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osqp fails on scipy 1.5.0 #44

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drewrisinger opened this issue Jul 29, 2020 · 5 comments
Closed

osqp fails on scipy 1.5.0 #44

drewrisinger opened this issue Jul 29, 2020 · 5 comments

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@drewrisinger
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Summary

Testing this package fails when scipy is upgraded to 1.5.0. All the "update_matrices_test.py" tests fail.

Extra Notes

Scipy 1.5.0 release notes: https://docs.scipy.org/doc/scipy/reference/release.1.5.0.html. I don't see major deprecations that would cause this.

Replication

# Install Nix
$ curl -L https://nixos.org/nix/install | sh
$ git clone https://github.com/nixos/nixpkgs.git
$ cd nixpkgs
# checkout failing commit
$ git checkout a3179602e47c918ea40b32f8f2a3c638d4484083
$ nix-build -A python3Packages.osqp

Test Logs

Test log from Nix-build 
============================= test session starts ==============================
platform linux -- Python 3.8.3, pytest-5.4.3, py-1.8.1, pluggy-0.13.1
rootdir: /build/osqp-0.6.1
collected 49 items / 1 deselected / 48 selected                                

module/tests/basic_test.py ...........                                   [ 22%]
module/tests/codegen_matrices_test.py .........                          [ 41%]
module/tests/codegen_vectors_test.py .....                               [ 52%]
module/tests/dual_infeasibility_test.py ...                              [ 58%]
module/tests/feasibility_test.py .                                       [ 60%]
module/tests/non_convex_test.py ...                                      [ 66%]
module/tests/polishing_test.py ...                                       [ 72%]
module/tests/primal_infeasibility_test.py ..                             [ 77%]
module/tests/unconstrained_test.py .                                     [ 79%]
module/tests/update_matrices_test.py FFFFFFFFF                           [ 97%]
module/tests/warm_start_test.py .                                        [100%]

=================================== FAILURES ===================================
_______________________ update_matrices_tests.test_solve _______________________

self = <module.tests.update_matrices_test.update_matrices_tests testMethod=test_solve>

    def test_solve(self):
        # Solve problem
        res = self.model.solve()
    
        # Assert close
>       nptest.assert_array_almost_equal(res.x,
            np.array([0.85459329, 0.73472366, 0.06156, -0.06095794, -0.96167612]))
E       AssertionError: 
E       Arrays are not almost equal to 6 decimals
E       
E       Mismatched elements: 5 / 5 (100%)
E       Max absolute difference: 1.99022911
E       Max relative difference: 22.44656972
E        x: array([-1.135636, -0.471212,  0.214947,  1.307339,  0.176622])
E        y: array([ 0.854593,  0.734724,  0.06156 , -0.060958, -0.961676])

module/tests/update_matrices_test.py:46: AssertionError
_____________________ update_matrices_tests.test_update_A ______________________

self = <module.tests.update_matrices_test.update_matrices_tests testMethod=test_update_A>

    def test_update_A(self):
        # Update matrix A
        Ax = self.A_new.data
        Ax_idx = np.arange(self.A_new.nnz)
        self.model.update(Ax=Ax, Ax_idx=Ax_idx)
        res = self.model.solve()
    
        # Assert close
>       nptest.assert_array_almost_equal(res.x,
            np.array([0.44557958, 0.11209195, 0.22051994, -0.78051077, -0.01697192]))
E       AssertionError: 
E       Arrays are not almost equal to 6 decimals
E       
E       Mismatched elements: 5 / 5 (100%)
E       Max absolute difference: 0.90386561
E       Max relative difference: 4.83483723
E        x: array([-0.128437,  0.200391,  0.01928 ,  0.123355,  0.065085])
E        y: array([ 0.44558 ,  0.112092,  0.22052 , -0.780511, -0.016972])

module/tests/update_matrices_test.py:87: AssertionError
__________________ update_matrices_tests.test_update_A_allind __________________

self = <module.tests.update_matrices_test.update_matrices_tests testMethod=test_update_A_allind>

    def test_update_A_allind(self):
        # Update matrix A
        Ax = self.A_new.data
        self.model.update(Ax=Ax)
        res = self.model.solve()
    
