1 #include "glbopts.h"
2 #include "minunit.h"
3 #include "problem_utils.h"
4 #include "scs.h"
5 #include "util.h"
6
small_lp(void)7 static const char *small_lp(void) {
8 ScsCone *k = (ScsCone *)scs_calloc(1, sizeof(ScsCone));
9 ScsData *d = (ScsData *)scs_calloc(1, sizeof(ScsData));
10 ScsSettings *stgs = (ScsSettings *)scs_calloc(1, sizeof(ScsSettings));
11 ScsSolution *sol = (ScsSolution *)scs_calloc(1, sizeof(ScsSolution));
12 ScsSolution *opt_sol = (ScsSolution *)scs_calloc(1, sizeof(ScsSolution));
13 ScsInfo info = {0};
14 scs_float p_f = 0.1;
15 int seed = 1234;
16 scs_int n = 100;
17 scs_int m = 300;
18 scs_int col_nnz = (scs_int)ceil(sqrt(n));
19 scs_int nnz = n * col_nnz;
20 scs_int exitflag;
21 scs_float perr, derr;
22 scs_int success;
23 const char *fail;
24
25 k->z = (scs_int)floor(m * p_f);
26 k->l = m - k->z;
27
28 d->m = m;
29 d->n = n;
30 gen_random_prob_data(nnz, col_nnz, d, k, opt_sol, seed);
31 SCS(set_default_settings)(stgs);
32 stgs->eps_abs = 1e-5;
33 stgs->eps_rel = 1e-5;
34
35 exitflag = scs(d, k, stgs, sol, &info);
36
37 perr = SCS(dot)(d->c, sol->x, d->n) - SCS(dot)(d->c, opt_sol->x, d->n);
38 derr = -SCS(dot)(d->b, sol->y, d->m) + SCS(dot)(d->b, opt_sol->y, d->m);
39 scs_printf("true obj %4e\n", SCS(dot)(d->c, opt_sol->x, d->n));
40 scs_printf("primal obj error %4e\n", perr);
41 scs_printf("dual obj error %4e\n", derr);
42
43 success = ABS(perr) < 1e-4 && ABS(derr) < 1e-4 && exitflag == SCS_SOLVED;
44
45 mu_assert("small_lp: SCS failed to produce outputflag SCS_SOLVED", success);
46 fail = verify_solution_correct(d, k, stgs, &info, sol, exitflag);
47 SCS(free_data)(d, k, stgs);
48 SCS(free_sol)(sol);
49 SCS(free_sol)(opt_sol);
50 return fail;
51 }
52