Clarabel Panics rather than indicating insufficient progress with mixed cones.
AlexandreAmice opened this issue · 0 comments
When Clarabel is solving problems with mixed PSD and exponential cone constraints, Clarabel panics when it cannot make sufficient progress rather than setting it's status to Insufficient Progress.
An example is the following program:
In it's default settings, Clarabel solves the program with no issues.
However, by setting max_step_fraction = 1e-10, we can get Clarabel to throw the stack trace at the bottom of this thread. If the the log det Z >= 0 constraint is removed and the small step-size is used then Clarabel accurately throws Insufficient Progress.
If the max_step_fraction = 1e-3 then Clarabel also panics on the original program, but the program without the log det Z >= 0 constraint reports MaxIterations
Please note that reducing the max_step_fraction to be so small is only done for illustrative purposes. Such small step sizes are currently causing issues in the Drake CI: RobotLocomotion/drake#20799 (comment). A discussion is available in the Drake Developer Slack:
https://drakedevelopers.slack.com/archives/C3L92BM2Q/p1705935880972559
Stack Trace:
-------------------------------------------------------------
Clarabel.rs v0.6.0 - Clever Acronym
(c) Paul Goulart
University of Oxford, 2022
-------------------------------------------------------------
problem:
variables = 20
constraints = 32
nnz(P) = 0
nnz(A) = 39
cones (total) = 6
: Zero = 1, numel = 13
: Nonnegative = 1, numel = 0
: Exponential = 2, numel = (3,3)
: PSDTriangle = 2, numel = (3,10)
settings:
linear algebra: direct / qdldl, precision: 64 bit
max iter = 200, time limit = Inf, max step = 0.001
tol_feas = 1.0e-8, tol_gap_abs = 1.0e-8, tol_gap_rel = 1.0e-8,
static reg : on, ϵ1 = 1.0e-8, ϵ2 = 4.9e-32
dynamic reg: on, ϵ = 1.0e-13, δ = 2.0e-7
iter refine: on, reltol = 1.0e-13, abstol = 1.0e-12,
max iter = 10, stop ratio = 5.0
equilibrate: on, min_scale = 1.0e-4, max_scale = 1.0e4
max iter = 10
iter pcost dcost gap pres dres k/t μ step
---------------------------------------------------------------------------------------------
0 +0.0000e+00 -1.1128e+00 1.11e+00 7.77e-01 6.58e-01 1.00e+00 1.00e+00 ------
1 +0.0000e+00 -1.1128e+00 1.11e+00 7.77e-01 6.58e-01 1.00e+00 1.00e+00 0.00e+00
thread '<unnamed>' panicked at external/crate__clarabel-0.6.0/src/solver/core/cones/psdtrianglecone.rs:292:9:
not implemented: Mixed PSD and Exponential/Power cones are not yet supported
stack backtrace:
0: rust_begin_unwind
at /rustc/82e1608dfa6e0b5569232559e3d385fea5a93112/library/std/src/panicking.rs:645:5
1: core::panicking::panic_fmt
at /rustc/82e1608dfa6e0b5569232559e3d385fea5a93112/library/core/src/panicking.rs:72:14
2: <clarabel::solver::core::cones::psdtrianglecone::PSDTriangleCone<T> as clarabel::solver::core::cones::Cone<T>>::compute_barrier
at external/crate__clarabel-0.6.0/src/solver/core/cones/psdtrianglecone.rs:292:9
3: <clarabel::solver::core::cones::supportedcone::SupportedCone<T> as clarabel::solver::core::cones::Cone<T>>::compute_barrier
at external/crate__clarabel-0.6.0/src/solver/core/cones/mod.rs:42:1
4: <clarabel::solver::core::cones::compositecone::CompositeCone<T> as clarabel::solver::core::cones::Cone<T>>::compute_barrier
at external/crate__clarabel-0.6.0/src/solver/core/cones/compositecone.rs:363:24
5: <clarabel::solver::implementations::default::variables::DefaultVariables<T> as clarabel::solver::core::traits::Variables<T>>::barrier
at external/crate__clarabel-0.6.0/src/solver/implementations/default/variables.rs:213:20
6: <clarabel::solver::core::solver::Solver<D,V,R,K,C,I,SO,SE> as clarabel::solver::core::solver::internal::IPSolverInternals<T,D,V,R,K,C,I,SO,SE>>::backtrack_step_to_barrier
at external/crate__clarabel-0.6.0/src/solver/core/solver.rs:483:31
7: <clarabel::solver::core::solver::Solver<D,V,R,K,C,I,SO,SE> as clarabel::solver::core::solver::internal::IPSolverInternals<T,D,V,R,K,C,I,SO,SE>>::get_step_length
at external/crate__clarabel-0.6.0/src/solver/core/solver.rs:473:22
8: <clarabel::solver::core::solver::Solver<D,V,R,K,C,I,SO,SE> as clarabel::solver::core::solver::IPSolver<T,D,V,R,K,C,I,SO,SE>>::solve
at external/crate__clarabel-0.6.0/src/solver/core/solver.rs:330:18
9: clarabel_cpp_rust_wrapper::solver::implementations::default::solver::_internal_DefaultSolver_solve
at external/clarabel_cpp_internal/rust_wrapper/src/solver/implementations/default/solver.rs:109:5
10: clarabel_DefaultSolver_f64_solve
at external/clarabel_cpp_internal/rust_wrapper/src/solver/implementations/default/solver.rs:117:5