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backport of https://github.com/CGAL/cgal/pull/7499

This commit is contained in:
Sébastien Loriot 2024-08-28 11:49:05 +02:00
parent 21c75a1f0b
commit 706c5f12ae
2 changed files with 60 additions and 71 deletions
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124
Solver_interface/include/CGAL/OSQP_quadratic_program_traits.h
View File

@ -44,9 +44,9 @@ namespace CGAL {
number type that `FieldNumberType` number type that `FieldNumberType`
\note The `FT` type is provided for convenience. Internally, this FT type is converted \note The `FT` type is provided for convenience. Internally, this FT type is converted
to `c_float` type that can be set either to `float` or `double`. By default, the `double` to `OSQPFloat` type that can be set either to `float` or `double`. By default, the `double`
type is used. After the optimization is complete, the `c_float` type is converted back to `FT`. type is used. After the optimization is complete, the `OSQPFloat` type is converted back to `FT`.
See more about `c_float` <a href="https://osqp.org/docs/interfaces/C.html#data-types">here</a>. See more about `OSQPFloat` <a href="https://osqp.org/docs/interfaces/C.html#data-types">here</a>.
\cgalModels `QuadraticProgramTraits` \cgalModels `QuadraticProgramTraits`
*/ */
@ -192,27 +192,27 @@ public:
CGAL_precondition(q_vec.size() == n); CGAL_precondition(q_vec.size() == n);
CGAL_precondition(l_vec.size() == m && l_vec.size() == m); CGAL_precondition(l_vec.size() == m && l_vec.size() == m);
const c_int P_nnz = static_cast<c_int>(P_vec.size()); const OSQPInt P_nnz = static_cast<OSQPInt>(P_vec.size());
auto P_x = std::make_unique<c_float[]>(P_nnz); auto P_x = std::make_unique<OSQPFloat[]>(P_nnz);
auto P_i = std::make_unique<c_int[]>(P_nnz); auto P_i = std::make_unique<OSQPInt[]>(P_nnz);
auto P_p = std::make_unique<c_int[]>(n + 1); auto P_p = std::make_unique<OSQPInt[]>(n + 1);
set_matrix_from_triplets("P", P_vec, P_x.get(), P_i.get(), P_p.get()); set_matrix_from_triplets("P", P_vec, P_x.get(), P_i.get(), P_p.get());
if(verbose) std::cout << "P_nnz: " << P_nnz << std::endl; if(verbose) std::cout << "P_nnz: " << P_nnz << std::endl;
const c_int A_nnz = static_cast<c_int>(A_vec.size()); const OSQPInt A_nnz = static_cast<OSQPInt>(A_vec.size());
auto A_x = std::make_unique<c_float[]>(A_nnz); auto A_x = std::make_unique<OSQPFloat[]>(A_nnz);
auto A_i = std::make_unique<c_int[]>(A_nnz); auto A_i = std::make_unique<OSQPInt[]>(A_nnz);
auto A_p = std::make_unique<c_int[]>(n + 1); auto A_p = std::make_unique<OSQPInt[]>(n + 1);
set_matrix_from_triplets("A", A_vec, A_x.get(), A_i.get(), A_p.get()); set_matrix_from_triplets("A", A_vec, A_x.get(), A_i.get(), A_p.get());
if(verbose) std::cout << "A_nnz: " << A_nnz << std::endl; if(verbose) std::cout << "A_nnz: " << A_nnz << std::endl;
const c_int q_size = static_cast<c_int>(q_vec.size()); const OSQPInt q_size = static_cast<OSQPInt>(q_vec.size());
const c_int l_size = static_cast<c_int>(l_vec.size()); const OSQPInt l_size = static_cast<OSQPInt>(l_vec.size());
const c_int u_size = static_cast<c_int>(u_vec.size()); const OSQPInt u_size = static_cast<OSQPInt>(u_vec.size());
auto q_x = std::make_unique<c_float[]>(q_size); auto q_x = std::make_unique<OSQPFloat[]>(q_size);
auto l_x = std::make_unique<c_float[]>(l_size); auto l_x = std::make_unique<OSQPFloat[]>(l_size);
auto u_x = std::make_unique<c_float[]>(u_size); auto u_x = std::make_unique<OSQPFloat[]>(u_size);
set_qlu_data(q_x.get(), l_x.get(), u_x.get()); set_qlu_data(q_x.get(), l_x.get(), u_x.get());
// Problem settings. // Problem settings.
@ -220,22 +220,11 @@ public:
CGAL_assertion(settings); CGAL_assertion(settings);
// Structures. // Structures.
OSQPWorkspace *work; OSQPCscMatrix* P = static_cast<OSQPCscMatrix*>(malloc(sizeof(OSQPCscMatrix)));
OSQPData *data = (OSQPData *) malloc(sizeof(OSQPData)); OSQPCscMatrix* A = static_cast<OSQPCscMatrix*>(malloc(sizeof(OSQPCscMatrix)));
CGAL_assertion(data);
// Populate data. csc_set_data(A, m, n, A_nnz, A_x.get(), A_i.get(), A_p.get());
data->n = static_cast<c_int>(n); csc_set_data(P, n, n, P_nnz, P_x.get(), P_i.get(), P_p.get());
data->m = static_cast<c_int>(m);
data->P = csc_matrix(data->n, data->n, P_nnz, P_x.get(), P_i.get(), P_p.get());
CGAL_assertion(data->P);
data->q = q_x.get();
