osqp 0.2.0 → 0.2.1
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- checksums.yaml +4 -4
- data/CHANGELOG.md +4 -0
- data/README.md +15 -5
- data/lib/osqp/matrix.rb +64 -0
- data/lib/osqp/solver.rb +15 -57
- data/lib/osqp/utils.rb +15 -0
- data/lib/osqp/version.rb +1 -1
- data/lib/osqp.rb +2 -0
- metadata +4 -2
checksums.yaml
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@@ -1,7 +1,7 @@
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SHA256:
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metadata.gz:
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data.tar.gz:
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metadata.gz: 1b2906722de1daf0e3f2441edee63d8cec2452012cd9fa91634f37418e66f6fc
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data.tar.gz: ee0cf11cc8ea7d1676843699265ad27623d237940c756fdb9c49c8e404137b37
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SHA512:
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metadata.gz:
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data.tar.gz:
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metadata.gz: 835c7ac35d791e794b7da902a1a248696860ed09d05e8831d0d4b6c54615758f6d930443e1f4b4f21d0b9d10453882653db60e2bda46b107d342a3cda304e889
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data.tar.gz: 027ec047ca635e1b9f36377921110444a90226dfa85ebeac44ccab5b1945aac2d37f487f7725ba5604f264551f852392855e087c84afd1c39cd7790278fa3c68
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data/CHANGELOG.md
CHANGED
data/README.md
CHANGED
@@ -17,9 +17,9 @@ gem "osqp"
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Prep the problem - here’s how it should be [setup](https://osqp.org/docs/examples/setup-and-solve.html)
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```ruby
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-
p = [[4, 1], [0, 2]]
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p = OSQP::Matrix.from_dense([[4, 1], [0, 2]])
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q = [1, 1]
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-
a = [[1, 1], [1, 0], [0, 1]]
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a = OSQP::Matrix.from_dense([[1, 1], [1, 0], [0, 1]])
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l = [1, 0, 0]
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u = [1, 0.7, 0.7]
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```
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@@ -41,16 +41,26 @@ solver.warm_start(x, y)
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## Data
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-
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Matrices can be a sparse matrix
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```ruby
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-
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a = OSQP::Matrix.new(3, 2)
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a[0, 0] = 1
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a[1, 0] = 2
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# or
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OSQP::Matrix.from_dense([[1, 0], [2, 0], [0, 0]])
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```
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Arrays can be Ruby arrays
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```ruby
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[1, 2, 3]
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```
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Or Numo arrays
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```ruby
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-
Numo::NArray.cast([
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Numo::NArray.cast([1, 2, 3])
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```
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## Resources
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data/lib/osqp/matrix.rb
ADDED
@@ -0,0 +1,64 @@
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module OSQP
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class Matrix
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attr_reader :m, :n
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def initialize(m, n)
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@m = m
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@n = n
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@data = {}
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end
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def []=(row_index, column_index, value)
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raise IndexError, "row index out of bounds" if row_index < 0 || row_index >= @m
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raise IndexError, "column index out of bounds" if column_index < 0 || column_index >= @n
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if value == 0
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(@data[column_index] ||= {}).delete(row_index)
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else
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(@data[column_index] ||= {})[row_index] = value
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end
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end
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def to_ptr
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cx = []
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ci = []
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cp = []
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# CSC format
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# https://www.gormanalysis.com/blog/sparse-matrix-storage-formats/
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cp << 0
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n.times do |j|
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(@data[j] || {}).sort_by { |k, v| k }.each do |k, v|
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cx << v
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ci << k
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end
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# cumulative column values
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cp << cx.size
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end
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nnz = cx.size
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cx = Utils.float_array(cx)
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ci = Utils.int_array(ci)
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cp = Utils.int_array(cp)
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ptr = FFI.csc_matrix(m, n, nnz, cx, ci, cp)
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# save refs
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ptr.instance_variable_set(:@osqp_refs, [cx, ci, cp])
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ptr
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end
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def self.from_dense(data)
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data = data.to_a
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m = data.size
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n = m > 0 ? data.first.size : 0
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mtx = Matrix.new(m, n)
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data.each_with_index do |row, i|
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raise ArgumentError, "row has different number of columns" if row.size != n
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row.each_with_index do |v, j|
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mtx[i, j] = v if v != 0
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end
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end
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mtx
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end
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end
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end
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data/lib/osqp/solver.rb
CHANGED
@@ -10,16 +10,15 @@ module OSQP
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# data
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# do not assign directly to struct to keep refs
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-
m, n = shape(a)
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p = csc_matrix(p, upper: true)
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q = float_array(q)
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q = Utils.float_array(q)
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a = csc_matrix(a)
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l = float_array(l)
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u = float_array(u)
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l = Utils.float_array(l)
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u = Utils.float_array(u)
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data = FFI::Data.malloc
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data.n = n
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data.m = m
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data.n = a.n
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data.m = a.m
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data.p = p
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data.q = q
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data.a = a
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@@ -74,11 +73,11 @@ module OSQP
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raise Error, "Expected y to be size #{m}, got #{y.size}" if y && y.size != m
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if x && y
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check_result FFI.osqp_warm_start(@work, float_array(x), float_array(y))
