local\JuliaPro-0.6.4.1\pkgs-0.6.4.1\v0.6\SCS\src\low_level_wr
apper.jl:44
#SCS_solve#8 at C:\Users\re876928\AppData\Local\JuliaPro-0.6.4.1\pkgs-0.6.4.1\v0.6\SCS\src\high_leve
l_wrapper.jl:140
unknown function (ip: 000000002B9CC406)
jl_call_fptr_internal at /home/Administrator/buildbot/worker/package_win64/build/src/home/Administra
tor/buildbot/worker/package_win64/build/src\julia_internal.h:339 [inlined]
jl_call_method_internal at /home/Administrator/buildbot/worker/package_win64/build/src/home/Administ
rator/buildbot/worker/package_win64/build/src\julia_internal.h:358 [inlined]
jl_apply_generic at /home/Administrator/buildbot/worker/package_win64/build/src/home/Administrator/b
uildbot/worker/package_win64/build/src\gf.c:1903 [inlined]
jl_apply at /home/Administrator/buildbot/worker/package_win64/build/src/home/Administrator/buildbot/
worker/package_win64/build/src\julia.h:1424 [inlined]
jl_invoke at /home/Administrator/buildbot/worker/package_win64/build/src/home/Administrator/buildbot
/worker/package_win64/build/src\gf.c:51
SCS_solve at C:\Users\re876928\AppData\Local\JuliaPro-0.6.4.1\pkgs-0.6.4.1\v0.6\SCS\src\high_level_w
rapper.jl:127
unknown function (ip: 000000002B9CBDC8)
jl_call_fptr_internal at /home/Administrator/buildbot/worker/package_win64/build/src/home/Administra
tor/buildbot/worker/package_win64/build/src\julia_internal.h:339 [inlined]
jl_call_method_internal at /home/Administrator/buildbot/worker/package_win64/build/src/home/Administ
rator/buildbot/worker/package_win64/build/src\julia_internal.h:358 [inlined]
jl_apply_generic at /home/Administrator/buildbot/worker/package_win64/build/src/home/Administrator/b
uildbot/worker/package_win64/build/src\gf.c:1903 [inlined]
jl_apply at /home/Administrator/buildbot/worker/package_win64/build/src/home/Administrator/buildbot/
worker/package_win64/build/src\julia.h:1424 [inlined]
jl_invoke at /home/Administrator/buildbot/worker/package_win64/build/src/home/Administrator/buildbot
/worker/package_win64/build/src\gf.c:51
#SCS_solve#9 at C:\Users\re876928\AppData\Local\JuliaPro-0.6.4.1\pkgs-0.6.4.1\v0.6\SCS\src\high_leve
l_wrapper.jl:154
unknown function (ip: 000000002B9CBAF5)
jl_call_fptr_internal at /home/Administrator/buildbot/worker/package_win64/build/src/home/Administra
tor/buildbot/worker/package_win64/build/src\julia_internal.h:339 [inlined]
jl_call_method_internal at /home/Administrator/buildbot/worker/package_win64/build/src/home/Administ
rator/buildbot/worker/package_win64/build/src\julia_internal.h:358 [inlined]
jl_apply_generic at /home/Administrator/buildbot/worker/package_win64/build/src/home/Administrator/b
uildbot/worker/package_win64/build/src\gf.c:1903 [inlined]
jl_apply at /home/Administrator/buildbot/worker/package_win64/build/src/home/Administrator/buildbot/
worker/package_win64/build/src\julia.h:1424 [inlined]
jl_invoke at /home/Administrator/buildbot/worker/package_win64/build/src/home/Administrator/buildbot
/worker/package_win64/build/src\gf.c:51
SCS_solve at C:\Users\re876928\AppData\Local\JuliaPro-0.6.4.1\pkgs-0.6.4.1\v0.6\SCS\src\high_level_w
rapper.jl:154
optimize! at C:\Users\re876928\AppData\Local\JuliaPro-0.6.4.1\pkgs-0.6.4.1\v0.6\SCS\src\SCSSolverInt
erface.jl:92
unknown function (ip: 000000002B9CB16E)
jl_call_fptr_internal at /home/Administrator/buildbot/worker/package_win64/build/src/home/Administra
tor/buildbot/worker/package_win64/build/src\julia_internal.h:339 [inlined]
jl_call_method_internal at /home/Administrator/buildbot/worker/package_win64/build/src/home/Administ
rator/buildbot/worker/package_win64/build/src\julia_internal.h:358 [inlined]
jl_apply_generic at /home/Administrator/buildbot/worker/package_win64/build/src/home/Administrator/b
uildbot/worker/package_win64/build/src\gf.c:1903
#solve#116 at C:\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\Users\re876928\AppData\Local\Jul
iaPro-0.6.4.1\pkgs-0.6.4.1\v0.6\JuMP\src\solvers.jl:175
unknown function (ip: 000000000D6EF560)
jl_call_fptr_internal at /home/Administrator/buildbot/worker/package_win64/build/src/home/Administra
tor/buildbot/worker/package_win64/build/src\julia_internal.h:339 [inlined]
jl_call_method_internal at /home/Administrator/buildbot/worker/package_win64/build/src/home/Administ
rator/buildbot/worker/package_win64/build/src\julia_internal.h:358 [inlined]
jl_apply_generic at /home/Administrator/buildbot/worker/package_win64/build/src/home/Administrator/b
uildbot/worker/package_win64/build/src\gf.c:1903 [inlined]
jl_apply at /home/Administrator/buildbot/worker/package_win64/build/src/home/Administrator/buildbot/
worker/package_win64/build/src\julia.h:1424 [inlined]
jl_invoke at /home/Administrator/buildbot/worker/package_win64/build/src/home/Administrator/buildbot
/worker/package_win64/build/src\gf.c:51
solve at C:\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\Users\re876928\AppData\Local\JuliaPro
-0.6.4.1\pkgs-0.6.4.1\v0.6\JuMP\src\solvers.jl:150
unknown function (ip: 000000000D6ED4E6)
jl_call_fptr_internal at /home/Administrator/buildbot/worker/package_win64/build/src/home/Administra
tor/buildbot/worker/package_win64/build/src\julia_internal.h:339 [inlined]
jl_call_method_internal at /home/Administrator/buildbot/worker/package_win64/build/src/home/Administ
rator/buildbot/worker/package_win64/build/src\julia_internal.h:358 [inlined]
jl_apply_generic at /home/Administrator/buildbot/worker/package_win64/build/src/home/Administrator/b
uildbot/worker/package_win64/build/src\gf.c:1903
do_call at /home/Administrator/buildbot/worker/package_win64/build/src/home/Administrator/buildbot/w
orker/package_win64/build/src\interpreter.c:75
eval at /home/Administrator/buildbot/worker/package_win64/build/src/home/Administrator/buildbot/work
er/package_win64/build/src\interpreter.c:242
jl_interpret_toplevel_expr at /home/Administrator/buildbot/worker/package_win64/build/src/home/Admin
istrator/buildbot/worker/package_win64/build/src\interpreter.c:34
jl_toplevel_eval_flex at /home/Administrator/buildbot/worker/package_win64/build/src/home/Administra
tor/buildbot/worker/package_win64/build/src\toplevel.c:577
jl_parse_eval_all at /home/Administrator/buildbot/worker/package_win64/build/src/home/Administrator/
buildbot/worker/package_win64/build/src\ast.c:873
include_string at .\loading.jl:522
include_string at C:\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\Users\re876928\AppData\Local
\JuliaPro-0.6.4.1\pkgs-0.6.4.1\v0.6\CodeTools\src\eval.jl:30
unknown function (ip: 000000000D661165)
jl_call_fptr_internal at /home/Administrator/buildbot/worker/package_win64/build/src/home/Administra
tor/buildbot/worker/package_win64/build/src\julia_internal.h:339 [inlined]
jl_call_method_internal at /home/Administrator/buildbot/worker/package_win64/build/src/home/Administ
rator/buildbot/worker/package_win64/build/src\julia_internal.h:358 [inlined]
jl_apply_generic at /home/Administrator/buildbot/worker/package_win64/build/src/home/Administrator/b
uildbot/worker/package_win64/build/src\gf.c:1903
do_call at /home/Administrator/buildbot/worker/package_win64/build/src/home/Administrator/buildbot/w
orker/package_win64/build/src\interpreter.c:75
eval at /home/Administrator/buildbot/worker/package_win64/build/src/home/Administrator/buildbot/work
er/package_win64/build/src\interpreter.c:242
jl_interpret_toplevel_expr at /home/Administrator/buildbot/worker/package_win64/build/src/home/Admin
istrator/buildbot/worker/package_win64/build/src\interpreter.c:34
jl_toplevel_eval_flex at /home/Administrator/buildbot/worker/package_win64/build/src/home/Administra
tor/buildbot/worker/package_win64/build/src\toplevel.c:577
jl_toplevel_eval_in at /home/Administrator/buildbot/worker/package_win64/build/src/home/Administrato
r/buildbot/worker/package_win64/build/src\builtins.c:496
include_string at C:\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\Users\re876928\AppData\Local
\JuliaPro-0.6.4.1\pkgs-0.6.4.1\v0.6\CodeTools\src\eval.jl:34
jl_call_fptr_internal at /home/Administrator/buildbot/worker/package_win64/build/src/home/Administra
tor/buildbot/worker/package_win64/build/src\julia_internal.h:339 [inlined]
jl_call_method_internal at /home/Administrator/buildbot/worker/package_win64/build/src/home/Administ
rator/buildbot/worker/package_win64/build/src\julia_internal.h:358 [inlined]
jl_apply_generic at /home/Administrator/buildbot/worker/package_win64/build/src/home/Administrator/b
uildbot/worker/package_win64/build/src\gf.c:1903
#102 at C:\Users\re876928\AppData\Local\JuliaPro-0.6.4.1\pkgs-0.6.4.1\v0.6\Atom\src\eval.jl:82
withpath at C:\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\Users\re876928\AppData\Local\Julia
Pro-0.6.4.1\pkgs-0.6.4.1\v0.6\CodeTools\src\utils.jl:30
unknown function (ip: 000000000D660C6A)
jl_call_fptr_internal at /home/Administrator/buildbot/worker/package_win64/build/src/home/Administra
tor/buildbot/worker/package_win64/build/src\julia_internal.h:339 [inlined]
jl_call_method_internal at /home/Administrator/buildbot/worker/package_win64/build/src/home/Administ
rator/buildbot/worker/package_win64/build/src\julia_internal.h:358 [inlined]
jl_apply_generic at /home/Administrator/buildbot/worker/package_win64/build/src/home/Administrator/b
uildbot/worker/package_win64/build/src\gf.c:1903
withpath at C:\Users\re876928\AppData\Local\JuliaPro-0.6.4.1\pkgs-0.6.4.1\v0.6\Atom\src\eval.jl:38
unknown function (ip: 000000000D66091A)
jl_call_fptr_internal at /home/Administrator/buildbot/worker/package_win64/build/src/home/Administra
tor/buildbot/worker/package_win64/build/src\julia_internal.h:339 [inlined]
jl_call_method_internal at /home/Administrator/buildbot/worker/package_win64/build/src/home/Administ
rator/buildbot/worker/package_win64/build/src\julia_internal.h:358 [inlined]
jl_apply_generic at /home/Administrator/buildbot/worker/package_win64/build/src/home/Administrator/b
uildbot/worker/package_win64/build/src\gf.c:1903 [inlined]
jl_apply at /home/Administrator/buildbot/worker/package_win64/build/src/home/Administrator/buildbot/
worker/package_win64/build/src\julia.h:1424 [inlined]
jl_invoke at /home/Administrator/buildbot/worker/package_win64/build/src/home/Administrator/buildbot
/worker/package_win64/build/src\gf.c:51
hideprompt at C:\Users\re876928\AppData\Local\JuliaPro-0.6.4.1\pkgs-0.6.4.1\v0.6\Atom\src\repl.jl:67
unknown function (ip: 000000000D660376)
jl_call_fptr_internal at /home/Administrator/buildbot/worker/package_win64/build/src/home/Administra
tor/buildbot/worker/package_win64/build/src\julia_internal.h:339 [inlined]
jl_call_method_internal at /home/Administrator/buildbot/worker/package_win64/build/src/home/Administ
rator/buildbot/worker/package_win64/build/src\julia_internal.h:358 [inlined]
jl_apply_generic at /home/Administrator/buildbot/worker/package_win64/build/src/home/Administrator/b
uildbot/worker/package_win64/build/src\gf.c:1903
macro expansion at C:\Users\re876928\AppData\Local\JuliaPro-0.6.4.1\pkgs-0.6.4.1\v0.6\Atom\src\eval.
jl:80 [inlined]
#100 at .\task.jl:80
jl_call_fptr_internal at /home/Administrator/buildbot/worker/package_win64/build/src/home/Administra
tor/buildbot/worker/package_win64/build/src\julia_internal.h:339 [inlined]
jl_call_method_internal at /home/Administrator/buildbot/worker/package_win64/build/src/home/Administ
rator/buildbot/worker/package_win64/build/src\julia_internal.h:358 [inlined]
jl_apply_generic at /home/Administrator/buildbot/worker/package_win64/build/src/home/Administrator/b
uildbot/worker/package_win64/build/src\gf.c:1903
jl_apply at /home/Administrator/buildbot/worker/package_win64/build/src/home/Administrator/buildbot/
worker/package_win64/build/src\julia.h:1424 [inlined]
start_task at /home/Administrator/buildbot/worker/package_win64/build/src/home/Administrator/buildbo
t/worker/package_win64/build/src\task.c:267
Allocations: 34085461 (Pool: 34082640; Big: 2821); GC: 111

Julia has exited. Press Enter to start a new session.

