Revamp optimization deps #2923

mforets · 2022-01-28T16:30:29Z

No description provided.

schillic · 2022-01-28T17:14:47Z

We need at least one more method:

Lines 219 to 224 in 0462dcb

    
           lbounds = zeros(N, m) 
        
           ubounds = Inf 
        
           sense = fill('=', n + 1) 
        
           obj = zeros(N, m) 
        
           lp = linprog(obj, A, sense, b, lbounds, ubounds, solver)

schillic · 2022-01-28T18:23:47Z

I would prefer to keep the variables before passing to linprog to remember what they mean.

schillic · 2022-01-29T12:54:09Z

The current problem is that we cannot obtain an infeasibility ray from the solution anymore.

LazySets.jl/src/Sets/HPolyhedron.jl

Lines 156 to 157 in 6a44e17

    
           elseif haskey(lp.attrs, :unboundedray) 
        
               ray = lp.attrs[:unboundedray]

MOI describes that case here ~~but I could not find out how to obtain the ray~~. I think we are supposed to just use the solution then.

schillic · 2022-01-29T13:58:25Z

Next error: GLPK.GLPKError("no bf solution found (use GLPK.factorize)"). Not idea what that means.

mforets · 2022-01-29T15:04:59Z

related? jump-dev/GLPK.jl#116

mforets · 2022-01-29T15:10:58Z

Locally I get:

LazySets.Star |   72     72
  4.535867 seconds (12.75 M allocations: 712.187 MiB, 4.74% gc time, 98.72% compilation time)
Test Summary:     | Pass  Total
LazySets.Bloating |   72     72
  1.643870 seconds (2.25 M allocations: 136.260 MiB, 2.60% gc time, 95.64% compilation time)
glp_eval_tab_col: basis factorization does not exist
Error detected in file draft/glpapi12.c at line 923

signal (6): Aborted
in expression starting at /home/mforets/.julia/dev/LazySets/test/LazyOperations/Intersection.jl:1
gsignal at /lib64/libc.so.6 (unknown line)
abort at /lib64/libc.so.6 (unknown line)
errfunc at /workspace/srcdir/glpk-5.0/src/env/error.c:53
glp_eval_tab_col at /workspace/srcdir/glpk-5.0/src/draft/glpapi12.c:923
glp_eval_tab_col at /home/mforets/.julia/packages/GLPK/JpN1q/src/gen/libglpk_api.jl:446 [inlined]
_get_unbounded_ray at /home/mforets/.julia/packages/GLPK/JpN1q/src/MOI_wrapper/infeasibility_certificates.jl:102
optimize! at /home/mforets/.julia/packages/GLPK/JpN1q/src/MOI_wrapper/MOI_wrapper.jl:1540
optimize! at /home/mforets/.julia/packages/MathOptInterface/YDdD3/src/Bridges/bridge_optimizer.jl:319
_jl_invoke at /buildworker/worker/package_linux64/build/src/gf.c:2247 [inlined]
jl_apply_generic at /buildworker/worker/package_linux64/build/src/gf.c:2429
optimize! at /home/mforets/.julia/packages/MathOptInterface/YDdD3/src/Utilities/cachingoptimizer.jl:252
_jl_invoke at /buildworker/worker/package_linux64/build/src/gf.c:2247 [inlined]
jl_apply_generic at /buildworker/worker/package_linux64/build/src/gf.c:2429
#optimize!#100 at /home/mforets/.julia/packages/JuMP/qhoVb/src/optimizer_interface.jl:130
optimize! at /home/mforets/.julia/packages/JuMP/qhoVb/src/optimizer_interface.jl:106 [inlined]
optimize! at /home/mforets/.julia/packages/JuMP/qhoVb/src/optimizer_interface.jl:106 [inlined]
linprog at /home/mforets/.julia/dev/LazySets/src/Initialization/init_JuMP.jl:50
linprog at /home/mforets/.julia/dev/LazySets/src/Initialization/init_JuMP.jl:38
σ_helper at /home/mforets/.julia/dev/LazySets/src/Sets/HPolyhedron.jl:190 [inlined]
#ρ#158 at /home/mforets/.julia/dev/LazySets/src/Sets/HPolyhedron.jl:116
ρ at /home/mforets/.julia/dev/LazySets/src/Sets/HPolyhedron.jl:116 [inlined]
#ρ#310 at /home/mforets/.julia/dev/LazySets/src/LazyOperations/Intersection.jl:524
ρ at /home/mforets/.julia/dev/LazySets/src/LazyOperations/Intersection.jl:524 [inlined]
_isbounded_unit_dimensions at /home/mforets/.julia/dev/LazySets/src/Interfaces/LazySet.jl:337
isbounded at /home/mforets/.julia/dev/LazySets/src/LazyOperations/Intersection.jl:549
unknown function (ip: 0x7f00bcd6465d)
_jl_invoke at /buildworker/worker/package_linux64/build/src/gf.c:2247 [inlined]
jl_apply_generic at /buildworker/worker/package_linux64/build/src/gf.c:2429
macro expansion at /buildworker/worker/package_linux64/build/usr/share/julia/stdlib/v1.7/Test/src/Test.jl:445 [inlined]
top-level scope at /home/mforets/.julia/dev/LazySets/test/LazyOperations/Intersection.jl:27
jl_toplevel_eval_flex at /buildworker/worker/package_linux64/build/src/toplevel.c:876
jl_toplevel_eval_flex at /buildworker/worker/package_linux64/build/src/toplevel.c:830
jl_toplevel_eval_in at /buildworker/worker/package_linux64/build/src/toplevel.c:944
eval at ./boot.jl:373 [inlined]
include_string at ./loading.jl:1196
_jl_invoke at /buildworker/worker/package_linux64/build/src/gf.c:2247 [inlined]
jl_apply_generic at /buildworker/worker/package_linux64/build/src/gf.c:2429
_include at ./loading.jl:1253
include at ./client.jl:451 [inlined]
macro expansion at /home/mforets/.julia/dev/LazySets/test/runtests.jl:118 [inlined]
macro expansion at /buildworker/worker/package_linux64/build/usr/share/julia/stdlib/v1.7/Test/src/Test.jl:1283 [inlined]
macro expansion at /home/mforets/.julia/dev/LazySets/test/runtests.jl:118 [inlined]
macro expansion at ./timing.jl:220 [inlined]
top-level scope at /home/mforets/.julia/dev/LazySets/test/runtests.jl:118
jl_toplevel_eval_flex at /buildworker/worker/package_linux64/build/src/toplevel.c:876
jl_toplevel_eval_flex at /buildworker/worker/package_linux64/build/src/toplevel.c:830
jl_toplevel_eval_in at /buildworker/worker/package_linux64/build/src/toplevel.c:944
eval at ./boot.jl:373 [inlined]
include_string at ./loading.jl:1196
_jl_invoke at /buildworker/worker/package_linux64/build/src/gf.c:2247 [inlined]
jl_apply_generic at /buildworker/worker/package_linux64/build/src/gf.c:2429
_include at ./loading.jl:1253
include at ./Base.jl:418
_jl_invoke at /buildworker/worker/package_linux64/build/src/gf.c:2247 [inlined]
jl_apply_generic at /buildworker/worker/package_linux64/build/src/gf.c:2429
exec_options at ./client.jl:292
_start at ./client.jl:495
jfptr__start_40531.clone_1 at /home/mforets/Tools/julia-1.7.1-linux-x86_64/julia-1.7.1/lib/julia/sys.so (unknown line)
_jl_invoke at /buildworker/worker/package_linux64/build/src/gf.c:2247 [inlined]
jl_apply_generic at /buildworker/worker/package_linux64/build/src/gf.c:2429
jl_apply at /buildworker/worker/package_linux64/build/src/julia.h:1788 [inlined]
true_main at /buildworker/worker/package_linux64/build/src/jlapi.c:559
jl_repl_entrypoint at /buildworker/worker/package_linux64/build/src/jlapi.c:701
main at /buildworker/worker/package_linux64/build/cli/loader_exe.c:42
__libc_start_main at /lib64/libc.so.6 (unknown line)
_start at /home/mforets/Tools/julia-1.7.1-linux-x86_64/julia-1.7.1/bin/julia (unknown line)
Allocations: 603281151 (Pool: 603083916; Big: 197235); GC: 287
Aborted (core dumped)

