opt-rb 0.2.1 → 0.3.1

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data/CHANGELOG.md

@@ -1,3 +1,12 @@
+## 0.3.1 (2026-07-09)
+
+- Added support for QP with SCS
+- Fixed error with QP and HiGHS Ruby 0.3
+
+## 0.3.0 (2026-04-07)
+
+- Dropped support for Ruby < 3.3
+
 ## 0.2.1 (2025-04-26)
 
 - Added support for OSQP Ruby 0.4

data/README.md

@@ -24,9 +24,7 @@ Solver | LP | QP | MIP | License
 [GLPK](https://github.com/ankane/glpk-ruby) | ✓ | | ✓ | GPL-3.0-or-later
 [HiGHS](https://github.com/ankane/highs-ruby) | ✓ | ✓ | ✓ | MIT
 [OSQP](https://github.com/ankane/osqp-ruby) | ✓ | ✓ | | Apache-2.0
-[SCS](https://github.com/ankane/scs-ruby) | ✓ | * | | MIT
-
-\* supports, but not implemented yet
+[SCS](https://github.com/ankane/scs-ruby) | ✓ | ✓ | | MIT
 
 ## Getting Started
 

data/lib/opt/problem.rb

@@ -27,9 +27,9 @@ module Opt
 
       vars = self.vars
       raise Error, "No variables" if vars.empty?
-      has_semi_continuous_var = vars.any? { |v| v.is_a?(SemiContinuous) }
-      has_semi_integer_var = vars.any? { |v| v.is_a?(SemiInteger) }
-      has_integer_var = vars.any? { |v| v.is_a?(Integer) }
+      has_semi_continuous_var = vars.any?(SemiContinuous)
+      has_semi_integer_var = vars.any?(SemiInteger)
+      has_integer_var = vars.any?(Integer)
       type = has_semi_continuous_var || has_semi_integer_var || has_integer_var ? :mip : :lp
       quadratic = @indexed_objective.any? { |k, _| k.is_a?(Array) }
 

data/lib/opt/solvers/highs_solver.rb

@@ -26,14 +26,17 @@ module Opt
             q_index = []
             q_value = []
 
+            before_0_3 = Highs::VERSION.to_f < 0.3
             vars.each_with_index do |v2, j|
               q_start << q_index.size
               vars.each_with_index do |v1, i|
-                v = indexed_objective[[v1, v2]]
-                if v != 0
-                  q_index << i
-                  # multiply values by 2 since minimizes 1/2
-                  q_value << (v1.equal?(v2) ? v * 2 : v)
+                if i <= j || before_0_3
+                  v = indexed_objective[[v1, v2]]
+                  if v != 0
+                    q_index << i
+                    # multiply values by 2 since minimizes 1/2
+                    q_value << (v1.equal?(v2) ? v * 2 : v)
+                  end
                 end
               end
             end

data/lib/opt/solvers/osqp_solver.rb

@@ -13,7 +13,7 @@ module Opt
 
         # add variable constraints
         vars.each_with_index do |v, i|
-          row = [0] * vars.size
+          row = Array.new(vars.size, 0.0)
           row[i] = 1
           a << row
           row_lower << col_lower[i]
@@ -22,11 +22,9 @@ module Opt
 
         p = OSQP::Matrix.new(a.first.size, a.first.size)
         if type == :qp
-          vars.map.with_index do |v1, i|
-            vars.map.with_index do |v2, j|
-              if i > j
-                0
-              else
+          vars.each_with_index do |v1, i|
+            vars.each_with_index do |v2, j|
+              if i <= j
                 v = indexed_objective[[v1, v2]]
                 v = (v1.equal?(v2) ? v * 2 : v)
                 v *= -1 if sense == :maximize

data/lib/opt/solvers/scs_solver.rb

@@ -1,7 +1,7 @@
 module Opt
   module Solvers
     class ScsSolver < AbstractSolver
-      def solve(sense:, col_lower:, col_upper:, obj:, row_lower:, row_upper:, constraints_by_var:, vars:, offset:, verbose:, time_limit:, **)
+      def solve(sense:, col_lower:, col_upper:, obj:, row_lower:, row_upper:, constraints_by_var:, vars:, offset:, verbose:, time_limit:, type:, indexed_objective:, **)
         obj = obj.map { |v| -v } if sense == :maximize
 
         a = []
@@ -41,6 +41,24 @@ module Opt
 
         data = {a: a, b: b, c: obj}
         cone = {z: z, l: l}
+
+        if type == :qp
+          p = SCS::Matrix.new(a.first.size, a.first.size)
+          vars.each_with_index do |v1, i|
+            vars.each_with_index do |v2, j|
+              if i <= j
+                v = indexed_objective[[v1, v2]]
+                v = (v1.equal?(v2) ? v * 2 : v)
+                v *= -1 if sense == :maximize
+                # p must be positive semidefinite
+                raise Error, "Non-convex problem" if v < 0
+                p[i, j] = v
+              end
+            end
+          end
+          data[:p] = p
+        end
+
         solver = SCS::Solver.new
         res = solver.solve(data, cone, verbose: verbose, time_limit_secs: time_limit)
         objective = res[:pobj]
@@ -69,7 +87,7 @@ module Opt
       end
 
       def self.supported_types
-        [:lp]
+        [:lp, :qp]
       end
     end
   end

data/lib/opt/version.rb

@@ -1,3 +1,3 @@
 module Opt
-  VERSION = "0.2.1"
+  VERSION = "0.3.1"
 end

metadata

@@ -1,7 +1,7 @@
 --- !ruby/object:Gem::Specification
 name: opt-rb
 version: !ruby/object:Gem::Version
-  version: 0.2.1
+  version: 0.3.1
 platform: ruby
 authors:
 - Andrew Kane
@@ -49,14 +49,14 @@ required_ruby_version: !ruby/object:Gem::Requirement
   requirements:
   - - ">="
     - !ruby/object:Gem::Version
-      version: '3.1'
+      version: '3.3'
 required_rubygems_version: !ruby/object:Gem::Requirement
   requirements:
   - - ">="
     - !ruby/object:Gem::Version
       version: '0'
 requirements: []
-rubygems_version: 3.6.7
+rubygems_version: 4.0.14
 specification_version: 4
 summary: Convex optimization for Ruby
 test_files: []