Here is my code as below.

using JuMP
using SCS
using DataFrames,ConditionalJuMP
m = Model(solver=SCSSolver())
#importing data from csv files
path1="C:\\Users\..\\Positive definite Matrix\\ef.csv"
path2="C:\\Users\..\\Positive definite Matrix\\pii.csv"
xi=readcsv(path1)      #ei fi dataset, sammple_size * 2*bus_num
P_all=readcsv(path2)/100   # all bus power sets,sammple_size * 2*bus_num
Pi=-1*P_all[:,2]            #only bus power at bus 2 
sample_size=10000            # sample size
bus_num=5                   #bus number
#define variables

@variable(m,aij[i=1:2*bus_num,j=1:2*bus_num],Symmetric) # define coefficients matrix aij by 2bus_num*2bus_num
@SDconstraint(m, aij >= eye(2*bus_num))
@variable(m,t[i=1:sample_size])
#define constraints
@constraint(m,[i=1:sample_size],(xi[i,:]'*aij*xi[i,:]-Pi[i])<=t[i])
@constraint(m,[i=1:sample_size],(xi[i,:]'*aij*xi[i,:]-Pi[i])>=-t[i])
@constraint(m,[i=1:sample_size],xi[i,:]'*aij*xi[i,:]>=0)
@objective(m, Min,sum(t[i]/sample_size for i=1:sample_size))

solve(m)
println("m = ",getobjectivevalue(m))
println("Aij = ", getvalue(aij))
Aij=getvalue(aij)
output1="C:\\Users\\re876928\\Desktop\\Positive definite Matrix\\result_case5P_bus2_A_v2.csv"
writedlm(output1,Aij)

#here I attach some data for example:
xi=

-1.01671 | 0.804448 | 0.932138 | 1.064137 | -0.96322 | 0.357144 | -0.72668 | -0.58405 | 0 | -0.46381
-- | -- | -- | -- | -- | -- | -- | -- | -- | --
-1.0484 | 1.076371 | 1.099027 | 1.061557 | -0.95185 | 0.239189 | -0.12324 | 0.046231 | 0 | -0.48067
-0.98026 | 0.271254 | 0.184947 | 1.062838 | -0.95879 | 0.44531 | -1.05041 | -1.08434 | 0 | -0.47032
-0.9807 | 0.278821 | 0.231133 | 1.062967 | -0.9593 | 0.444372 | -1.04782 | -1.07544 | 0 | -0.46957
-0.95307 | -0.00768 | 0.128808 | 1.067744 | -0.97852 | 0.509028 | -1.08308 | -1.09243 | 0 | -0.44
-1.01487 | 0.815326 | 1.065956 | 1.067059 | -0.97468 | 0.369144 | -0.71315 | -0.27154 | 0 | -0.44622
-0.99509 | 0.55036 | 0.845087 | 1.066557 | -0.97315 | 0.418712 | -0.93363 | -0.70415 | 0 | -0.44855
-0.99437 | 0.462655 | 0.202107 | 1.062037 | -0.95534 | 0.410955 | -0.98078 | -1.08127 | 0 | -0.47543
-1.04019 | 1.056407 | 1.094617 | 1.068134 | -0.97839 | 0.294169 | -0.2439 | -0.10868 | 0 | -0.44042
-0.98646 | 0.402764 | 0.345682 | 1.064859 | -0.96678 | 0.435937 | -1.00823 | -1.04427 | 0 | -0.45834
-0.95613 | 0.011932 | 0.179892 | 1.0665 | -0.97364 | 0.50183 | -1.08545 | -1.08519 | 0 | -0.44771
-0.97778 | 0.268416 | 0.239204 | 1.064528 | -0.96562 | 0.453894 | -1.05058 | -1.07368 | 0 | -0.46008
-1.01023 | 0.753453 | 0.721768 | 1.066487 | -0.97275 | 0.380925 | -0.77994 | -0.83009 | 0 | -0.4492
-1.0288 | 0.938294 | 0.922779 | 1.063559 | -0.96072 | 0.318483 | -0.54067 | -0.59873 | 0 | -0.46758
-0.96968 | 0.153846 | 0.305977 | 1.064784 | -0.96672 | 0.470826 | -1.07169 | -1.05659 | 0 | -0.4584
-1.01079 | 0.742325 | 0.76853 | 1.065132 | -0.96738 | 0.376257 | -0.79075 | -0.78699 | 0 | -0.45749
-0.9596 | 0.070443 | 0.305388 | 1.067224 | -0.97638 | 0.495976 | -1.08173 | -1.05676 | 0 | -0.44341
-1.04439 | 1.054649 | 1.041372 | 1.060305 | -0.94658 | 0.25114 | -0.24502 | 0.354319 | 0 | -0.48824
-0.96391 | 0.031775 | 0.064673 | 1.062631 | -0.95819 | 0.479187 | -1.08421 | -1.0981 | 0 | -0.47119
-1.02889 | 0.920536 | 1.091525 | 1.06118 | -0.95073 | 0.311912 | -0.57272 | -0.13628 | 0 | -0.48225
-1.02551 | 0.90484 | 1.095014 | 1.063799 | -0.96153 | 0.329815 | -0.59619 | -0.1046 | 0 | -0.46638
-0.98043 | 0.222368 | 0.484985 | 1.06046 | -0.94886 | 0.439739 | -1.06099 | -0.98731 | 0 | -0.48481
-0.98377 | 0.392459 | 0.307984 | 1.06653 | -0.97343 | 0.444667 | -1.01025 | -1.056 | 0 | -0.44808
-1.01997 | 0.820056 | 1.054977 | 1.062209 | -0.95522 | 0.341745 | -0.70616 | -0.31148 | 0 | -0.47569
-0.96073 | 0.065357 | 0.245465 | 1.066266 | -0.97267 | 0.492072 | -1.08219 | -1.07226 | 0 | -0.44923
-1.0283 | 0.950261 | 1.068804 | 1.065715 | -0.96921 | 0.326091 | -0.5195 | -0.26011 | 0 | -0.45473
-1.05373 | 1.083474 | 1.022335 | 1.057826 | -0.93571 | 0.198191 | 0.006799 | 0.405988 | 0 | -0.50344
-1.0317 | 0.923393 | 1.099619 | 1.057609 | -0.93545 | 0.291268 | -0.56685 | -0.02883 | 0 | -0.50373
-1.04556 | 1.064773 | 1.021176 | 1.061154 | -0.95008 | 0.250539 | -0.20624 | 0.408897 | 0 | -0.48324
-1.02758 | 0.889283 | 0.890578 | 1.059292 | -0.94302 | 0.311094 | -0.62079 | -0.64565 | 0 | -0.49319
-1.00297 | 0.608146 | 0.859524 | 1.0635 | -0.9609 | 0.392143 | -0.89607 | -0.68645 | 0 | -0.46726
-1.03616 | 0.99431 | 1.099899 | 1.061055 | -0.95004 | 0.285966 | -0.43009 | -0.01486 | 0 | -0.48326
-1.03751 | 1.040103 | 1.0987 | 1.068008 | -0.9779 | 0.302774 | -0.30432 | 0.053406 | 0 | -0.44121
-1.02158 | 0.836906 | 0.795576 | 1.061446 | -0.95222 | 0.336467 | -0.69091 | -0.75964 | 0 | -0.48004
-1.03284 | 0.974045 | 1.017009 | 1.062918 | -0.95796 | 0.303088 | -0.47281 | -0.41916 | 0 | -0.47169
-1.02572 | 0.908426 | 0.96292 | 1.063609 | -0.96091 | 0.329706 | -0.59431 | -0.53177 | 0 | -0.46728
-1.02435 | 0.846112 | 1.036232 | 1.059173 | -0.94245 | 0.320909 | -0.67764 | -0.36908 | 0 | -0.494
-1.03033 | 0.954876 | 0.977815 | 1.063306 | -0.9596 | 0.314032 | -0.51596 | -0.50386 | 0 | -0.46925
-1.04398 | 1.056331 | 1.074673 | 1.061837 | -0.95304 | 0.258185 | -0.23708 | 0.23468 | 0 | -0.47894
-1.031 | 0.961449 | 1.027022 | 1.063637 | -0.9609 | 0.311576 | -0.49876 | -0.39399 | 0 | -0.46732
-0.97497 | 0.357792 | 0.087701 | 1.070731 | -0.98956 | 0.472297 | -1.02449 | -1.0965 | 0 | -0.42212
-1.04756 | 1.073559 | 1.043173 | 1.061186 | -0.9502 | 0.241905 | -0.15154 | 0.34898 | 0 | -0.48307
-1.05679 | 1.07681 | 1.039086 | 1.059014 | -0.94077 | 0.18691 | 0.119552 | 0.360971 | 0 | -0.49645
-1.01734 | 0.831752 | 1.02386 | 1.065754 | -0.96957 | 0.359633 | -0.69598 | -0.40213 | 0 | -0.45415
-1.04713 | 1.078215 | 1.047688 | 1.066096 | -0.97017 | 0.260797 | -0.10529 | 0.335182 | 0 | -0.45333
-1.05198 | 1.083882 | 1.025703 | 1.061965 | -0.95332 | 0.2249 | -0.01693 | 0.397407 | 0 | -0.47856
-1.02596 | 0.925226 | 1.045933 | 1.065273 | -0.96751 | 0.333279 | -0.567 | -0.34062 | 0 | -0.45733
-1.01738 | 0.754961 | 0.764582 | 1.059363 | -0.94357 | 0.34311 | -0.77844 | -0.79083 | 0 | -0.49239
-1.026 | 0.880817 | 1.071562 | 1.060535 | -0.94812 | 0.319549 | -0.6323 | -0.2485 | 0 | -0.48598
-1.01335 | 0.77389 | 1.003577 | 1.06526 | -0.96771 | 0.36881 | -0.75757 | -0.45037 | 0 | -0.457
-0.98242 | 0.433659 | 0.569449 | 1.069613 | -0.98514 | 0.453974 | -0.99373 | -0.94113 | 0 | -0.42942
-1.02423 | 0.917915 | 1.066776 | 1.066749 | -0.97334 | 0.341516 | -0.57518 | -0.2683 | 0 | -0.44834
-0.9663 | 0.118078 | 0.087961 | 1.064971 | -0.96756 | 0.479092 | -1.07905 | -1.09648 | 0 | -0.45711
-1.00035 | 0.580851 | 0.675543 | 1.064015 | -0.96311 | 0.400179 | -0.91459 | -0.86812 | 0 | -0.46394
-1.01706 | 0.787739 | 0.947968 | 1.062405 | -0.95617 | 0.351743 | -0.74478 | -0.55799 | 0 | -0.4743
-1.00806 | 0.695444 | 0.833356 | 1.064492 | -0.96483 | 0.381563 | -0.83111 | -0.71799 | 0 | -0.46135
-1.04959 | 1.080841 | 1.092164 | 1.063635 | -0.96034 | 0.241436 | -0.06736 | 0.131035 | 0 | -0.46821
-0.97382 | 0.156414 | 0.128206 | 1.061891 | -0.95503 | 0.457165 | -1.07301 | -1.0925 | 0 | -0.47586
-1.00567 | 0.65295 | 0.509063 | 1.063648 | -0.96162 | 0.386461 | -0.86648 | -0.97511 | 0 | -0.46617
-0.99521 | 0.563448 | 0.663256 | 1.067027 | -0.97506 | 0.419997 | -0.92735 | -0.87755 | 0 | -0.44556
-0.98974 | 0.480427 | 0.395522 | 1.066798 | -0.97437 | 0.4316 | -0.97101 | -1.02643 | 0 | -0.44662
-1.02468 | 0.930547 | 1.035878 | 1.067483 | -0.97622 | 0.342608 | -0.55642 | -0.37008 | 0 | -0.44382
-0.99637 | 0.510868 | 0.66972 | 1.063351 | -0.96049 | 0.408215 | -0.95461 | -0.87262 | 0 | -0.46785
-1.00529 | 0.672915 | 0.658608 | 1.065372 | -0.96846 | 0.391231 | -0.8505 | -0.88104 | 0 | -0.45582
-1.00253 | 0.651779 | 0.649238 | 1.066553 | -0.97315 | 0.400434 | -0.86535 | -0.88797 | 0 | -0.44855
-1.05221 | 1.083953 | 1.096804 | 1.058915 | -0.94058 | 0.211743 | -0.03651 | 0.083758 | 0 | -0.49669
-0.97894 | 0.362284 | 0.087117 | 1.068247 | -0.98018 | 0.459123 | -1.02288 | -1.09654 | 0 | -0.4374
-0.99084 | 0.552465 | 0.701735 | 1.069911 | -0.98611 | 0.435875 | -0.93284 | -0.84709 | 0 | -0.42786
-1.03072 | 0.935029 | 1.031868 | 1.060346 | -0.9473 | 0.303642 | -0.54958 | -0.38111 | 0 | -0.48715
-1.0508 | 1.084322 | 1.009421 | 1.063044 | -0.95777 | 0.235376 | -0.04249 | 0.437112 | 0 | -0.47205
-0.99713 | 0.47186 | 0.755616 | 1.060413 | -0.94831 | 0.400147 | -0.97554 | -0.7994 | 0 | -0.48563
-1.02781 | 0.889661 | 1.083183 | 1.059194 | -0.9424 | 0.30943 | -0.61861 | -0.1916 | 0 | -0.49408
-1.04728 | 1.076832 | 1.099571 | 1.064548 | -0.96414 | 0.254934 | -0.11968 | -0.03071 | 0 | -0.46251
-1.04294 | 1.061219 | 1.097484 | 1.065019 | -0.96606 | 0.274298 | -0.22344 | 0.074339 | 0 | -0.45959
-0.97878 | 0.372246 | 0.322467 | 1.068878 | -0.98249 | 0.460727 | -1.0194 | -1.05167 | 0 | -0.43369
-1.03793 | 1.028187 | 1.080174 | 1.064659 | -0.96482 | 0.291191 | -0.34258 | -0.20789 | 0 | -0.46145
-0.96954 | 0.252504 | 0.309646 | 1.069307 | -0.98422 | 0.480403 | -1.05476 | -1.05552 | 0 | -0.43088
-1.03841 | 1.035802 | 1.054359 | 1.065676 | -0.96867 | 0.292482 | -0.31863 | 0.313564 | 0 | -0.45561
-1.05075 | 1.08165 | 1.099147 | 1.059062 | -0.94126 | 0.219523 | -0.0805 | 0.043292 | 0 | -0.49573
-1.04125 | 1.041995 | 1.097967 | 1.062588 | -0.95631 | 0.271637 | -0.2943 | -0.06681 | 0 | -0.47415
-0.9732 | 0.252969 | 0.187983 | 1.066942 | -0.97519 | 0.468265 | -1.05422 | -1.08382 | 0 | -0.4453
-0.95451 | -0.02773 | 0.101386 | 1.065822 | -0.97105 | 0.503288 | -1.08399 | -1.09532 | 0 | -0.45173
-1.01787 | 0.863814 | 0.904611 | 1.068009 | -0.97844 | 0.363905 | -0.65595 | -0.62584 | 0 | -0.44027
-1.04756 | 1.072079 | 1.08012 | 1.06046 | -0.94721 | 0.238953 | -0.15886 | 0.208164 | 0 | -0.48733
-0.99534 | 0.608145 | 0.58075 | 1.069589 | -0.9849 | 0.425081 | -0.89826 | -0.9342 | 0 | -0.42984
-1.04666 | 1.065637 | 1.079424 | 1.059428 | -0.94286 | 0.238574 | -0.19414 | 0.211759 | 0 | -0.49348
-1.00184 | 0.638502 | 0.717366 | 1.066168 | -0.97161 | 0.401797 | -0.87671 | -0.8339 | 0 | -0.45096
-1.01402 | 0.773887 | 0.667145 | 1.064462 | -0.96472 | 0.365305 | -0.75831 | -0.87459 | 0 | -0.46152
-1.00698 | 0.699489 | 0.758551 | 1.065826 | -0.97019 | 0.387283 | -0.8269 | -0.79662 | 0 | -0.45316
-1.0486 | 1.079162 | 1.099735 | 1.062045 | -0.95387 | 0.241361 | -0.11399 | 0.024001 | 0 | -0.47774
-1.00728 | 0.670582 | 0.68516 | 1.063585 | -0.96128 | 0.381253 | -0.85053 | -0.86055 | 0 | -0.46669
-1.01899 | 0.859761 | 1.018148 | 1.066524 | -0.97258 | 0.356849 | -0.66092 | -0.41638 | 0 | -0.4495
-1.04025 | 1.020603 | 1.094036 | 1.059058 | -0.94146 | 0.263969 | -0.36325 | 0.114388 | 0 | -0.49543
-1.00269 | 0.571226 | 0.77503 | 1.06132 | -0.952 | 0.388342 | -0.92147 | -0.78059 | 0 | -0.48033
-1.02035 | 0.86055 | 0.878196 | 1.064987 | -0.96659 | 0.349464 | -0.6614 | -0.6624 | 0 | -0.45871
-1.03261 | 0.97891 | 1.075406 | 1.06379 | -0.96142 | 0.307105 | -0.46563 | -0.2313 | 0 | -0.46655
-0.98494 | 0.397505 | 0.161447 | 1.065797 | -0.97059 | 0.440979 | -1.00937 | -1.08809 | 0 | -0.45249
-1.02856 | 0.930666 | 1.087211 | 1.062863 | -0.9577 | 0.317651 | -0.55548 | -0.16723 | 0 | -0.47208
-0.99282 | 0.537037 | 0.550434 | 1.067404 | -0.97661 | 0.426356 | -0.94266 | -0.95237 | 0 | -0.44312
-0.99212 | 0.483661 | 0.78314 | 1.065227 | -0.968 | 0.422573 | -0.96905 | -0.77246 | 0 | -0.4565

