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Merge pull request #414 from cvxgrp/docs/regen-example-outputs
docs: regenerate example outputs against current master
2 parents f731e86 + 7ac694c commit b539871

7 files changed

Lines changed: 251 additions & 300 deletions

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Lines changed: 10 additions & 10 deletions
Original file line numberDiff line numberDiff line change
@@ -1,5 +1,5 @@
11
------------------------------------------------------------------
2-
SCS v3.1.1 - Splitting Conic Solver
2+
SCS v3.2.11 - Splitting Conic Solver
33
(c) Brendan O'Donoghue, Stanford University, 2012
44
------------------------------------------------------------------
55
problem: variables n: 100, constraints m: 171
@@ -9,20 +9,20 @@ cones: z: primal zero / dual free vars: 1
99
settings: eps_abs: 1.0e-04, eps_rel: 1.0e-04, eps_infeas: 1.0e-07
1010
alpha: 1.50, scale: 1.00e-01, adaptive_scale: 1
1111
max_iters: 100000, normalize: 1, rho_x: 1.00e-06
12-
acceleration_lookback: 10, acceleration_interval: 10
13-
lin-sys: sparse-direct
12+
acceleration_lookback: 10, acceleration_interval: 5
13+
lin-sys: sparse-direct-amd-qdldl
1414
nnz(A): 1150, nnz(P): 0
1515
------------------------------------------------------------------
1616
iter | pri res | dua res | gap | obj | scale | time (s)
1717
------------------------------------------------------------------
18-
0| 1.11e+01 6.95e-01 5.59e+02 -3.06e+02 1.00e-01 9.02e-04
19-
225| 8.91e-06 1.30e-05 3.24e-05 -3.89e+00 5.45e+00 1.43e-01
18+
0| 1.38e+01 7.11e-01 7.21e+02 -3.87e+02 1.00e-01 2.21e-04
19+
225| 1.46e-04 2.42e-06 4.51e-06 -3.89e+00 1.00e-01 8.58e-03
2020
------------------------------------------------------------------
2121
status: solved
22-
timings: total: 1.44e-01s = setup: 5.53e-04s + solve: 1.43e-01s
23-
lin-sys: 1.06e-03s, cones: 1.42e-01s, accel: 4.26e-05s
22+
timings: total: 8.58e-03s = setup: 1.75e-04s + solve: 8.41e-03s
23+
lin-sys: 6.29e-03s, cones: 1.64e-03s, accel: 2.56e-04s
2424
------------------------------------------------------------------
25-
objective = -3.888803
25+
objective = -3.888788
2626
------------------------------------------------------------------
27-
CVXPY optimal value is: 3.888784623785257
28-
Solution norm difference: 2.241074541050464e-06
27+
CVXPY optimal value is: 3.8887846237852566
28+
Solution norm difference: 5.640851171150041e-05

docs/src/examples/python/lasso.py

Lines changed: 0 additions & 1 deletion
Original file line numberDiff line numberDiff line change
@@ -4,7 +4,6 @@
44
from scipy import sparse
55

66
# Generate problem data
7-
sp.random.seed(1)
87
np.random.seed(1)
98

109
n = 200 # Variables
Lines changed: 75 additions & 99 deletions
Original file line numberDiff line numberDiff line change
@@ -1,6 +1,6 @@
11
Solving for lambda = 0
22
------------------------------------------------------------------
3-
SCS v3.1.1 - Splitting Conic Solver
3+
SCS v3.2.11 - Splitting Conic Solver
44
(c) Brendan O'Donoghue, Stanford University, 2012
55
------------------------------------------------------------------
66
problem: variables n: 500, constraints m: 500
@@ -9,205 +9,181 @@ cones: z: primal zero / dual free vars: 100
99
