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Description
The conversion of SCS problems may be slightly suboptimal, see https://github.com/stephane-caron/qpsolvers_benchmark/issues/19#issuecomment-1313363422
For instance on QETAMACR:
- Solving QETAMACR with solver SCS-3.0
- Optimal objective 86760.37
------------------------------------------------------------------
SCS v3.2.1 - Splitting Conic Solver
(c) Brendan O'Donoghue, Stanford University, 2012
------------------------------------------------------------------
problem: variables n: 688, constraints m: 1089
cones: z: primal zero / dual free vars: 354
b: box cone vars: 735
settings: eps_abs: 1.0e-04, eps_rel: 1.0e-04, eps_infeas: 1.0e-18
alpha: 1.50, scale: 1.00e-01, adaptive_scale: 1
max_iters: 100000, normalize: 1, rho_x: 1.00e-06
acceleration_lookback: 10, acceleration_interval: 10
lin-sys: sparse-direct-amd-qdldl
nnz(A): 3097, nnz(P): 4447
------------------------------------------------------------------
iter | pri res | dua res | gap | obj | scale | time (s)
------------------------------------------------------------------
0| 9.63e+02 7.80e+02 1.31e+04 -1.03e+04 1.00e-01 5.59e-03
250| 3.88e+00 2.41e+01 1.46e+03 3.75e+04 1.39e+01 3.98e-02
500| 1.81e+00 1.24e+00 7.27e+01 4.78e+04 1.39e+01 6.88e-02
750| 4.44e+03 8.37e+03 4.17e+04 4.78e+04 1.39e+01 9.75e-02
1000| 1.76e+00 9.52e-01 5.90e+01 5.07e+04 1.39e+01 1.26e-01
1250| 2.05e+00 1.25e+00 6.91e+01 5.19e+04 1.39e+01 1.55e-01
1500| 2.38e+00 1.46e+00 8.32e+01 5.32e+04 1.39e+01 1.85e-01
1750| 2.78e+00 1.62e+00 9.37e+01 5.47e+04 1.39e+01 2.14e-01
2000| 3.19e+00 1.83e+00 1.07e+02 5.64e+04 1.39e+01 2.43e-01
2250| 3.28e+00 2.08e+00 1.12e+02 5.82e+04 1.39e+01 2.71e-01
2500| 3.57e+00 2.20e+00 1.21e+02 6.02e+04 1.39e+01 3.00e-01
2750| 4.01e+00 2.46e+00 1.32e+02 6.25e+04 1.39e+01 3.29e-01
3000| 4.56e+00 2.79e+00 1.48e+02 6.53e+04 1.39e+01 3.58e-01
3250| 5.17e+00 2.97e+00 1.64e+02 6.88e+04 1.39e+01 3.88e-01
3500| 8.03e+03 1.09e+05 7.06e+04 -5.43e+03 1.39e+01 4.1(2 res
3750| 3.65e+00 3.11e+00 1.01e+02 7.74e+04 1.39e+01 4.51e-01
4000| 3.02e+00 1.65e+00 7.21e+01 7.92e+04 1.39e+01 4.80e-01
4250| 2.95e+00 1.48e+00 6.84e+01 8.08e+04 1.39e+01 5.08e-01
4500| 3.02e+00 1.47e+00 6.86e+01 8.25e+04 1.39e+01 5.38e-01
4750| 6.91e-01 1.08e+00 1.32e+01 8.37e+04 1.39e+01 5.67e-01
5000| 3.15e-01 5.24e-01 7.56e+00 8.39e+04 1.39e+01 5.96e-01
5250| 3.67e-01 3.13e-01 8.63e+00 8.40e+04 1.39e+01 6.24e-01
5500| 3.81e-01 2.40e-01 8.38e+00 8.41e+04 1.39e+01 6.53e-01
5750| 3.80e-01 1.99e-01 8.50e+00 8.42e+04 1.39e+01 6.82e-01
6000| 3.73e-01 2.01e-01 8.38e+00 8.43e+04 1.39e+01 7.12e-01
6250| 4.66e+03 6.40e+04 5.01e+03 9.08e+04 1.39e+01 7.42e-01
6500| 3.15e-01 1.95e-01 7.58e+00 8.46e+04 1.39e+01 7.72e-01
6750| 3.19e-01 1.89e-01 7.43e+00 8.47e+04 1.39e+01 8.00e-01
7000| 3.30e-01 1.94e-01 7.62e+00 8.48e+04 1.39e+01 8.29e-01
7250| 3.41e-01 1.99e-01 7.82e+00 8.49e+04 1.39e+01 8.60e-01
7500| 3.25e-01 2.19e-01 7.48e+00 8.50e+04 1.39e+01 8.90e-01
7750| 3.18e-01 2.05e-01 7.33e+00 8.51e+04 1.39e+01 9.18e-01
8000| 3.12e-01 2.06e-01 7.18e+00 8.51e+04 1.39e+01 9.50e-01
8250| 3.05e-01 1.98e-01 7.05e+00 8.52e+04 1.39e+01 9.78e-01
8500| 3.02e-01 1.93e-01 6.99e+00 8.53e+04 1.39e+01 1.01e+00
8750| 3.02e-01 3.85e-01 6.97e+00 8.54e+04 1.39e+01 1.04e+00
9000| 5.96e+02 8.19e+03 1.18e+03 8.79e+04 1.39e+01 1.06e+00
9250| 2.57e-01 1.97e-01 5.87e+00 8.56e+04 1.39e+01 1.09e+00
9500| 2.37e-01 1.72e-01 5.53e+00 8.56e+04 1.39e+01 1.12e+00
9750| 2.21e-01 1.60e-01 5.25e+00 8.57e+04 1.39e+01 1.15e+00
10000| 2.08e-01 1.53e-01 5.01e+00 8.58e+04 1.39e+01 1.18e+00
10250| 1.94e-01 1.42e-01 4.72e+00 8.58e+04 1.39e+01 1.21e+00
10500| 1.80e-01 1.38e-01 4.33e+00 8.59e+04 1.39e+01 1.24e+00
10750| 1.71e-01 3.28e-01 4.34e+00 8.59e+04 1.39e+01 1.26e+00
11000| 1.45e-01 1.26e-01 3.62e+00 8.60e+04 1.39e+01 1.29e+00
11250| 1.27e-01 1.09e-01 3.35e+00 8.60e+04 1.39e+01 1.32e+00
11500| 1.13e-01 1.02e-01 3.07e+00 8.60e+04 1.39e+01 1.35e+00
11750| 8.21e+02 3.67e+04 1.51e+03 9.01e+04 1.39e+01 1.38e+00
12000| 8.79e-02 1.41e-01 2.65e+00 8.61e+04 1.39e+01 1.41e+00
12225| 7.25e-02 8.49e-02 2.35e+00 8.61e+04 1.39e+01 1.43e+00
------------------------------------------------------------------
status: solved
timings: total: 1.43e+00s = setup: 5.27e-03s + solve: 1.43e+00s
lin-sys: 1.30e+00s, cones: 6.17e-02s, accel: 1.50e-02s
------------------------------------------------------------------
objective = 86139.626049
------------------------------------------------------------------