try tol = 1e-20

benches/test_lowpass.py

@@ -27,7 +27,7 @@ def run_lowpass(use_parallel_cut: bool, duration=0.000001):
     omega, Spsq = create_lowpass_case(N)
     options = Options()
     options.max_iters = 20000
-    options.tol = 1e-8
+    options.tol = 1e-20
     h, _, num_iters = cutting_plane_optim(omega, ellip, Spsq, options)
     time.sleep(duration)
     return num_iters, h is not None

src/ellalgo/ell_config.py

@@ -13,7 +13,7 @@ class CutStatus(Enum):
 # 1e-8 respectively.
 class Options:
     max_iters: int = 2000  # maximum number of iterations
-    tol: float = 1e-8  # error tolerance
+    tol: float = 1e-20  # error tolerance
 
 
 # The `CInfo` class represents information about a computation, including whether it is feasible and

tests/test_example1.py

@@ -3,7 +3,7 @@
 
 import numpy as np
 
-from ellalgo.cutting_plane import cutting_plane_optim
+from ellalgo.cutting_plane import cutting_plane_optim, Options
 from ellalgo.ell import Ell
 from ellalgo.ell_typing import OracleFeas, OracleOptim
 
@@ -79,8 +79,10 @@ def test_case_feasible():
     """[summary]"""
     xinit = np.array([0.0, 0.0])  # initial xinit
     ellip = Ell(10.0, xinit)
+    options = Options()
+    options.tol = 1e-10
     omega = MyOracle()
-    xbest, _, _ = cutting_plane_optim(omega, ellip, float("-inf"))
+    xbest, _, _ = cutting_plane_optim(omega, ellip, float("-inf"), options)
     assert xbest is not None
     # fmt = '{:f} {} {} {}'
     # print(fmt.format(fbest, niter, feasible, status))

tests/test_lmi.py

@@ -95,7 +95,7 @@ def test_lmi_lazy():
          ([type]): [description]
     """
     result = run_lmi(LMIOracle)
-    assert result == 112
+    assert result == 281
 
 
 def test_lmi_old():
@@ -105,4 +105,4 @@ def test_lmi_old():
          ([type]): [description]
     """
     result = run_lmi(LMIOldOracle)
-    assert result == 112
+    assert result == 281

tests/test_lowpass.py

@@ -22,12 +22,12 @@ def run_lowpass(use_parallel_cut: bool, duration=0.000001):
     N = 32
     r0 = np.zeros(N)  # initial xinit
     r0[0] = 0
-    ellip = Ell(4.0, r0)
+    ellip = Ell(40.0, r0)
     ellip._helper.use_parallel_cut = use_parallel_cut
     omega, Spsq = create_lowpass_case(N)
     options = Options()
-    options.max_iters = 20000
-    options.tol = 1e-8
+    options.max_iters = 50000
+    options.tol = 1e-14
     h, _, num_iters = cutting_plane_optim(omega, ellip, Spsq, options)
     time.sleep(duration)
     return num_iters, h is not None
@@ -37,5 +37,5 @@ def test_lowpass():
     """Test the lowpass case with parallel cut"""
     result, feasible = run_lowpass(True)
     assert feasible
-    assert result >= 1075
-    assert result <= 1194
+    assert result >= 23000
+    assert result <= 24000

tests/test_profit.py

@@ -46,22 +46,22 @@ def run_profit_q(E):
 
 def test_profit_ell():
     num_iters = run_profit(Ell)
-    assert num_iters == 36
+    assert num_iters == 83
 
 
 def test_profit_ell_stable():
     num_iters = run_profit(EllStable)
-    assert num_iters == 36
+    assert num_iters == 83
 
 
 def test_profit_rb_ell():
     num_iters = run_profit_rb(Ell)
-    assert num_iters == 41
+    assert num_iters == 90
 
 
 def test_profit_rb_ell_stable():
     num_iters = run_profit_rb(EllStable)
-    assert num_iters == 41
+    assert num_iters == 90
 
 
 def test_profit_q_ell():

tests/test_quasicvx.py

@@ -65,7 +65,7 @@ def test_case_feasible():
     omega = MyQuasicvxOracle()
     xbest, _, niters = cutting_plane_optim(omega, ellip, 0.0)
     assert xbest is not None
-    assert niters == 35
+    assert niters == 83
     # assert fbest == approx(0.4288673396685956)
     # assert xbest[0] * xbest[0] == approx(0.5029823096186075)
     # assert math.exp(xbest[1]) == approx(1.6536872634520428)

tests/test_quasicvx2.py

@@ -51,9 +51,9 @@ def test_case_feasible():
     omega = MyQuasicvxOracle()
     xbest, fbest, _ = cutting_plane_optim(omega, ellip, 0.0)
     assert xbest is not None
-    assert fbest == approx(-0.4288673396685956)
-    assert xbest[0] == approx(0.5053830040042219)
-    assert xbest[1] == approx(1.6576289475891712)
+    assert fbest == approx(-0.42888194247600586)
+    assert xbest[0] == approx(0.5000004646814299)
+    assert xbest[1] == approx(1.6487220368468205)
 
 
 def test_case_infeasible1():

tests/test_quasicvx_stable.py

@@ -47,9 +47,9 @@ def test_case_feasible():
     omega = MyQuasicvxOracle()
     xbest, fbest, _ = cutting_plane_optim(omega, ellip, 0.0)
     assert xbest is not None
-    assert fbest == approx(0.4288673396685956)
-    assert xbest[0] * xbest[0] == approx(0.5029823096186075)
-    assert math.exp(xbest[1]) == approx(1.6536872634520428)
+    assert fbest == approx(0.4288819424771711)
+    assert xbest[0] * xbest[0] == approx(0.5000021895211592)
+    assert math.exp(xbest[1]) == approx(1.6487248806185175)
 
 
 def test_case_infeasible1():