Pii=

-300
--
-259.653
-284.371
-291.339
-342.448
-356.503
-351.015
-240.59
-261.094
-280.751
-344.174
-295.524
-260.699
-245.051
-336.151
-274.924
-354.617
-343.228
-319.478
-337.887
-350.903
-351.182
-278.629
-347.588
-344.723
-303.879
-293.025
-355.159
-342.349
-254.459
-339.309
-322.687
-304.205
-248.462
-262.61
-269.92
-325.85
-254.533
-320.19
-273.666
-247.698
-318.863
-258.836
-325.682
-307.146
-296.885
-299.459
-269.099
-334.433
-337.642
-318.183
-317.217
-303.211
-301.612
-310.669
-306.477
-262.215
-301.816
-245.515
-302.73
-272.899
-292.65
-319.599
-271.1
-276.5
-244.451
-246.036
-315.588
-287.218
-309.174
-347.863
-341.208
-245.818
-287.273
-285.311
-267.425
-312.678
-353.164
-247.529
-281.245
-290.804
-340.633
-270.001
-295.666
-273.843
-305.077
-294.25
-242.287
-287.202
-251.75
-278.547
-312.864
-328.257
-326.097
-262.362
-293.542
-250.171
-328.442
-286.55
-352.962

Edit(odow): formatting.

Failing on travis

The current release/master has been failing on travis in a number of mysterious ways:

https://travis-ci.org/JuliaOpt/JuMP.jl/jobs/64000258#L873

while loading /Users/travis/build/JuliaOpt/JuMP.jl/test/model.jl, in expression starting on line 179
     - With solver SCS.SCSSolver
dyld: lazy symbol binding failed: Symbol not found: _validateLinSys
  Referenced from: /Users/travis/.julia/v0.4/Homebrew/deps/usr/lib/libscsdir64.dylib
  Expected in: flat namespace
dyld: Symbol not found: _validateLinSys
  Referenced from: /Users/travis/.julia/v0.4/Homebrew/deps/usr/lib/libscsdir64.dylib
  Expected in: flat namespace

https://travis-ci.org/JuliaOpt/SCS.jl/jobs/55384836#L268

ERROR: LoadError: LoadError: OverflowError()
 in hcat at abstractarray.jl:572
 in feasible_exponential_conic at /home/travis/.julia/v0.4/SCS/test/direct.jl:73

And on #25:
https://travis-ci.org/JuliaOpt/SCS.jl/jobs/62869361#L346

----------------------------------------------------------------------------
    SCS v1.0.7 - Splitting Conic Solver
    (c) Brendan O'Donoghue, Stanford University, 2012
----------------------------------------------------------------------------
Lin-sys: sparse-direct, nnz in A = 8545
eps = 1.00e-04, alpha = 1.80, max_iters = 20000, normalize = 1, scale = 5.00
Variables n = 173, constraints m = 520
Cones:  primal zero / dual free vars: 100
    linear vars: 150
    soc vars: 165, soc blks: 12
    sd vars: 75, sd blks: 3
    exp vars: 15, dual exp vars: 15
Setup time: 6.40e-03s
----------------------------------------------------------------------------
 Iter | pri res | dua res | rel gap | pri obj | dua obj | kap/tau | time (s)
----------------------------------------------------------------------------
     0|      inf       inf      -nan      -inf       inf       inf  6.79e-04 
   100|      inf       inf      -nan       inf       inf       inf  2.43e-02 
   160|      inf       inf      -nan       inf       inf       inf  3.79e-02 
----------------------------------------------------------------------------
Status: Infeasible
Timing: Total solve time: 3.79e-02s
    Lin-sys: nnz in L factor: 24110, avg solve time: 1.21e-04s
    Cones: avg projection time: 1.03e-04s
----------------------------------------------------------------------------
Certificate of primal infeasibility:
|A'y|_2 * |b|_2 = 4.3364e-05
dist(y, K*) = 0
b'y = -1.0000
============================================================================
ERROR: LoadError: LoadError: AssertionError: sol.ret_val == 1

Inaccurate / Dual infeasible (even though MOSEK finds primal dual solution)

Hi,
I am trying to solve the following test-problem:

min c'x
s.t. ||x[2:4]||_2 <= x[1]
x[2] == 2
2x[2] == 3
A is posdef
A[1,1] == x[2], A[2,2] == x[3], A[3,3] == x[4]

I know the problem doesn't really make much sense, but there should be a feasible solution. I am describing the problem using Convex.jl in the following way:

using Convex,Mosek,SCS

x = Variable(4)
A = Variable(3,3)

c = [5.;1;1;0]

problem = minimize( c'*x)
problem.constraints += x[2] == 2
problem.constraints += 2*x[2] == x[3]
problem.constraints += A[1,1] == x[2]
problem.constraints += A[2,2] == x[3]
problem.constraints += A[3,3] == x[4]

problem.constraints += norm(x[2:4],2) <= x[1]
problem.constraints +=  isposdef(A)


solve!(problem,SCSSolver())

Solving this gives me Status: Unbounded/Inaccurate and a Certificate of dual infeasibility. Solving the same problem with

solve!(problem,MosekSolver())

gives me the status: primal and dual feasible and the optimal solution:

A = [2.0 0.0 0.0;0.0 4.0 0.0; 0.0 0.0 0.000617917], x = [4.47214; 2.0; 4.0; 0.000617917] and cost = 28.36

Also not sure if this is a SCS, SCS.jl or Convex.jl issue. So I do apologize if this is the wrong place to discuss this.

SCS 1.2.*?

Hi,

When I install SCS, it appears as if SCS.jl requires an old SCS version: 1.1.*; current is 1.2.6.
Am I making a mistake?
If not -- are there any plans to update SCS.jl?

DOT

Test with new symmetric SDP format

SCS branch symmetric_sdp accepts semidefinite variables of size n * (n+1)/2, instead of n^2 (see discussion here cvxgrp/scs#31). This is quite likely to merge into master eventually, dropping support entirely for SD variables of size n^2. I already made the change, in that branch, for the python and matlab interfaces (very little needed to change). Are any changes required here?

Release v0.4

What do you think of releasing SCS.jl v0.4 ?

Solver Parameters in MOI

On JuMP master and SCS master, the following,

using JuMP; using SCS
m = Model(with_optimizer(SCS.Optimizer, max_iters=100000))

results in,

ERROR: MethodError: no method matching SCS.Optimizer(; max_iters=100000)
Closest candidates are:
  SCS.Optimizer() at /home/.julia/v0.6/SCS/src/MOIWrapper.jl:64 got unsupported keyword argument "max_iters"
Stacktrace:
 [1] OptimizerFactory at /home/.julia/v0.6/JuMP/src/JuMP.jl:129 [inlined]
 [2] #Model#5(::Array{Any,1}, ::Type{T} where T, ::JuMP.OptimizerFactory) at /home/.julia/v0.6/JuMP/src/JuMP.jl:223
 [3] JuMP.Model(::JuMP.OptimizerFactory) at /home/.julia/v0.6/JuMP/src/JuMP.jl:222

Release SCS as a package

It seems like changing MathProgBase's conicinterface for SDPs and getting the new SDP format working will take some time.

In the meanwhile, can we release SCS as a package? It seems like SCS is working pretty well except dual values for SDPs if the other branches are merged in. This would be useful since a few students might start using this for EE 364A and they'd need exponential cones and SDPs (although I don't think we use dual values for SDPs in any assignment).

MOI no method matching _allocate_constraint

With Julia v0.6.4, JuMP master, SCS master, and MOI v0.6.1.

With the following JuMP model,

using JuMP; using SCS

using MathOptInterface
const MOI = MathOptInterface
const MOIU = MOI.Utilities

m = Model()

X = @variable(m, [1:3, 1:3])

@constraint(m, X in PSDCone())

MOIU.resetoptimizer!(m, SCS.Optimizer())
JuMP.optimize!(m)

I am getting the following error message,

ERROR: MethodError: no method matching _allocate_constraint(::SCS.ConeData, ::MathOptInterface.VectorOfVariables, ::MathOptInterface.PositiveSemidefiniteConeSquare)
Closest candidates are:
  _allocate_constraint(::SCS.ConeData, ::Any, ::Union{MathOptInterface.EqualTo, MathOptInterface.Zeros}) at /home/.julia/v0.6/SCS/src/MOIWrapper.jl:99
  _allocate_constraint(::SCS.ConeData, ::Any, ::Union{MathOptInterface.GreaterThan, MathOptInterface.LessThan, MathOptInterface.Nonnegatives, MathOptInterface.Nonpositives}) at /home/.julia/v0.6/SCS/src/MOIWrapper.jl:105
  _allocate_constraint(::SCS.ConeData, ::Any, ::MathOptInterface.SecondOrderCone) at /home/.julia/v0.6/SCS/src/MOIWrapper.jl:111
  ...
Stacktrace:
 [1] allocate_constraint at /home/.julia/v0.6/SCS/src/MOIWrapper.jl:131 [inlined]
 [2] allocate_constraints(::SCS.Optimizer, ::MathOptInterface.Utilities.UniversalFallback{JuMP.JuMPMOIModel{Float64}}, ::Bool, ::MathOptInterface.Utilities.IndexMap, ::Type{MathOptInterface.VectorOfVariables}, ::Type{MathOptInterface.PositiveSemidefiniteConeSquare}) at /home/.julia/v0.6/MathOptInterface/src/Utilities/copy.jl:205
 [3] allocate_load(::SCS.Optimizer, ::MathOptInterface.Utilities.UniversalFallback{JuMP.JuMPMOIModel{Float64}}, ::Bool) at /home/.julia/v0.6/MathOptInterface/src/Utilities/copy.jl:253
 [4] (::MathOptInterface.#kw##copy_to)(::Array{Any,1}, ::MathOptInterface.#copy_to, ::SCS.Optimizer, ::MathOptInterface.Utilities.UniversalFallback{JuMP.JuMPMOIModel{Float64}}) at ./<missing>:0
 [5] attachoptimizer!(::MathOptInterface.Utilities.CachingOptimizer{MathOptInterface.AbstractOptimizer,MathOptInterface.Utilities.UniversalFallback{JuMP.JuMPMOIModel{Float64}}}) at /home/.julia/v0.6/MathOptInterface/src/Utilities/cachingoptimizer.jl:125
 [6] optimize!(::MathOptInterface.Utilities.CachingOptimizer{MathOptInterface.AbstractOptimizer,MathOptInterface.Utilities.UniversalFallback{JuMP.JuMPMOIModel{Float64}}}) at /home/.julia/v0.6/MathOptInterface/src/Utilities/cachingoptimizer.jl:158
 [7] optimize!(::MathOptInterface.Bridges.LazyBridgeOptimizer{MathOptInterface.Utilities.CachingOptimizer{MathOptInterface.AbstractOptimizer,MathOptInterface.Utilities.UniversalFallback{JuMP.JuMPMOIModel{Float64}}},MathOptInterface.Bridges.AllBridgedConstraints{Float64}}) at /home/.julia/v0.6/MathOptInterface/src/Bridges/bridgeoptimizer.jl:73
 [8] #optimize!#92(::Bool, ::Function, ::JuMP.Model, ::Void) at /home/.julia/v0.6/JuMP/src/optimizer_interface.jl:65
 [9] optimize!(::JuMP.Model) at /home/.julia/v0.6/JuMP/src/optimizer_interface.jl:42

Document installation

The README for this package does not specify how to install it. Particularly before it's on METADATA, that information should be here.

