scs 0.2.1 → 0.3.1
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- checksums.yaml +4 -4
- data/CHANGELOG.md +16 -0
- data/LICENSE.txt +18 -18
- data/README.md +12 -7
- data/lib/scs/ffi.rb +30 -13
- data/lib/scs/solver.rb +32 -14
- data/lib/scs/version.rb +1 -1
- data/vendor/scs/CITATION.cff +39 -0
- data/vendor/scs/CMakeLists.txt +272 -0
- data/vendor/scs/Makefile +24 -15
- data/vendor/scs/README.md +8 -216
- data/vendor/scs/include/aa.h +67 -23
- data/vendor/scs/include/cones.h +17 -17
- data/vendor/scs/include/glbopts.h +98 -32
- data/vendor/scs/include/linalg.h +2 -4
- data/vendor/scs/include/linsys.h +58 -44
- data/vendor/scs/include/normalize.h +3 -3
- data/vendor/scs/include/rw.h +8 -2
- data/vendor/scs/include/scs.h +293 -133
- data/vendor/scs/include/util.h +3 -15
- data/vendor/scs/linsys/cpu/direct/private.c +220 -224
- data/vendor/scs/linsys/cpu/direct/private.h +13 -7
- data/vendor/scs/linsys/cpu/indirect/private.c +177 -110
- data/vendor/scs/linsys/cpu/indirect/private.h +8 -4
- data/vendor/scs/linsys/csparse.c +87 -0
- data/vendor/scs/linsys/csparse.h +34 -0
- data/vendor/scs/linsys/external/amd/SuiteSparse_config.c +1 -1
- data/vendor/scs/linsys/external/amd/amd_internal.h +1 -1
- data/vendor/scs/linsys/external/qdldl/changes +2 -0
- data/vendor/scs/linsys/external/qdldl/qdldl.c +29 -46
- data/vendor/scs/linsys/external/qdldl/qdldl.h +33 -41
- data/vendor/scs/linsys/external/qdldl/qdldl_types.h +11 -3
- data/vendor/scs/linsys/gpu/gpu.c +58 -21
- data/vendor/scs/linsys/gpu/gpu.h +66 -28
- data/vendor/scs/linsys/gpu/indirect/private.c +368 -154
- data/vendor/scs/linsys/gpu/indirect/private.h +26 -12
- data/vendor/scs/linsys/scs_matrix.c +498 -0
- data/vendor/scs/linsys/scs_matrix.h +70 -0
- data/vendor/scs/scs.mk +13 -9
- data/vendor/scs/src/aa.c +384 -109
- data/vendor/scs/src/cones.c +440 -353
- data/vendor/scs/src/ctrlc.c +15 -5
- data/vendor/scs/src/linalg.c +84 -28
- data/vendor/scs/src/normalize.c +22 -64
- data/vendor/scs/src/rw.c +161 -22
- data/vendor/scs/src/scs.c +768 -561
- data/vendor/scs/src/scs_version.c +9 -3
- data/vendor/scs/src/util.c +37 -106
- data/vendor/scs/test/minunit.h +17 -8
- data/vendor/scs/test/problem_utils.h +176 -14
- data/vendor/scs/test/problems/degenerate.h +130 -0
- data/vendor/scs/test/problems/hs21_tiny_qp.h +124 -0
- data/vendor/scs/test/problems/hs21_tiny_qp_rw.h +116 -0
- data/vendor/scs/test/problems/infeasible_tiny_qp.h +100 -0
- data/vendor/scs/test/problems/qafiro_tiny_qp.h +199 -0
- data/vendor/scs/test/problems/random_prob +0 -0
- data/vendor/scs/test/problems/random_prob.h +45 -0
- data/vendor/scs/test/problems/rob_gauss_cov_est.h +188 -31
- data/vendor/scs/test/problems/small_lp.h +13 -14
- data/vendor/scs/test/problems/test_fails.h +43 -0
- data/vendor/scs/test/problems/unbounded_tiny_qp.h +82 -0
- data/vendor/scs/test/random_socp_prob.c +54 -53
- data/vendor/scs/test/rng.h +109 -0
- data/vendor/scs/test/run_from_file.c +19 -10
- data/vendor/scs/test/run_tests.c +27 -3
- metadata +25 -97
- data/vendor/scs/linsys/amatrix.c +0 -305
- data/vendor/scs/linsys/amatrix.h +0 -36
- data/vendor/scs/linsys/amatrix.o +0 -0
- data/vendor/scs/linsys/cpu/direct/private.o +0 -0
- data/vendor/scs/linsys/cpu/indirect/private.o +0 -0
- data/vendor/scs/linsys/external/amd/SuiteSparse_config.o +0 -0
- data/vendor/scs/linsys/external/amd/amd_1.o +0 -0
- data/vendor/scs/linsys/external/amd/amd_2.o +0 -0
- data/vendor/scs/linsys/external/amd/amd_aat.o +0 -0
- data/vendor/scs/linsys/external/amd/amd_control.o +0 -0
- data/vendor/scs/linsys/external/amd/amd_defaults.o +0 -0
- data/vendor/scs/linsys/external/amd/amd_dump.o +0 -0
- data/vendor/scs/linsys/external/amd/amd_global.o +0 -0
- data/vendor/scs/linsys/external/amd/amd_info.o +0 -0
- data/vendor/scs/linsys/external/amd/amd_order.o +0 -0
- data/vendor/scs/linsys/external/amd/amd_post_tree.o +0 -0
- data/vendor/scs/linsys/external/amd/amd_postorder.o +0 -0
- data/vendor/scs/linsys/external/amd/amd_preprocess.o +0 -0
- data/vendor/scs/linsys/external/amd/amd_valid.o +0 -0
- data/vendor/scs/linsys/external/qdldl/qdldl.o +0 -0
- data/vendor/scs/src/aa.o +0 -0
- data/vendor/scs/src/cones.o +0 -0
- data/vendor/scs/src/ctrlc.o +0 -0
- data/vendor/scs/src/linalg.o +0 -0
- data/vendor/scs/src/normalize.o +0 -0
- data/vendor/scs/src/rw.o +0 -0
- data/vendor/scs/src/scs.o +0 -0
- data/vendor/scs/src/scs_version.o +0 -0
