osqp 0.1.2 → 0.2.1

checksums.yaml

@@ -1,7 +1,7 @@
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data/CHANGELOG.md

@@ -1,3 +1,19 @@
+## 0.2.1 (2022-07-05)
+
+- Added `Matrix` class
+
+## 0.2.0 (2022-06-12)
+
+- Added ARM shared library for Linux
+- Fixed issue with infinite bounds
+- Dropped support for Ruby < 2.7
+
+## 0.1.3 (2022-04-08)
+
+- Improved ARM detection
+- Fixed `x` and `y` in solution
+- Fixed memory issue
+
 ## 0.1.2 (2021-01-05)
 
 - Added ARM shared library for Mac

data/README.md

@@ -1,15 +1,15 @@
-# OSQP
+# OSQP Ruby
 
 The [OSQP](https://osqp.org/) (Operator Splitting Quadratic Program) solver for Ruby
 
-[![Build Status](https://github.com/ankane/osqp/workflows/build/badge.svg?branch=master)](https://github.com/ankane/osqp/actions)
+[![Build Status](https://github.com/ankane/osqp-ruby/workflows/build/badge.svg?branch=master)](https://github.com/ankane/osqp-ruby/actions)
 
 ## Installation
 
 Add this line to your application’s Gemfile:
 
 ```ruby
-gem 'osqp'
+gem "osqp"
 ```
 
 ## Getting Started
@@ -17,9 +17,9 @@ gem 'osqp'
 Prep the problem - here’s how it should be [setup](https://osqp.org/docs/examples/setup-and-solve.html)
 
 ```ruby
-p = [[4, 1], [0, 2]]
+p = OSQP::Matrix.from_dense([[4, 1], [0, 2]])
 q = [1, 1]
-a = [[1, 1], [1, 0], [0, 1]]
+a = OSQP::Matrix.from_dense([[1, 1], [1, 0], [0, 1]])
 l = [1, 0, 0]
 u = [1, 0.7, 0.7]
 ```
@@ -41,16 +41,26 @@ solver.warm_start(x, y)
 
 ## Data
 
-Arrays and matrices can be Ruby arrays
+Matrices can be a sparse matrix
 
 ```ruby
-[[1, 2, 3], [4, 5, 6]]
+a = OSQP::Matrix.new(3, 2)
+a[0, 0] = 1
+a[1, 0] = 2
+# or
+OSQP::Matrix.from_dense([[1, 0], [2, 0], [0, 0]])
 ```
 
-Or a Numo NArrays
+Arrays can be Ruby arrays
 
 ```ruby
-Numo::DFloat.new(3, 2).seq
+[1, 2, 3]
+```
+
+Or Numo arrays
+
+```ruby
+Numo::NArray.cast([1, 2, 3])
 ```
 
 ## Resources
@@ -65,22 +75,22 @@ This library is modeled after the OSQP [Python API](https://osqp.org/docs/interf
 
 ## History
 
-View the [changelog](https://github.com/ankane/osqp/blob/master/CHANGELOG.md)
+View the [changelog](https://github.com/ankane/osqp-ruby/blob/master/CHANGELOG.md)
 
 ## Contributing
 
 Everyone is encouraged to help improve this project. Here are a few ways you can help:
 
-- [Report bugs](https://github.com/ankane/osqp/issues)
-- Fix bugs and [submit pull requests](https://github.com/ankane/osqp/pulls)
+- [Report bugs](https://github.com/ankane/osqp-ruby/issues)
+- Fix bugs and [submit pull requests](https://github.com/ankane/osqp-ruby/pulls)
 - Write, clarify, or fix documentation
 - Suggest or add new features
 
