osqp 0.2.1 → 0.2.2

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data/CHANGELOG.md

@@ -1,3 +1,7 @@
+## 0.2.2 (2023-01-29)
+
+- Fixed mutating `p` argument when not upper triangle
+
 ## 0.2.1 (2022-07-05)
 
 - Added `Matrix` class

data/README.md

@@ -2,6 +2,8 @@
 
 The [OSQP](https://osqp.org/) (Operator Splitting Quadratic Program) solver for Ruby
 
+Check out [Opt](https://github.com/ankane/opt) for a high-level interface
+
 [![Build Status](https://github.com/ankane/osqp-ruby/workflows/build/badge.svg?branch=master)](https://github.com/ankane/osqp-ruby/actions)
 
 ## Installation

data/lib/osqp/matrix.rb

@@ -11,6 +11,8 @@ module OSQP
     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
+      # dictionary of keys, optimized for converting to CSC
+      # TODO try COO for performance
       if value == 0
         (@data[column_index] ||= {}).delete(row_index)
       else
@@ -18,7 +20,7 @@ module OSQP
       end
     end
 
-    def to_ptr
+    def to_csc
       cx = []
       ci = []
       cp = []
@@ -35,15 +37,21 @@ module OSQP
         cp << cx.size
       end
 
-      nnz = cx.size
-      cx = Utils.float_array(cx)
-      ci = Utils.int_array(ci)
-      cp = Utils.int_array(cp)
+      {
+        start: cp,
+        index: ci,
+        value: cx
+      }
+    end
+
+    # private, for tests
+    def nnz
+      @data.sum { |_, v| v.count }
+    end
 
-      ptr = FFI.csc_matrix(m, n, nnz, cx, ci, cp)
-      # save refs
-      ptr.instance_variable_set(:@osqp_refs, [cx, ci, cp])
-      ptr
+    def initialize_copy(other)
+      super
+      @data = @data.transform_values(&:dup)
     end
 
     def self.from_dense(data)

data/lib/osqp/solver.rb

@@ -11,17 +11,17 @@ module OSQP
       # data
       # do not assign directly to struct to keep refs
       p = csc_matrix(p, upper: true)
-      q = Utils.float_array(q)
+      q = float_array(q)
       a = csc_matrix(a)
-      l = Utils.float_array(l)
-      u = Utils.float_array(u)
+      l = float_array(l)
+      u = float_array(u)
 
       data = FFI::Data.malloc
       data.n = a.n
       data.m = a.m
-      data.p = p
+      data.p = matrix_ptr(p)
       data.q = q
-      data.a = a
+      data.a = matrix_ptr(a)
       data.l = l
       data.u = u
 
@@ -73,11 +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, Utils.float_array(x), Utils.float_array(y))
+        check_result FFI.osqp_warm_start(@work, float_array(x), float_array(y))
       elsif x
-        check_result FFI.osqp_warm_start_x(@work, Utils.float_array(x))
+        check_result FFI.osqp_warm_start_x(@work, float_array(x))
       elsif y
-        check_result FFI.osqp_warm_start_y(@work, Utils.float_array(y))
+        check_result FFI.osqp_warm_start_y(@work, float_array(y))
       else
         raise Error, "Must set x or y"
       end
@@ -113,6 +113,16 @@ 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*")
@@ -127,6 +137,8 @@ module OSQP
       mtx = Matrix.from_dense(mtx) unless mtx.is_a?(Matrix)
 
       if upper
+        # TODO improve performance
+        mtx = mtx.dup
         mtx.m.times do |i|
           mtx.n.times do |j|
             mtx[i, j] = 0 if i > j
@@ -137,6 +149,19 @@ module OSQP
       mtx
     end
 
+    def matrix_ptr(mtx)
+      csc = mtx.to_csc
+      nnz = csc[:value].size
+      cx = float_array(csc[:value])
+      ci = int_array(csc[:index])
+      cp = int_array(csc[:start])
+
+      ptr = FFI.csc_matrix(mtx.m, mtx.n, nnz, cx, ci, cp)
+      # save refs
+      ptr.instance_variable_set(:@osqp_refs, [cx, ci, cp])
+      ptr
+    end
+
     def dimensions
       data = FFI::Data.new(@work.data)
       [data.m, data.n]

data/lib/osqp/version.rb

@@ -1,3 +1,3 @@
 module OSQP
-  VERSION = "0.2.1"
+  VERSION = "0.2.2"
 end

data/lib/osqp.rb

@@ -4,7 +4,6 @@ require "fiddle/import"
 # modules
 require "osqp/matrix"
 require "osqp/solver"
-require "osqp/utils"
 require "osqp/version"
 
 module OSQP

metadata

@@ -1,14 +1,14 @@
 --- !ruby/object:Gem::Specification
 name: osqp
 version: !ruby/object:Gem::Version
-  version: 0.2.1
+  version: 0.2.2
 platform: ruby
 authors:
 - Andrew Kane
 autorequire:
 bindir: bin
 cert_chain: []
-date: 2022-07-05 00:00:00.000000000 Z
+date: 2023-01-30 00:00:00.000000000 Z
 dependencies: []
 description:
 email: andrew@ankane.org
@@ -70,7 +70,7 @@ required_rubygems_version: !ruby/object:Gem::Requirement
     - !ruby/object:Gem::Version
       version: '0'
 requirements: []
-rubygems_version: 3.3.7
+rubygems_version: 3.4.1
 signing_key:
 specification_version: 4
 summary: OSQP (Operator Splitting Quadratic Program) solver for Ruby