- data/vendor/scs/src/util.o +0 -0
- data/vendor/scs/test/data/small_random_socp +0 -0
- data/vendor/scs/test/problems/small_random_socp.h +0 -33
- data/vendor/scs/test/run_tests +0 -2
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: 9e9285e6e364ac8096c960ae6a00f5b62c6c4790bbd8ca067af9ca35c3652385
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data.tar.gz: 457069e09fe911cb688fcdd8c251dfc3282de4700aa04aadf8d1873528c8efea
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SHA512:
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metadata.gz:
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data.tar.gz:
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metadata.gz: af56c89f3a6cd61f89967da3521e79fab543b66bd57d66df42800b3bbcd600ed8acd8d3390e31d4dbc94d15e55d31743685622388029fa9be6906c6a041945c8
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data.tar.gz: e888d39ba02de61ae2fb4f166502de4442743608bea769d8fd01b9f08537ddb3ca6ac2790a49a73ed3900a983419c899ea28cf7a35a544b610a46ac68408fd38
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data/CHANGELOG.md
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## 0.3.1 (2021-10-08)
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- Fixed installation on Linux
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## 0.3.0 (2021-10-05)
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- Updated SCS to 3.0.0
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## 0.2.3 (2021-09-09)
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- Updated SCS to 2.1.4
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## 0.2.2 (2020-07-21)
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- Updated SCS to 2.1.2
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## 0.2.1 (2019-11-29)
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- Fixed installation on Windows
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data/LICENSE.txt
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The MIT License (MIT)
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Copyright (c) 2012 Brendan O'Donoghue (bodonoghue85@gmail.com)
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Copyright (c) 2019-2021 Andrew Kane
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Permission is hereby granted, free of charge, to any person obtaining
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the following conditions:
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Permission is hereby granted, free of charge, to any person obtaining a copy
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of this software and associated documentation files (the "Software"), to deal
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in the Software without restriction, including without limitation the rights
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to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
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copies of the Software, and to permit persons to whom the Software is
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furnished to do so, subject to the following conditions:
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The above copyright notice and this permission notice shall be
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The above copyright notice and this permission notice shall be included in all
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copies or substantial portions of the Software.
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THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
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OF
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THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
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IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
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FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
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AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
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LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
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OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
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SOFTWARE.
