crash with specific problem data --- non-deterministic behaviour

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jmd....@free.fr

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Jun 19, 2015, 7:49:18 AM6/19/15
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Hi,
I had a few cases where cvxopt would randomly fail or succeed on a given problem. Attached is a pickled set of problem data that should cause a 'math domain error' in misc.jnrm2 (called by misc.update_scaling). Just run the following lines :

import cvxopt
import pickle

with open('cvxopt_fails2.pk', 'r') as f :
    prob = pickle.load(f)

solverOutput = cvxopt.solvers.conelp(prob['c'], prob['G'], prob['h'], prob['dims'], prob['A'], prob['b'])



It would help to avoid those sqrt() math domain error and smoothly exit cvxopt with 'optimal_inaccurate' or similar 
Thanks,

JM

cvxopt_fails2.pk
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