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Issues with new versions of Convex and SCS #117

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ilopezgp opened this issue Mar 3, 2022 · 6 comments
Closed

Issues with new versions of Convex and SCS #117

ilopezgp opened this issue Mar 3, 2022 · 6 comments
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@jinlong83
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help wanted Extra attention is needed stale dependencies

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@ilopezgp
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ilopezgp commented Mar 3, 2022

I tried updating to Convex 0.15 and SCS 1.0, and I ran into the warnings and errors below. In order to update, I followed the release notes of Convex v0.15, which make the change

instead of `() -> SCS.Optimizer(verbose = 0)`, use `MOI.OptimizerWithAttributes(SCS.Optimizer, "verbose" => 0)`.

However, this leads to errors in the tests,


┌ Warning: Problem status ALMOST_OPTIMAL; solution may be inaccurate.
└ @ Convex ~/.julia/packages/Convex/o98db/src/solution.jl:342
┌ Warning: Problem status ALMOST_OPTIMAL; solution may be inaccurate.
└ @ Convex ~/.julia/packages/Convex/o98db/src/solution.jl:342
┌ Warning: Problem status ALMOST_OPTIMAL; solution may be inaccurate.
└ @ Convex ~/.julia/packages/Convex/o98db/src/solution.jl:342
┌ Warning: Problem status ALMOST_OPTIMAL; solution may be inaccurate.
└ @ Convex ~/.julia/packages/Convex/o98db/src/solution.jl:342
┌ Warning: Problem status ALMOST_OPTIMAL; solution may be inaccurate.
└ @ Convex ~/.julia/packages/Convex/o98db/src/solution.jl:342
┌ Warning: Problem status ALMOST_OPTIMAL; solution may be inaccurate.
└ @ Convex ~/.julia/packages/Convex/o98db/src/solution.jl:342
┌ Warning: Problem status ALMOST_OPTIMAL; solution may be inaccurate.
└ @ Convex ~/.julia/packages/Convex/o98db/src/solution.jl:342
┌ Warning: Problem status ALMOST_OPTIMAL; solution may be inaccurate.
└ @ Convex ~/.julia/packages/Convex/o98db/src/solution.jl:342
┌ Warning: Problem status ALMOST_OPTIMAL; solution may be inaccurate.
└ @ Convex ~/.julia/packages/Convex/o98db/src/solution.jl:342
┌ Warning: Problem status ALMOST_OPTIMAL; solution may be inaccurate.
└ @ Convex ~/.julia/packages/Convex/o98db/src/solution.jl:342
┌ Warning: Problem status ALMOST_OPTIMAL; solution may be inaccurate.
└ @ Convex ~/.julia/packages/Convex/o98db/src/solution.jl:342
┌ Warning: Problem status ALMOST_OPTIMAL; solution may be inaccurate.
└ @ Convex ~/.julia/packages/Convex/o98db/src/solution.jl:342
┌ Warning: Problem status ALMOST_OPTIMAL; solution may be inaccurate.
└ @ Convex ~/.julia/packages/Convex/o98db/src/solution.jl:342
┌ Warning: Problem status ALMOST_OPTIMAL; solution may be inaccurate.
└ @ Convex ~/.julia/packages/Convex/o98db/src/solution.jl:342
┌ Warning: Problem status ALMOST_OPTIMAL; solution may be inaccurate.
└ @ Convex ~/.julia/packages/Convex/o98db/src/solution.jl:342
┌ Warning: Problem status ALMOST_OPTIMAL; solution may be inaccurate.
└ @ Convex ~/.julia/packages/Convex/o98db/src/solution.jl:342
┌ Warning: Problem status ALMOST_OPTIMAL; solution may be inaccurate.
└ @ Convex ~/.julia/packages/Convex/o98db/src/solution.jl:342
┌ Warning: New ensemble covariance determinant is less than 0.01 times its previous value.
│ Consider reducing the EK time step.
└ @ EnsembleKalmanProcesses ~/EnsembleKalmanProcesses.jl/src/SparseEnsembleKalmanInversion.jl:169
┌ Warning: Problem status DUAL_INFEASIBLE; solution may be inaccurate.
└ @ Convex ~/.julia/packages/Convex/o98db/src/solution.jl:342
┌ Warning: Problem status DUAL_INFEASIBLE; solution may be inaccurate.
└ @ Convex ~/.julia/packages/Convex/o98db/src/solution.jl:342
┌ Warning: Problem status DUAL_INFEASIBLE; solution may be inaccurate.
└ @ Convex ~/.julia/packages/Convex/o98db/src/solution.jl:342
┌ Warning: Problem status DUAL_INFEASIBLE; solution may be inaccurate.
└ @ Convex ~/.julia/packages/Convex/o98db/src/solution.jl:342
┌ Warning: Problem status DUAL_INFEASIBLE; solution may be inaccurate.