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data/README.md
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:fire: Supports many different [problem types](https://www.cvxpy.org/tutorial/advanced/index.html#choosing-a-solver)
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[![Build Status](https://
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[![Build Status](https://github.com/ankane/scs/workflows/build/badge.svg?branch=master)](https://github.com/ankane/scs/actions)
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## Installation
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```ruby
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solver.solve(data, cone, {
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normalize: true, # heuristic data rescaling
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scale: 1
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scale: 0.1, # if normalized, rescales by this factor
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adaptive_scale: true, # heuristically adapt dual scale through the solve
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rho_x: 1e-6, # x equality constraint scaling
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max_iters: 1e5, # maximum iterations to take
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eps_abs: 1e-4, # absolute feasibility tolerance
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eps_rel: 1e-4, # relative feasibility tolerance
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eps_infeas: 1e-7, # infeasibility tolerance
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alpha: 1.5, # relaxation parameter
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time_limit_secs: nil, # time limit for solve run in seconds
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verbose: true, # write out progress
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warm_start: false, # warm start
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acceleration_lookback: 10, # memory for acceleration
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acceleration_interval: 10, # iterations to run Anderson acceleration
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write_data_filename: nil, # filename to write data if set
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log_csv_filename: nil # write csv logs of various quantities
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})
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```
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data/lib/scs/ffi.rb
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"scs_int m",
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"scs_int n",
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"ScsMatrix *a",
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"ScsMatrix *p",
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"scs_float *b",
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"scs_float *c",
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"ScsSettings *stgs"
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]
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m::Cone = struct [
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"scs_int
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"scs_int z",
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"scs_int l",
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"scs_float *bu",
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"scs_float *bl",
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"scs_int *bsize",
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"scs_int *q",
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"scs_int qsize",
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"scs_int *s",
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m::Info = struct [
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"scs_int iter",
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"char status[
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"char status[128]",
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"scs_int status_val",
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"scs_int scale_updates",
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"scs_float pobj",
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"scs_float dobj",
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"scs_float res_pri",
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"scs_float res_dual",
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"scs_float gap",
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"scs_float res_infeas",
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"scs_float
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"scs_float
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"scs_float res_unbdd_a",
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"scs_float res_unbdd_p",
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"scs_float setup_time",
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"scs_float solve_time"
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"scs_float solve_time",
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"scs_float scale",
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"scs_float comp_slack",
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"scs_int rejected_accel_steps",
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"scs_int accepted_accel_steps",
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"scs_float lin_sys_time",
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"scs_float cone_time",
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"scs_float accel_time"
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]
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m::Settings = struct [
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"scs_int normalize",
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"scs_float scale",
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"scs_int adaptive_scale",
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"scs_float rho_x",
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"scs_int max_iters",
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"scs_float
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"scs_float eps_abs",
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"scs_float eps_rel",
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"scs_float eps_infeas",
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"scs_float alpha",
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"scs_float
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"scs_float time_limit_secs",
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"scs_int verbose",
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"scs_int warm_start",
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"scs_int acceleration_lookback",
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"
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"scs_int acceleration_interval",
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"const char* write_data_filename",
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"const char *log_csv_filename"
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]
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m::Matrix = struct [
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]
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# scs.h
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extern "ScsWork *scs_init(const ScsData *d, const ScsCone *k,
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extern "scs_int scs_solve(ScsWork *w,
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extern "ScsWork *scs_init(const ScsData *d, const ScsCone *k, const ScsSettings *stgs)"
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extern "scs_int scs_solve(ScsWork *w, ScsSolution *sol, ScsInfo *info)"
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extern "void scs_finish(ScsWork *w)"
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extern "scs_int scs(const ScsData *d, const ScsCone *k, ScsSolution *sol, ScsInfo *info)"
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extern "scs_int scs(const ScsData *d, const ScsCone *k, const ScsSettings *stgs, ScsSolution *sol, ScsInfo *info)"
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extern "const char *scs_version(void)"
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# utils.h
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extern "void scs_set_default_settings(
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extern "void scs_set_default_settings(ScsSettings *stgs)"
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end
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end
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end
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data/lib/scs/solver.rb
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def solve(data, cone, **settings)
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cdata = create_data(data)
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settings = create_settings(settings)
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ccone = create_cone(cone)
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solution = calloc(ffi::Solution.size) # alloc clear memory
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info = ffi::Info.malloc
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ffi.scs(cdata, ccone, solution, info)
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ffi.scs(cdata, ccone, settings, solution, info)
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solution = ffi::Solution.new(solution)
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x = read_float_array(solution.x, cdata.n)
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iter: info.iter,
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status: read_string(info.status),
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status_val: info.status_val,
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scale_updates: info.scale_updates,
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pobj: info.pobj,
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dobj: info.dobj,
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res_pri: info.res_pri,
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res_dual: info.res_dual,
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gap: info.gap,
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res_infeas: info.res_infeas,
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res_unbdd_a: info.res_unbdd_a,
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res_unbdd_p: info.res_unbdd_p,
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setup_time: info.setup_time,
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solve_time: info.solve_time
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solve_time: info.solve_time,
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scale: info.scale,
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comp_slack: info.comp_slack,
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rejected_accel_steps: info.rejected_accel_steps,
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accepted_accel_steps: info.accepted_accel_steps,
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lin_sys_time: info.lin_sys_time,
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cone_time: info.cone_time,
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accel_time: info.accel_time
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}
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end
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raise Error, "Error code #{ret}" if ret != 0
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end
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def read_string(char_ptr)
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idx = char_ptr.index { |v| v == 0 }
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char_ptr[0, idx].map(&:chr).join
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end
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def float_array(arr)
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# SCS float = double
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Fiddle::Pointer[arr.to_a.pack("d*")]
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123
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cdata.m = m
|
120
124
|
cdata.n = n
|
121
125
|
cdata.a = csc_matrix(data[:a])
|
126
|
+
|
127
|
+
if data[:p]
|
128
|
+
raise ArgumentError, "Bad p shape" if shape(data[:p]) != [n, n]
|
129
|
+
cdata.p = csc_matrix(data[:p])
|
130
|
+
end
|
131
|
+
|
132
|
+
raise ArgumentError, "Bad b size" if data[:b].to_a.size != m
|
122
133
|
cdata.b = float_array(data[:b])
|
134
|
+
|
135
|
+
raise ArgumentError, "Bad c size" if data[:c].to_a.size != n
|
123
136
|
cdata.c = float_array(data[:c])
|
124
137
|
cdata
|
125
138
|
end
|
126
139
|
|
127
140
|
def create_cone(cone)
|
128
141
|
ccone = ffi::Cone.malloc
|
129
|
-
ccone.