 To get started with development:
 
 ```sh
-git clone https://github.com/ankane/osqp.git
-cd osqp
+git clone https://github.com/ankane/osqp-ruby.git
+cd osqp-ruby
 bundle install
 bundle exec rake vendor:all
 bundle exec rake test

data/lib/osqp/ffi.rb

@@ -14,6 +14,8 @@ module OSQP
     typealias "c_int", "long long"
     typealias "enum", "int"
 
+    OSQP_INFTY = 1e30
+
     Data = struct [
       "c_int n",
       "c_int m",
@@ -66,6 +68,11 @@ module OSQP
       "c_float rho_estimate"
     ]
 
+    Solution = struct [
+      "c_float *x",
+      "c_float *y"
+    ]
+
     Workspace = struct [
       "OSQPData *data",
       "LinSysSolver *linsys_solver",

data/lib/osqp/matrix.rb

@@ -0,0 +1,64 @@
+module OSQP
+  class Matrix
+    attr_reader :m, :n
+
+    def initialize(m, n)
+      @m = m
+      @n = n
+      @data = {}
+    end
+
+    def []=(row_index, column_index, value)
+      raise IndexError, "row index out of bounds" if row_index < 0 || row_index >= @m
+      raise IndexError, "column index out of bounds" if column_index < 0 || column_index >= @n
+      if value == 0
+        (@data[column_index] ||= {}).delete(row_index)
+      else
+        (@data[column_index] ||= {})[row_index] = value
+      end
+    end
+
+    def to_ptr
+      cx = []
+      ci = []
+      cp = []
+
+      # CSC format
+      # https://www.gormanalysis.com/blog/sparse-matrix-storage-formats/
+      cp << 0
+      n.times do |j|
+        (@data[j] || {}).sort_by { |k, v| k }.each do |k, v|
+          cx << v
+          ci << k
+        end
+        # cumulative column values
+        cp << cx.size
+      end
+
+      nnz = cx.size
+      cx = Utils.float_array(cx)
+      ci = Utils.int_array(ci)
+      cp = Utils.int_array(cp)
+
+      ptr = FFI.csc_matrix(m, n, nnz, cx, ci, cp)
+      # save refs
+      ptr.instance_variable_set(:@osqp_refs, [cx, ci, cp])
+      ptr
+    end
+
+    def self.from_dense(data)
+      data = data.to_a
+      m = data.size
+      n = m > 0 ? data.first.size : 0
+
+      mtx = Matrix.new(m, n)
+      data.each_with_index do |row, i|
+        raise ArgumentError, "row has different number of columns" if row.size != n
+        row.each_with_index do |v, j|
+          mtx[i, j] = v if v != 0
+        end
+      end
+      mtx
+    end
+  end
+end

data/lib/osqp/solver.rb

@@ -4,16 +4,26 @@ module OSQP
       # settings
       set = create_settings(settings)
 
+      # ensure bounds within OSQP infinity
+      l = l.map { |v| v < -FFI::OSQP_INFTY ? -FFI::OSQP_INFTY : v }
+      u = u.map { |v| v > FFI::OSQP_INFTY ? FFI::OSQP_INFTY : v }
+
       # data
-      m, n = shape(a)
+      # do not assign directly to struct to keep refs
+      p = csc_matrix(p, upper: true)
+      q = Utils.float_array(q)
+      a = csc_matrix(a)
+      l = Utils.float_array(l)
+      u = Utils.float_array(u)
+
       data = FFI::Data.malloc
-      data.n = n
-      data.m = m
-      data.p = csc_matrix(p, upper: true)
-      data.q = float_array(q)
-      data.a = csc_matrix(a)
-      data.l = float_array(l)
-      data.u = float_array(u)
+      data.n = a.n
+      data.m = a.m
+      data.p = p
+      data.q = q
+      data.a = a
+      data.l = l
+      data.u = u
 
       # work
       work = FFI::Workspace.malloc
@@ -26,10 +36,11 @@ module OSQP
 
       check_result FFI.osqp_solve(@work)
 
-      # data
+      # solution
+      solution = FFI::Solution.new(@work.solution)
       data = FFI::Data.new(@work.data)
-      x = read_float_array(@work.x, data.n)
-      y = read_float_array(@work.y, data.m)
+      x = read_float_array(solution.x, data.n)
+      y = read_float_array(solution.y, data.m)
 
       # info
       info = FFI::Info.new(@work.info)
@@ -62,11 +73,11 @@ module OSQP
       raise Error, "Expected y to be size #{m}, got #{y.size}" if y && y.size != m
 
       if x && y
-        check_result FFI.osqp_warm_start(@work, float_array(x), float_array(y))
+        check_result FFI.osqp_warm_start(@work, Utils.float_array(x), Utils.float_array(y))
       elsif x
-        check_result FFI.osqp_warm_start_x(@work, float_array(x))
+        check_result FFI.osqp_warm_start_x(@work, Utils.float_array(x))
       elsif y
-        check_result FFI.osqp_warm_start_y(@work, float_array(y))
+        check_result FFI.osqp_warm_start_y(@work, Utils.float_array(y))
       else
         raise Error, "Must set x or y"
       end
@@ -102,16 +113,6 @@ module OSQP
       end
     end
 
-    def float_array(arr)
-      # OSQP float = double
-      Fiddle::Pointer[arr.to_a.pack("d*")]
-    end
-
-    def int_array(arr)
-      # OSQP int = long long
-      Fiddle::Pointer[arr.to_a.pack("q*")]
-    end
-
     def read_float_array(ptr, size)
       # OSQP float = double
       ptr[0, size * Fiddle::SIZEOF_DOUBLE].unpack("d*")
@@ -122,36 +123,18 @@ module OSQP
       char_ptr[0, idx].map(&:chr).join
     end
 
-    # TODO add support sparse matrices
     def csc_matrix(mtx, upper: false)
-      mtx = mtx.to_a
-
-      m, n = shape(mtx)
-
-      cx = []
-      ci = []
-      cp = []
-
-      # CSC format
-      # https://www.gormanalysis.com/blog/sparse-matrix-storage-formats/
-      cp << 0