        # Assert close
>       nptest.assert_array_almost_equal(res.x,
            np.array([0.44557958, 0.11209195, 0.22051994, -0.78051077, -0.01697192]))
E       AssertionError: 
E       Arrays are not almost equal to 6 decimals
E       
E       Mismatched elements: 5 / 5 (100%)
E       Max absolute difference: 0.90386561
E       Max relative difference: 4.83483723
E        x: array([-0.128437,  0.200391,  0.01928 ,  0.123355,  0.065085])
E        y: array([ 0.44558 ,  0.112092,  0.22052 , -0.780511, -0.016972])

module/tests/update_matrices_test.py:100: AssertionError
_____________________ update_matrices_tests.test_update_P ______________________

self = <module.tests.update_matrices_test.update_matrices_tests testMethod=test_update_P>

    def test_update_P(self):
        # Update matrix P
        Px = self.P_new.data
        Px_idx = np.arange(self.P_new.nnz)
        self.model.update(Px=Px, Px_idx=Px_idx)
        res = self.model.solve()
    
        # Assert close
>       nptest.assert_array_almost_equal(res.x,
            np.array([0.79105808, 0.68008954, -0.00974931, -0.00569589, -0.92142316]))
E       AssertionError: 
E       Arrays are not almost equal to 6 decimals
E       
E       Mismatched elements: 5 / 5 (100%)
E       Max absolute difference: 2.03442876
E       Max relative difference: 251.98743999
E        x: array([-1.243371, -0.525746,  0.247115,  1.429597,  0.191722])
E        y: array([ 0.791058,  0.68009 , -0.009749, -0.005696, -0.921423])

module/tests/update_matrices_test.py:60: AssertionError
_________________ update_matrices_tests.test_update_P_A_allind _________________

self = <module.tests.update_matrices_test.update_matrices_tests testMethod=test_update_P_A_allind>

    def test_update_P_A_allind(self):
        # Update matrices P and A
        Px = self.P_new.data
        Ax = self.A_new.data
        self.model.update(Px=Px, Ax=Ax)
        res = self.model.solve()
    
        # Assert close
>       nptest.assert_array_almost_equal(res.x,
            np.array([0.45599336, 0.11471169, 0.22567378, -0.80654725, -0.01778191]))
E       AssertionError: 
E       Arrays are not almost equal to 6 decimals
E       
E       Mismatched elements: 5 / 5 (100%)
E       Max absolute difference: 0.95140325
E       Max relative difference: 5.29813175
E        x: array([-0.150824,  0.23532 ,  0.02264 ,  0.144856,  0.076429])
E        y: array([ 0.455993,  0.114712,  0.225674, -0.806547, -0.017782])

module/tests/update_matrices_test.py:160: AssertionError
__________________ update_matrices_tests.test_update_P_A_indA __________________

self = <module.tests.update_matrices_test.update_matrices_tests testMethod=test_update_P_A_indA>

    def test_update_P_A_indA(self):
        # Update matrices P and A
        Px = self.P_new.data
        Ax = self.A_new.data
        Ax_idx = np.arange(self.A_new.nnz)
        self.model.update(Px=Px, Ax=Ax, Ax_idx=Ax_idx)
        res = self.model.solve()
    