Direct mode isn't exposed in the MOI wrapper

https://github.com/JuliaOpt/SCS.jl/blob/d80fa11bd6b3cf2f377ab0df7e15f755fba89571/src/MOIWrapper.jl#L285

The MPB wrapper has a linearsolver option. (Should be linear_solver for correct style.)

[PkgEval] SCS may have a testing issue on Julia 0.3 (2015-08-12)

PackageEvaluator.jl is a script that runs nightly. It attempts to load all Julia packages and run their tests (if available) on both the stable version of Julia (0.3) and the nightly build of the unstable version (0.4). The results of this script are used to generate a package listing enhanced with testing results.

On Julia 0.3

On 2015-08-03 the testing status was Tests pass.
On 2015-08-12 the testing status changed to Tests fail.

This issue was filed because your testing status became worse. No additional issues will be filed if your package remains in this state, and no issue will be filed if it improves. If you'd like to opt-out of these status-change messages, reply to this message saying you'd like to and @IainNZ will add an exception. If you'd like to discuss PackageEvaluator.jl please file an issue at the repository. For example, your package may be untestable on the test machine due to a dependency - an exception can be added.

Test log:

>>> 'Pkg.add("SCS")' log
INFO: Cloning cache of SCS from git://github.com/JuliaOpt/SCS.jl.git
INFO: Installing BinDeps v0.3.14
INFO: Installing MathProgBase v0.3.15
INFO: Installing SCS v0.0.7
INFO: Installing SHA v0.0.4
INFO: Installing URIParser v0.0.5
INFO: Building SCS
INFO: Attempting to Create directory /home/vagrant/.julia/v0.3/SCS/deps/downloads
INFO: Downloading file https://github.com/cvxgrp/scs/archive/v1.1.5.tar.gz
  % Total    % Received % Xferd  Average Speed   Time    Time     Time  Current
                                 Dload  Upload   Total   Spent    Left  Speed

  0     0    0     0    0     0      0      0 --:--:-- --:--:-- --:--:--     0
100   118    0   118    0     0    633      0 --:--:-- --:--:-- --:--:--   634

100  243k  100  243k    0     0   431k      0 --:--:-- --:--:-- --:--:--  431k
INFO: Done downloading file https://github.com/cvxgrp/scs/archive/v1.1.5.tar.gz
INFO: Attempting to Create directory /home/vagrant/.julia/v0.3/SCS/deps/src
INFO: Attempting to Create directory /home/vagrant/.julia/v0.3/SCS/deps
INFO: Directory /home/vagrant/.julia/v0.3/SCS/deps already created
INFO: Attempting to Create directory /home/vagrant/.julia/v0.3/SCS/deps/usr/lib
INFO: Changing Directory to /home/vagrant/.julia/v0.3/SCS/deps/src/scs-1.1.5/
gcc -DCOPYAMATRIX -DDLONG -DLAPACK_LIB_FOUND -DCTRLC=1 -DBLAS64 -DBLASSUFFIX=_64_ -g -Wall -pedantic -O3 -funroll-loops -Wstrict-prototypes -I. -Iinclude -fPIC -DCTRLC=1  -DCOPYAMATRIX=1    -c -o src/scs.o src/scs.c
gcc -DCOPYAMATRIX -DDLONG -DLAPACK_LIB_FOUND -DCTRLC=1 -DBLAS64 -DBLASSUFFIX=_64_ -g -Wall -pedantic -O3 -funroll-loops -Wstrict-prototypes -I. -Iinclude -fPIC -DCTRLC=1  -DCOPYAMATRIX=1    -c -o src/util.o src/util.c
gcc -DCOPYAMATRIX -DDLONG -DLAPACK_LIB_FOUND -DCTRLC=1 -DBLAS64 -DBLASSUFFIX=_64_ -g -Wall -pedantic -O3 -funroll-loops -Wstrict-prototypes -I. -Iinclude -fPIC -DCTRLC=1  -DCOPYAMATRIX=1    -c -o src/cones.o src/cones.c
gcc -DCOPYAMATRIX -DDLONG -DLAPACK_LIB_FOUND -DCTRLC=1 -DBLAS64 -DBLASSUFFIX=_64_ -g -Wall -pedantic -O3 -funroll-loops -Wstrict-prototypes -I. -Iinclude -fPIC -DCTRLC=1  -DCOPYAMATRIX=1    -c -o src/cs.o src/cs.c
gcc -DCOPYAMATRIX -DDLONG -DLAPACK_LIB_FOUND -DCTRLC=1 -DBLAS64 -DBLASSUFFIX=_64_ -g -Wall -pedantic -O3 -funroll-loops -Wstrict-prototypes -I. -Iinclude -fPIC -DCTRLC=1  -DCOPYAMATRIX=1    -c -o src/linAlg.o src/linAlg.c
gcc -DCOPYAMATRIX -DDLONG -DLAPACK_LIB_FOUND -DCTRLC=1 -DBLAS64 -DBLASSUFFIX=_64_ -g -Wall -pedantic -O3 -funroll-loops -Wstrict-prototypes -I. -Iinclude -fPIC -DCTRLC=1  -DCOPYAMATRIX=1    -c -o src/ctrlc.o src/ctrlc.c
gcc -DCOPYAMATRIX -DDLONG -DLAPACK_LIB_FOUND -DCTRLC=1 -DBLAS64 -DBLASSUFFIX=_64_ -g -Wall -pedantic -O3 -funroll-loops -Wstrict-prototypes -I. -Iinclude -fPIC -DCTRLC=1  -DCOPYAMATRIX=1    -c -o src/scs_version.o src/scs_version.c
gcc -DCOPYAMATRIX -DDLONG -DLAPACK_LIB_FOUND -DCTRLC=1 -DBLAS64 -DBLASSUFFIX=_64_ -g -Wall -pedantic -O3 -funroll-loops -Wstrict-prototypes -I. -Iinclude -fPIC -DCTRLC=1  -DCOPYAMATRIX=1    -c -o linsys/direct/private.o linsys/direct/private.c
gcc -DCOPYAMATRIX -DDLONG -DLAPACK_LIB_FOUND -DCTRLC=1 -DBLAS64 -DBLASSUFFIX=_64_ -g -Wall -pedantic -O3 -funroll-loops -Wstrict-prototypes -I. -Iinclude -fPIC -DCTRLC=1  -DCOPYAMATRIX=1    -c -o linsys/direct/external/ldl.o linsys/direct/external/ldl.c
gcc -DCOPYAMATRIX -DDLONG -DLAPACK_LIB_FOUND -DCTRLC=1 -DBLAS64 -DBLASSUFFIX=_64_ -g -Wall -pedantic -O3 -funroll-loops -Wstrict-prototypes -I. -Iinclude -fPIC -DCTRLC=1  -DCOPYAMATRIX=1    -c -o linsys/direct/external/amd_1.o linsys/direct/external/amd_1.c
gcc -DCOPYAMATRIX -DDLONG -DLAPACK_LIB_FOUND -DCTRLC=1 -DBLAS64 -DBLASSUFFIX=_64_ -g -Wall -pedantic -O3 -funroll-loops -Wstrict-prototypes -I. -Iinclude -fPIC -DCTRLC=1  -DCOPYAMATRIX=1    -c -o linsys/direct/external/amd_2.o linsys/direct/external/amd_2.c
gcc -DCOPYAMATRIX -DDLONG -DLAPACK_LIB_FOUND -DCTRLC=1 -DBLAS64 -DBLASSUFFIX=_64_ -g -Wall -pedantic -O3 -funroll-loops -Wstrict-prototypes -I. -Iinclude -fPIC -DCTRLC=1  -DCOPYAMATRIX=1    -c -o linsys/direct/external/amd_aat.o linsys/direct/external/amd_aat.c
gcc -DCOPYAMATRIX -DDLONG -DLAPACK_LIB_FOUND -DCTRLC=1 -DBLAS64 -DBLASSUFFIX=_64_ -g -Wall -pedantic -O3 -funroll-loops -Wstrict-prototypes -I. -Iinclude -fPIC -DCTRLC=1  -DCOPYAMATRIX=1    -c -o linsys/direct/external/amd_control.o linsys/direct/external/amd_control.c
gcc -DCOPYAMATRIX -DDLONG -DLAPACK_LIB_FOUND -DCTRLC=1 -DBLAS64 -DBLASSUFFIX=_64_ -g -Wall -pedantic -O3 -funroll-loops -Wstrict-prototypes -I. -Iinclude -fPIC -DCTRLC=1  -DCOPYAMATRIX=1    -c -o linsys/direct/external/amd_defaults.o linsys/direct/external/amd_defaults.c
gcc -DCOPYAMATRIX -DDLONG -DLAPACK_LIB_FOUND -DCTRLC=1 -DBLAS64 -DBLASSUFFIX=_64_ -g -Wall -pedantic -O3 -funroll-loops -Wstrict-prototypes -I. -Iinclude -fPIC -DCTRLC=1  -DCOPYAMATRIX=1    -c -o linsys/direct/external/amd_dump.o linsys/direct/external/amd_dump.c
gcc -DCOPYAMATRIX -DDLONG -DLAPACK_LIB_FOUND -DCTRLC=1 -DBLAS64 -DBLASSUFFIX=_64_ -g -Wall -pedantic -O3 -funroll-loops -Wstrict-prototypes -I. -Iinclude -fPIC -DCTRLC=1  -DCOPYAMATRIX=1    -c -o linsys/direct/external/amd_global.o linsys/direct/external/amd_global.c
gcc -DCOPYAMATRIX -DDLONG -DLAPACK_LIB_FOUND -DCTRLC=1 -DBLAS64 -DBLASSUFFIX=_64_ -g -Wall -pedantic -O3 -funroll-loops -Wstrict-prototypes -I. -Iinclude -fPIC -DCTRLC=1  -DCOPYAMATRIX=1    -c -o linsys/direct/external/amd_info.o linsys/direct/external/amd_info.c
gcc -DCOPYAMATRIX -DDLONG -DLAPACK_LIB_FOUND -DCTRLC=1 -DBLAS64 -DBLASSUFFIX=_64_ -g -Wall -pedantic -O3 -funroll-loops -Wstrict-prototypes -I. -Iinclude -fPIC -DCTRLC=1  -DCOPYAMATRIX=1    -c -o linsys/direct/external/amd_order.o linsys/direct/external/amd_order.c
gcc -DCOPYAMATRIX -DDLONG -DLAPACK_LIB_FOUND -DCTRLC=1 -DBLAS64 -DBLASSUFFIX=_64_ -g -Wall -pedantic -O3 -funroll-loops -Wstrict-prototypes -I. -Iinclude -fPIC -DCTRLC=1  -DCOPYAMATRIX=1    -c -o linsys/direct/external/amd_postorder.o linsys/direct/external/amd_postorder.c
gcc -DCOPYAMATRIX -DDLONG -DLAPACK_LIB_FOUND -DCTRLC=1 -DBLAS64 -DBLASSUFFIX=_64_ -g -Wall -pedantic -O3 -funroll-loops -Wstrict-prototypes -I. -Iinclude -fPIC -DCTRLC=1  -DCOPYAMATRIX=1    -c -o linsys/direct/external/amd_post_tree.o linsys/direct/external/amd_post_tree.c
gcc -DCOPYAMATRIX -DDLONG -DLAPACK_LIB_FOUND -DCTRLC=1 -DBLAS64 -DBLASSUFFIX=_64_ -g -Wall -pedantic -O3 -funroll-loops -Wstrict-prototypes -I. -Iinclude -fPIC -DCTRLC=1  -DCOPYAMATRIX=1    -c -o linsys/direct/external/amd_preprocess.o linsys/direct/external/amd_preprocess.c
gcc -DCOPYAMATRIX -DDLONG -DLAPACK_LIB_FOUND -DCTRLC=1 -DBLAS64 -DBLASSUFFIX=_64_ -g -Wall -pedantic -O3 -funroll-loops -Wstrict-prototypes -I. -Iinclude -fPIC -DCTRLC=1  -DCOPYAMATRIX=1    -c -o linsys/direct/external/amd_valid.o linsys/direct/external/amd_valid.c
gcc -DCOPYAMATRIX -DDLONG -DLAPACK_LIB_FOUND -DCTRLC=1 -DBLAS64 -DBLASSUFFIX=_64_ -g -Wall -pedantic -O3 -funroll-loops -Wstrict-prototypes -I. -Iinclude -fPIC -DCTRLC=1  -DCOPYAMATRIX=1    -c -o linsys/common.o linsys/common.c
mkdir -p out
gcc -shared -o out/libscsdir.so src/scs.o src/util.o src/cones.o src/cs.o src/linAlg.o src/ctrlc.o src/scs_version.o linsys/direct/private.o linsys/direct/external/ldl.o linsys/direct/external/amd_1.o linsys/direct/external/amd_2.o linsys/direct/external/amd_aat.o linsys/direct/external/amd_control.o linsys/direct/external/amd_defaults.o linsys/direct/external/amd_dump.o linsys/direct/external/amd_global.o linsys/direct/external/amd_info.o linsys/direct/external/amd_order.o linsys/direct/external/amd_postorder.o linsys/direct/external/amd_post_tree.o linsys/direct/external/amd_preprocess.o linsys/direct/external/amd_valid.o linsys/common.o  -lm -lrt
INFO: Changing Directory to /home/vagrant/.julia/v0.3/SCS/deps/src/scs-1.1.5/
INFO: Package database updated