└ @ Convex ~/.julia/packages/Convex/o98db/src/solution.jl:342
┌ Warning: Problem status DUAL_INFEASIBLE; solution may be inaccurate.
└ @ Convex ~/.julia/packages/Convex/o98db/src/solution.jl:342
┌ Warning: Problem status DUAL_INFEASIBLE; solution may be inaccurate.
└ @ Convex ~/.julia/packages/Convex/o98db/src/solution.jl:342
┌ Warning: Problem status DUAL_INFEASIBLE; solution may be inaccurate.
└ @ Convex ~/.julia/packages/Convex/o98db/src/solution.jl:342
┌ Warning: Problem status DUAL_INFEASIBLE; solution may be inaccurate.
└ @ Convex ~/.julia/packages/Convex/o98db/src/solution.jl:342
┌ Warning: Problem status DUAL_INFEASIBLE; solution may be inaccurate.
└ @ Convex ~/.julia/packages/Convex/o98db/src/solution.jl:342
┌ Warning: Problem status DUAL_INFEASIBLE; solution may be inaccurate.
└ @ Convex ~/.julia/packages/Convex/o98db/src/solution.jl:342
┌ Warning: Problem status DUAL_INFEASIBLE; solution may be inaccurate.
└ @ Convex ~/.julia/packages/Convex/o98db/src/solution.jl:342
┌ Warning: Problem status DUAL_INFEASIBLE; solution may be inaccurate.
└ @ Convex ~/.julia/packages/Convex/o98db/src/solution.jl:342
┌ Warning: Problem status DUAL_INFEASIBLE; solution may be inaccurate.
└ @ Convex ~/.julia/packages/Convex/o98db/src/solution.jl:342
┌ Warning: Problem status DUAL_INFEASIBLE; solution may be inaccurate.
└ @ Convex ~/.julia/packages/Convex/o98db/src/solution.jl:342
┌ Warning: Problem status DUAL_INFEASIBLE; solution may be inaccurate.
└ @ Convex ~/.julia/packages/Convex/o98db/src/solution.jl:342
┌ Warning: Problem status DUAL_INFEASIBLE; solution may be inaccurate.
└ @ Convex ~/.julia/packages/Convex/o98db/src/solution.jl:342
┌ Warning: Problem status DUAL_INFEASIBLE; solution may be inaccurate.
└ @ Convex ~/.julia/packages/Convex/o98db/src/solution.jl:342
┌ Warning: Problem status DUAL_INFEASIBLE; solution may be inaccurate.
└ @ Convex ~/.julia/packages/Convex/o98db/src/solution.jl:342
┌ Warning: Problem status DUAL_INFEASIBLE; solution may be inaccurate.
└ @ Convex ~/.julia/packages/Convex/o98db/src/solution.jl:342
┌ Warning: Problem status DUAL_INFEASIBLE; solution may be inaccurate.
└ @ Convex ~/.julia/packages/Convex/o98db/src/solution.jl:342
┌ Warning: Problem status DUAL_INFEASIBLE; solution may be inaccurate.
└ @ Convex ~/.julia/packages/Convex/o98db/src/solution.jl:342
┌ Warning: Problem status ALMOST_DUAL_INFEASIBLE; solution may be inaccurate.
└ @ Convex ~/.julia/packages/Convex/o98db/src/solution.jl:342
┌ Warning: Problem status DUAL_INFEASIBLE; solution may be inaccurate.
└ @ Convex ~/.julia/packages/Convex/o98db/src/solution.jl:342
┌ Warning: Problem status DUAL_INFEASIBLE; solution may be inaccurate.
└ @ Convex ~/.julia/packages/Convex/o98db/src/solution.jl:342
┌ Warning: Problem status DUAL_INFEASIBLE; solution may be inaccurate.
└ @ Convex ~/.julia/packages/Convex/o98db/src/solution.jl:342
┌ Warning: Problem status DUAL_INFEASIBLE; solution may be inaccurate.
└ @ Convex ~/.julia/packages/Convex/o98db/src/solution.jl:342
┌ Warning: Problem status ALMOST_DUAL_INFEASIBLE; solution may be inaccurate.
└ @ Convex ~/.julia/packages/Convex/o98db/src/solution.jl:342
┌ Warning: Problem status DUAL_INFEASIBLE; solution may be inaccurate.
└ @ Convex ~/.julia/packages/Convex/o98db/src/solution.jl:342
┌ Warning: Problem status DUAL_INFEASIBLE; solution may be inaccurate.
└ @ Convex ~/.julia/packages/Convex/o98db/src/solution.jl:342
┌ Warning: Problem status DUAL_INFEASIBLE; solution may be inaccurate.
└ @ Convex ~/.julia/packages/Convex/o98db/src/solution.jl:342
┌ Warning: Problem status ALMOST_DUAL_INFEASIBLE; solution may be inaccurate.
└ @ Convex ~/.julia/packages/Convex/o98db/src/solution.jl:342
┌ Warning: Problem status ALMOST_DUAL_INFEASIBLE; solution may be inaccurate.
└ @ Convex ~/.julia/packages/Convex/o98db/src/solution.jl:342
┌ Warning: Problem status DUAL_INFEASIBLE; solution may be inaccurate.
└ @ Convex ~/.julia/packages/Convex/o98db/src/solution.jl:342
┌ Warning: Problem status DUAL_INFEASIBLE; solution may be inaccurate.
