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

dmitrey dmitrey.kroshko@scipy....
Tue Jan 29 08:12:41 CST 2008


I haven't understood all that you've written in your messages, however, 
I guess sending the code to me could be helpful. However, I use CVXOPT 
0.9, and I haven't any problems with CVXOPT QP solver (despite I had 
never used CVXOPT 0.8.x).

On the other hand, fixing the bug is more up to numpy-cvxopt binding, 
not OpenOpt-CVXOPT: doing only latter will not suppress the bug 
coplitely, sometimes others will encounter the one as well.

So, I guess it's better either for you to control more thoroughly your 
fortran<->numpy<->CVXOPT matrix conversions, or for numpy developers to 
fix the one.

Regards, D.

Mclean Edwards wrote:
> Dmitrey:
>
> There seems to be a problem with openopt/cvxopt working together.
>
> I am using double ('d') for my cvxopt.base.matrix matrices, and so the 
> line 27 in QP.py:
>
> kwargs[fn] = asarray(kwargs[fn], float)
>
> caused the program to crash since it tried to treat the double values as 
> floating point.
>
> Removing the 'float' and recompiling led to
> 'Array not contiguous' error.
>
> I admit I'm not too such what this means exactly, and was only able to
> discover that arrays can be ordered in a contiguous fashion or in a 
> FORTRAN fashion.
>
> Replacing the above line (27 in QP.py in Rev 166) with:
>
> kwargs[fn] = asarray(kwargs[fn], order='C')
>
> fixes this problem (by forcing the new array to be contiguous).
> However errors eventually occur with the other 
> values, so the for loop initial line (25) needed to be changed to:
>
> for fn in ('H', 'f', 'A', 'b', 'Aeq', 'beq', 'lb', 'ub'):
>
> Recompiling openopt with these changes
> results in no more errors in my code.
> I have not tested this for matrix(*, 'z') formats,
> but it seems to work for the standard floating point format.
>
> I do not understand the note:
> #TODO: handle the case in runProbSolver()
> but perhaps the original reason for casting to float has now disappeared 
> with more recent changes to runProbSolver().
> (I am running off of Subversion's most recent code base.)
>
> I am running cvxopt version 0.8.1 (there is a problem with the QP solver 
> in the most recent version 0.9.2).
>
> Cheers,
>
> Mclean
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