data->A = csc_matrix(data->m, data->n, A_nnz, A_x.get(), A_i.get(), A_p.get());
CGAL_assertion(data->A);
data->l = l_x.get();
data->u = u_x.get();
// Set solver settings. // Set solver settings.
osqp_set_default_settings(settings); osqp_set_default_settings(settings);
@ -243,38 +232,33 @@ public:
settings->eps_rel = eps_rel; settings->eps_rel = eps_rel;
settings->verbose = verbose; settings->verbose = verbose;
// Set workspace. OSQPSolver* solver = NULL;
osqp_setup(&work, data, settings); OSQPInt exitflag = osqp_setup(&solver, P, q_x.get(), A, l_x.get(), u_x.get(), m, n, settings);
// Solve problem.
c_int exitflag = -1;
try try
{ {
exitflag = osqp_solve(work); if (!exitflag)
exitflag = osqp_solve(solver);
const OSQPFloat* x = solver->solution->x;
for (std::size_t i = 0; i < n; ++i)
{
const FT value{ x[i] };
*(++solution) = value;
}
} }
catch (std::exception& e) catch (std::exception& e)
{ {
std::cerr << "ERROR: OSQP solver has thrown an exception!" << std::endl; std::cerr << "ERROR: OSQP solver has thrown an exception!" << std::endl;
std::cerr << e.what() << std::endl; std::cerr << e.what() << std::endl;
} }
const bool success = (exitflag == 0);
// Create solution. osqp_cleanup(solver);
const c_float *x = work->solution->x; if (A) free(A);
for(std::size_t i=0; i<n; ++i) if (P) free(P);
{ if (settings) free(settings);
const FT value{x[i]};
*(++solution) = value;
}
// Clean workspace. return (exitflag == 0);
osqp_cleanup(work);
c_free(data->A);
c_free(data->P);
c_free(data);
c_free(settings);
return success;
} }
/// \endcond /// \endcond
@ -282,9 +266,9 @@ private:
// Based on the code in scipy, function coo_tocsr() // Based on the code in scipy, function coo_tocsr()
void set_matrix_from_triplets(const std::string /* name */, void set_matrix_from_triplets(const std::string /* name */,
const std::vector<Triplet>& triplets, const std::vector<Triplet>& triplets,
c_float *M_x, OSQPFloat *M_x,
c_int *M_i, OSQPInt *M_i,
c_int *M_p) const OSQPInt *M_p) const
{ {
const std::size_t nnz = triplets.size(); const std::size_t nnz = triplets.size();
@ -296,10 +280,10 @@ private:
} }
// Fill M_p // Fill M_p
c_int cumsum = 0; OSQPInt cumsum = 0;
for(std::size_t j=0; j<n; ++j) for(std::size_t j=0; j<n; ++j)
{ {
const c_int tmp = M_p[j]; const OSQPInt tmp = M_p[j];
M_p[j] = cumsum; M_p[j] = cumsum;
cumsum += tmp; cumsum += tmp;
} }
@ -308,19 +292,19 @@ private:
// Write Ai, Ax into M_i, M_x // Write Ai, Ax into M_i, M_x
for(std::size_t k=0; k<nnz; ++k) for(std::size_t k=0; k<nnz; ++k)
{ {
const c_int col = static_cast<c_int>(std::get<1>(triplets[k])); const OSQPInt col = static_cast<OSQPInt>(std::get<1>(triplets[k]));
const c_int dest = M_p[col]; const OSQPInt dest = M_p[col];
M_i[dest] = static_cast<c_int>(std::get<0>(triplets[k])); M_i[dest] = static_cast<OSQPInt>(std::get<0>(triplets[k]));
M_x[dest] = c_float(CGAL::to_double(std::get<2>(triplets[k]))); M_x[dest] = OSQPFloat(CGAL::to_double(std::get<2>(triplets[k])));
M_p[col]++; M_p[col]++;
} }
c_int last = 0; OSQPInt last = 0;
for(std::size_t j=0; j<=n; ++j) for(std::size_t j=0; j<=n; ++j)
{ {
const c_int tmp = M_p[j]; const OSQPInt tmp = M_p[j];
M_p[j] = last; M_p[j] = last;
last = tmp; last = tmp;
} }
@ -341,19 +325,19 @@ private:
// std::cout << std::endl; // std::cout << std::endl;
} }
void set_qlu_data(c_float *q_x, void set_qlu_data(OSQPFloat *q_x,
c_float *l_x, OSQPFloat *l_x,
c_float *u_x) const OSQPFloat *u_x) const
{ {
for(std::size_t i=0; i<n; ++i) for(std::size_t i=0; i<n; ++i)
{ {
q_x[i] = c_float(CGAL::to_double(q_vec[i])); q_x[i] = OSQPFloat(CGAL::to_double(q_vec[i]));
} }
for(std::size_t i=0; i<m; ++i) for(std::size_t i=0; i<m; ++i)
{ {
l_x[i] = c_float(CGAL::to_double(l_vec[i])); l_x[i] = OSQPFloat(CGAL::to_double(l_vec[i]));
u_x[i] = c_float(CGAL::to_double(u_vec[i])); u_x[i] = OSQPFloat(CGAL::to_double(u_vec[i]));
} }
// std::cout << "q_x: "; // std::cout << "q_x: ";

5
Solver_interface/include/CGAL/SCIP_mixed_integer_program_traits.h
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@ -25,6 +25,11 @@
namespace CGAL { namespace CGAL {
#if (_MSC_VER == 1500)
#undef SCIP_CALL(x)
#define SCIP_CALL(x) (x)
#endif
/// \ingroup PkgSolverInterfaceMIP /// \ingroup PkgSolverInterfaceMIP
/// ///
/// This class provides an interface for formulating and solving /// This class provides an interface for formulating and solving