embotech / ecos-python

Python interface for ECOS
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Line Search failing #19

Open Abzinger opened 5 years ago

Abzinger commented 5 years ago

I'm using ECOS (Python) as a subroutine to solve Exponential Cone Programs. I have used it for two different projects and in both, I noticed that up 3% of the instances fail to be solved and the reason is Combined backtracking failed 0 0 90 0 sigma 1 As a far as I understood from "Ecos" Thesis that problem lies in the line search. The question is there something which I can do within ECOS to tune the line searching method?

ECOS output for the instance reported is

ECOS 2.0.4 - (C) embotech GmbH, Zurich Switzerland, 2012-15. Web: www.embotech.com/ECOS

It     pcost       dcost      gap   pres   dres    k/t    mu     step   sigma     IR    |   BT
 0  +0.000e+00  -0.000e+00  +1e+03  1e+00  6e-01  1e+00  1e+00    ---    ---    0  0  - |  -  -
 1  -9.287e+00  -8.384e+00  +3e+01  1e+00  3e-02  1e+00  3e-02  0.9791  9e-03   1  1  1 |  1  0
 2  -7.483e+00  -7.294e+00  +7e+00  3e-01  7e-03  2e-01  7e-03  0.7833  3e-02   1  1  1 |  1  1
 3  -4.653e+00  -4.576e+00  +3e+00  2e-01  4e-03  8e-02  3e-03  0.6266  2e-01   1  1  1 |  3  2
 4  -2.609e+00  -2.590e+00  +1e+00  7e-02  2e-03  2e-02  1e-03  0.9791  5e-01   1  1  1 |  6  0
 5  -2.087e+00  -2.076e+00  +5e-01  2e-02  6e-04  1e-02  5e-04  0.6266  1e-01   1  1  1 |  1  2
 6  -1.769e+00  -1.765e+00  +2e-01  8e-03  2e-04  4e-03  2e-04  0.7833  2e-01   1  1  1 |  3  1
 7  -1.632e+00  -1.631e+00  +5e-02  2e-03  5e-05  6e-04  5e-05  0.9791  3e-01   1  1  1 |  4  0
 8  -1.604e+00  -1.604e+00  +2e-02  9e-04  2e-05  2e-04  2e-05  0.6266  8e-02   1  1  1 |  2  2
 9  -1.590e+00  -1.590e+00  +6e-03  3e-04  6e-06  6e-05  6e-06  0.7315  4e-02   1  1  1 |  1  1
10  -1.588e+00  -1.588e+00  +3e-03  1e-04  4e-06  3e-05  3e-06  0.4936  8e-02   1  1  1 |  1  3
11  -1.588e+00  -1.588e+00  +3e-03  1e-04  3e-06  3e-05  3e-06  0.1643  9e-01   2  1  1 | 12  8
12  -1.588e+00  -1.588e+00  +3e-03  1e-04  3e-06  3e-05  3e-06  0.0538  1e+00   2  1  0 | 22 13
13  -1.588e+00  -1.588e+00  +3e-03  1e-04  3e-06  3e-05  3e-06  0.0090  1e+00   1  1  0 | 32 21
14  -1.588e+00  -1.588e+00  +3e-03  1e-04  3e-06  3e-05  3e-06  0.0015  1e+00   1  1  0 | 41 29
15  -1.588e+00  -1.588e+00  +3e-03  1e-04  3e-06  3e-05  3e-06  0.0001  1e+00   2  1  0 | 55 43
16  -1.588e+00  -1.588e+00  +3e-03  1e-04  3e-06  3e-05  3e-06  0.0000  1e+00   1  1  0 | 64 53
17  -1.588e+00  -1.588e+00  +3e-03  1e-04  3e-06  3e-05  3e-06  0.0000  1e+00   2  1  0 | 71 60
18  -1.588e+00  -1.588e+00  +3e-03  1e-04  3e-06  3e-05  3e-06  0.0000  1e+00   2  1  0 | 79 67
19  -1.588e+00  -1.588e+00  +3e-03  1e-04  3e-06  3e-05  3e-06  0.0000  1e+00   2  1  1 | 90 80
Combined backtracking failed 0 0 90 0 sigma 1
Combined line search failed, recovering best iterate (11) and stopping.

NUMERICAL PROBLEMS (reached feastol=1.4e-04, reltol=1.9e-03, abstol=3.0e-03).
Runtime: 0.022761 seconds.

P.S. I have other similar instances. If anyone needs to test the instances, I can share the GitHub repository and explain how to use it.

Cheers

jacobperricone commented 5 years ago

I have observed this same issue.