schillic · 2022-01-29T17:28:23Z

Yes, that seems to be similar. We should extract a small example and report.

schillic · 2022-01-29T18:40:03Z

Got it:

using GLPK
using MathOptInterface
const MOI = MathOptInterface
optimizer = GLPK.Optimizer(method=GLPK.EXACT)
c = [-1.0, 0]
A = [1.0 1; -1 -1]
b = [1.0, -1]
x = MOI.add_variables(optimizer, 2)

MOI.set(optimizer,
        MOI.ObjectiveFunction{MOI.ScalarAffineFunction{Float64}}(),
        MOI.ScalarAffineFunction(MOI.ScalarAffineTerm.(c, x), 0.0)
       )
MOI.set(optimizer, MOI.ObjectiveSense(), MOI.MIN_SENSE)
for i in 1:2
    MOI.add_constraint(optimizer,
                       MOI.ScalarAffineFunction(MOI.ScalarAffineTerm.(A[i, :], x), 0.0),
                       MOI.LessThan(b[i])
                      )
end
MOI.optimize!(optimizer)

I reported the error in jump-dev/GLPK.jl#207.

mforets · 2022-01-29T20:34:57Z

CI / test (1.3, x64, ubuntu-latest) (pull_request) Failing after 2m — test (1.3, x64, ubuntu-latest)

i would suggest removing such an old julia version from CI

schillic · 2022-01-29T22:26:44Z

i would suggest removing such an old julia version from CI

This just happened in another merged PR, simply rebase here.

schillic

Nice, I think this closes #2922.

schillic force-pushed the mforets/2922 branch from 1935026 to 6a44e17 Compare January 29, 2022 12:08

schillic mentioned this pull request Jan 29, 2022

Deprecated GLPKMathProgInterface brings forward compatibility issues of LazySets with other packages #2922

Closed

mforets and others added 15 commits January 30, 2022 06:34

remove MathProgBase, use JuMP

c343582

revamp JuMP dep

dad8017

use char in sense

8f6d2b6

make lbounds a scalar

d4586e0

cleanup

f26c48c

swap args

d9cd2a2

fix linprog for non-floats

fa7f473

make linprog available in Approximations

c4759cd

assign to variable names

6a45195

load JuMP earlier

b99a3e9

wrap LP status checks in functions

2b16f29

fix infeasibility ray

99be8bd

remove unnecesary import

23366ff

fix input for linprog

8132f11

skip broken method w/rationals

9e311db

mforets force-pushed the mforets/2922 branch from f9c0759 to 9e311db Compare January 30, 2022 09:35

schillic approved these changes Jan 30, 2022

View reviewed changes

mforets merged commit 8f4a611 into master Jan 30, 2022

mforets deleted the mforets/2922 branch January 30, 2022 10:55

schillic mentioned this pull request Jan 31, 2022

Bring back fixed test #2931

Merged

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Revamp optimization deps #2923

Revamp optimization deps #2923

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Revamp optimization deps #2923

Revamp optimization deps #2923

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