        # Assert close
>       nptest.assert_array_almost_equal(res.x,
            np.array([0.45599336, 0.11471169, 0.22567378, -0.80654725, -0.01778191]))
E       AssertionError: 
E       Arrays are not almost equal to 6 decimals
E       
E       Mismatched elements: 5 / 5 (100%)
E       Max absolute difference: 0.95140325
E       Max relative difference: 5.29813175
E        x: array([-0.150824,  0.23532 ,  0.02264 ,  0.144856,  0.076429])
E        y: array([ 0.455993,  0.114712,  0.225674, -0.806547, -0.017782])

module/tests/update_matrices_test.py:146: AssertionError
__________________ update_matrices_tests.test_update_P_A_indP __________________

self = <module.tests.update_matrices_test.update_matrices_tests testMethod=test_update_P_A_indP>

    def test_update_P_A_indP(self):
        # Update matrices P and A
        Px = self.P_new.data
        Px_idx = np.arange(self.P_new.nnz)
        Ax = self.A_new.data
        self.model.update(Px=Px, Px_idx=Px_idx, Ax=Ax)
        res = self.model.solve()
    
        # Assert close
>       nptest.assert_array_almost_equal(res.x,
            np.array([0.45599336, 0.11471169, 0.22567378, -0.80654725, -0.01778191]))
E       AssertionError: 
E       Arrays are not almost equal to 6 decimals
E       
E       Mismatched elements: 5 / 5 (100%)
E       Max absolute difference: 0.95140325
E       Max relative difference: 5.29813175
E        x: array([-0.150824,  0.23532 ,  0.02264 ,  0.144856,  0.076429])
E        y: array([ 0.455993,  0.114712,  0.225674, -0.806547, -0.017782])

module/tests/update_matrices_test.py:131: AssertionError
_______________ update_matrices_tests.test_update_P_A_indP_indA ________________

self = <module.tests.update_matrices_test.update_matrices_tests testMethod=test_update_P_A_indP_indA>

    def test_update_P_A_indP_indA(self):
        # Update matrices P and A
        Px = self.P_new.data
        Px_idx = np.arange(self.P_new.nnz)
        Ax = self.A_new.data
        Ax_idx = np.arange(self.A_new.nnz)
        self.model.update(Px=Px, Px_idx=Px_idx, Ax=Ax, Ax_idx=Ax_idx)
        res = self.model.solve()
    
        # Assert close
>       nptest.assert_array_almost_equal(res.x,
            np.array([0.45599336, 0.11471169, 0.22567378, -0.80654725, -0.01778191]))
E       AssertionError: 
E       Arrays are not almost equal to 6 decimals
E       
E       Mismatched elements: 5 / 5 (100%)
E       Max absolute difference: 0.95140325
E       Max relative difference: 5.29813175
E        x: array([-0.150824,  0.23532 ,  0.02264 ,  0.144856,  0.076429])
E        y: array([ 0.455993,  0.114712,  0.225674, -0.806547, -0.017782])

module/tests/update_matrices_test.py:116: AssertionError
__________________ update_matrices_tests.test_update_P_allind __________________

self = <module.tests.update_matrices_test.update_matrices_tests testMethod=test_update_P_allind>

    def test_update_P_allind(self):
        # Update matrix P
        Px = self.P_new.data
        self.model.update(Px=Px)
        res = self.model.solve()
    
        # Assert close
>       nptest.assert_array_almost_equal(res.x,
            np.array([0.79105808, 0.68008954, -0.00974931, -0.00569589, -0.92142316]))
E       AssertionError: 
E       Arrays are not almost equal to 6 decimals
E       
E       Mismatched elements: 5 / 5 (100%)
E       Max absolute difference: 2.03442876
E       Max relative difference: 251.98743999
E        x: array([-1.243371, -0.525746,  0.247115,  1.429597,  0.191722])
E        y: array([ 0.791058,  0.68009 , -0.009749, -0.005696, -0.921423])

module/tests/update_matrices_test.py:73: AssertionError
=============================== warnings summary ===============================
module/tests/polishing_test.py::polish_tests::test_polish_random
  /build/osqp-0.6.1/module/tests/polishing_test.py:91: DeprecationWarning: scipy.randn is deprecated and will be removed in SciPy 2.0.0, use numpy.random.randn instead
    Pt = sp.randn(self.n, self.n)

