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Problems with tutorial8.py #3

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Panoplos opened this issue Nov 21, 2012 · 6 comments
Open

Problems with tutorial8.py #3

Panoplos opened this issue Nov 21, 2012 · 6 comments

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@Panoplos
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Environment:
Python 2.7 from macports
Python 2.7.3 (default, Nov 17 2012, 19:54:34)
[GCC 4.2.1 Compatible Apple Clang 4.1 ((tags/Apple/clang-421.11.66))] on darwin

QSTK from Git

Numpy: py27-numpy from macports

CVXOPT: Tarball downloaded and built from site, since macports build fails on unrelated library.

Atlas: Version shipped with xCode SDK (OS X 10.8) Accelerator

Reproduce:
Run python tutorial8.py from the ${QSTK}/Examples/Basic directory.

Result:

Warning: S&P100 contains symbols that do not exist:  set(['HSH'])
Optimization not Possible
Optimization not Possible
Optimization not Possible
...
Optimization not Possible
Optimization not Possible
Optimization not Possible
@Panoplos
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Update:

After some digging, I discovered that the "Optimization not Possible" errors were also due to symbol mismatches between ATLAS and Accelerator. After uninstalling ATLAS altogether, these errors are not longer generated--and the cvxopt coneqp.py test passes!--, but I get the following from tutorial8.py:

Terminated (singular KKT matrix).
Terminated (singular KKT matrix).
Terminated (singular KKT matrix).
Terminated (singular KKT matrix).

The plot also does not look like the one on the quantsoftware.org wiki page. Specifically, the "Performance" lines are now a single line that is close to the "2010 Frontier" line.

@sb2nov
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sb2nov commented Nov 22, 2012

Can you attach the difference in the plot ?

@Panoplos
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Please find the PDF file here

@sb2nov
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sb2nov commented Nov 26, 2012

Is there a way to deal with this from QSTK ?

@schwab
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schwab commented Nov 28, 2012

I'm getting the same errors and the same output plot as well. I'm using Ubuntu though, not a mac.

@SanPen
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SanPen commented Dec 20, 2016

Same issue here using ubuntu 16.10

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4 participants