osqp 0.1.0 → 0.1.1
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- checksums.yaml +4 -4
- data/CHANGELOG.md +5 -0
- data/LICENSE.txt +202 -22
- data/NOTICE.txt +13 -0
- data/README.md +3 -1
- data/lib/osqp.rb +3 -1
- data/lib/osqp/ffi.rb +133 -131
- data/lib/osqp/solver.rb +43 -34
- data/lib/osqp/version.rb +1 -1
- metadata +5 -4
checksums.yaml
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SHA256:
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metadata.gz:
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data.tar.gz:
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metadata.gz: 81100b0a27916edf758ca568e9213b8ea451c1efa664f00ddb84155c1c50f650
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data.tar.gz: af59920235f7c6c4c1f13ab61861fbbb4f27bf2aebbbab59cb9a3beaef6c2099
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metadata.gz: b480edb450da31e0ef2714452db49caa36e0089b61fbcd8b89e0a92bba0cd2a81c3442cca7fa84e0f1947dfc7f36e50fe3b1dd773f42fe80203584be2ce6fb12
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data.tar.gz: ac74d1ec489c286618ebe8d10f1f1bf4ca4408966972e8ecbfbf8f80c918a42abdb9eb780dfbcac8dbc8016a8909727e82c53dc68c9b3c9da31564d16bd19405
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data/CHANGELOG.md
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data/LICENSE.txt
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Apache License
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Version 2.0, January 2004
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data/NOTICE.txt
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Copyright 2019-2020 Andrew Kane
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Licensed under the Apache License, Version 2.0 (the "License");
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you may not use this file except in compliance with the License.
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You may obtain a copy of the License at
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http://www.apache.org/licenses/LICENSE-2.0
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distributed under the License is distributed on an "AS IS" BASIS,
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WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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See the License for the specific language governing permissions and
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data/README.md
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The [OSQP](https://osqp.org/) (Operator Splitting Quadratic Program) solver for Ruby
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[](https://travis-ci.org/ankane/osqp) [](https://ci.appveyor.com/project/ankane/osqp/branch/master)
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## Installation
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Add this line to your application’s Gemfile:
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@@ -74,7 +76,7 @@ Everyone is encouraged to help improve this project. Here are a few ways you can
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- Write, clarify, or fix documentation
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- Suggest or add new features
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To get started with development
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To get started with development:
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```sh
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git clone https://github.com/ankane/osqp.git
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data/lib/osqp.rb
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require "fiddle/import"
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# modules
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require "osqp/ffi"
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require "osqp/solver"
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require "osqp/version"
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def self.lib_version
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FFI.osqp_version.to_s
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end
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# friendlier error message
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autoload :FFI, "osqp/ffi"
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end
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data/lib/osqp/ffi.rb
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module
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module OSQP
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module FFI
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extend Fiddle::Importer
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lib =
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if Gem.win_platform?
