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February 7, 2019 21:06
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Mosek error in CVXPY PR 664
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ERROR: Test grad for partial minimization/maximization problems. | |
---------------------------------------------------------------------- | |
Traceback (most recent call last): | |
File "/Users/sidereus/Dropbox/research/code/projects/cvxpy/cvxpy/tests/test_grad.py", line 692, in test_partial_problem | |
fix_prob.solve() | |
File "/Users/sidereus/Dropbox/research/code/projects/cvxpy/cvxpy/problems/problem.py", line 271, in solve | |
return solve_func(self, *args, **kwargs) | |
File "/Users/sidereus/Dropbox/research/code/projects/cvxpy/cvxpy/problems/problem.py", line 511, in _solve | |
self.unpack_results(solution, full_chain, inverse_data) | |
File "/Users/sidereus/Dropbox/research/code/projects/cvxpy/cvxpy/problems/problem.py", line 650, in unpack_results | |
"Try another solver or solve with verbose=True for more " | |
SolverError: Solver 'MOSEK' failed. Try another solver or solve with verbose=True for more information. Try recentering the problem data around 0 and rescaling to reduce the dynamic range. | |
-------------------- >> begin captured stdout << --------------------- | |
Problem | |
Name : | |
Objective sense : min | |
Type : CONIC (conic optimization problem) | |
Constraints : 8 | |
Cones : 1 | |
Scalar variables : 7 | |
Matrix variables : 0 | |
Integer variables : 0 | |
Optimizer started. | |
Optimizer terminated. Time: 0.00 | |
MOSEK PRIMAL INFEASIBILITY REPORT. | |
Problem status: The problem is primal infeasible | |
The following constraints are involved in the primal infeasibility. | |
Index Name Lower bound Upper bound Dual lower Dual upper | |
1 none -8.000000e+00 0.000000e+00 1.000000e+00 | |
3 5.000000e+00 5.000000e+00 0.000000e+00 1.000000e+00 | |
4 1.000000e+00 1.000000e+00 0.000000e+00 1.000000e+00 | |
The following bound constraints are involved in the infeasibility. | |
Index Name Lower bound Upper bound Dual lower Dual upper Dual cone | |
Interior-point solution summary | |
Problem status : PRIMAL_INFEASIBLE | |
Solution status : PRIMAL_INFEASIBLE_CER | |
Dual. obj: 2.0000000000e+00 nrm: 1e+00 Viol. con: 0e+00 var: 0e+00 cones: 0e+00 | |
Problem | |
Name : | |
Objective sense : min | |
Type : CONIC (conic optimization problem) | |
Constraints : 8 | |
Cones : 1 | |
Scalar variables : 7 | |
Matrix variables : 0 | |
Integer variables : 0 | |
Optimizer started. | |
Problem | |
Name : | |
Objective sense : min | |
Type : CONIC (conic optimization problem) | |
Constraints : 8 | |
Cones : 1 | |
Scalar variables : 7 | |
Matrix variables : 0 | |
Integer variables : 0 | |
Optimizer - threads : 4 | |
Optimizer - solved problem : the primal | |
Optimizer - Constraints : 1 | |
Optimizer - Cones : 1 | |
Optimizer - Scalar variables : 3 conic : 3 | |
Optimizer - Semi-definite variables: 0 scalarized : 0 | |
Factor - setup time : 0.00 dense det. time : 0.00 | |