-      n.times do |j|
-        mtx.each_with_index do |row, i|
-          if row[j] != 0 && (!upper || i <= j)
-            cx << row[j]
-            ci << i
+      mtx = Matrix.from_dense(mtx) unless mtx.is_a?(Matrix)
+
+      if upper
+        mtx.m.times do |i|
+          mtx.n.times do |j|
+            mtx[i, j] = 0 if i > j
           end
         end
-        # cumulative column values
-        cp << cx.size
       end
 
-      nnz = cx.size
-      cx = float_array(cx)
-      ci = int_array(ci)
-      cp = int_array(cp)
-
-      FFI.csc_matrix(m, n, nnz, cx, ci, cp)
+      mtx
     end
 
     def dimensions
@@ -159,16 +142,6 @@ module OSQP
       [data.m, data.n]
     end
 
-    def shape(a)
-      if defined?(Matrix) && a.is_a?(Matrix)
-        [a.row_count, a.column_count]
-      elsif defined?(Numo::NArray) && a.is_a?(Numo::NArray)
-        a.shape
-      else
-        [a.size, a.first.size]
-      end
-    end
-
     def create_settings(settings)
       set = FFI::Settings.malloc
       FFI.osqp_set_default_settings(set)

data/lib/osqp/utils.rb

@@ -0,0 +1,15 @@
+module OSQP
+  module Utils
+    class << self
+      def float_array(arr)
+        # OSQP float = double
+        Fiddle::Pointer[arr.to_a.pack("d*")]
+      end
+
+      def int_array(arr)
+        # OSQP int = long long
+        Fiddle::Pointer[arr.to_a.pack("q*")]
+      end
+    end
+  end
+end

data/lib/osqp/version.rb

@@ -1,3 +1,3 @@
 module OSQP
-  VERSION = "0.1.2"
+  VERSION = "0.2.1"
 end

data/lib/osqp.rb

@@ -2,7 +2,9 @@
 require "fiddle/import"
 
 # modules
+require "osqp/matrix"
 require "osqp/solver"
+require "osqp/utils"
 require "osqp/version"
 
 module OSQP
@@ -11,19 +13,23 @@ module OSQP
   class << self
     attr_accessor :ffi_lib
   end
-  lib_name =
+  lib_path =
     if Gem.win_platform?
-      "libosqp.dll"
+      "x64-mingw/osqp.dll"
     elsif RbConfig::CONFIG["host_os"] =~ /darwin/i
-      if RbConfig::CONFIG["host_cpu"] =~ /arm/i
-        "libosqp.arm64.dylib"
+      if RbConfig::CONFIG["host_cpu"] =~ /arm|aarch64/i
+        "arm64-darwin/libosqp.dylib"
       else
-        "libosqp.dylib"
+        "x86_64-darwin/libosqp.dylib"
       end
     else
-      "libosqp.so"
+      if RbConfig::CONFIG["host_cpu"] =~ /arm|aarch64/i
+        "aarch64-linux/libosqp.so"
+      else
+        "x86_64-linux/libosqp.so"
+      end
     end
-  vendor_lib = File.expand_path("../vendor/#{lib_name}", __dir__)
+  vendor_lib = File.expand_path("../vendor/#{lib_path}", __dir__)
   self.ffi_lib = [vendor_lib]
 
   # friendlier error message

data/vendor/aarch64-linux/LICENSE-amd.txt

@@ -0,0 +1,36 @@
+AMD, Copyright (c), 1996-2015, Timothy A. Davis,
+Patrick R. Amestoy, and Iain S. Duff.  All Rights Reserved.
+
+Availability:
+
+    http://www.suitesparse.com
+
+-------------------------------------------------------------------------------
+AMD License: BSD 3-clause:
+-------------------------------------------------------------------------------
+
+    Redistribution and use in source and binary forms, with or without
+    modification, are permitted provided that the following conditions are met:
+        * Redistributions of source code must retain the above copyright
+          notice, this list of conditions and the following disclaimer.
+        * Redistributions in binary form must reproduce the above copyright
+          notice, this list of conditions and the following disclaimer in the
+          documentation and/or other materials provided with the distribution.
+        * Neither the name of the organizations to which the authors are
+          affiliated, nor the names of its contributors may be used to endorse
+          or promote products derived from this software without specific prior
+          written permission.
+
+    THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
+    AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
+    IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE
+    ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT HOLDERS BE LIABLE FOR ANY
+    DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES
+    (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR
+    SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER
+    CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT
+    LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY
+    OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH
+    DAMAGE.
+
+

data/vendor/{LICENSE → aarch64-linux/LICENSE-osqp.txt}

@@ -186,7 +186,7 @@
       same "printed page" as the copyright notice for easier
       identification within third-party archives.
 
-   Copyright 2019 Bartolomeo Stellato, Goran Banjac, Paul Goulart, Stephen Boyd
+   Copyright 2021 Bartolomeo Stellato, Goran Banjac, Paul Goulart, Stephen Boyd
 
    Licensed under the Apache License, Version 2.0 (the "License");
    you may not use this file except in compliance with the License.

data/vendor/aarch64-linux/LICENSE-qdldl.txt

@@ -0,0 +1,201 @@
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+   APPENDIX: How to apply the Apache License to your work.
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