|
142
|
+
ccone.z = cone[:z].to_i
|
130
143
|
ccone.l = cone[:l].to_i
|
144
|
+
ccone.bu = float_array(cone[:bu])
|
145
|
+
ccone.bl = float_array(cone[:bl])
|
146
|
+
if cone[:bu].to_a.size != cone[:bl].to_a.size
|
147
|
+
raise ArgumentError, "Expected bu and bl size to match"
|
148
|
+
end
|
149
|
+
ccone.bsize = cone[:bu].to_a.size
|
131
150
|
ccone.q = int_array(cone[:q])
|
132
151
|
ccone.qsize = cone[:q].to_a.size
|
133
152
|
ccone.s = int_array(cone[:s])
|
@@ -139,10 +158,9 @@ module SCS
|
|
139
158
|
ccone
|
140
159
|
end
|
141
160
|
|
142
|
-
def
|
161
|
+
def create_settings(settings)
|
143
162
|
set = ffi::Settings.malloc
|
144
|
-
|
145
|
-
ffi.scs_set_default_settings(data)
|
163
|
+
ffi.scs_set_default_settings(set)
|
146
164
|
|
147
165
|
# hack for setting members with []=
|
148
166
|
# safer than send("#{k}=", v)
|
data/lib/scs/version.rb
CHANGED
@@ -0,0 +1,39 @@
|
|
1
|
+
cff-version: 1.2.0
|
2
|
+
message: "If you use this software, please cite it as below."
|
3
|
+
authors:
|
4
|
+
- family-names: "O'Donoghue"
|
5
|
+
given-names: "Brendan"
|
6
|
+
- family-names: "Chu"
|
7
|
+
given-names: "Eric"
|
8
|
+
- family-names: "Parikh"
|
9
|
+
given-names: "Neal"
|
10
|
+
- family-names: "Boyd"
|
11
|
+
given-names: "Stephen"
|
12
|
+
title: "SCS: Spltting Conic Solver"
|
13
|
+
version: 3.0.0
|
14
|
+
date-released: 2021
|
15
|
+
url: "https://github.com/cvxgrp/scs"
|
16
|
+
|
17
|
+
# Original SCS paper:
|
18
|
+
preferred-citation:
|
19
|
+
type: article
|
20
|
+
authors:
|
21
|
+
- family-names: "O'Donoghue"
|
22
|
+
given-names: "Brendan"
|
23
|
+
- family-names: "Chu"
|
24
|
+
given-names: "Eric"
|
25
|
+
- family-names: "Parikh"
|
26
|
+
given-names: "Neal"
|
27
|
+
- family-names: "Boyd"
|
28
|
+
given-names: "Stephen"
|
29
|
+
journal: "Journal of Optimization Theory and Applications"
|
30
|
+
month: 6
|
31
|
+
start: 1042 # Start pages
|
32
|
+
end: 1068 # End pages
|
33
|
+
title: "Conic Optimization via Operator Splitting and Homogeneous Self-Dual Embedding"
|
34
|
+
issue: 3
|
35
|
+
volume: 169
|
36
|
+
year: 2016
|
37
|
+
doi: 10.1007/s10957-016-0892-3
|
38
|
+
url: https://dx.doi.org/10.1007/s10957-016-0892-3
|
39
|
+
|
@@ -0,0 +1,272 @@
|
|
1
|
+
# CMakeLists.txt file for scs
|
2
|
+
# This software may be modified and distributed under the terms of the MIT License
|
3
|
+
|
4
|
+
cmake_minimum_required(VERSION 3.5)
|
5
|
+
|
6
|
+
project(scs
|
7
|
+
LANGUAGES C
|
8
|
+
VERSION 2.1.4)