>>> 'Pkg.test("SCS")' log
Julia Version 0.3.11
Commit 483dbf5* (2015-07-27 06:18 UTC)
Platform Info:
  System: Linux (x86_64-unknown-linux-gnu)
  CPU: Intel(R) Core(TM) i7-4960HQ CPU @ 2.60GHz
  WORD_SIZE: 64
  BLAS: libopenblas (USE64BITINT DYNAMIC_ARCH NO_AFFINITY Haswell)
  LAPACK: libopenblas
  LIBM: libopenlibm
  LLVM: libLLVM-3.3
INFO: Testing SCS
Running tests:
 Test: direct.jl
----------------------------------------------------------------------------
    SCS v1.1.5 - Splitting Conic Solver
    (c) Brendan O'Donoghue, Stanford University, 2012
----------------------------------------------------------------------------
Lin-sys: sparse-direct, nnz in A = 1
eps = 1.00e-04, alpha = 1.80, max_iters = 20000, normalize = 1, scale = 5.00
Variables n = 1, constraints m = 1
Cones:  primal zero / dual free vars: 1
Setup time: 9.98e-05s
----------------------------------------------------------------------------
 Iter | pri res | dua res | rel gap | pri obj | dua obj | kap/tau | time (s)
----------------------------------------------------------------------------
     0|      inf       inf      -nan       inf       inf       inf  1.52e-04 
    60| 5.71e-07  1.52e-06  6.34e-07  1.00e+00  1.00e+00  7.12e-18  3.36e-04 
----------------------------------------------------------------------------
Status: Solved
Timing: Total solve time: 3.39e-04s
    Lin-sys: nnz in L factor: 3, avg solve time: 1.49e-06s
    Cones: avg projection time: 9.11e-07s
----------------------------------------------------------------------------
Error metrics:
dist(s, K) = 7.1224e-18, dist(y, K*) = 0.0000e+00, s'y/m = 7.1224e-18
|Ax + s - b|_2 / (1 + |b|_2) = 5.7053e-07
|A'y + c|_2 / (1 + |c|_2) = 1.5219e-06
|c'x + b'y| / (1 + |c'x| + |b'y|) = 6.3425e-07
----------------------------------------------------------------------------
c'x = 1.0000, -b'y = 1.0000
============================================================================
----------------------------------------------------------------------------
    SCS v1.1.5 - Splitting Conic Solver
    (c) Brendan O'Donoghue, Stanford University, 2012
----------------------------------------------------------------------------
Lin-sys: sparse-direct, nnz in A = 1
eps = 1.00e-04, alpha = 1.80, max_iters = 20000, normalize = 1, scale = 5.00
Variables n = 1, constraints m = 1
Cones:  primal zero / dual free vars: 1
Setup time: 1.11e-04s
----------------------------------------------------------------------------
 Iter | pri res | dua res | rel gap | pri obj | dua obj | kap/tau | time (s)
----------------------------------------------------------------------------
     0|      inf       inf      -nan       inf       inf       inf  1.16e-05 
    60| 5.71e-07  1.52e-06  6.34e-07  1.00e+00  1.00e+00  7.12e-18  2.53e-05 
----------------------------------------------------------------------------
Status: Solved
Timing: Total solve time: 2.65e-05s
    Lin-sys: nnz in L factor: 3, avg solve time: 5.26e-08s
    Cones: avg projection time: 2.10e-08s
----------------------------------------------------------------------------
Error metrics:
dist(s, K) = 7.1224e-18, dist(y, K*) = 0.0000e+00, s'y/m = 7.1224e-18
|Ax + s - b|_2 / (1 + |b|_2) = 5.7053e-07
|A'y + c|_2 / (1 + |c|_2) = 1.5219e-06
|c'x + b'y| / (1 + |c'x| + |b'y|) = 6.3425e-07
----------------------------------------------------------------------------
c'x = 1.0000, -b'y = 1.0000
============================================================================
----------------------------------------------------------------------------
    SCS v1.1.5 - Splitting Conic Solver
    (c) Brendan O'Donoghue, Stanford University, 2012
----------------------------------------------------------------------------
Lin-sys: sparse-direct, nnz in A = 1012
eps = 1.00e-04, alpha = 1.80, max_iters = 20000, normalize = 1, scale = 5.00
Variables n = 11, constraints m = 112
Cones:  linear vars: 100
    soc vars: 12, soc blks: 1
Setup time: 1.82e-04s
----------------------------------------------------------------------------
 Iter | pri res | dua res | rel gap | pri obj | dua obj | kap/tau | time (s)
----------------------------------------------------------------------------
     0|      inf       inf      -nan      -inf      -inf       inf  2.07e-04 
   100| 1.23e-03  1.21e-02  4.15e-04 -2.61e+00 -2.62e+00  0.00e+00  5.83e-04 
   200| 2.37e-04  2.48e-03  4.69e-05 -2.61e+00 -2.61e+00  0.00e+00  8.85e-04 
   300| 9.44e-05  1.86e-03  6.15e-05 -2.61e+00 -2.61e+00  0.00e+00  1.19e-03 
   400| 4.36e-05  4.20e-04  2.95e-05 -2.61e+00 -2.61e+00  0.00e+00  1.77e-03 
   500| 1.82e-05  1.63e-04  1.42e-06 -2.61e+00 -2.61e+00  0.00e+00  2.08e-03 
   560| 1.17e-05  4.15e-05  6.58e-06 -2.61e+00 -2.61e+00  0.00e+00  2.26e-03 
----------------------------------------------------------------------------
Status: Solved
Timing: Total solve time: 2.27e-03s
    Lin-sys: nnz in L factor: 1225, avg solve time: 2.26e-06s
    Cones: avg projection time: 1.63e-07s
----------------------------------------------------------------------------
Error metrics:
dist(s, K) = 4.0632e-17, dist(y, K*) = 0.0000e+00, s'y/m = 3.7173e-19
|Ax + s - b|_2 / (1 + |b|_2) = 1.1676e-05
|A'y + c|_2 / (1 + |c|_2) = 4.1474e-05
|c'x + b'y| / (1 + |c'x| + |b'y|) = 6.5802e-06
----------------------------------------------------------------------------
c'x = -2.6122, -b'y = -2.6123
============================================================================
----------------------------------------------------------------------------
    SCS v1.1.5 - Splitting Conic Solver
    (c) Brendan O'Donoghue, Stanford University, 2012
----------------------------------------------------------------------------
Lin-sys: sparse-direct, nnz in A = 162
eps = 1.00e-04, alpha = 1.80, max_iters = 20000, normalize = 1, scale = 5.00
Variables n = 24, constraints m = 71
Cones:  primal zero / dual free vars: 10
    linear vars: 10
    soc vars: 6, soc blks: 5
    exp vars: 30, dual exp vars: 15
Setup time: 7.69e-05s
----------------------------------------------------------------------------
 Iter | pri res | dua res | rel gap | pri obj | dua obj | kap/tau | time (s)
----------------------------------------------------------------------------
     0|      inf       inf      -nan      -inf       inf       inf  1.49e-04 
   100| 1.01e-05  2.11e-05  8.71e-07  1.49e+01  1.49e+01  0.00e+00  1.36e-02 
----------------------------------------------------------------------------
Status: Solved
Timing: Total solve time: 1.36e-02s
    Lin-sys: nnz in L factor: 415, avg solve time: 3.23e-06s
    Cones: avg projection time: 1.24e-04s
----------------------------------------------------------------------------
Error metrics:
dist(s, K) = 5.5564e-17, dist(y, K*) = 0.0000e+00, s'y/m = 8.4924e-10
|Ax + s - b|_2 / (1 + |b|_2) = 1.0069e-05
|A'y + c|_2 / (1 + |c|_2) = 2.1081e-05
|c'x + b'y| / (1 + |c'x| + |b'y|) = 8.7092e-07
----------------------------------------------------------------------------
c'x = 14.9011, -b'y = 14.9012
============================================================================
----------------------------------------------------------------------------
    SCS v1.1.5 - Splitting Conic Solver
    (c) Brendan O'Donoghue, Stanford University, 2012
----------------------------------------------------------------------------
Lin-sys: sparse-direct, nnz in A = 66
eps = 1.00e-04, alpha = 1.80, max_iters = 20000, normalize = 1, scale = 5.00
Variables n = 15, constraints m = 46
Cones:  primal zero / dual free vars: 3
    linear vars: 3
    soc vars: 9, soc blks: 3
    sd vars: 19, sd blks: 3
    exp vars: 6, dual exp vars: 6
Setup time: 2.32e-04s
----------------------------------------------------------------------------
 Iter | pri res | dua res | rel gap | pri obj | dua obj | kap/tau | time (s)
----------------------------------------------------------------------------
     0|      inf       inf      -nan      -inf       inf       inf  9.26e-04 
   100| 6.80e-04  1.48e-03  1.15e-03 -1.02e+01 -1.03e+01  0.00e+00  9.99e-03 
   200| 3.49e-05  2.67e-04  6.57e-05 -1.02e+01 -1.02e+01  0.00e+00  1.86e-02 
   220| 1.84e-05  4.90e-05  5.35e-06 -1.02e+01 -1.02e+01  1.96e-15  2.09e-02 
----------------------------------------------------------------------------
Status: Solved
Timing: Total solve time: 2.09e-02s
    Lin-sys: nnz in L factor: 154, avg solve time: 1.48e-06s
    Cones: avg projection time: 9.06e-05s
----------------------------------------------------------------------------
Error metrics:
dist(s, K) = 1.4903e-09, dist(y, K*) = 2.4092e-09, s'y/m = 2.1066e-10
|Ax + s - b|_2 / (1 + |b|_2) = 1.8379e-05
|A'y + c|_2 / (1 + |c|_2) = 4.903 Test: mpb_linear.jl
5e-05
|c'x + b'y| / (1 + |c'x| + |b'y|) = 5.3487e-06
----------------------------------------------------------------------------
c'x = -10.2416, -b'y = -10.2415
============================================================================
WARN: A->p (column pointers) not strictly increasing, column 1 empty
----------------------------------------------------------------------------
    SCS v1.1.5 - Splitting Conic Solver
    (c) Brendan O'Donoghue, Stanford University, 2012
----------------------------------------------------------------------------
Lin-sys: sparse-direct, nnz in A = 25
eps = 1.00e-04, alpha = 1.80, max_iters = 20000, normalize = 1, scale = 5.00
Variables n = 9, constraints m = 28
Cones:  primal zero / dual free vars: 5
    linear vars: 5
    primal + dual power vars: 18
Setup time: 3.43e-05s
----------------------------------------------------------------------------
 Iter | pri res | dua res | rel gap | pri obj | dua obj | kap/tau | time (s)
----------------------------------------------------------------------------
     0|      inf       inf      -nan      -inf      -inf       inf  4.61e-05 
   100| 6.00e-04  2.13e-03  1.46e-05 -3.73e+00 -3.73e+00  0.00e+00  8.31e-04 
   200| 9.30e-05  9.73e-05  1.44e-05 -3.73e+00 -3.73e+00  0.00e+00  1.60e-03 
----------------------------------------------------------------------------
Status: Solved
Timing: Total solve time: 1.60e-03s
    Lin-sys: nnz in L factor: 71, avg solve time: 2.46e-07s
    Cones: avg projection time: 7.35e-06s
----------------------------------------------------------------------------
Error metrics:
dist(s, K) = 4.7057e-17, dist(y, K*) = 0.0000e+00, s'y/m = -3.0729e-17
|Ax + s - b|_2 / (1 + |b|_2) = 9.2956e-05
|A'y + c|_2 / (1 + |c|_2) = 9.7312e-05
|c'x + b'y| / (1 + |c'x| + |b'y|) = 1.4422e-05
----------------------------------------------------------------------------
c'x = -3.7279, -b'y = -3.7278
============================================================================
----------------------------------------------------------------------------
    SCS v1.1.5 - Splitting Conic Solver
    (c) Brendan O'Donoghue, Stanford University, 2012
----------------------------------------------------------------------------
Lin-sys: sparse-direct, nnz in A = 4
eps = 1.00e-04, alpha = 1.80, max_iters = 20000, normalize = 1, scale = 5.00
Variables n = 2, constraints m = 3
Cones:  linear vars: 3
Setup time: 2.72e-05s
----------------------------------------------------------------------------
 Iter | pri res | dua res | rel gap | pri obj | dua obj | kap/tau | time (s)
----------------------------------------------------------------------------
     0|      inf      -nan      -nan      -inf      -nan       inf  7.70e-06 
    60| 2.28e-06  8.91e-07  5.83e-07 -7.50e-01 -7.50e-01  9.47e-18  2.29e-05 
----------------------------------------------------------------------------
Status: Solved
Timing: Total solve time: 2.41e-05s
    Lin-sys: nnz in L factor: 9, avg solve time: 7.38e-08s
    Cones: avg projection time: 2.81e-08s
----------------------------------------------------------------------------
Error metrics:
dist(s, K) = 5.1651e-18, dist(y, K*) = 0.0000e+00, s'y/m = -8.6084e-19
|Ax + s - b|_2 / (1 + |b|_2) = 2.2764e-06
|A'y + c|_2 / (1 + |c|_2) = 8.9058e-07
|c'x + b'y| / (1 + |c'x| + |b'y|) = 5.8318e-07
----------------------------------------------------------------------------
c'x = -0.7500, -b'y = -0.7500
============================================================================
----------------------------------------------------------------------------
    SCS v1.1.5 - Splitting Conic Solver
    (c) Brendan O'Donoghue, Stanford University, 2012
----------------------------------------------------------------------------
Lin-sys: sparse-direct, nnz in A = 4
eps = 1.00e-04, alpha = 1.80, max_iters = 20000, normalize = 1, scale = 5.00
Variables n = 2, constraints m = 3
Cones:  linear vars: 3
Setup time: 3.73e-05s
----------------------------------------------------------------------------
 Iter | pri res | dua res | rel gap | pri obj | dua obj | kap/tau | time (s)
---------------WARNING: Problem is infeasible, but infeasibility ray ("Farkas proof") is unavailable; check that the proper solver options are set.
WARNING: Problem is unbounded, but unbounded ray is unavailable; check that the proper solver options are set.
-------------------------------------------------------------
     0|      inf      -nan      -nan      -inf      -nan       inf  3.47e-04 
    60| 2.28e-06  8.91e-07  5.83e-07 -7.50e-01 -7.50e-01  9.47e-18  3.74e-04 
----------------------------------------------------------------------------
Status: Solved
Timing: Total solve time: 3.75e-04s
    Lin-sys: nnz in L factor: 9, avg solve time: 1.17e-07s
    Cones: avg projection time: 4.30e-08s
----------------------------------------------------------------------------
Error metrics:
dist(s, K) = 5.1651e-18, dist(y, K*) = 0.0000e+00, s'y/m = -8.6084e-19