Factor - ML order time : 0.00 GP order time : 0.00 | |
Factor - nonzeros before factor : 1 after factor : 1 | |
Factor - dense dim. : 0 flops : 1.30e+01 | |
ITE PFEAS DFEAS GFEAS PRSTATUS POBJ DOBJ MU TIME | |
0 1.0e+00 1.0e+00 1.0e+00 0.00e+00 1.000000000e+00 1.000000000e+00 1.0e+00 0.00 | |
1 1.2e-01 1.2e-01 2.6e-01 3.33e-01 1.148718025e+00 1.347396010e+00 1.2e-01 0.00 | |
2 2.5e-03 2.5e-03 5.6e-02 1.06e+00 1.010203269e+00 1.005681649e+00 2.5e-03 0.00 | |
3 6.3e-05 6.3e-05 9.1e-03 1.01e+00 1.000049511e+00 9.999263973e-01 6.3e-05 0.00 | |
4 6.8e-06 6.8e-06 3.0e-03 1.00e+00 9.999932515e-01 9.999803011e-01 6.8e-06 0.00 | |
5 3.7e-07 3.7e-07 6.8e-04 1.00e+00 9.999993636e-01 9.999986913e-01 3.7e-07 0.00 | |
6 5.6e-09 5.6e-09 8.4e-05 1.00e+00 9.999999882e-01 9.999999780e-01 5.6e-09 0.00 | |
Optimizer terminated. Time: 0.00 | |
Interior-point solution summary | |
Problem status : PRIMAL_AND_DUAL_FEASIBLE | |
Solution status : OPTIMAL | |
Primal. obj: 9.9999998821e-01 nrm: 1e+01 Viol. con: 2e-13 var: 0e+00 cones: 8e-09 | |
Dual. obj: 9.9999997804e-01 nrm: 1e+00 Viol. con: 0e+00 var: 1e-08 cones: 0e+00 | |
Problem | |
Name : | |
Objective sense : min | |
Type : CONIC (conic optimization problem) | |
Constraints : 6 | |
Cones : 1 | |
Scalar variables : 7 | |
Matrix variables : 0 | |
Integer variables : 0 | |
Optimizer started. | |
Problem | |
Name : | |
Objective sense : min | |
Type : CONIC (conic optimization problem) | |
Constraints : 6 | |
Cones : 1 | |
Scalar variables : 7 | |
Matrix variables : 0 | |
Integer variables : 0 | |
Optimizer - threads : 4 | |
Optimizer - solved problem : the primal | |
Optimizer - Constraints : 1 | |
Optimizer - Cones : 1 | |
Optimizer - Scalar variables : 3 conic : 3 | |
Optimizer - Semi-definite variables: 0 scalarized : 0 | |
Factor - setup time : 0.00 dense det. time : 0.00 | |
Factor - ML order time : 0.00 GP order time : 0.00 | |
Factor - nonzeros before factor : 1 after factor : 1 | |
Factor - dense dim. : 0 flops : 1.30e+01 | |
ITE PFEAS DFEAS GFEAS PRSTATUS POBJ DOBJ MU TIME | |
0 1.0e+00 1.0e+00 1.0e+00 0.00e+00 1.000000000e+00 1.000000000e+00 1.0e+00 0.00 | |
1 1.2e-01 1.2e-01 2.6e-01 3.33e-01 1.148718025e+00 1.347396010e+00 1.2e-01 0.00 | |
2 2.5e-03 2.5e-03 5.6e-02 1.06e+00 1.010203269e+00 1.005681649e+00 2.5e-03 0.00 | |
3 6.3e-05 6.3e-05 9.1e-03 1.01e+00 1.000049511e+00 9.999263973e-01 6.3e-05 0.00 | |
4 6.8e-06 6.8e-06 3.0e-03 1.00e+00 9.999932515e-01 9.999803011e-01 6.8e-06 0.00 | |
5 3.7e-07 3.7e-07 6.8e-04 1.00e+00 9.999993636e-01 9.999986913e-01 3.7e-07 0.00 | |
6 5.6e-09 5.6e-09 8.4e-05 1.00e+00 9.999999882e-01 9.999999780e-01 5.6e-09 0.00 | |
Optimizer terminated. Time: 0.00 | |
Interior-point solution summary | |
Problem status : PRIMAL_AND_DUAL_FEASIBLE | |
Solution status : OPTIMAL | |
Primal. obj: 9.9999998821e-01 nrm: 8e+00 Viol. con: 2e-13 var: 0e+00 cones: 8e-09 | |
Dual. obj: 9.9999997804e-01 nrm: 1e+00 Viol. con: 0e+00 var: 1e-08 cones: 0e+00 | |
--------------------- >> end captured stdout << ---------------------- |
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