|
9
|
+
|
10
|
+
# Defines the CMAKE_INSTALL_LIBDIR, CMAKE_INSTALL_BINDIR and many other useful macros.
|
11
|
+
# See https://cmake.org/cmake/help/latest/module/GNUInstallDirs.html
|
12
|
+
include(GNUInstallDirs)
|
13
|
+
|
14
|
+
# Control where libraries and executables are placed during the build.
|
15
|
+
# With the following settings executables are placed in <the top level of the
|
16
|
+
# build tree>/bin and libraries/archives in <top level of the build tree>/lib.
|
17
|
+
# This is particularly useful to run ctests on libraries built on Windows
|
18
|
+
# machines: tests, which are executables, are placed in the same folders of
|
19
|
+
# dlls, which are treated as executables as well, so that they can properly
|
20
|
+
# find the libraries to run. This is a because of missing RPATH on Windows.
|
21
|
+
set(CMAKE_RUNTIME_OUTPUT_DIRECTORY "${CMAKE_BINARY_DIR}/${CMAKE_INSTALL_BINDIR}")
|
22
|
+
set(CMAKE_LIBRARY_OUTPUT_DIRECTORY "${CMAKE_BINARY_DIR}/${CMAKE_INSTALL_LIBDIR}")
|
23
|
+
set(CMAKE_ARCHIVE_OUTPUT_DIRECTORY "${CMAKE_BINARY_DIR}/${CMAKE_INSTALL_LIBDIR}")
|
24
|
+
|
25
|
+
# To build shared libraries in Windows, we set CMAKE_WINDOWS_EXPORT_ALL_SYMBOLS to TRUE.
|
26
|
+
# See https://cmake.org/cmake/help/v3.4/variable/CMAKE_WINDOWS_EXPORT_ALL_SYMBOLS.html
|
27
|
+
# See https://blog.kitware.com/create-dlls-on-windows-without-declspec-using-new-cmake-export-all-feature/
|
28
|
+
set(CMAKE_WINDOWS_EXPORT_ALL_SYMBOLS ON)
|
29
|
+
|
30
|
+
# Under MSVC, we set CMAKE_DEBUG_POSTFIX to "d" to add a trailing "d" to library
|
31
|
+
# built in debug mode. In this Windows user can compile, build and install the
|
32
|
+
# library in both Release and Debug configuration avoiding naming clashes in the
|
33
|
+
# installation directories.
|
34
|
+
if(MSVC)
|
35
|
+
set(CMAKE_DEBUG_POSTFIX "d")
|
36
|
+
endif()
|
37
|
+
|
38
|
+
# Build position independent code.
|
39
|
+
# Position Independent Code (PIC) is commonly used for shared libraries so that
|
40
|
+
# the same shared library code can be loaded in each program address space in a
|
41
|
+
# location where it will not overlap with any other uses of such memory.
|
42
|
+
# In particular, this option avoids problems occurring when a process wants to
|
43
|
+
# load more than one shared library at the same virtual address.
|
44
|
+
# Since shared libraries cannot predict where other shared libraries could be
|
45
|
+
# loaded, this is an unavoidable problem with the traditional shared library
|
46
|
+
# concept.
|
47
|
+
# Generating position-independent code is often the default behavior for most
|
48
|
+
# modern compilers.
|
49
|
+
# Moreover linking a static library that is not built with PIC from a shared
|
50
|
+
# library will fail on some compiler/architecture combinations.
|
51
|
+
# Further details on PIC can be found here:
|
52
|
+
# https://eli.thegreenplace.net/2011/11/03/position-independent-code-pic-in-shared-libraries/
|
53
|
+
set(CMAKE_POSITION_INDEPENDENT_CODE ON)
|
54
|
+
|
55
|
+
# Disable C and C++ compiler extensions.
|
56
|
+
# C/CXX_EXTENSIONS are ON by default to allow the compilers to use extended
|
57
|
+
# variants of the C/CXX language.
|
58
|
+
# However, this could expose cross-platform bugs in user code or in the headers
|
59
|
+
# of third-party dependencies and thus it is strongly suggested to turn
|
60
|
+
# extensions off.
|
61
|
+
set(CMAKE_C_EXTENSIONS OFF)
|
62
|
+
set(CMAKE_CXX_EXTENSIONS OFF)
|
63
|
+
list(APPEND CMAKE_MODULE_PATH ${CMAKE_CURRENT_SOURCE_DIR}/cmake)