|Ax + s - b|_2 / (1 + |b|_2) = 2.2764e-06
|A'y + c|_2 / (1 + |c|_2) = 8.9058e-07
|c'x + b'y| / (1 + |c'x| + |b'y|) = 5.8318e-07
----------------------------------------------------------------------------
c'x = -0.7500, -b'y = -0.7500
============================================================================
----------------------------------------------------------------------------
    SCS v1.1.5 - Splitting Conic Solver
    (c) Brendan O'Donoghue, Stanford University, 2012
----------------------------------------------------------------------------
Lin-sys: sparse-direct, nnz in A = 4
eps = 1.00e-04, alpha = 1.80, max_iters = 20000, normalize = 1, scale = 5.00
Variables n = 2, constraints m = 3
Cones:  linear vars: 3
Setup time: 1.77e-04s
----------------------------------------------------------------------------
 Iter | pri res | dua res | rel gap | pri obj | dua obj | kap/tau | time (s)
----------------------------------------------------------------------------
     0|      inf       inf      -nan      -inf       inf       inf  3.22e-04 
    60|      inf       inf      -nan       inf       inf       inf  4.61e-04 
----------------------------------------------------------------------------
Status: Infeasible
Timing: Total solve time: 4.63e-04s
    Lin-sys: nnz in L factor: 9, avg solve time: 2.27e-06s
    Cones: avg projection time: 8.43e-07s
----------------------------------------------------------------------------
Certificate of primal infeasibility:
dist(y, K*) = 0.0000e+00
|A'y|_2 * |b|_2 = 3.3693e-06
b'y = -1.0000
============================================================================
----------------------------------------------------------------------------
    SCS v1.1.5 - Splitting Conic Solver
    (c) Brendan O'Donoghue, Stanford University, 2012
----------------------------------------------------------------------------
Lin-sys: sparse-direct, nnz in A = 4
eps = 1.00e-04, alpha = 1.80, max_iters = 20000, normalize = 1, scale = 5.00
Variables n = 2, constraints m = 3
Cones:  linear vars: 3
Setup time: 2.46e-05s
----------------------------------------------------------------------------
 Iter | pri res | dua res | rel gap | pri obj | dua obj | kap/tau | time (s)
----------------------------------------------------------------------------
     0| 1.93e-03  1.85e+00  3.05e-03 -3.06e-03 -0.00e+00  5.84e-19  1.15e-05 
    40|      inf      -nan      -nan      -inf      -nan       inf  2.72e-05 
----------------------------------------------------------------------------
Status: Unbounded
Timing: Total solve time: 2.92e-05s
    Lin-sys: nnz in L factor: 9, avg solve time: 1.05e-07s
    Cones: avg projection time: 5.57e-08s
----------------------------------------------------------------------------
Certificate of dual infeasibility:
dist(s, K) = 0.0000e+00
|Ax + s|_2 * |c|_2 = 7.8117e-05
c'x = -1.0000
============================================================================
----------------------------------------------------------------------------
    SCS v1.1.5 - Splitting Conic Solver
    (c) Brendan O'Donoghue, Stanford University, 2012
----------------------------------------------------------------------------
Lin-sys: sparse-direct, nnz in A = 12
eps = 1.00e-04, alpha = 1.80, max_iters = 20000, normalize = 1, scale = 5.00
Variables n = 5, constraints m = 8
Cones:  linear vars: 8
Setup time: 4.66e-05s
----------------------------------------------------------------------------
 Iter | pri res | dua res | rel gap | pri obj | dua  Test: options.jl
obj | kap/tau | time (s)
----------------------------------------------------------------------------
     0|      inf       inf      -nan      -inf      -inf       inf  1.19e-03 
   100| 4.74e-04  4.98e-03  4.73e-05 -9.90e+01 -9.90e+01  0.00e+00  1.23e-03 
   200| 7.76e-05  3.29e-04  1.22e-06 -9.90e+01 -9.90e+01  0.00e+00  1.26e-03 
   280| 8.86e-06  7.42e-05  7.90e-07 -9.90e+01 -9.90e+01  0.00e+00  1.29e-03 
----------------------------------------------------------------------------
Status: Solved
Timing: Total solve time: 1.29e-03s
    Lin-sys: nnz in L factor: 25, avg solve time: 1.36e-07s
    Cones: avg projection time: 3.38e-08s
----------------------------------------------------------------------------
Error metrics:
dist(s, K) = 1.5332e-17, dist(y, K*) = 0.0000e+00, s'y/m = 3.5937e-16
|Ax + s - b|_2 / (1 + |b|_2) = 8.8607e-06
|A'y + c|_2 / (1 + |c|_2) = 7.4236e-05
|c'x + b'y| / (1 + |c'x| + |b'y|) = 7.8979e-07
----------------------------------------------------------------------------
c'x = -98.9998, -b'y = -98.9999
============================================================================
----------------------------------------------------------------------------
    SCS v1.1.5 - Splitting Conic Solver
    (c) Brendan O'Donoghue, Stanford University, 2012
----------------------------------------------------------------------------
Lin-sys: sparse-direct, nnz in A = 12
eps = 1.00e-04, alpha = 1.80, max_iters = 20000, normalize = 1, scale = 5.00
Variables n = 5, constraints m = 8
Cones:  linear vars: 8
Setup time: 2.67e-05s
----------------------------------------------------------------------------
 Iter | pri res | dua res | rel gap | pri obj | dua obj | kap/tau | time (s)
----------------------------------------------------------------------------
     0|      inf       inf      -nan      -inf      -inf       inf  7.50e-06 
   100| 4.74e-04  4.98e-03  4.73e-05 -9.90e+01 -9.90e+01  0.00e+00  4.29e-05 
   200| 7.76e-05  3.29e-04  1.22e-06 -9.90e+01 -9.90e+01  0.00e+00  7.70e-05 
   280| 8.86e-06  7.42e-05  7.90e-07 -9.90e+01 -9.90e+01  0.00e+00  1.05e-04 
----------------------------------------------------------------------------
Status: Solved
Timing: Total solve time: 1.06e-04s
    Lin-sys: nnz in L factor: 25, avg solve time: 1.33e-07s
    Cones: avg projection time: 3.22e-08s
----------------------------------------------------------------------------
Error metrics:
dist(s, K) = 1.5332e-17, dist(y, K*) = 0.0000e+00, s'y/m = 3.5937e-16
|Ax + s - b|_2 / (1 + |b|_2) = 8.8607e-06
|A'y + c|_2 / (1 + |c|_2) = 7.4236e-05
|c'x + b'y| / (1 + |c'x| + |b'y|) = 7.8979e-07
----------------------------------------------------------------------------
c'x = -98.9998, -b'y = -98.9999
============================================================================
----------------------------------------------------------------------------
    SCS v1.1.5 - Splitting Conic Solver
    (c) Brendan O'Donoghue, Stanford University, 2012
----------------------------------------------------------------------------
Lin-sys: sparse-direct, nnz in A = 12
eps = 1.00e-08, alpha = 1.80, max_iters = 20000, normalize = 1, scale = 5.00
Variables n = 5, constraints m = 8
Cones:  linear vars: 8
Setup time: 2.54e-04s
----------------------------------------------------------------------------
 Iter | pri res | dua res | rel gap | pri obj | dua obj | kap/tau | time (s)
----------------------------------------------------------------------------
     0|      inf       inf      -nan      -inf      -inf       inf  6.14e-04 
   100| 4.74e-04  4.98e-03  4.73e-05 -9.90e+01 -9.90e+01  0.00e+00  7.20e-04 
   200| 7.76e-05  3.29e-04  1.22e-06 -9.90e+01 -9.90e+01  0.00e+00  7.53e-04 
   300| 6.80e-06  3.16e-05  4.26e-07 -9.90e+01 -9.90e+01  0.00e+00  7.87e-04 
   400| 6.51e-07  5.89e-06  4.39e-08 -9.90e+01 -9.90e+01  0.00e+00  8.21e-04 
   500| 9.30e-08  7.37e-08  1.56e-09 -9.90e+01 -9.90e+01  0.00e+00  8.54e-04 
   600| 6.23e-09  5.99e-08  5.97e-10 -9.90e+01 -9.90e+01  0.00e+00  8.88e-04 
   640| 3.55e-09  9.14e-09  1.63e-10 -9.90e+01 -9.90e+01  0.00e+00  9.02e-04 
------------Problem 1
----------------------------------------------------------------
Status: Solved
Timing: Total solve time: 9.03e-04s
    Lin-sys: nnz in L factor: 25, avg solve time: 4.77e-07s
    Cones: avg projection time: 1.13e-07s
----------------------------------------------------------------------------
Error metrics:
dist(s, K) = 1.5332e-17, dist(y, K*) = 0.0000e+00, s'y/m = 2.1354e-17
|Ax + s - b|_2 / (1 + |b|_2) = 3.5532e-09
|A'y + c|_2 / (1 + |c|_2) = 9.1429e-09
|c'x + b'y| / (1 + |c'x| + |b'y|) = 1.6300e-10
----------------------------------------------------------------------------
c'x = -99.0000, -b'y = -99.0000
============================================================================
----------------------------------------------------------------------------
    SCS v1.1.5 - Splitting Conic Solver
    (c) Brendan O'Donoghue, Stanford University, 2012
----------------------------------------------------------------------------
Lin-sys: sparse-direct, nnz in A = 12
eps = 1.00e-08, alpha = 1.80, max_iters = 1, normalize = 1, scale = 5.00
Variables n = 5, constraints m = 8
Cones:  linear vars: 8
Setup time: 1.05e-04s
SCS using variable warm-starting
----------------------------------------------------------------------------
 Iter | pri res | dua res | rel gap | pri obj | dua obj | kap/tau | time (s)
----------------------------------------------------------------------------
     0| 3.92e-09  8.00e-09  2.07e-11 -9.90e+01 -9.90e+01  0.00e+00  2.26e-04 
----------------------------------------------------------------------------
Status: Solved
Timing: Total solve time: 2.39e-04s
    Lin-sys: nnz in L factor: 25, avg solve time: 6.85e-05s
    Cones: avg projection time: 1.82e-05s
----------------------------------------------------------------------------
Error metrics:
dist(s, K) = 1.5332e-17, dist(y, K*) = 0.0000e+00, s'y/m = 2.1354e-17
|Ax + s - b|_2 / (1 + |b|_2) = 3.9169e-09
|A'y + c|_2 / (1 + |c|_2) = 8.0023e-09
|c'x + b'y| / (1 + |c'x| + |b'y|) = 2.0733e-11
----------------------------------------------------------------------------
c'x = -99.0000, -b'y = -99.0000
============================================================================
----------------------------------------------------------------------------
    SCS v1.1.5 - Splitting Conic Solver
    (c) Brendan O'Donoghue, Stanford University, 2012
----------------------------------------------------------------------------
Lin-sys: sparse-direct, nnz in A = 12
eps = 1.00e-04, alpha = 1.80, max_iters = 1, normalize = 1, scale = 5.00
Variables n = 5, constraints m = 8
Cones:  linear vars: 8
Setup time: 2.63e-04s
SCS using variable warm-starting
----------------------------------------------------------------------------
 Iter | pri res | dua res | rel gap | pri obj | dua obj | kap/tau | time (s)
----------------------------------------------------------------------------
     0| 3.34e-09  2.12e-08  1.23e-10 -9.90e+01 -9.90e+01  0.00e+00  6.17e-04 
----------------------------------------------------------------------------
Status: Solved
Timing: Total solve time: 6.47e-04s
    Lin-sys: nnz in L factor: 25, avg solve time: 2.01e-04s
    Cones: avg projection time: 5.26e-05s
----------------------------------------------------------------------------
Error metrics:
dist(s, K) = 1.5332e-17, dist(y, K*) = 0.0000e+00, s'y/m = 2.1354e-17
|Ax + s - b|_2 / (1 + |b|_2) = 3.3439e-09
|A'y + c|_2 / (1 + |c|_2) = 2.1183e-08
|c'x + b'y| / (1 + |c'x| + |b'y|) = 1.2349e-10
----------------------------------------------------------------------------
c'x = -99.0000, -b'y = -99.0000
============================================================================
----------------------------------------------------------------------------
    SCS v1.1.5 - Splitting Conic Solver
    (c) Brendan O'Donoghue, Stanford University, 2012
----------------------------------------------------------------------------
Lin-sys: sparse-direct, nnz in A = 8
eps = 1.00e-04, alpha = 1.80, max_iters = 20000, normalize = 1, scale = 5.00
Variables n = 3, constraints m = 5
Cones:  primal zero / dual free vars: 2
    linear vars: 3
Setup time: 6.ERROR: assertion failed: |d[1] - 3.0| <= 0.01
  d[1] = -2.999381229685747
  3.0 = 3.0
  difference = 5.999381229685747 > 0.01
 in error at error.jl:22
 in test_approx_eq at test.jl:109
 in coniclineartest at /home/vagrant/.julia/v0.3/MathProgBase/test/conicinterface.jl:38
 in include at ./boot.jl:245
 in include_from_node1 at loading.jl:128
 in process_options at ./client.jl:285
 in _start at ./client.jl:354
while loading /home/vagrant/.julia/v0.3/SCS/test/runtests.jl, in expression starting on line 14
02e-05s
----------------------------------------------------------------------------
 Iter | pri res | dua res | rel gap | pri obj | dua obj | kap/tau | time (s)
----------------------------------------------------------------------------
     0|      inf       inf      -nan      -inf       inf       inf  1.47e-05 
   100| 6.19e-03  4.07e-02  7.98e-04 -1.10e+01 -1.10e+01  0.00e+00  5.77e-05 
   200| 4.14e-04  3.40e-03  6.62e-05 -1.10e+01 -1.10e+01  0.00e+00  9.86e-05 
   280| 7.53e-05  9.88e-05  2.00e-06 -1.10e+01 -1.10e+01  0.00e+00  2.49e-04 
----------------------------------------------------------------------------
Status: Solved
Timing: Total solve time: 2.51e-04s
    Lin-sys: nnz in L factor: 17, avg solve time: 5.26e-07s
    Cones: avg projection time: 3.61e-08s
----------------------------------------------------------------------------
Error metrics:
dist(s, K) = 1.1509e-17, dist(y, K*) = 0.0000e+00, s'y/m = -1.1891e-17
|Ax + s - b|_2 / (1 + |b|_2) = 7.5268e-05
|A'y + c|_2 / (1 + |c|_2) = 9.8774e-05
|c'x + b'y| / (1 + |c'x| + |b'y|) = 2.0016e-06
----------------------------------------------------------------------------
c'x = -10.9996, -b'y = -10.9996
============================================================================
=================================[ ERROR: SCS ]=================================