settings: eps_abs: 1.0e-06, eps_rel: 1.0e-06, eps_infeas: 1.0e-07
1010
alpha: 1.50, scale: 1.00e-01, adaptive_scale: 1
1111
max_iters: 100000, normalize: 1, rho_x: 1.00e-06
12-
acceleration_lookback: 10, acceleration_interval: 10
13-
lin-sys: sparse-direct
12+
acceleration_lookback: 10, acceleration_interval: 5
13+
lin-sys: sparse-direct-amd-qdldl
1414
nnz(A): 10900, nnz(P): 100
1515
------------------------------------------------------------------
1616
iter | pri res | dua res | gap | obj | scale | time (s)
1717
------------------------------------------------------------------
18-
0| 4.54e+00 7.55e-02 9.57e-01 4.89e-01 1.00e-01 1.68e-04
19-
25| 1.56e-07 5.84e-08 3.28e-07 1.64e-07 1.00e-01 1.36e-03
18+
0| 4.54e+00 1.30e-01 1.62e+00 8.41e-01 1.00e-01 2.06e-03
19+
25| 1.51e-07 1.43e-07 8.38e-07 4.19e-07 1.00e-01 3.75e-03
2020
------------------------------------------------------------------
2121
status: solved
22-
timings: total: 7.39e-03s = setup: 6.02e-03s + solve: 1.37e-03s
23-
lin-sys: 1.06e-03s, cones: 3.43e-05s, accel: 6.73e-06s
22+
timings: total: 3.75e-03s = setup: 1.96e-03s + solve: 1.78e-03s
23+
lin-sys: 1.62e-03s, cones: 2.52e-05s, accel: 1.87e-05s
2424
------------------------------------------------------------------
2525
objective = 0.000000
2626
------------------------------------------------------------------
27-
Error : 0.7256063655877213
27+
Error : 0.7256048204170595
2828
Solving for lambda = 0.01
2929
------------------------------------------------------------------
3030
iter | pri res | dua res | gap | obj | scale | time (s)
3131
------------------------------------------------------------------
32-
0| 1.41e-01 1.00e-02 7.69e-02 3.85e-02 1.00e-01 1.48e-04
33-
250| 1.34e-04 1.56e-06 1.40e-06 1.25e-01 1.69e-02 1.14e-02
34-
500| 5.72e-05 8.48e-07 4.82e-07 1.25e-01 1.69e-02 2.19e-02
35-
750| 2.01e-05 1.20e-07 5.32e-07 1.25e-01 1.69e-02 3.25e-02
36-
875| 4.30e-06 1.16e-07 2.10e-07 1.25e-01 1.69e-02 3.79e-02
32+
0| 7.99e-02 1.00e-02 1.99e-01 9.93e-02 1.00e-01 8.11e-05
33+
250| 2.48e-03 3.59e-05 5.94e-08 1.25e-01 1.31e-02 9.63e-03
34+
325| 1.40e-09 1.51e-11 2.05e-12 1.25e-01 1.31e-02 1.45e-02
3735
------------------------------------------------------------------
3836
status: solved
39-
timings: total: 3.80e-02s = setup: 4.35e-06s + solve: 3.80e-02s
40-
lin-sys: 3.20e-02s, cones: 7.18e-04s, accel: 6.56e-04s
37+
timings: total: 1.45e-02s = setup: 1.12e-06s + solve: 1.45e-02s
38+
lin-sys: 9.79e-03s, cones: 3.00e-04s, accel: 1.56e-03s
4139
------------------------------------------------------------------
4240
objective = 0.125039
4341
------------------------------------------------------------------
44-
Error : 0.2259107853405316
42+
Error : 0.2259045812689564
4543
Solving for lambda = 0.02497591197515687
4644
------------------------------------------------------------------
4745
iter | pri res | dua res | gap | obj | scale | time (s)
4846
------------------------------------------------------------------
49-
0| 1.26e+00 1.50e-02 6.09e+00 -2.92e+00 1.69e-02 1.59e-04
50-
250| 8.05e-04 1.01e-05 1.23e-04 3.10e-01 1.69e-02 1.37e-02
51-
500| 2.98e-04 1.20e-06 1.85e-05 3.10e-01 1.69e-02 2.76e-02
52-
750| 1.20e-04 1.01e-06 9.39e-06 3.10e-01 1.69e-02 4.12e-02
53-