|
64
|
+
|
65
|
+
### Options
|
66
|
+
# Shared/Dynamic or Static library?
|
67
|
+
option(BUILD_SHARED_LIBS "Build libraries as shared as opposed to static" ON)
|
68
|
+
|
69
|
+
# Enable RPATH support for installed binaries and libraries
|
70
|
+
include(AddInstallRPATHSupport)
|
71
|
+
add_install_rpath_support(BIN_DIRS "${CMAKE_INSTALL_FULL_BINDIR}"
|
72
|
+
LIB_DIRS "${CMAKE_INSTALL_FULL_LIBDIR}"
|
73
|
+
INSTALL_NAME_DIR "${CMAKE_INSTALL_FULL_LIBDIR}"
|
74
|
+
USE_LINK_PATH)
|
75
|
+
|
76
|
+
# Encourage user to specify a build type (e.g. Release, Debug, etc.), otherwise set it to Release.
|
77
|
+
if(NOT CMAKE_CONFIGURATION_TYPES)
|
78
|
+
if(NOT CMAKE_BUILD_TYPE)
|
79
|
+
message(STATUS "Setting build type to 'Release' as none was specified.")
|
80
|
+
set_property(CACHE CMAKE_BUILD_TYPE PROPERTY VALUE "Release")
|
81
|
+
endif()
|
82
|
+
endif()
|
83
|
+
|
84
|
+
|
85
|
+
# Build test related commands?
|
86
|
+
option(BUILD_TESTING "Create tests using CMake" OFF)
|
87
|
+
if(BUILD_TESTING)
|
88
|
+
enable_testing()
|
89
|
+
endif()
|
90
|
+
|
91
|
+
### Some variables useful for sampling the building process
|
92
|
+
# Note that the GPU profile is not compiled.
|
93
|
+
set(LINSYS linsys)
|
94
|
+
set(DIRSRC ${LINSYS}/cpu/direct)
|
95
|
+
set(INDIRSRC ${LINSYS}/cpu/indirect)
|
96
|
+
set(EXTERNAL ${LINSYS}/external)
|
97
|
+
|
98
|
+
|
99
|
+
# Common source files
|
100
|
+
set(${PROJECT_NAME}_SRC
|
101
|
+
src/aa.c
|
102
|
+
src/cones.c
|
103
|
+
src/ctrlc.c
|
104
|
+
src/linalg.c
|
105
|
+
src/normalize.c
|
106
|
+
src/rw.c
|
107
|
+
src/scs.c
|
108
|
+
src/scs_version.c
|
109
|
+
src/util.c
|
110
|
+
${LINSYS}/csparse.c
|
111
|
+
${LINSYS}/scs_matrix.c)
|
112
|
+
|
113
|
+
# Common header files
|
114
|
+
set(${PROJECT_NAME}_HDR
|
115
|
+
include/aa.h
|
116
|
+
include/cones.h
|
117
|
+
include/ctrlc.h
|
118
|
+
include/glbopts.h
|
119
|
+
include/linalg.h
|
120
|
+
include/linsys.h
|
121
|
+
include/normalize.h
|
122
|
+
include/rw.h
|
123
|
+
include/scs.h
|
124
|
+
include/scs_blas.h
|
125
|
+
include/util.h
|
126
|
+
${LINSYS}/csparse.h
|
127
|
+
${LINSYS}/scs_matrix.h)
|
128
|
+
|
129
|
+
# get all the c file in amd/external
|
130
|
+
file(GLOB ${PROJECT_NAME}_AMD_EXTERNAL_SRC
|
131
|
+
${EXTERNAL}/amd/*.c
|
132
|
+
)
|
133
|
+
|
134
|
+
# get all the h file in amd/external
|
135
|
+
file(GLOB ${PROJECT_NAME}_AMD_EXTERNAL_HDR
|
136
|
+
${EXTERNAL}/amd/*.h
|
137
|
+
)
|
138
|
+
|
139
|
+
# get all the c file in amd/external
|
140
|
+
file(GLOB ${PROJECT_NAME}_LDL_EXTERNAL_HDR
|
141
|
+
${EXTERNAL}/qdldl/*.h
|
142
|
+
)
|
143
|
+
|
144
|
+
### Direct method
|
145
|
+
# Here we compile the direct method library
|
146
|
+
set(${PROJECT_NAME}_DIRECT ${PROJECT_NAME}dir)
|
147
|
+
add_library(${${PROJECT_NAME}_DIRECT}
|
148
|
+
${${PROJECT_NAME}_HDR}
|
149
|
+
${${PROJECT_NAME}_SRC}
|
150
|
+
${DIRSRC}/private.c
