ecos-python
ecos-python copied to clipboard
embotech
Line Search failing
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