└ @ Convex ~/.julia/packages/Convex/o98db/src/solution.jl:342
┌ Warning: Problem status DUAL_INFEASIBLE; solution may be inaccurate.
└ @ Convex ~/.julia/packages/Convex/o98db/src/solution.jl:342
┌ Warning: Problem status DUAL_INFEASIBLE; solution may be inaccurate.
└ @ Convex ~/.julia/packages/Convex/o98db/src/solution.jl:342
┌ Warning: Problem status ALMOST_DUAL_INFEASIBLE; solution may be inaccurate.
└ @ Convex ~/.julia/packages/Convex/o98db/src/solution.jl:342
┌ Warning: Problem status ALMOST_DUAL_INFEASIBLE; solution may be inaccurate.
└ @ Convex ~/.julia/packages/Convex/o98db/src/solution.jl:342
┌ Warning: Problem status ALMOST_DUAL_INFEASIBLE; solution may be inaccurate.
└ @ Convex ~/.julia/packages/Convex/o98db/src/solution.jl:342
┌ Warning: New ensemble covariance determinant is less than 0.01 times its previous value.
│ Consider reducing the EK time step.
└ @ EnsembleKalmanProcesses ~/EnsembleKalmanProcesses.jl/src/SparseEnsembleKalmanInversion.jl:169
┌ Warning: Problem status ALMOST_OPTIMAL; solution may be inaccurate.
└ @ Convex ~/.julia/packages/Convex/o98db/src/solution.jl:342
┌ Warning: Problem status ALMOST_OPTIMAL; solution may be inaccurate.
└ @ Convex ~/.julia/packages/Convex/o98db/src/solution.jl:342
SparseInversion: Error During Test at /Users/ilopezgo/EnsembleKalmanProcesses.jl/test/EnsembleKalmanProcess/runtests.jl:367
  Got exception outside of a @test
  SingularException(3)
  Stacktrace:
    [1] checknonsingular
      @ /Applications/Julia-1.7.app/Contents/Resources/julia/share/julia/stdlib/v1.7/LinearAlgebra/src/factorization.jl:19 [inlined]
    [2] checknonsingular
      @ /Applications/Julia-1.7.app/Contents/Resources/julia/share/julia/stdlib/v1.7/LinearAlgebra/src/factorization.jl:21 [inlined]
    [3] #lu!#146
      @ /Applications/Julia-1.7.app/Contents/Resources/julia/share/julia/stdlib/v1.7/LinearAlgebra/src/lu.jl:82 [inlined]
    [4] #lu#153
      @ /Applications/Julia-1.7.app/Contents/Resources/julia/share/julia/stdlib/v1.7/LinearAlgebra/src/lu.jl:279 [inlined]
    [5] lu (repeats 2 times)
      @ /Applications/Julia-1.7.app/Contents/Resources/julia/share/julia/stdlib/v1.7/LinearAlgebra/src/lu.jl:278 [inlined]
    [6] \(A::Matrix{Float64}, B::Diagonal{Float64, Vector{Float64}})
      @ LinearAlgebra /Applications/Julia-1.7.app/Contents/Resources/julia/share/julia/stdlib/v1.7/LinearAlgebra/src/generic.jl:1142
    [7] update_ensemble!(ekp::EnsembleKalmanProcess{Float64, Int64, SparseInversion{Float64, Int64}}, g::Matrix{Float64}; cov_threshold::Float64, Δt_new::Float64, deterministic_forward_map::Bool, failed_ens::Nothing)
      @ EnsembleKalmanProcesses ~/EnsembleKalmanProcesses.jl/src/SparseEnsembleKalmanInversion.jl:142
    [8] macro expansion
      @ ~/EnsembleKalmanProcesses.jl/test/EnsembleKalmanProcess/runtests.jl:408 [inlined]
    [9] macro expansion
      @ /Applications/Julia-1.7.app/Contents/Resources/julia/share/julia/stdlib/v1.7/Test/src/Test.jl:1283 [inlined]
   [10] macro expansion
      @ ~/EnsembleKalmanProcesses.jl/test/EnsembleKalmanProcess/runtests.jl:369 [inlined]
   [11] macro expansion
      @ /Applications/Julia-1.7.app/Contents/Resources/julia/share/julia/stdlib/v1.7/Test/src/Test.jl:1283 [inlined]
   [12] top-level scope
      @ ~/EnsembleKalmanProcesses.jl/test/EnsembleKalmanProcess/runtests.jl:14
   [13] include
      @ ./client.jl:451 [inlined]
   [14] macro expansion
      @ ./timing.jl:299 [inlined]
   [15] include_test(_module::String)
      @ Main ~/EnsembleKalmanProcesses.jl/test/runtests.jl:11
   [16] macro expansion
      @ ~/EnsembleKalmanProcesses.jl/test/runtests.jl:29 [inlined]
   [17] macro expansion
      @ /Applications/Julia-1.7.app/Contents/Resources/julia/share/julia/stdlib/v1.7/Test/src/Test.jl:1283 [inlined]
   [18] top-level scope
      @ ~/EnsembleKalmanProcesses.jl/test/runtests.jl:17
   [19] include(mod::Module, _path::String)
      @ Base ./Base.jl:418
   [20] exec_options(opts::Base.JLOptions)
      @ Base ./client.jl:292
   [21] _start()
      @ Base ./client.jl:495