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"libosqp.dll"
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elsif RbConfig::CONFIG["host_os"] =~ /darwin/i
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"libosqp.dylib"
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else
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"libosqp.so"
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end
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dlload File.expand_path("../../vendor/#{lib}", __dir__)
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typealias "c_float", "double"
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typealias "c_int", "long long"
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typealias "enum", "int"
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Data = struct [
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"c_int m",
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"csc *a",
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]
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Settings = struct [
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"c_float rho",
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"c_float sigma",
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"c_int scaling",
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"c_int adaptive_rho",
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"c_int adaptive_rho_interval",
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"c_float adaptive_rho_tolerance",
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"c_float adaptive_rho_fraction",
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"c_int max_iter",
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"c_float eps_abs",
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"c_float eps_rel",
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"c_float eps_prim_inf",
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"c_float eps_dual_inf",
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"c_float alpha",
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"enum linsys_solver_type linsys_solver",
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"c_float delta",
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"c_int polish",
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"c_int polish_refine_iter",
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"c_int verbose",
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"c_int scaled_termination",
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"c_int check_termination",
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"c_int warm_start",
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"c_float time_limit"
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]
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|
+
Info = struct [
|
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|
+
"c_int iter",
|
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57
|
+
"char status[32]",
|
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58
|
+
"c_int status_val",
|
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"c_int status_polish",
|
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"c_float obj_val",
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"c_float pri_res",
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"c_float dua_res",
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"c_float setup_time",
|
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"c_float solve_time",
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"c_float update_time",
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"c_float polish_time",
|
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|
+
"c_float run_time",
|
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|
+
"c_int rho_updates",
|
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|
+
"c_float rho_estimate"
|
|
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|
+
]
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|
70
71
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103
|
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|
|
104
|
-
|
|
72
|
+
Workspace = struct [
|
|
73
|
+
"OSQPData *data",
|
|
74
|
+
"LinSysSolver *linsys_solver",
|
|
75
|
+
"OSQPPolish *pol",
|
|
76
|
+
"c_float *rho_vec",
|
|
77
|
+
"c_float *rho_inv_vec",
|
|
78
|
+
"c_int *constr_type",
|
|
79
|
+
"c_float *x",
|
|
80
|
+
"c_float *y",
|
|
81
|
+
"c_float *z",
|
|
82
|
+
"c_float *xz_tilde",
|
|
83
|
+
"c_float *x_prev",
|
|
84
|
+
"c_float *z_prev",
|
|
85
|
+
"c_float *Ax",
|
|
86
|
+
"c_float *Px",
|
|
87
|
+
"c_float *Aty",
|
|
88
|
+
"c_float *delta_y",
|
|
89
|
+
"c_float *Atdelta_y",
|
|
90
|
+
"c_float *delta_x",
|
|
91
|
+
"c_float *Pdelta_x",
|
|
92
|
+
"c_float *Adelta_x",
|
|
93
|
+
"c_float *D_temp",
|
|
94
|
+
"c_float *D_temp_A",
|
|
95
|
+
"c_float *E_temp",
|
|
96
|
+
"OSQPSettings *settings",
|