failed process: Process(`/home/vagrant/julia/bin/julia /home/vagrant/.julia/v0.3/SCS/test/runtests.jl`, ProcessExited(1)) [1]

================================================================================
INFO: No packages to install, update or remove
ERROR: SCS had test errors
 in error at error.jl:21
 in test at pkg/entry.jl:718
 in anonymous at pkg/dir.jl:28
 in cd at ./file.jl:20
 in cd at pkg/dir.jl:28
 in test at pkg.jl:67
 in process_options at ./client.jl:213
 in _start at ./client.jl:354

>>> End of log

Failing on travis for julia nightly on mac os x

See here: https://travis-ci.org/JuliaOpt/SCS.jl/jobs/68394088

Works fine for julia release (and on windows and linux). @tkelman Is there any difference in the compiled libs for the different versions of julia? If not, then I'm at a loss to explain this.

Segmentation fault while solving basis pursuit problem with convex.jl

I have the following code for a basis pursuit simulation:

using Convex
import SCS.SCSSolver
solver = SCSSolver(verbose=0);

function sparse_recovery(matrix_gen; n=100, k_range=1:20, trials=100)
    for k = k_range
        for m = [[1:4]; [5:5:n]]
            recoveries = 0.
            for i = 1:trials
                A = matrix_gen(m, n)
                x0 = sprandn(n, 1, k / n)
                y = A * x0

                x = Variable(n)
                problem = minimize(norm(x, 1), [y == A * x])
                solve!(problem, solver)

                # perfect recovery is infinity norm < 0.001
                recoveries += (norm(x.value - x0, Inf) < 0.001)
            end

            success_rate = recoveries / trials

            if success_rate <= 0.05 || success_rate >= 0.95
                @printf("%d-sparse, %d measures: %.2f recovery\n", k, m, success_rate)
            end

            if success_rate >= 0.95
                break
            end
        end
        println()
    end
end

sparse_recovery(randn)

Running this works for a while (several thousand calls to solve!) but eventually seg-faults:

signal (11): Segmentation fault
unNormalizeA at /home/emartin/.julia/v0.3/SCS/deps/src/scs-1.0.7/linsys/common.c:198
scs_finish at /home/emartin/.julia/v0.3/SCS/deps/src/scs-1.0.7/src/scs.c:706
SCS_finish at /home/emartin/.julia/v0.3/SCS/src/low_level_wrapper.jl:42
jlcall_SCS_finish_21851 at  (unknown line)
jl_apply_generic at /usr/bin/../lib/x86_64-linux-gnu/julia/libjulia.so (unknown line)
SCS_solve at /home/emartin/.julia/v0.3/SCS/src/high_level_wrapper.jl:131
julia_SCS_solve_21832 at  (unknown line)
jlcall_SCS_solve_21832 at  (unknown line)
optimize! at /home/emartin/.julia/v0.3/SCS/src/SCSSolverInterface.jl:145
jlcall_optimize!_21830 at  (unknown line)
jl_apply_generic at /usr/bin/../lib/x86_64-linux-gnu/julia/libjulia.so (unknown line)
solve! at /home/emartin/.julia/v0.3/Convex/src/solution.jl:58
julia_solve!_21465 at  (unknown line)
jl_apply_generic at /usr/bin/../lib/x86_64-linux-gnu/julia/libjulia.so (unknown line)
sparse_recovery at none:16
julia_sparse_recovery_21384 at  (unknown line)
jlcall_sparse_recovery_21384 at  (unknown line)
jl_apply_generic at /usr/bin/../lib/x86_64-linux-gnu/julia/libjulia.so (unknown line)
unknown function (ip: -1343619028)
unknown function (ip: -1343624175)
unknown function (ip: -1343562680)
jl_f_top_eval at /usr/bin/../lib/x86_64-linux-gnu/julia/libjulia.so (unknown line)
eval_user_input at REPL.jl:53
jlcall_eval_user_input_19972 at  (unknown line)
jl_apply_generic at /usr/bin/../lib/x86_64-linux-gnu/julia/libjulia.so (unknown line)
anonymous at task.jl:95
jl_handle_stack_switch at /usr/bin/../lib/x86_64-linux-gnu/julia/libjulia.so (unknown line)
julia_trampoline at /usr/bin/../lib/x86_64-linux-gnu/julia/libjulia.so (unknown line)
unknown function (ip: 4199453)
__libc_start_main at /lib/x86_64-linux-gnu/libc.so.6 (unknown line)
unknown function (ip: 4199509)
zsh: segmentation fault (core dumped)  julia

I'm not sure if the bug lies in Convex.jl, SCS.jl, or SCS. I'm debugging now with gdb, will update issue as I learn more.

Segfault when warm_start is true but there is no solution available

EDIT fixed #75

Using a test problem from the tests, but setting warm_start true before the problem has been solved once:

using Base.Test
using MathProgBase.SolverInterface
using SCS

A = [1.0 1.0 0.0 0.0 0.0;
     0.0 1.0 0.0 0.0 1.0;
     0.0 0.0 1.0 1.0 1.0]
collb = [0.0, 0.0, 0.0, 0.0, 0.0]
obj   = [3.0, 4.0, 4.0, 9.0, 5.0]
rowub = [ 5.0,  3.0,  9.0]
s = SCSSolver()
m = MathProgBase.ConicModel(s)

push!(m.options, (:warm_start, true))

MathProgBase.loadproblem!(m, -obj, A, rowub, [(:NonNeg,1:3)],[(:NonNeg,1:5)])
MathProgBase.optimize!(m)
@test isapprox(MathProgBase.getobjval(m), -99.0, atol=1e-3)

It solves the problem (and says it is using warm-starting, with infs in the first iteration output line) and then segfaults:

Lin-sys: sparse-direct, nnz in A = 12
eps = 1.00e-04, alpha = 1.80, max_iters = 20000, normalize = 1, scale = 5.00
Variables n = 5, constraints m = 8
Cones:	linear vars: 8
Setup time: 3.96e-04s
SCS using variable warm-starting
----------------------------------------------------------------------------
 Iter | pri res | dua res | rel gap | pri obj | dua obj | kap/tau | time (s)
----------------------------------------------------------------------------
     0|      inf       inf      -nan      -inf      -inf       inf  6.80e-05 
   100| 7.96e-04  7.34e-03  7.57e-05 -9.90e+01 -9.90e+01  0.00e+00  1.20e-04 
   200| 1.18e-04  6.70e-04  3.56e-06 -9.90e+01 -9.90e+01  0.00e+00  1.68e-04 
   280| 1.58e-05  9.94e-05  1.19e-06 -9.90e+01 -9.90e+01  0.00e+00  2.26e-04 
----------------------------------------------------------------------------
Status: Solved
Timing: Solve time: 2.36e-04s
	Lin-sys: nnz in L factor: 25, avg solve time: 1.70e-07s
	Cones: avg projection time: 4.62e-08s
----------------------------------------------------------------------------
Error metrics:
dist(s, K) = 0.0000e+00, dist(y, K*) = 0.0000e+00, s'y/|s||y| = 1.9481e-18
|Ax + s - b|_2 / (1 + |b|_2) = 1.5844e-05
|A'y + c|_2 / (1 + |c|_2) = 9.9442e-05
|c'x + b'y| / (1 + |c'x| + |b'y|) = 1.1871e-06
----------------------------------------------------------------------------
c'x = -98.9996, -b'y = -98.9998
============================================================================

signal (11): Segmentation fault
while loading no file, in expression starting on line 0
is_typekey_ordered at /home/centos/buildbot/slave/package_tarball64/build/src/jltypes.c:1891
lookup_type at /home/centos/buildbot/slave/package_tarball64/build/src/jltypes.c:2020 [inlined]
inst_datatype at /home/centos/buildbot/slave/package_tarball64/build/src/jltypes.c:2184
jl_inst_concrete_tupletype_v at /home/centos/buildbot/slave/package_tarball64/build/src/jltypes.c:2378
arg_type_tuple at /home/centos/buildbot/slave/package_tarball64/build/src/gf.c:1128
jl_apply_generic at /home/centos/buildbot/slave/package_tarball64/build/src/gf.c:1930
optimize! at /home/coey/.julia/v0.5/SCS/src/SCSSolverInterface.jl:97
unknown function (ip: 0x7fe98bde2d34)

ERROR: A->p (column pointers) decreasing

I've seen a much older bug with similar message.
This happens on julia-0.5.1 with openblas and SCS/master

SDP_problem = Maximization problem with:
 * 2018882 linear constraints
 * 1 semidefinite constraint
 * 1959211 variables
Solver is default solver
solver = SCS.SCSSolver(Any[(:eps,1.0e-8),(:max_iters,100000),(:verbose,true)])
ERROR: A->p (column pointers) decreasing
invalid linear system input data
ERROR: Validation returned failure
ERROR: SCS_NULL input

This is how I generate the problem:

function create_SDP_problem(matrix_constraints, Δ, Δ², N)
    @assert length(Δ) == length(matrix_constraints)
    m = JuMP.Model();
    JuMP.@variable(m, A[1:N, 1:N], SDP)
    JuMP.@SDconstraint(m, A >= 0)
    JuMP.@constraint(m, sum(A[i] for i in eachindex(A)) == 0)
    JuMP.@variable(m, κ >= 0.0)
    JuMP.@objective(m, Max, κ)

    for (pairs, δ², δ) in zip(matrix_constraints, Δ².coefficients, Δ.coefficients)
        JuMP.@constraint(m, sum(A[i,j] for (i,j) in pairs) == δ² - κ*δ)
    end
    return m
end

I haven't seen this on a much smaller problem generated by the exact same code:

SDP_problem = Maximization problem with:
 * 157204 linear constraints
 * 1 semidefinite constraint
 * 156521 variables

Error building SCS

Hey, wondering if anyone can help me figure out why I am getting a build error for the SCS solver. The following message has come up each time I try to build it again after deleting the failing package. Any advice @staticfloat ?

LoadError: Provider BinDeps.Binaries failed to satisfy dependency scs
while loading C:\Users\ematt\AppData\Local\JuliaPro-0.6.2.1\pkgs-0.6.2.1\v0.6\SCS\deps\build.jl, in expression starting on line 76

================================================================================

================================[ BUILD ERRORS ]================================

WARNING: SCS had build errors.

packages with build errors remain installed in C:\Users\ematt\AppData\Local\JuliaPro-0.6.2.1\pkgs-0.6.2.1\v0.6
build the package(s) and all dependencies with Pkg.build("SCS")
build a single package by running its deps/build.jl script

Verbose output with SCS

Someone contacted me about having trouble getting SCS.jl to print verbose output. They're initializing the solver as SCSSolver(verbose=1) and constructing the cone program with JuMP. They're not seeing any output.

