Question: new scaling for dres in 0.10? #196
Description
I have a rather small convex problem which I described in cvxpy. It can be solved easily with clarabel version 0.9.0. When I upgrade to clarabel 0.10.0, the problem terminates with "InsufficientProgress". However, the final cost values seem to be equal in both versions. I can see that the scaling of dres has changed.
Is there any way to resolve this issue and have the problem solved with 0.10.0 as well? It would be great if I could get the solution of the last iteration anyways, even with the "InsufficientProgress" state.
Unfortunately, I cannot share my implementation.
Output from 0.9.0:
settings:
linear algebra: direct / qdldl, precision: 64 bit
max iter = 1000, time limit = 10.0, max step = 0.990
tol_feas = 1.0e-1, tol_gap_abs = 1.0e-12, tol_gap_rel = 1.0e-8,
static reg : on, ϵ1 = 1.0e-8, ϵ2 = 4.9e-32
dynamic reg: on, ϵ = 1.0e-13, δ = 2.0e-7
iter refine: on, reltol = 1.0e-13, abstol = 1.0e-12,
max iter = 10, stop ratio = 5.0
equilibrate: on, min_scale = 1.0e-4, max_scale = 1.0e12
max iter = 10
iter pcost dcost gap pres dres k/t μ step
---------------------------------------------------------------------------------------------
0 +1.6453e-01 +1.6453e-01 2.21e-09 1.00e+00 8.74e+10 1.00e+00 1.00e+00 ------
1 +1.6495e-01 +1.6407e-01 8.75e-04 1.00e-02 7.75e+10 1.00e-02 1.02e-02 9.90e-01
2 +1.6478e-01 +1.6424e-01 5.41e-04 6.11e-04 2.64e+10 8.92e-05 6.28e-04 9.39e-01
3 +1.6459e-01 +1.6446e-01 1.27e-04 1.10e-05 6.49e+08 2.85e-05 4.30e-05 9.90e-01
4 +1.6454e-01 +1.6451e-01 2.89e-05 1.13e-07 7.70e+06 7.41e-06 5.47e-06 9.90e-01
5 +1.6453e-01 +1.6453e-01 6.31e-06 1.27e-09 3.62e+05 1.84e-06 7.98e-07 9.90e-01
6 +1.6453e-01 +1.6453e-01 1.25e-06 1.28e-11 1.52e+04 4.00e-07 1.11e-07 9.90e-01
7 +1.6453e-01 +1.6453e-01 1.82e-07 2.20e-13 4.83e+02 6.20e-08 1.28e-08 9.83e-01
8 +1.6453e-01 +1.6453e-01 7.96e-08 9.35e-17 2.10e+02 2.99e-08 5.23e-09 6.42e-01
9 +1.6456e-01 +1.6448e-01 8.16e-05 7.71e-17 2.56e+02 5.81e-06 5.55e-09 7.12e-02
10 +1.6453e-01 +1.6451e-01 1.52e-05 2.65e-20 4.73e+00 2.33e-06 1.21e-10 9.84e-01
11 +1.6450e-01 +1.6438e-01 1.15e-04 2.51e-16 2.17e-01 1.21e-05 1.19e-11 9.47e-01
12 +3.6927e-01 -6.3679e-02 4.33e-01 1.77e-16 1.45e-02 1.48e-03 2.61e-12 9.67e-01
13 +2.0689e-01 +8.5482e-02 1.21e-01 2.75e-16 8.96e-04 7.12e-04 3.20e-13 9.31e-01
14 +5.5343e-01 -7.7046e-01 1.32e+00 2.03e-16 6.48e-05 3.33e-02 1.61e-13 9.90e-01
15 +1.1896e-01 -2.2383e-01 3.43e-01 8.95e-17 1.10e-06 8.67e-03 2.04e-14 9.90e-01
16 +2.6798e-02 -5.5945e-02 8.27e-02 7.38e-17 6.65e-07 1.37e-03 2.23e-15 9.90e-01
17 +1.3090e-02 -1.4854e-03 1.46e-02 7.25e-17 6.05e-07 7.21e-05 2.05e-16 9.90e-01
18 +1.2316e-02 +1.1504e-02 8.13e-04 7.25e-17 8.06e-07 8.65e-07 1.41e-17 9.90e-01
19 +1.2311e-02 +1.2301e-02 1.02e-05 2.90e-16 3.82e-06 8.63e-09 2.63e-19 9.90e-01
20 +1.2307e-02 +1.2306e-02 1.03e-07 2.29e-16 4.61e-06 8.63e-11 2.63e-21 9.90e-01
21 +1.2306e-02 +1.2306e-02 1.03e-09 2.29e-16 4.62e-06 8.63e-13 2.63e-23 9.90e-01
---------------------------------------------------------------------------------------------
Terminated with status = Solved
solve time = 2.1364ms