|
97
|
+
"OSQPScaling *scaling",
|
|
98
|
+
"OSQPSolution *solution",
|
|
99
|
+
"OSQPInfo *info",
|
|
100
|
+
"OSQPTimer *timer",
|
|
101
|
+
"c_int first_run",
|
|
102
|
+
"c_int clear_update_time",
|
|
103
|
+
"c_int rho_update_from_solve",
|
|
104
|
+
"c_int summary_printed"
|
|
105
|
+
]
|
|
105
106
|
|
|
106
|
-
|
|
107
|
-
|
|
107
|
+
# cs.h
|
|
108
|
+
extern "csc* csc_matrix(c_int m, c_int n, c_int nzmax, c_float *x, c_int *i, c_int *p)"
|
|
108
109
|
|
|
109
|
-
|
|
110
|
-
|
|
111
|
-
|
|
112
|
-
|
|
113
|
-
|
|
114
|
-
|
|
115
|
-
|
|
116
|
-
|
|
117
|
-
|
|
118
|
-
|
|
119
|
-
|
|
120
|
-
|
|
121
|
-
|
|
122
|
-
|
|
123
|
-
|
|
124
|
-
|
|
125
|
-
|
|
126
|
-
|
|
127
|
-
|
|
128
|
-
|
|
129
|
-
|
|
130
|
-
|
|
131
|
-
|
|
132
|
-
|
|
133
|
-
|
|
134
|
-
|
|
135
|
-
|
|
136
|
-
|
|
137
|
-
|
|
138
|
-
|
|
110
|
+
# osqp.h
|
|
111
|
+
extern "void osqp_set_default_settings(OSQPSettings *settings)"
|
|
112
|
+
extern "c_int osqp_setup(OSQPWorkspace** workp, OSQPData* data, OSQPSettings* settings)"
|
|
113
|
+
extern "c_int osqp_solve(OSQPWorkspace *work)"
|
|
114
|
+
extern "c_int osqp_cleanup(OSQPWorkspace *work)"
|
|
115
|
+
extern "c_int osqp_update_lin_cost(OSQPWorkspace *work, c_float *q_new)"
|
|
116
|
+
extern "c_int osqp_update_bounds(OSQPWorkspace *work, c_float *l_new, c_float *u_new)"
|
|
117
|
+
extern "c_int osqp_update_lower_bound(OSQPWorkspace *work, c_float *l_new)"
|
|
118
|
+
extern "c_int osqp_update_upper_bound(OSQPWorkspace *work, c_float *u_new)"
|
|
119
|
+
extern "c_int osqp_warm_start(OSQPWorkspace *work, c_float *x, c_float *y)"
|
|
120
|
+
extern "c_int osqp_warm_start_x(OSQPWorkspace *work, c_float *x)"
|
|
121
|
+
extern "c_int osqp_warm_start_y(OSQPWorkspace *work, c_float *y)"
|
|
122
|
+
extern "c_int osqp_update_P(OSQPWorkspace *work, c_float *Px_new, c_int *Px_new_idx, c_int P_new_n)"
|
|
123
|
+
extern "c_int osqp_update_A(OSQPWorkspace *work, c_float *Ax_new, c_int *Ax_new_idx, c_int A_new_n)"
|
|
124
|
+
extern "c_int osqp_update_P_A(OSQPWorkspace *work, c_float *Px_new, c_int *Px_new_idx, c_int P_new_n, c_float *Ax_new, c_int *Ax_new_idx, c_int A_new_n)"
|
|
125
|
+
extern "c_int osqp_update_rho(OSQPWorkspace *work, c_float rho_new)"
|
|
126
|
+
extern "c_int osqp_update_max_iter(OSQPWorkspace *work, c_int max_iter_new)"
|
|
127
|
+
extern "c_int osqp_update_eps_abs(OSQPWorkspace *work, c_float eps_abs_new)"
|
|
128
|
+
extern "c_int osqp_update_eps_rel(OSQPWorkspace *work, c_float eps_rel_new)"
|
|
129
|
+
extern "c_int osqp_update_eps_prim_inf(OSQPWorkspace *work, c_float eps_prim_inf_new)"
|
|
130
|
+
extern "c_int osqp_update_eps_dual_inf(OSQPWorkspace *work, c_float eps_dual_inf_new)"
|
|
131
|
+
extern "c_int osqp_update_alpha(OSQPWorkspace *work, c_float alpha_new)"
|
|
132
|
+
extern "c_int osqp_update_warm_start(OSQPWorkspace *work, c_int warm_start_new)"
|
|
133
|
+
extern "c_int osqp_update_scaled_termination(OSQPWorkspace *work, c_int scaled_termination_new)"
|
|
134
|
+
extern "c_int osqp_update_check_termination(OSQPWorkspace *work, c_int check_termination_new)"
|
|
135
|
+
extern "c_int osqp_update_delta(OSQPWorkspace *work, c_float delta_new)"
|
|
136
|
+
extern "c_int osqp_update_polish(OSQPWorkspace *work, c_int polish_new)"
|
|
137
|
+
extern "c_int osqp_update_polish_refine_iter(OSQPWorkspace *work, c_int polish_refine_iter_new)"
|
|
138
|
+
extern "c_int osqp_update_verbose(OSQPWorkspace *work, c_int verbose_new)"
|
|
139
|
+
extern "c_int osqp_update_time_limit(OSQPWorkspace *work, c_float time_limit_new)"
|
|
139
140
|
|
|
140
|
-
|
|
141
|
-
|
|
141
|
+
# util.h
|
|
142
|
+
extern "const char* osqp_version(void)"
|
|
143
|
+
end
|
|
142
144
|
end
|
data/lib/osqp/solver.rb
CHANGED
|
@@ -2,32 +2,22 @@ module OSQP
|
|
|
2
2
|
class Solver
|
|
3
3
|
def setup(p, q, a, l, u, **settings)
|
|
4
4
|
# settings
|
|
5
|
-
set =
|
|
6
|
-
FFI.osqp_set_default_settings(set)
|
|
7
|
-
|
|
8
|
-
# hack for setting members with []=
|
|
9
|
-
# safer than send("#{k}=", v)
|
|
10
|
-
entity = set.to_ptr
|
|
11
|
-
settings.each do |k, v|
|
|
12
|
-
entity[k.to_s] = settings_value(v)
|
|
13
|
-
end
|
|
14
|
-
|
|
15
|
-
m, n = shape(a)
|
|
5
|
+
set = create_settings(settings)
|
|
16
6
|
|
|
17
7
|
# data
|
|
8
|
+
m, n = shape(a)
|
|
18
9
|
data = FFI::Data.malloc
|
|
19
10
|
data.n = n
|
|
20
11
|
data.m = m
|
|
21
|
-
data.p = csc_matrix(p)
|
|
12
|
+
data.p = csc_matrix(p, upper: true)
|
|
22
13
|
data.q = float_array(q)
|
|
23
14
|
data.a = csc_matrix(a)
|
|
24
15
|
data.l = float_array(l)
|
|
25
16
|
data.u = float_array(u)
|
|
26
17
|
|
|
27
18
|
# work
|
|
28
|
-
work =
|
|
29
|
-
check_result FFI.osqp_setup(work.ref, data, set)
|
|
30
|
-
|
|
19
|
+
work = FFI::Workspace.malloc
|
|
20
|
+
check_result FFI.osqp_setup(work.to_ptr.ref, data, set)
|
|
31
21
|
@work = work
|
|
32
22
|
end
|
|
33
23
|
|
|
@@ -35,24 +25,21 @@ module OSQP
|
|
|
35
25
|
setup(*args, **settings) if args.any? || settings.any?