I am not sure whether the tests were ill-posed or there is an error upstream. However, we will need to resolve these issues before updating dependencies.
@ilopezgp ilopezgp mentioned this issue Mar 3, 2022
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@jinlong83
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I hope that Convex will become as stable as CVXOPT in the near future... I'll take a look at this issue.

@ilopezgp ilopezgp mentioned this issue Mar 3, 2022
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@odunbar
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odunbar commented Mar 15, 2022 •
edited
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@bielim also found issues with Convex, is it related to this?

@ilopezgp ilopezgp added stale dependencies help wanted Extra attention is needed labels Apr 7, 2022
@ilopezgp
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ilopezgp commented Apr 9, 2022

Is there any other package that we could use? We should either enable updating to the new version or ditch Convex.

@jinlong83
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Is there any other package that we could use? We should either enable updating to the new version or ditch Convex.

I'll try to get it ready to update soon.

@jinlong83
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Is there any other package that we could use? We should either enable updating to the new version or ditch Convex.

It seems that I didn't run into errors using Convex v0.15.1 and SCS v1.1.1 at local. I'll create a PR to update the package dependencies.

@jinlong83 jinlong83 mentioned this issue Apr 11, 2022
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@ilopezgp
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Fixed with #201 and #202

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[WIP] Updates to use latest versions of Convex and SCS CliMA/EnsembleKalmanProcesses.jl
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@jinlong83 @ilopezgp @odunbar