Any idea how to fix this?

scs doesn't build on julia 0.5

=================================[ ERROR: SCS ]=================================
LoadError: UndefVarError: blas_vendor not defined
while loading /home/travis/.julia/v0.5/SCS/deps/build.jl, in expression starting on line 44

CC @tkelman

incorrect dual solution

using MathProgBase
using SCS
solver = SCSSolver()
# min  x
# s.t. y ≥ 1
#      x² + y² ≤ 1
# in conic form:
# min  x
# s.t.  -1 + y ∈ R₊
#        1 - t ∈ {0}
#      (t,x,y) ∈ SOC₃

b = [-1, 1, 0, 0, 0]
A = [ 0 -1 0
      0 0 1
      0 0 -1
      -1 0 0
      0 -1 0 ]
c = [ 1, 0, 0 ]
constr_cones = [(:NonNeg,1:1),(:Zero,2:2),(:SOC,3:5)]
var_cones = [(:Free,1:3)]

m = MathProgBase.model(solver)
MathProgBase.loadconicproblem!(m, c, A, b, constr_cones, var_cones)
MathProgBase.optimize!(m)
@show MathProgBase.status(m)
@show MathProgBase.getobjval(m)
@show MathProgBase.getsolution(m)
y = MathProgBase.getconicdual(m)
@show y
@show -dot(b,y) # should match primal objective
@show c + A'y # should be all zeros, since variables are free

gives

MathProgBase.status(m) => :Optimal
MathProgBase.getobjval(m) => -0.0005944812927751632
MathProgBase.getsolution(m) => [-0.0005944812927751632,1.0000244304176664,1.000024520748117]
y => [1663.6755938289195,-1663.676176978334,-1663.6760356732946,-1.0000001698583723,1663.675735133884]
-(dot(b,y)) => 3327.3517708072536
c + A' * y => [2.0000001698583723,-3327.3513289628036,-0.00014130503950582352]

The dual objective doesn't match the primal, and dual feasibility isn't satisfied, according to the MPB primal/dual pair.
CC @kaarthiksundar @karanveerm

0.4 tuple changes cause SCS tests to fail

Bisected and confirmed that JuliaLang/julia#10380 causes a test failure here. http://pkg.julialang.org/?pkg=SCS&ver=nightly

I can't find any tuple types being used in this package, so I'm a bit confused.

Package build fails in julia computing docker

I tried to install SCS in the julia docker container provided here:
https://hub.docker.com/_/julia/

The command I used to get and start the container was: docker run -it --rm julia

Build fails with following error:

I am not familiar with the details. So if the problem is on my side, please ignore and simply close the issue.

support SOCRotated cones

I am trying to solve conic problems involving rotated SOCs and SCS won't take them through MPB conic interface. I see here that it's on your TODOs. Would be great if you could!

"unsupported or misplaced expression kw" in high_level_wrapper

When trying to run this convex.jl example, I get the following error:

julia> solve!(problem, SCSSolver(Verbose=1))
ERROR: unsupported or misplaced expression kw
in create_scs_data at /Users/macbookpro/.julia/v0.3/SCS/src/high_level_wrapper.jl:38
in create_scs_data at /Users/macbookpro/.julia/v0.3/SCS/src/high_level_wrapper.jl:58
in SCS_solve at /Users/macbookpro/.julia/v0.3/SCS/src/high_level_wrapper.jl:127
in SCS_solve at /Users/macbookpro/.julia/v0.3/SCS/src/high_level_wrapper.jl:154
in optimize! at /Users/macbookpro/.julia/v0.3/SCS/src/SCSSolverInterface.jl:154
in solve! at /Users/macbookpro/.julia/v0.3/Convex/src/solution.jl:53

Changing this line to @eval $k = $v gets it working.

`no method matching allocate` when solving a problem

When solving this problem, I received an error.

using JuMP, SCS

m = Model(with_optimizer(SCS.Optimizer))

D = [0.0 1.0 1.0 1.0
     1.0 0.0 2.0 2.0
     1.0 2.0 0.0 2.0
     1.0 2.0 2.0 0.0]

@variable(m, cSq >= 1.0)

@variable(m, Q[1:4,1:4], PSD)

for i in 1:4
    for j in (i+1):4
        @constraint(m, D[i,j]^2 <= Q[i,i] + Q[j,j] - 2Q[i,j])
        @constraint(m, Q[i,i] + Q[j,j] - 2Q[i,j] <= D[i,j]^2*cSq )
    end
end

@objective(m, Min, cSq)

JuMP.optimize!(m)

println(JuMP.result_value.(cSq))

julia> JuMP.optimize!(m)
ERROR: MethodError: no method matching allocate(::SCS.Optimizer, ::MathOptInterface.ObjectiveFunction{MathOptInterface.SingleVariable}, ::MathOptInterface.SingleVariable)
Closest candidates are:
  allocate(::MathOptInterface.Utilities.AbstractModel, ::Any...) at /Users/chkwon/.julia/packages/MathOptInterface/62rhX/src/Utilities/model.jl:339
  allocate(::MathOptInterface.Utilities.MockOptimizer, ::MathOptInterface.ObjectiveFunction, ::Any) at /Users/chkwon/.julia/packages/MathOptInterface/62rhX/src/Utilities/mockoptimizer.jl:285
  allocate(::MathOptInterface.Utilities.MockOptimizer, ::Union{AbstractConstraintAttribute, AbstractModelAttribute, AbstractOptimizerAttribute, AbstractVariableAttribute}, ::Any) at /Users/chkwon/.julia/packages/MathOptInterface/62rhX/src/Utilities/mockoptimizer.jl:284
  ...
Stacktrace:
 [1] _pass_attributes(::SCS.Optimizer, ::MathOptInterface.Utilities.UniversalFallback{JuMP.JuMPMOIModel{Float64}}, ::Bool, ::MathOptInterface.Utilities.IndexMap, ::Array{MathOptInterface.AbstractModelAttribute,1}, ::Tuple{}, ::Tuple{}, ::Tuple{}, ::typeof(MathOptInterface.Utilities.allocate)) at /Users/chkwon/.julia/packages/MathOptInterface/62rhX/src/Utilities/copy.jl:59
 [2] pass_attributes at /Users/chkwon/.julia/packages/MathOptInterface/62rhX/src/Utilities/copy.jl:40 [inlined]
 [3] allocate_load(::SCS.Optimizer, ::MathOptInterface.Utilities.UniversalFallback{JuMP.JuMPMOIModel{Float64}}, ::Bool) at /Users/chkwon/.julia/packages/MathOptInterface/62rhX/src/Utilities/copy.jl:248
 [4] #copy_to#28 at /Users/chkwon/.julia/packages/SCS/LBz0o/src/MOIWrapper.jl:87 [inlined]
 [5] (::getfield(MathOptInterface, Symbol("#kw##copy_to")))(::NamedTuple{(:copy_names,),Tuple{Bool}}, ::typeof(MathOptInterface.copy_to), ::SCS.Optimizer, ::MathOptInterface.Utilities.UniversalFallback{JuMP.JuMPMOIModel{Float64}}) at ./none:0
 [6] attachoptimizer!(::MathOptInterface.Utilities.CachingOptimizer{MathOptInterface.AbstractOptimizer,MathOptInterface.Utilities.UniversalFallback{JuMP.JuMPMOIModel{Float64}}}) at /Users/chkwon/.julia/packages/MathOptInterface/62rhX/src/Utilities/cachingoptimizer.jl:125
 [7] optimize!(::MathOptInterface.Utilities.CachingOptimizer{MathOptInterface.AbstractOptimizer,MathOptInterface.Utilities.UniversalFallback{JuMP.JuMPMOIModel{Float64}}}) at /Users/chkwon/.julia/packages/MathOptInterface/62rhX/src/Utilities/cachingoptimizer.jl:158
 [8] optimize!(::MathOptInterface.Bridges.LazyBridgeOptimizer{MathOptInterface.Utilities.CachingOptimizer{MathOptInterface.AbstractOptimizer,MathOptInterface.Utilities.UniversalFallback{JuMP.JuMPMOIModel{Float64}}},MathOptInterface.Bridges.AllBridgedConstraints{Float64}}) at /Users/chkwon/.julia/packages/MathOptInterface/62rhX/src/Bridges/bridgeoptimizer.jl:73
 [9] #optimize!#94(::Bool, ::Function, ::Model, ::Nothing) at /Users/chkwon/.julia/packages/JuMP/LjMor/src/optimizer_interface.jl:65
 [10] optimize! at /Users/chkwon/.julia/packages/JuMP/LjMor/src/optimizer_interface.jl:42 [inlined] (repeats 2 times)
 [11] top-level scope at none:0

SCS had build error (Julia 0.5.0)

=================================[ ERROR: SCS ]=================================

LoadError: failed process: Process(`curl -f -o /home/laseinefirenze/.julia/v0.5/SCS/deps/downloads/v1.1.8.tar.gz -L https://github.com/cvxgrp/scs/archive/v1.1.8.tar.gz`, ProcessExited(77)) [77]
while loading /home/laseinefirenze/.julia/v0.5/SCS/deps/build.jl, in expression starting on line 71

================================================================================

================================[ BUILD ERRORS ]================================

WARNING: SCS had build errors.

 - packages with build errors remain installed in /home/laseinefirenze/.julia/v0.5
 - build the package(s) and all dependencies with `Pkg.build("SCS")`
 - build a single package by running its `deps/build.jl` script

================================================================================

Error: Formulae found in multiple taps

Hi,
this is hopefully easy to fix:

On a Mac running 10.12.3

I'm having issues with the 18065 package, specifically with SCS:

Error: Formulae found in multiple taps: 

 * staticfloat/juliadeps/scs

 * staticfloat/juliatranslated/scs

Please use the fully-qualified name e.g. staticfloat/juliadeps/scs to refer the formula.

Sorry, I don't know which one is the correct one and I can't test it (error not from me) so no PR ;)

Failure on 0.4 found with PkgEval

>>> 'Pkg.add("SCS")' log
INFO: Installing BinDeps v0.3.15
INFO: Installing Dates v0.4.4
INFO: Installing HttpCommon v0.2.0
INFO: Installing MathProgBase v0.3.17
INFO: Installing SCS v0.0.8
INFO: Installing SHA v0.1.1
INFO: Installing URIParser v0.1.0
INFO: Building SCS
INFO: Package database updated
INFO: METADATA is out-of-date — you may not have the latest version of SCS
INFO: Use `Pkg.update()` to get the latest versions of your packages

>>> 'Pkg.test("SCS")' log
Julia Version 0.4.0-pre+7304
Commit b3a1be5 (2015-09-05 13:59 UTC)
Platform Info:
  System: Linux (x86_64-unknown-linux-gnu)
  CPU: Intel(R) Core(TM) i5-2500K CPU @ 3.30GHz
  WORD_SIZE: 64
  BLAS: libopenblas (USE64BITINT DYNAMIC_ARCH NO_AFFINITY Sandybridge)
  LAPACK: libopenblas
  LIBM: libopenlibm
  LLVM: libLLVM-3.3
INFO: Testing SCS
Running tests:
 Test: direct.jl
ERROR: LoadError: LoadError: AssertionError: solution.ret_val == 1
 in include at ./boot.jl:260
 in include_from_node1 at ./loading.jl:271
 [inlined code] from /home/vagrant/.julia/v0.4/SCS/test/runtests.jl:9
 in anonymous at no file:0
 in include at ./boot.jl:260
 in include_from_node1 at ./loading.jl:271
 in process_options at ./client.jl:308
 in _start at ./client.jl:411
while loading /home/vagrant/.julia/v0.4/SCS/test/direct.jl, in expression starting on line 6
while loading /home/vagrant/.julia/v0.4/SCS/test/runtests.jl, in expression starting on line 7
ERROR: A->p (column pointers) decreasing
invalid linear system input data
ERROR: Validation returned failure
ERROR: NULL input
=================================[ ERROR: SCS ]=================================

failed process: Process(`/home/vagrant/julia/bin/julia --check-bounds=yes --code-coverage=none --color=no /home/vagrant/.julia/v0.4/SCS/test/runtests.jl`, ProcessExited(1)) [1]

================================================================================
ERROR: SCS had test errors
 in error at ./error.jl:21
 [inlined code] from pkg/entry.jl:753
 in __test#412__ at no file:0
 in test at no file
 in anonymous at pkg/dir.jl:31
 in cd at file.jl:22
 [inlined code] from pkg/dir.jl:31
 in __cd#396__ at no file:0
 in cd at no file
 in __test#420__ at no file
 in test at no file
 in process_options at ./client.jl:284
 in _start at ./client.jl:411

>>> End of log

Helpful error instead of segfault for empty model

With an empty model, SCS segfaults. Instead it should throw an helpful error.
See jump-dev/JuMP.jl#1502

Rebuild the Windows binaries for new openblas library name

Ref JuliaLang/julia#13407, putting this here so I don't forget to do it.

SCS had build errors

Howdy. I'm getting the following error when I attempt to build SCS. I'm on an Apple with macOS Sierra Version 10.12.4. I've tried running the build.jl script but no luck. Any suggestions?

Error from Julia

Error: Formulae found in multiple taps: 
 * staticfloat/juliadeps/scs
 * staticfloat/juliatranslated/scs

Please use the fully-qualified name e.g. staticfloat/juliadeps/scs to refer the formula.
============================[ ERROR: SCS ]============================

LoadError: Provider BinDeps.BuildProcess failed to satisfy dependency scs
while loading /Users/jakeknigge/.julia/v0.5/SCS/deps/build.jl, in expression starting on line 76

======================================================================

===========================[ BUILD ERRORS ]===========================

WARNING: SCS had build errors.

 - packages with build errors remain installed in /Users/jakeknigge/.julia/v0.5
 - build the package(s) and all dependencies with `Pkg.build("SCS")`
 - build a single package by running its `deps/build.jl` script

======================================================================

failing on 0.4

I fixed build.jl on 0.4 with ea15501, but there seems to be an issue linking to julia's openblas now:

https://travis-ci.org/JuliaOpt/SCS.jl/jobs/55309005#L509

I can reproduce locally. Seem strange because libopenblas.so is exporting dsyevr_64_. Has something changed recently wrt symbol visibility?

@tkelman