|
|
36
26
|
|
|
37
27
|
check_result FFI.osqp_solve(@work)
|
|
38
|
-
workspace = FFI::Workspace.new(@work)
|
|
39
28
|
|
|
40
29
|
# data
|
|
41
|
-
data = FFI::Data.new(
|
|
42
|
-
x = read_float_array(
|
|
43
|
-
y = read_float_array(
|
|
30
|
+
data = FFI::Data.new(@work.data)
|
|
31
|
+
x = read_float_array(@work.x, data.n)
|
|
32
|
+
y = read_float_array(@work.y, data.m)
|
|
44
33
|
|
|
45
34
|
# info
|
|
46
|
-
info = FFI::Info.new(
|
|
47
|
-
status = info.status
|
|
48
|
-
idx = status.index { |v| v == 0 }
|
|
35
|
+
info = FFI::Info.new(@work.info)
|
|
49
36
|
|
|
50
37
|
# TODO prim_inf_cert and dual_inf_cert
|
|
51
38
|
{
|
|
52
39
|
x: x,
|
|
53
40
|
y: y,
|
|
54
41
|
iter: info.iter,
|
|
55
|
-
status: status
|
|
42
|
+
status: read_string(info.status),
|
|
56
43
|
status_val: info.status_val,
|
|
57
44
|
status_polish: info.status_polish,
|
|
58
45
|
obj_val: info.obj_val,
|
|
@@ -70,10 +57,9 @@ module OSQP
|
|
|
70
57
|
|
|
71
58
|
def warm_start(x, y)
|
|
72
59
|
# check dimensions
|
|
73
|
-
|
|
74
|
-
|
|
75
|
-
raise Error, "Expected
|
|
76
|
-
raise Error, "Expected y to be size #{data.m}, got #{y.size}" if y && y.size != data.m
|
|
60
|
+
m, n = dimensions
|
|
61
|
+
raise Error, "Expected x to be size #{n}, got #{x.size}" if x && x.size != n
|
|
62
|
+
raise Error, "Expected y to be size #{m}, got #{y.size}" if y && y.size != m
|
|
77
63
|
|
|
78
64
|
if x && y
|
|
79
65
|
check_result FFI.osqp_warm_start(@work, float_array(x), float_array(y))
|
|
@@ -131,9 +117,13 @@ module OSQP
|
|
|
131
117
|
ptr[0, size * Fiddle::SIZEOF_DOUBLE].unpack("d*")
|
|
132
118
|
end
|
|
133
119
|
|
|
120
|
+
def read_string(char_ptr)
|
|
121
|
+
idx = char_ptr.index { |v| v == 0 }
|
|
122
|
+
char_ptr[0, idx].map(&:chr).join
|
|
123
|
+
end
|
|
124
|
+
|
|
134
125
|
# TODO add support sparse matrices
|
|
135
|
-
|
|
136
|
-
def csc_matrix(mtx)
|
|
126
|
+
def csc_matrix(mtx, upper: false)
|
|
137
127
|
mtx = mtx.to_a
|
|
138
128
|
|
|
139
129
|
m, n = shape(mtx)
|
|
@@ -145,11 +135,11 @@ module OSQP
|
|
|
145
135
|
# CSC format
|
|
146
136
|
# https://www.gormanalysis.com/blog/sparse-matrix-storage-formats/
|
|
147
137
|
cp << 0
|
|
148
|
-
n.times do |
|
|
149
|
-
mtx.each_with_index do |row,
|
|
150
|
-
if row[
|
|
151
|
-
cx << row[
|
|
152
|
-
ci <<
|
|
138
|
+
n.times do |j|
|
|
139
|
+
mtx.each_with_index do |row, i|
|
|
140
|
+
if row[j] != 0 && (!upper || i <= j)
|
|
141
|
+
cx << row[j]
|
|
142
|
+
ci << i
|
|