module/tests/polishing_test.py::polish_tests::test_polish_random
  /build/osqp-0.6.1/module/tests/polishing_test.py:93: DeprecationWarning: scipy.randn is deprecated and will be removed in SciPy 2.0.0, use numpy.random.randn instead
    self.q = sp.randn(self.n)

module/tests/polishing_test.py::polish_tests::test_polish_random
  /build/osqp-0.6.1/module/tests/polishing_test.py:94: DeprecationWarning: scipy.randn is deprecated and will be removed in SciPy 2.0.0, use numpy.random.randn instead
    self.A = sparse.csc_matrix(sp.randn(self.m, self.n))

module/tests/polishing_test.py::polish_tests::test_polish_random
  /build/osqp-0.6.1/module/tests/polishing_test.py:95: DeprecationWarning: scipy.randn is deprecated and will be removed in SciPy 2.0.0, use numpy.random.randn instead
    self.l = -3 + sp.randn(self.m)

module/tests/polishing_test.py::polish_tests::test_polish_random
  /build/osqp-0.6.1/module/tests/polishing_test.py:96: DeprecationWarning: scipy.randn is deprecated and will be removed in SciPy 2.0.0, use numpy.random.randn instead
    self.u = 3 + sp.randn(self.m)

module/tests/primal_infeasibility_test.py::primal_infeasibility_tests::test_primal_infeasible_problem
  /build/osqp-0.6.1/module/tests/primal_infeasibility_test.py:38: DeprecationWarning: scipy.randn is deprecated and will be removed in SciPy 2.0.0, use numpy.random.randn instead
    self.q = sp.randn(self.n)

module/tests/primal_infeasibility_test.py::primal_infeasibility_tests::test_primal_infeasible_problem
  /build/osqp-0.6.1/module/tests/primal_infeasibility_test.py:40: DeprecationWarning: scipy.randn is deprecated and will be removed in SciPy 2.0.0, use numpy.random.randn instead
    self.u = 3 + sp.randn(self.m)

module/tests/primal_infeasibility_test.py::primal_infeasibility_tests::test_primal_infeasible_problem
  /build/osqp-0.6.1/module/tests/primal_infeasibility_test.py:41: DeprecationWarning: scipy.randn is deprecated and will be removed in SciPy 2.0.0, use numpy.random.randn instead
    self.l = -3 + sp.randn(self.m)

module/tests/primal_infeasibility_test.py::primal_infeasibility_tests::test_primal_infeasible_problem
  /build/osqp-0.6.1/module/tests/primal_infeasibility_test.py:45: DeprecationWarning: scipy.rand is deprecated and will be removed in SciPy 2.0.0, use numpy.random.rand instead
    self.l[int(self.n/2)] = self.u[int(self.n/2)+1] + 10 * sp.rand()

module/tests/warm_start_test.py::warm_start_tests::test_warm_start
  /build/osqp-0.6.1/module/tests/warm_start_test.py:32: DeprecationWarning: scipy.rand is deprecated and will be removed in SciPy 2.0.0, use numpy.random.rand instead
    self.l = -sp.rand(self.m) * 2.

module/tests/warm_start_test.py::warm_start_tests::test_warm_start
  /build/osqp-0.6.1/module/tests/warm_start_test.py:33: DeprecationWarning: scipy.rand is deprecated and will be removed in SciPy 2.0.0, use numpy.random.rand instead
    self.u = sp.rand(self.m) * 2.

module/tests/warm_start_test.py::warm_start_tests::test_warm_start
  /build/osqp-0.6.1/module/tests/warm_start_test.py:37: DeprecationWarning: scipy.randn is deprecated and will be removed in SciPy 2.0.0, use numpy.random.randn instead
    self.q = sp.randn(self.n)