-------------------------------------------------------------------------------
Summary
-------------------------------------------------------------------------------
(CVXPY) Jul 22 05:44:28 PM: Problem status: optimal
(CVXPY) Jul 22 05:44:28 PM: Optimal value: 1.228e-02
(CVXPY) Jul 22 05:44:28 PM: Compilation took 7.747e-02 seconds
(CVXPY) Jul 22 05:44:28 PM: Solver (including time spent in interface) took 3.000e-03 seconds
Output from 0.10.0:
problem:
variables = 407
constraints = 407
nnz(P) = 402
nnz(A) = 2017
cones (total) = 2
: Zero = 1, numel = 402
: Nonnegative = 1, numel = 5
settings:
linear algebra: direct / qdldl, precision: 64 bit
max iter = 1000, time limit = 10.0, max step = 0.990
tol_feas = 1.0e-1, tol_gap_abs = 1.0e-12, tol_gap_rel = 1.0e-8,
static reg : on, ϵ1 = 1.0e-8, ϵ2 = 4.9e-32
dynamic reg: on, ϵ = 1.0e-13, δ = 2.0e-7
iter refine: on, reltol = 1.0e-13, abstol = 1.0e-12,
max iter = 10, stop ratio = 5.0
equilibrate: on, min_scale = 1.0e-4, max_scale = 1.0e12
max iter = 10
iter pcost dcost gap pres dres k/t μ step
---------------------------------------------------------------------------------------------
0 +1.6453e-01 +1.6453e-01 2.21e-09 1.00e+00 1.43e+15 1.00e+00 1.00e+00 ------
1 +1.6495e-01 +1.6407e-01 8.75e-04 1.00e-02 1.43e+13 1.00e-02 1.02e-02 9.90e-01
2 +1.6478e-01 +1.6424e-01 5.41e-04 6.11e-04 7.80e+11 8.92e-05 6.28e-04 9.39e-01
3 +1.6459e-01 +1.6446e-01 1.27e-04 1.10e-05 1.36e+10 2.85e-05 4.30e-05 9.90e-01
4 +1.6454e-01 +1.6451e-01 2.89e-05 1.13e-07 1.68e+08 7.41e-06 5.47e-06 9.90e-01
5 +1.6453e-01 +1.6453e-01 6.31e-06 1.27e-09 2.07e+06 1.84e-06 7.98e-07 9.90e-01
6 +1.6453e-01 +1.6453e-01 1.25e-06 1.28e-11 2.51e+04 4.00e-07 1.11e-07 9.90e-01
7 +1.6453e-01 +1.6453e-01 1.82e-07 2.20e-13 4.96e+02 6.20e-08 1.28e-08 9.83e-01
8 +1.6453e-01 +1.6453e-01 7.96e-08 9.35e-17 2.16e+02 2.99e-08 5.23e-09 6.42e-01
9 +1.6456e-01 +1.6448e-01 8.16e-05 7.71e-17 2.15e+04 5.81e-06 5.55e-09 7.12e-02
10 +1.6453e-01 +1.6451e-01 1.52e-05 2.65e-20 5.37e+02 2.33e-06 1.21e-10 9.84e-01
11 +1.6450e-01 +1.6438e-01 1.15e-04 2.51e-16 2.36e+02 1.21e-05 1.19e-11 9.47e-01
12 +3.6927e-01 -6.3679e-02 4.33e-01 1.77e-16 8.07e+02 1.48e-03 2.61e-12 9.67e-01
13 +2.0689e-01 +8.5482e-02 1.21e-01 2.75e-16 1.22e+02 7.12e-04 3.20e-13 9.31e-01
14 +5.5343e-01 -7.7046e-01 1.32e+00 2.03e-16 7.47e+01 3.33e-02 1.61e-13 9.90e-01
15 +1.1896e-01 -2.2383e-01 3.43e-01 8.95e-17 2.19e+00 8.67e-03 2.04e-14 9.90e-01
16 +2.6798e-02 -5.5945e-02 8.27e-02 7.38e-17 1.97e+00 1.37e-03 2.23e-15 9.90e-01
17 +1.3090e-02 -1.4854e-03 1.46e-02 7.25e-17 1.58e+00 7.21e-05 2.05e-16 9.90e-01
18 +1.2316e-02 +1.1504e-02 8.13e-04 7.25e-17 2.02e+00 8.65e-07 1.41e-17 9.90e-01
19 +1.2311e-02 +1.2301e-02 1.02e-05 2.90e-16 9.57e+00 8.63e-09 2.63e-19 9.90e-01
20 +1.2307e-02 +1.2306e-02 1.03e-07 2.29e-16 1.15e+01 8.63e-11 2.63e-21 9.90e-01
21 +1.2306e-02 +1.2306e-02 1.03e-09 2.29e-16 1.16e+01 8.63e-13 2.63e-23 9.90e-01
22 +1.2306e-02 +1.2306e-02 1.03e-11 7.25e-17 1.16e+01 8.63e-15 2.63e-25 9.90e-01
---------------------------------------------------------------------------------------------
Terminated with status = InsufficientProgress
solve time = 2.264ms