[SciPy-user] openopt vs. cvxopt, 'f' vs. 'd','z'

Joachim Dahl dahl.joachim@gmail....
Tue Jan 29 02:31:37 CST 2008


There might be bugs in the Scipy Array Interface in CVXOPT.   If you come
across dubious behaviour and believe CVXOPT is to blame, we will
appreciate feedback and small code snippets to reproduce the error.
CVXOPT is never supposed to crash,  so it sounds like you found a
significant
bug.

Best regards
joachim

On Jan 29, 2008 8:56 AM, Mclean Edwards <mcleane@math.ubc.ca> wrote:

> An additional note or two:
>
> The problem with 'array not contiguous' happens because I call the cvxopt
> solver through openopt with a cvxopt matrix instead of an array.
>
> Casting the cvxopt.matrix as an array beforehand works with the original
> openopt code.
>
> Comparing the results between order='C' and cvxopt matrices
> and simply deleting the 'float' requirement, but using numpy arrays,
> the results appear to be identical.
>
> This would suggest that making the change is an improvement to the code.
>
> However, I am not getting identical results between calling cvxopt
> directly and calling cvxopt through openopt.
>
> I have not yet been able to track down the difference, although on
> inspection calling cvxopt through openopt is about 5x slower, and provides
> worse results.
>
> (I'm using QP as a subfunction to another algorithm and
> the appoximate answers using openopt appear to be worse than calling
> cvxopt directly.)
>
> The differences do not stem from using double.
> (I converted to float for cvxopt direct use, and there is no perceptual
> change in my graphs.)
>
> -Mclean
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