# EXCEPTION\_ACCESS\_VIOLATION when executing ECOS in multi-threading

**URL:** <https://discourse.julialang.org/t/exception-access-violation-when-executing-ecos-in-multi-threading/122459>\
**Category:** Optimization (Mathematical)\
**Created:** [November 10, 2024, 7:52am UTC](https://discourse.julialang.org/t/exception-access-violation-when-executing-ecos-in-multi-threading/122459 "2024-11-10T07:52:09Z")\
**Posts on this page:** 7\
**Page:** 1

<div class="post-metadata">

**Author:** ![CaG21](https://avatars.discourse-cdn.com/v4/letter/c/c2a13f/32.png) [@CaG21](https://discourse.julialang.org/u/CaG21)\
**Post date:** [November 10, 2024, 7:52am UTC](https://discourse.julialang.org/t/exception-access-violation-when-executing-ecos-in-multi-threading/122459/1 "2024-11-10T07:52:09Z")

</div>

I am conducting a Monte Carlo analysis on a convex optimization problem using the ECOS solver, accessed through the thin wrapper provided by ECOS.jl. When I run the Monte Carlo simulations sequentially, everything functions correctly. However, as soon as I parallelize the code using the `Threads.@threads` macro, I encounter the following error:

```julia
Please submit a bug report with steps to reproduce this fault, and any error messages that follow (in their entirety). Thanks.
Exception: EXCEPTION_ACCESS_VIOLATION at 0xION_ACCESS_VIOLATION with steps to reproduce this fault, and any error messages that follow (in their entirety). Thanks.
Exception: EXCEPTION_ACCESS_VIOLATION at 0x7038cd20 -- at 0x7038cd20 -- restore at C:\Users\Admin\.julia\artifacts\4f69c89ace9d623a1e0debfffea6c6f59b49b9b1\bin\libecos.dll (unknown line)
in expression starting at M:\Project\mytry.jl:11
restore at C:\Users\Admin\.julia\artifacts\4f69c89ace9d623a1e0debfffea6c6f59b49b9b1\bin\libecos.dll (unknown line)
unset_equilibration at C:\Users\Admin\.julia\artifacts\4f69c89ace9d623a1e0debfffea6c6f59b49b9b1\bin\libecos.dll (unknown line)
ECOS_cleanup at C:\Users\Admin\.julia\artifacts\4f69c89ace9d623a1e0debfffea6c6f59b49b9b1\bin\libecos.dll (unknown line)
ECOS_cleanup at C:\Users\Admin\.julia\packages\ECOS\woB52\src\gen\libecos_api.jl:249 [inlined]
macro expansion at M:\Project\mytry.jl:31 [inlined]
#3#threadsfor_fun#1 at .\threadingconstructs.jl:252
#3#threadsfor_fun at .\threadingconstructs.jl:219 [inlined]
#1 at .\threadingconstructs.jl:154
unknown function (ip: 000001bbcba77fdb)
jl_apply at C:/workdir/src\julia.h:2157 [inlined]
start_task at C:/workdir/src\task.c:1202
Allocations: 7413432 (Pool: 7413140; Big: 292); GC: 12
restore at C:\Users\Admin\.julia\artifacts\4f69c89ace9d623a1e0debfffea6c6f59b49b9b1\bin\libecos.dll (unknown line)

```

I created a MWE (that is the `mytry.jl` mentioned also in the error), and it is

```julia
using LinearAlgebra
using SparseArrays
using ECOS

dtot = 300
ll = 300
ln = 100
ncones = 2

Threads.@threads for i in 1:100

    c = randn(dtot,)

    M = [sparse(-1.0I, 3, 3) for i in 1:ncones]
    Gcones = [spzeros(3 * ncones, dtot - 3 * ncones) blockdiag(M...)]
    G = [sprandn(ln, dtot, 0.1); Gcones]
    h = [randn(ln,); zeros(3 * ncones,)]

    A = sprandn(ll, dtot, 0.1)
    b = randn(ll,)

    q::Vector{Int64} = 3 * ones(ncones,)

    ECOS_work = ECOS.ECOS_setup(dtot, ln + 3 * ncones, ll, ln, ncones, q, 0,
        G.nzval, G.colptr .- 1, G.rowval .- 1, A.nzval, A.colptr .- 1, A.rowval .- 1, c, h, b)
    ECOS.unsafe_add_settings(ECOS_work, Dict([(:verbose, false)]))
    ECOSflag = ECOS.ECOS_solve(ECOS_work)
    ecos_prob = unsafe_load(ECOS_work)::ECOS.pwork
    y = copy(unsafe_wrap(Array, ecos_prob.x, ecos_prob.n))
    ECOS.ECOS_cleanup(ECOS_work, 0)
end

```

Do you have any suggestons of what can cause this error and can I solve it?