1000| 9.60e-05 7.37e-07 3.64e-06 3.10e-01 1.69e-02 5.46e-02
54-
1250| 4.72e-05 8.34e-07 6.33e-06 3.10e-01 1.69e-02 6.76e-02
55-
1500| 2.25e-05 3.04e-07 2.25e-06 3.10e-01 1.69e-02 7.83e-02
56-
1750| 5.62e-06 2.28e-08 4.66e-07 3.10e-01 1.69e-02 8.91e-02
57-
1950| 4.71e-06 6.17e-08 1.22e-07 3.10e-01 1.69e-02 9.78e-02
47+
0| 1.98e-01 1.53e-02 3.48e-01 3.17e-01 1.31e-02 2.29e-04
48+
250| 1.19e-04 2.96e-04 1.04e-06 3.10e-01 1.05e-01 1.04e-02
49+
275| 2.66e-11 1.66e-12 2.16e-13 3.10e-01 1.05e-01 1.26e-02
5850
------------------------------------------------------------------
5951
status: solved
60-
timings: total: 9.78e-02s = setup: 4.45e-06s + solve: 9.78e-02s
61-
lin-sys: 8.29e-02s, cones: 2.08e-03s, accel: 2.57e-03s
52+
timings: total: 1.26e-02s = setup: 6.33e-06s + solve: 1.26e-02s
53+
lin-sys: 9.34e-03s, cones: 2.75e-04s, accel: 1.22e-03s
6254
------------------------------------------------------------------
6355
objective = 0.309833
6456
------------------------------------------------------------------
65-
Error : 0.21880188151191785
57+
Error : 0.21880244387526449
6658
Solving for lambda = 0.06237961789907842
6759
------------------------------------------------------------------
6860
iter | pri res | dua res | gap | obj | scale | time (s)
6961
------------------------------------------------------------------
70-
0| 3.14e+00 3.74e-02 3.87e+01 -1.90e+01 1.69e-02 1.61e-04
71-
250| 2.30e-03 2.35e-05 4.98e-04 7.59e-01 1.69e-02 1.09e-02
72-
500| 6.38e-04 8.53e-06 1.13e-04 7.59e-01 1.69e-02 2.16e-02
73-
750| 8.74e-04 9.97e-06 1.78e-05 7.59e-01 1.69e-02 3.20e-02
74-
1000| 1.71e-04 3.89e-07 1.42e-05 7.59e-01 1.69e-02 4.27e-02
75-
1250| 8.82e-05 2.24e-07 6.85e-06 7.59e-01 1.69e-02 5.30e-02
76-
1500| 8.80e-06 1.58e-08 3.94e-07 7.59e-01 1.69e-02 6.34e-02
77-
1675| 5.44e-06 8.79e-09 1.93e-07 7.59e-01 1.69e-02 7.04e-02
62+
0| 1.93e-01 3.98e-02 4.40e-01 9.70e-01 1.05e-01 1.80e-04
63+
250| 7.86e-04 1.73e-03 1.66e-05 7.59e-01 1.48e-01 1.44e-02
64+
375| 1.28e-11 6.34e-15 9.18e-13 7.59e-01 1.62e-02 2.23e-02
7865
------------------------------------------------------------------
7966
status: solved
80-
timings: total: 7.04e-02s = setup: 4.46e-06s + solve: 7.04e-02s
81-
lin-sys: 6.07e-02s, cones: 1.32e-03s, accel: 1.40e-03s
67+
timings: total: 2.23e-02s = setup: 3.50e-06s + solve: 2.23e-02s
68+
lin-sys: 1.69e-02s, cones: 4.15e-04s, accel: 1.53e-03s
8269
------------------------------------------------------------------
8370
objective = 0.759146
8471
------------------------------------------------------------------
85-
Error : 0.19472289935884313
72+
Error : 0.19471744356445225
8673
Solving for lambda = 0.15579878456913032
8774
------------------------------------------------------------------
8875
iter | pri res | dua res | gap | obj | scale | time (s)
8976
------------------------------------------------------------------
90-
0| 7.83e+00 9.34e-02 2.43e+02 -1.21e+02 1.69e-02 1.52e-04
91-
250| 6.59e-03 2.83e-05 1.68e-03 1.81e+00 1.69e-02 1.07e-02
92-
500| 5.37e-03 4.13e-05 8.56e-04 1.82e+00 1.69e-02 2.15e-02
93-
750| 2.12e-03 7.02e-06 3.70e-04 1.82e+00 1.69e-02 3.22e-02
94-
1000| 9.68e-04 1.98e-06 1.49e-04 1.82e+00 1.69e-02 4.30e-02
95-
1250| 9.76e+00 1.16e-01 1.21e-01 1.66e+00 1.69e-02 5.40e-02