153
143
|
end
|
|
154
144
|
end
|
|
155
145
|
# cumulative column values
|
|
@@ -164,6 +154,11 @@ module OSQP
|
|
|
164
154
|
FFI.csc_matrix(m, n, nnz, cx, ci, cp)
|
|
165
155
|
end
|
|
166
156
|
|
|
157
|
+
def dimensions
|
|
158
|
+
data = FFI::Data.new(@work.data)
|
|
159
|
+
[data.m, data.n]
|
|
160
|
+
end
|
|
161
|
+
|
|
167
162
|
def shape(a)
|
|
168
163
|
if defined?(Matrix) && a.is_a?(Matrix)
|
|
169
164
|
[a.row_count, a.column_count]
|
|
@@ -174,6 +169,20 @@ module OSQP
|
|
|
174
169
|
end
|
|
175
170
|
end
|
|
176
171
|
|
|
172
|
+
def create_settings(settings)
|
|
173
|
+
set = FFI::Settings.malloc
|
|
174
|
+
FFI.osqp_set_default_settings(set)
|
|
175
|
+
|
|
176
|
+
# hack for setting members with []=
|
|
177
|
+
# safer than send("#{k}=", v)
|
|
178
|
+
entity = set.to_ptr
|
|
179
|
+
settings.each do |k, v|
|
|
180
|
+
entity[k.to_s] = settings_value(v)
|
|
181
|
+
end
|
|
182
|
+
|
|
183
|
+
set
|
|
184
|
+
end
|
|
185
|
+
|
|
177
186
|
# handle booleans
|
|
178
187
|
def settings_value(v)
|
|
179
188
|
case v
|
data/lib/osqp/version.rb
CHANGED
metadata
CHANGED
|
@@ -1,14 +1,14 @@
|
|
|
1
1
|
--- !ruby/object:Gem::Specification
|
|
2
2
|
name: osqp
|
|
3
3
|
version: !ruby/object:Gem::Version
|
|
4
|
-
version: 0.1.
|
|
4
|
+
version: 0.1.1
|
|
5
5
|
platform: ruby
|
|
6
6
|
authors:
|
|
7
7
|
- Andrew Kane
|
|
8
8
|
autorequire:
|
|
9
9
|
bindir: bin
|
|
10
10
|
cert_chain: []
|
|
11
|
-
date:
|
|
11
|
+
date: 2020-04-11 00:00:00.000000000 Z
|
|
12
12
|
dependencies:
|
|
13
13
|
- !ruby/object:Gem::Dependency
|
|
14
14
|
name: bundler
|
|
@@ -74,6 +74,7 @@ extra_rdoc_files: []
|
|
|
74
74
|
files:
|
|
75
75
|
- CHANGELOG.md
|
|
76
76
|
- LICENSE.txt
|
|
77
|
+
- NOTICE.txt
|
|
77
78
|
- README.md
|
|
78
79
|
- lib/osqp.rb
|
|
79
80
|
- lib/osqp/ffi.rb
|
|
@@ -86,7 +87,7 @@ files:
|
|
|
86
87
|
- vendor/libosqp.so
|
|
87
88
|
homepage: https://github.com/ankane/osqp
|
|
88
89
|
licenses:
|
|
89
|
-
-
|
|
90
|
+
- Apache-2.0
|
|
90
91
|
metadata: {}
|
|
91
92
|
post_install_message:
|
|
92
93
|
rdoc_options: []
|
|
@@ -103,7 +104,7 @@ required_rubygems_version: !ruby/object:Gem::Requirement
|
|
|
103
104
|
- !ruby/object:Gem::Version
|
|
104
105
|
version: '0'
|
|
105
106
|
requirements: []
|
|
106
|
-
rubygems_version: 3.
|
|
107
|
+
rubygems_version: 3.1.2
|
|
107
108
|
signing_key:
|
|
108
109
|
specification_version: 4
|
|
109
110
|
summary: OSQP (Operator Splitting Quadratic Program) solver for Ruby
|