-- Docs: https://docs.pytest.org/en/latest/warnings.html
=========================== short test summary info ============================
FAILED module/tests/update_matrices_test.py::update_matrices_tests::test_solve
FAILED module/tests/update_matrices_test.py::update_matrices_tests::test_update_A
FAILED module/tests/update_matrices_test.py::update_matrices_tests::test_update_A_allind
FAILED module/tests/update_matrices_test.py::update_matrices_tests::test_update_P
FAILED module/tests/update_matrices_test.py::update_matrices_tests::test_update_P_A_allind
FAILED module/tests/update_matrices_test.py::update_matrices_tests::test_update_P_A_indA
FAILED module/tests/update_matrices_test.py::update_matrices_tests::test_update_P_A_indP
FAILED module/tests/update_matrices_test.py::update_matrices_tests::test_update_P_A_indP_indA
FAILED module/tests/update_matrices_test.py::update_matrices_tests::test_update_P_allind
=========== 9 failed, 39 passed, 1 deselected, 12 warnings in 5.75s ============
@bstellato bstellato mentioned this issue Aug 7, 2020
Open
drewrisinger added a commit to drewrisinger/nixpkgs that referenced this issue Aug 14, 2020
@drewrisinger
python3Packages.osqp: disable failing tests
10686c5 
Tests fail on pythonPackages.scipy >= 1.5.0.
This was raised in osqp/osqp-python#44
They are being addressed in
osqp/osqp-python#46,
and should be re-enabled for the next release.
FRidh pushed a commit to NixOS/nixpkgs that referenced this issue Aug 15, 2020
@drewrisinger @FRidh
python3Packages.osqp: disable failing tests
9a8070c 
Tests fail on pythonPackages.scipy >= 1.5.0.
This was raised in osqp/osqp-python#44
They are being addressed in
osqp/osqp-python#46,
and should be re-enabled for the next release.
wchresta pushed a commit to wchresta/nixpkgs that referenced this issue Aug 17, 2020
@drewrisinger @wchresta
python3Packages.osqp: disable failing tests
66b2212 
Tests fail on pythonPackages.scipy >= 1.5.0.
This was raised in osqp/osqp-python#44
They are being addressed in
osqp/osqp-python#46,
and should be re-enabled for the next release.
sebp added a commit to sebp/osqp-conda that referenced this issue Dec 28, 2020
@sebp
Force scipy <1.5.0
1ab04be 
See osqp/osqp-python#44
sebp added a commit to sebp/osqp-conda that referenced this issue Dec 28, 2020
@sebp
Force scipy <1.5.0
0251480 
See osqp/osqp-python#44
@sebp
Copy link

sebp commented Jan 1, 2021 •
edited
Loading

The culprit is scipy/scipy#11784, which changes the matrix generated by scipy.sparse.random

sebp added a commit to sebp/osqp-conda that referenced this issue Jan 2, 2021
@sebp
Enable build for Python 3.9
d19f48a 
Skip update_matrices_tests unit test, because
it us not compatible with scipy >= 1.5.0

See osqp/osqp-python#44
sebp added a commit to sebp/osqp-conda that referenced this issue Jan 2, 2021
@sebp
Enable build for Python 3.9
75b7066 
Skip update_matrices_tests unit test, because
it us not compatible with scipy >= 1.5.0

See osqp/osqp-python#44
@bstellato
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Contributor

Release 0.6.2 is now online. Can you please check if the error still occurs?

@drewrisinger
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I'm not able to run module/tests/update_matrices_test.py b/c of the circular dependency on cvxpy (#50), so I cannot close this.

@bstellato
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Contributor

Circular dependency is now removed in v0.6.2.post0. It now uses cvxopt to run the tests. Can you please try again?

@drewrisinger
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I saw. Tests that I ran seem clean. Thank you!

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@sebp @bstellato @drewrisinger