|
151
|
+
${DIRSRC}/private.h
|
152
|
+
${EXTERNAL}/qdldl/qdldl.c
|
153
|
+
${${PROJECT_NAME}_AMD_EXTERNAL_SRC}
|
154
|
+
${${PROJECT_NAME}_AMD_EXTERNAL_HDR}
|
155
|
+
${${PROJECT_NAME}_LDL_EXTERNAL_HDR})
|
156
|
+
|
157
|
+
target_include_directories(${${PROJECT_NAME}_DIRECT} PRIVATE
|
158
|
+
"$<BUILD_INTERFACE:${CMAKE_CURRENT_SOURCE_DIR}/${EXTERNAL}/amd;${CMAKE_CURRENT_SOURCE_DIR}/${EXTERNAL}/qdldl;${CMAKE_CURRENT_SOURCE_DIR}/${DIRSRC};${CMAKE_CURRENT_SOURCE_DIR}/${LINSYS}>")
|
159
|
+
|
160
|
+
target_include_directories(${${PROJECT_NAME}_DIRECT} PUBLIC
|
161
|
+
"$<BUILD_INTERFACE:${CMAKE_CURRENT_SOURCE_DIR}/include>"
|
162
|
+
"$<INSTALL_INTERFACE:${CMAKE_INSTALL_INCLUDEDIR}/scs>")
|
163
|
+
|
164
|
+
# Compiled with blas and lapack, can solve LPs, SOCPs, SDPs, ECPs, and PCPs
|
165
|
+
target_compile_definitions(${${PROJECT_NAME}_DIRECT} PRIVATE -DUSE_LAPACK -DCOPYAMATRIX -DCTRLC)
|
166
|
+
|
167
|
+
# The library depends on math (m) blas and lapack
|
168
|
+
target_link_libraries(${${PROJECT_NAME}_DIRECT} PRIVATE
|
169
|
+
m
|
170
|
+
blas
|
171
|
+
lapack)
|
172
|
+
|
173
|
+
# Set some properties
|
174
|
+
set_target_properties(${${PROJECT_NAME}_DIRECT} PROPERTIES
|
175
|
+
VERSION ${scs_VERSION}
|
176
|
+
PUBLIC_HEADER "${${PROJECT_NAME}_HDR}")
|
177
|
+
|
178
|
+
add_library(scs::${${PROJECT_NAME}_DIRECT} ALIAS ${${PROJECT_NAME}_DIRECT})
|
179
|
+
|
180
|
+
# Install the library
|
181
|
+
install(TARGETS ${${PROJECT_NAME}_DIRECT}
|
182
|
+
EXPORT ${PROJECT_NAME}
|
183
|
+
COMPONENT runtime
|
184
|
+
LIBRARY DESTINATION "${CMAKE_INSTALL_LIBDIR}" COMPONENT shlib
|
185
|
+
ARCHIVE DESTINATION "${CMAKE_INSTALL_LIBDIR}" COMPONENT lib
|
186
|
+
RUNTIME DESTINATION "${CMAKE_INSTALL_BINDIR}" COMPONENT bin
|
187
|
+
PUBLIC_HEADER DESTINATION "${CMAKE_INSTALL_INCLUDEDIR}/scs")
|
188
|
+
|
189
|
+
# Add the direct method to the set of the compiled targets
|
190
|
+
set_property(GLOBAL APPEND PROPERTY scs_TARGETS ${${PROJECT_NAME}_DIRECT})
|
191
|
+
|
192
|
+
### Indirect method
|
193
|
+
# Here we compile the indirect method library
|
194
|
+
set(${PROJECT_NAME}_INDIRECT ${PROJECT_NAME}indir)
|
195
|
+
add_library(${${PROJECT_NAME}_INDIRECT}
|
196
|
+
${${PROJECT_NAME}_HDR}
|
197
|
+
${${PROJECT_NAME}_SRC}
|
198
|
+
${INDIRSRC}/private.c
|
199
|
+
${INDIRSRC}/private.h
|
200
|
+
${${${PROJECT_NAME}_INDIRECT}_HDR}
|
201
|
+
)
|
202
|
+
|
203
|
+
|
204
|
+
target_include_directories(${${PROJECT_NAME}_INDIRECT} PRIVATE
|
205
|
+
"$<BUILD_INTERFACE:${CMAKE_CURRENT_SOURCE_DIR}/${EXTERNAL}/amd;${CMAKE_CURRENT_SOURCE_DIR}/${EXTERNAL}/qdldl;${CMAKE_CURRENT_SOURCE_DIR}/${INDIRSRC};${CMAKE_CURRENT_SOURCE_DIR}/${LINSYS}>")
|
206
|
+
|
207
|
+
target_include_directories(${${PROJECT_NAME}_INDIRECT} PUBLIC
|
208
|
+
"$<BUILD_INTERFACE:${CMAKE_CURRENT_SOURCE_DIR}/include>"
|
209
|
+
"$<INSTALL_INTERFACE:${CMAKE_INSTALL_INCLUDEDIR}/scs>")