96-
1500| 6.24e-05 2.01e-07 3.74e-06 1.82e+00 1.69e-02 6.48e-02
97-
1750| 1.50e-05 1.46e-07 6.33e-07 1.82e+00 1.69e-02 7.51e-02
98-
1900| 4.08e-06 1.56e-08 4.53e-08 1.82e+00 1.69e-02 8.15e-02
77+
0| 3.66e-01 1.13e-01 1.29e+00 2.13e+00 1.62e-02 1.85e-04
78+
250| 2.17e-02 1.21e-03 1.19e-03 1.82e+00 1.62e-02 1.36e-02
79+
500| 1.60e-04 6.22e-09 4.44e-09 1.82e+00 4.51e-01 2.81e-02
80+
525| 8.09e-12 1.33e-11 1.54e-12 1.82e+00 7.76e+00 3.26e-02
9981
------------------------------------------------------------------
10082
status: solved
101-
timings: total: 8.15e-02s = setup: 4.07e-06s + solve: 8.15e-02s
102-
lin-sys: 7.04e-02s, cones: 1.47e-03s, accel: 1.75e-03s
83+
timings: total: 3.26e-02s = setup: 6.75e-06s + solve: 3.26e-02s
84+
lin-sys: 2.25e-02s, cones: 5.72e-04s, accel: 2.16e-03s
10385
------------------------------------------------------------------
10486
objective = 1.818814
10587
------------------------------------------------------------------
106-
Error : 0.16652260857219253
88+
Error : 0.16651882508874866
10789
Solving for lambda = 0.3891216729235027
10890
------------------------------------------------------------------
10991
iter | pri res | dua res | gap | obj | scale | time (s)
11092
------------------------------------------------------------------
111-
0| 1.96e+01 2.33e-01 1.52e+03 -7.58e+02 1.69e-02 1.54e-04
112-
250| 1.60e-02 1.13e-04 2.43e-03 4.22e+00 1.69e-02 1.15e-02
113-
500| 3.91e-03 6.14e-05 1.38e-03 4.26e+00 5.49e-02 2.35e-02
114-
750| 1.10e-03 8.02e-06 8.38e-04 4.27e+00 1.81e-01 3.44e-02
115-
1000| 6.18e-06 3.09e-07 1.36e-06 4.27e+00 1.81e-01 4.43e-02
116-
1025| 4.23e-06 1.61e-07 5.60e-07 4.27e+00 1.81e-01 4.53e-02
93+
0| 3.33e-01 2.69e-01 1.84e+00 5.26e+00 7.76e+00 9.22e-05
94+
250| 1.01e-06 3.94e-04 9.93e-09 4.27e+00 1.29e+00 1.50e-02
95+
275| 2.05e-08 1.14e-09 6.95e-11 4.27e+00 1.29e+00 1.74e-02
11796
------------------------------------------------------------------
11897
status: solved
119-
timings: total: 4.53e-02s = setup: 3.94e-06s + solve: 4.53e-02s
120-
lin-sys: 3.80e-02s, cones: 8.57e-04s, accel: 6.28e-04s
98+
timings: total: 1.74e-02s = setup: 1.21e-06s + solve: 1.74e-02s
99+
lin-sys: 1.17e-02s, cones: 3.12e-04s, accel: 1.39e-03s
121100
------------------------------------------------------------------
122-
objective = 4.269514
101+
objective = 4.269513
123102
------------------------------------------------------------------
124-
Error : 0.16508930825747362
103+
Error : 0.1650902774396444
125104
Solving for lambda = 0.9718668650563185
126105
------------------------------------------------------------------
127106
iter | pri res | dua res | gap | obj | scale | time (s)
128107
------------------------------------------------------------------
129-
0| 4.55e+00 5.83e-01 8.78e+02 -4.35e+02 1.81e-01 1.58e-04
130-
250| 4.54e-03 3.43e-05 3.36e-03 1.01e+01 1.81e-01 1.07e-02
131-
500| 6.93e-04 3.79e-06 4.76e-04 1.01e+01 1.81e-01 2.15e-02
132-
725| 1.15e-07 5.49e-08 1.98e-10 1.01e+01 5.85e-01 3.20e-02
108+
0| 5.90e-01 6.85e-01 5.53e+00 1.17e+01 1.29e+00 1.57e-04
109+
250| 1.92e-03 1.86e-03 2.56e-05 1.01e+01 1.29e+00 2.72e-02
110+
275| 4.89e-10 2.69e-10 1.27e-10 1.01e+01 1.29e+00 2.93e-02
133111
------------------------------------------------------------------