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check_result FFI.osqp_warm_start(@work, Utils.float_array(x), Utils.float_array(y))
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elsif x
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check_result FFI.osqp_warm_start_x(@work, float_array(x))
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check_result FFI.osqp_warm_start_x(@work, Utils.float_array(x))
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elsif y
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check_result FFI.osqp_warm_start_y(@work, float_array(y))
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check_result FFI.osqp_warm_start_y(@work, Utils.float_array(y))
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else
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raise Error, "Must set x or y"
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end
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@@ -114,16 +113,6 @@ module OSQP
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end
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end
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-
def float_array(arr)
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# OSQP float = double
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Fiddle::Pointer[arr.to_a.pack("d*")]
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end
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-
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def int_array(arr)
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# OSQP int = long long
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Fiddle::Pointer[arr.to_a.pack("q*")]
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-
end
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-
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def read_float_array(ptr, size)
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# OSQP float = double
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ptr[0, size * Fiddle::SIZEOF_DOUBLE].unpack("d*")
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@@ -134,39 +123,18 @@ module OSQP
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char_ptr[0, idx].map(&:chr).join
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end
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-
# TODO add support sparse matrices
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def csc_matrix(mtx, upper: false)
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-
mtx = mtx.
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-
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-
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-
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-
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-
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-
cp = []
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-
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-
# CSC format
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-
# https://www.gormanalysis.com/blog/sparse-matrix-storage-formats/
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cp << 0
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n.times do |j|
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-
mtx.each_with_index do |row, i|
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if row[j] != 0 && (!upper || i <= j)
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cx << row[j]
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ci << i
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mtx = Matrix.from_dense(mtx) unless mtx.is_a?(Matrix)
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+
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if upper
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mtx.m.times do |i|
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mtx.n.times do |j|
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mtx[i, j] = 0 if i > j
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133
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end
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134
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end
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-
# cumulative column values
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-
cp << cx.size
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135
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end
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136
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161
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-
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cx = float_array(cx)
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-
ci = int_array(ci)
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cp = int_array(cp)
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-
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ptr = FFI.csc_matrix(m, n, nnz, cx, ci, cp)
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# save refs
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ptr.instance_variable_set(:@osqp_refs, [cx, ci, cp])
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ptr
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mtx
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end
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def dimensions
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@@ -174,16 +142,6 @@ module OSQP
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[data.m, data.n]
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end
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144
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177
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-
def shape(a)
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if defined?(Matrix) && a.is_a?(Matrix)
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[a.row_count, a.column_count]
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-
elsif defined?(Numo::NArray) && a.is_a?(Numo::NArray)
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a.shape
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else
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[a.size, a.first.size]
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-
end
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end
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-
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145
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def create_settings(settings)
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146
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set = FFI::Settings.malloc
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FFI.osqp_set_default_settings(set)
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data/lib/osqp/utils.rb
ADDED
@@ -0,0 +1,15 @@
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module OSQP
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module Utils
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class << self
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def float_array(arr)
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# OSQP float = double
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Fiddle::Pointer[arr.to_a.pack("d*")]
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end
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def int_array(arr)
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# OSQP int = long long
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Fiddle::Pointer[arr.to_a.pack("q*")]
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end
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end
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end
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end
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data/lib/osqp/version.rb
CHANGED
data/lib/osqp.rb
CHANGED
metadata
CHANGED
@@ -1,14 +1,14 @@
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--- !ruby/object:Gem::Specification
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name: osqp
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version: !ruby/object:Gem::Version
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version: 0.2.
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version: 0.2.1
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platform: ruby
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authors:
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- Andrew Kane
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autorequire:
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bindir: bin
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cert_chain: []
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-
date: 2022-
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date: 2022-07-05 00:00:00.000000000 Z
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dependencies: []
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description:
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email: andrew@ankane.org
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@@ -22,7 +22,9 @@ files:
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- README.md
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- lib/osqp.rb
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- lib/osqp/ffi.rb
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- lib/osqp/matrix.rb
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- lib/osqp/solver.rb
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- lib/osqp/utils.rb
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- lib/osqp/version.rb
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- vendor/aarch64-linux/LICENSE-amd.txt
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- vendor/aarch64-linux/LICENSE-osqp.txt
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