|
210
|
+
|
211
|
+
# Compiled with blas and lapack, can solve LPs, SOCPs, SDPs, ECPs, and PCPs
|
212
|
+
target_compile_definitions(${${PROJECT_NAME}_INDIRECT} PRIVATE -DUSE_LAPACK -DCOPYAMATRIX -DCTRLC -DINDIRECT)
|
213
|
+
|
214
|
+
# The library depends on math (m) blas and lapack
|
215
|
+
target_link_libraries(${${PROJECT_NAME}_INDIRECT} PUBLIC
|
216
|
+
m
|
217
|
+
blas
|
218
|
+
lapack)
|
219
|
+
|
220
|
+
# Set some properties
|
221
|
+
set_target_properties(${${PROJECT_NAME}_INDIRECT} PROPERTIES
|
222
|
+
VERSION ${scs_VERSION}
|
223
|
+
PUBLIC_HEADER "${${${PROJECT_NAME}_INDIRECT}_HDR}")
|
224
|
+
|
225
|
+
add_library(scs::${${PROJECT_NAME}_INDIRECT} ALIAS ${${PROJECT_NAME}_INDIRECT})
|
226
|
+
|
227
|
+
# Install the library
|
228
|
+
install(TARGETS ${${PROJECT_NAME}_INDIRECT}
|
229
|
+
EXPORT ${PROJECT_NAME}
|
230
|
+
COMPONENT runtime
|
231
|
+
LIBRARY DESTINATION "${CMAKE_INSTALL_LIBDIR}" COMPONENT shlib
|
232
|
+
ARCHIVE DESTINATION "${CMAKE_INSTALL_LIBDIR}" COMPONENT lib
|
233
|
+
RUNTIME DESTINATION "${CMAKE_INSTALL_BINDIR}" COMPONENT bin
|
234
|
+
PUBLIC_HEADER DESTINATION "${CMAKE_INSTALL_INCLUDEDIR}/scs")
|
235
|
+
|
236
|
+
# Add the indirect method to the set of the compiled targets
|
237
|
+
set_property(GLOBAL APPEND PROPERTY scs_TARGETS ${${PROJECT_NAME}_INDIRECT})
|
238
|
+
|
239
|
+
### Install the .cmake file.
|
240
|
+
# Thanks to thanks file it will be possible to link scs to consumer libraries
|
241
|
+
include(InstallBasicPackageFiles)
|
242
|
+
install_basic_package_files(${PROJECT_NAME}
|
243
|
+
NAMESPACE scs::
|
244
|
+
VERSION ${${PROJECT_NAME}_VERSION}
|
245
|
+
TARGETS_PROPERTY scs_TARGETS
|
246
|
+
COMPATIBILITY SameMajorVersion
|
247
|
+
VARS_PREFIX ${PROJECT_NAME}
|
248
|
+
NO_CHECK_REQUIRED_COMPONENTS_MACRO)
|
249
|
+
|
250
|
+
### Add the tests
|
251
|
+
if(BUILD_TESTING)
|
252
|
+
add_executable(run_tests_direct test/run_tests.c)
|
253
|
+
target_link_libraries(run_tests_direct PRIVATE
|
254
|
+
scs::scsdir)
|
255
|
+
target_include_directories(run_tests_direct PRIVATE
|
256
|
+
"$<BUILD_INTERFACE:${CMAKE_CURRENT_SOURCE_DIR}/test;${CMAKE_CURRENT_SOURCE_DIR}/include;${CMAKE_CURRENT_SOURCE_DIR}/${LINSYS}>")
|
257
|
+
|
258
|
+
add_test(NAME run_tests_direct
|
259
|
+
COMMAND run_tests_direct
|
260
|
+
WORKING_DIRECTORY ${CMAKE_CURRENT_SOURCE_DIR})
|
261
|
+
|
262
|
+
add_executable(run_tests_indirect test/run_tests.c)
|
263
|
+
target_link_libraries(run_tests_indirect PRIVATE
|
264
|
+
scs::scsindir)
|
265
|
+
target_include_directories(run_tests_indirect PRIVATE
|
266
|
+
"$<BUILD_INTERFACE:${CMAKE_CURRENT_SOURCE_DIR}/test;${CMAKE_CURRENT_SOURCE_DIR}/include;${CMAKE_CURRENT_SOURCE_DIR}/${LINSYS}>")
|
267
|
+
|
268
|
+
add_test(NAME run_tests_indirect
|
269
|
+
COMMAND run_tests_indirect
|
270
|
+
WORKING_DIRECTORY ${CMAKE_CURRENT_SOURCE_DIR})
|
271
|
+
|
272
|
+
endif()
|