134112
status: solved
135-
timings: total: 3.20e-02s = setup: 3.95e-06s + solve: 3.20e-02s
136-
lin-sys: 2.73e-02s, cones: 5.78e-04s, accel: 5.07e-04s
113+
timings: total: 2.93e-02s = setup: 2.54e-06s + solve: 2.93e-02s
114+
lin-sys: 2.42e-02s, cones: 3.56e-04s, accel: 1.53e-03s
137115
------------------------------------------------------------------
138116
objective = 10.143419
139117
------------------------------------------------------------------
140-
Error : 0.17887188557683356
118+
Error : 0.17887190179437706
141119
Solving for lambda = 2.427326127321828
142120
------------------------------------------------------------------
143121
iter | pri res | dua res | gap | obj | scale | time (s)
144122
------------------------------------------------------------------
145-
0| 3.52e+00 1.46e+00 1.69e+03 -8.37e+02 5.85e-01 5.24e-04
146-
250| 9.19e-05 3.91e-06 1.18e-04 2.44e+01 5.85e-01 1.16e-02
147-
350| 3.72e-08 1.71e-08 1.53e-07 2.44e+01 5.85e-01 1.63e-02
123+
0| 1.21e+00 1.82e+00 1.40e+01 2.72e+01 1.29e+00 1.08e-04
124+
250| 1.19e-03 2.58e-07 3.03e-07 2.44e+01 1.29e+00 1.29e-02
125+
325| 1.45e-11 1.41e-11 4.29e-11 2.44e+01 5.92e+01 1.60e-02
148126
------------------------------------------------------------------
149127
status: solved
150-
timings: total: 1.63e-02s = setup: 3.98e-06s + solve: 1.63e-02s
151-
lin-sys: 1.38e-02s, cones: 2.89e-04s, accel: 2.45e-04s
128+
timings: total: 1.60e-02s = setup: 3.46e-06s + solve: 1.60e-02s
129+
lin-sys: 1.07e-02s, cones: 3.30e-04s, accel: 7.08e-04s
152130
------------------------------------------------------------------
153131
objective = 24.402281
154132
------------------------------------------------------------------
155-
Error : 0.2605486204939154
133+
Error : 0.260548599832583
156134
Solving for lambda = 6.062468369098836
157135
------------------------------------------------------------------
158136
iter | pri res | dua res | gap | obj | scale | time (s)
159137
------------------------------------------------------------------
160-
0| 8.79e+00 3.64e+00 1.06e+04 -5.29e+03 5.85e-01 1.55e-04
161-
250| 8.09e-05 8.61e-05 3.41e-05 5.78e+01 5.85e-01 1.09e-02
162-
325| 2.57e-06 1.02e-07 5.29e-06 5.78e+01 5.85e-01 1.46e-02
138+
0| 6.54e-01 4.13e+00 2.89e+01 7.34e+01 5.92e+01 9.42e-05
139+
225| 9.37e-10 1.76e-10 3.86e-11 5.78e+01 1.69e+01 1.37e-02
163140
------------------------------------------------------------------
164141
status: solved
165-
timings: total: 1.46e-02s = setup: 4.46e-06s + solve: 1.46e-02s
166-
lin-sys: 1.25e-02s, cones: 2.66e-04s, accel: 2.45e-04s
142+
timings: total: 1.37e-02s = setup: 1.83e-06s + solve: 1.37e-02s
143+
lin-sys: 9.32e-03s, cones: 1.12e-03s, accel: 9.93e-04s
167144
------------------------------------------------------------------
168-
objective = 57.753523
145+
objective = 57.753526
169146
------------------------------------------------------------------
170-
Error : 0.4805364286021535
147+
Error : 0.4805368843925068
171148
Solving for lambda = 15.141567633878541
172149
------------------------------------------------------------------
173150
iter | pri res | dua res | gap | obj | scale | time (s)
174151
------------------------------------------------------------------