---

<div class="post-metadata">

**Author:** ![odow](https://sea2.discourse-cdn.com/julialang/user_avatar/discourse.julialang.org/odow/32/28685_2.png) [@odow](https://discourse.julialang.org/u/odow)\
**Post date:** [November 10, 2024, 6:38pm UTC](https://discourse.julialang.org/t/exception-access-violation-when-executing-ecos-in-multi-threading/122459/2 "2024-11-10T18:38:23Z")

</div>

I assume that this means ECOS is not thread-safe. If so, there is no work-around.

---

<div class="post-metadata">

**Author:** ![CaG21](https://avatars.discourse-cdn.com/v4/letter/c/c2a13f/32.png) [@CaG21](https://discourse.julialang.org/u/CaG21)\
**Post date:** [November 10, 2024, 6:52pm UTC](https://discourse.julialang.org/t/exception-access-violation-when-executing-ecos-in-multi-threading/122459/3 "2024-11-10T18:52:31Z")

</div>

I thought the same, but I used to run ECOS in parallel on MATLAB and it worked fine. For this reason I was wondering if there was something that I am missing.

---

<div class="post-metadata">

**Author:** ![odow](https://sea2.discourse-cdn.com/julialang/user_avatar/discourse.julialang.org/odow/32/28685_2.png) [@odow](https://discourse.julialang.org/u/odow)\
**Post date:** [November 11, 2024, 11:56pm UTC](https://discourse.julialang.org/t/exception-access-violation-when-executing-ecos-in-multi-threading/122459/4 "2024-11-11T23:56:35Z")

</div>

Hmm. I can’t reproduce this on macOS.

Could you try:

```julia
Threads.@threads :static for i in 1:100

```

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<div class="post-metadata">

**Author:** ![CaG21](https://avatars.discourse-cdn.com/v4/letter/c/c2a13f/32.png) [@CaG21](https://discourse.julialang.org/u/CaG21)\
**Post date:** [November 12, 2024, 7:55am UTC](https://discourse.julialang.org/t/exception-access-violation-when-executing-ecos-in-multi-threading/122459/5 "2024-11-12T07:55:40Z")

</div>

I tried adding `:static` and nothing changes, same error.  
However, I had the some code run on a Linux machine (Ubuntu 22.04) and it works without any issues. Then, I tried on another Windows computer and I got the error again. So, it seems to be OS-dependent.  
Maybe is it something related on how ECOS is compiled on Windows?

---

<div class="post-metadata">

**Author:** ![odow](https://sea2.discourse-cdn.com/julialang/user_avatar/discourse.julialang.org/odow/32/28685_2.png) [@odow](https://discourse.julialang.org/u/odow)\
**Post date:** [November 12, 2024, 8:00am UTC](https://discourse.julialang.org/t/exception-access-violation-when-executing-ecos-in-multi-threading/122459/6 "2024-11-12T08:00:58Z")

</div>

Potentially. Our build script is very simple:

> <https://github.com/JuliaPackaging/Yggdrasil/blob/cf3f9ff99b1156232b3302d1e17b3d6796a505e7/E/ECOS/build_tarballs.jl#L15-L20>

Our build is a bit out of date, but we’re not missing anything substantial:

> **[Comparing v2.0.8...v2.0.10 · embotech/ecos](https://github.com/embotech/ecos/compare/v2.0.8...v2.0.10)**
>
> A lightweight conic solver for second-order cone programming. - Comparing v2.0.8...v2.0.10 · embotech/ecos

---

<div class="post-metadata">

**Author:** ![CaG21](https://avatars.discourse-cdn.com/v4/letter/c/c2a13f/32.png) [@CaG21](https://discourse.julialang.org/u/CaG21)\
**Post date:** [November 12, 2024, 9:10pm UTC](https://discourse.julialang.org/t/exception-access-violation-when-executing-ecos-in-multi-threading/122459/7 "2024-11-12T21:10:13Z")

</div>

I tried to compile ECOS myself and provide the shared library created as a custom binary (overriding the `ECOS_jll` library). I compiled both using the same command on Yggdrasil (i.e., with MSYS2 and `make shared`) and by using the Intel compiler directly on Windows, with some headache to compile, since the CMake files in the GitHub repository are not ready to be used with icx. However, it still does not work.