175-
0| 2.20e+01 9.08e+00 6.64e+04 -3.31e+04 5.85e-01 1.54e-04
176-
150| 1.74e-07 2.20e-06 8.87e-06 1.31e+02 6.39e+00 8.10e-03
152+
0| 1.39e+00 9.47e+00 5.47e+01 1.59e+02 1.69e+01 2.68e-04
153+
125| 6.43e-09 1.55e-07 2.37e-09 1.31e+02 1.64e+02 7.62e-03
177154
------------------------------------------------------------------
178155
status: solved
179-
timings: total: 8.11e-03s = setup: 4.38e-06s + solve: 8.10e-03s
180-
lin-sys: 6.28e-03s, cones: 1.46e-04s, accel: 1.09e-04s
156+
timings: total: 7.62e-03s = setup: 1.37e-06s + solve: 7.62e-03s
157+
lin-sys: 5.53e-03s, cones: 1.39e-04s, accel: 5.00e-04s
181158
------------------------------------------------------------------
182-
objective = 130.731598
159+
objective = 130.731603
183160
------------------------------------------------------------------
184-
Error : 0.728897685138138
161+
Error : 0.7288975963380174
185162
Solving for lambda = 37.81744603896349
186163
------------------------------------------------------------------
187164
iter | pri res | dua res | gap | obj | scale | time (s)
188165
------------------------------------------------------------------
189-
0| 5.02e+00 2.27e+01 3.78e+04 -1.88e+04 6.39e+00 3.06e-04
190-
125| 1.11e-07 4.49e-07 3.88e-05 2.66e+02 6.39e+00 9.53e-03
166+
0| 2.76e+00 2.31e+01 4.57e+01 3.02e+02 1.64e+02 1.94e-04
167+
100| 5.88e-07 4.16e-09 3.47e-08 2.66e+02 1.64e+02 7.52e-03
191168
------------------------------------------------------------------
192169
status: solved
193-
timings: total: 9.54e-03s = setup: 6.99e-06s + solve: 9.54e-03s
194-
lin-sys: 7.88e-03s, cones: 2.06e-04s, accel: 1.81e-04s
170+
timings: total: 7.52e-03s = setup: 3.25e-06s + solve: 7.52e-03s
171+
lin-sys: 6.09e-03s, cones: 1.47e-04s, accel: 6.35e-04s
195172
------------------------------------------------------------------
196-
objective = 265.601214
173+
objective = 265.601231
197174
------------------------------------------------------------------
198-
Error : 0.8689013367110517
175+
Error : 0.8689014399512269
199176
Solving for lambda = 94.45252033943963
200177
------------------------------------------------------------------
201178
iter | pri res | dua res | gap | obj | scale | time (s)
202179
------------------------------------------------------------------
203-
0| 1.25e+01 5.66e+01 2.37e+05 -1.18e+05 6.39e+00 2.22e-04
204-
250| 1.32e-06 1.19e-12 4.39e-03 3.80e+02 1.60e+01 1.32e-02
205-
325| 1.47e-14 1.61e-08 2.15e-11 3.80e+02 6.73e+04 1.69e-02
180+
0| 7.45e+00 5.72e+01 4.20e+02 1.40e+02 1.64e+02 1.59e-04
181+
125| 1.34e-11 1.45e-10 1.79e-10 3.80e+02 3.10e+03 6.47e-03
206182
------------------------------------------------------------------
207183
status: solved
208-
timings: total: 1.69e-02s = setup: 6.50e-06s + solve: 1.69e-02s
209-
lin-sys: 1.28e-02s, cones: 2.90e-04s, accel: 2.29e-04s
184+
timings: total: 6.47e-03s = setup: 2.42e-06s + solve: 6.47e-03s
185+
lin-sys: 5.05e-03s, cones: 1.41e-04s, accel: 3.99e-04s
210186
------------------------------------------------------------------
211187
objective = 379.601832
212188
------------------------------------------------------------------
213-
Error : 1.0000000000000042
189+
Error : 0.9999999999994051

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