mirror of https://github.com/CGAL/cgal
backport of https://github.com/CGAL/cgal/pull/7499
This commit is contained in:
Sébastien Loriot
parent
21c75a1f0b
commit
706c5f12ae
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@ -44,9 +44,9 @@ namespace CGAL {
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number type that `FieldNumberType`
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\note The `FT` type is provided for convenience. Internally, this FT type is converted
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to `c_float` type that can be set either to `float` or `double`. By default, the `double`
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type is used. After the optimization is complete, the `c_float` type is converted back to `FT`.
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See more about `c_float` <a href="https://osqp.org/docs/interfaces/C.html#data-types">here</a>.
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to `OSQPFloat` type that can be set either to `float` or `double`. By default, the `double`
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type is used. After the optimization is complete, the `OSQPFloat` type is converted back to `FT`.
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See more about `OSQPFloat` <a href="https://osqp.org/docs/interfaces/C.html#data-types">here</a>.
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\cgalModels `QuadraticProgramTraits`
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*/
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@ -192,27 +192,27 @@ public:
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CGAL_precondition(q_vec.size() == n);
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CGAL_precondition(l_vec.size() == m && l_vec.size() == m);
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const c_int P_nnz = static_cast<c_int>(P_vec.size());
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auto P_x = std::make_unique<c_float[]>(P_nnz);
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auto P_i = std::make_unique<c_int[]>(P_nnz);
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auto P_p = std::make_unique<c_int[]>(n + 1);
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const OSQPInt P_nnz = static_cast<OSQPInt>(P_vec.size());
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auto P_x = std::make_unique<OSQPFloat[]>(P_nnz);
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auto P_i = std::make_unique<OSQPInt[]>(P_nnz);
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auto P_p = std::make_unique<OSQPInt[]>(n + 1);
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set_matrix_from_triplets("P", P_vec, P_x.get(), P_i.get(), P_p.get());
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if(verbose) std::cout << "P_nnz: " << P_nnz << std::endl;
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const c_int A_nnz = static_cast<c_int>(A_vec.size());
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auto A_x = std::make_unique<c_float[]>(A_nnz);
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auto A_i = std::make_unique<c_int[]>(A_nnz);
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auto A_p = std::make_unique<c_int[]>(n + 1);
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const OSQPInt A_nnz = static_cast<OSQPInt>(A_vec.size());
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auto A_x = std::make_unique<OSQPFloat[]>(A_nnz);
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auto A_i = std::make_unique<OSQPInt[]>(A_nnz);
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auto A_p = std::make_unique<OSQPInt[]>(n + 1);
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set_matrix_from_triplets("A", A_vec, A_x.get(), A_i.get(), A_p.get());
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if(verbose) std::cout << "A_nnz: " << A_nnz << std::endl;
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const c_int q_size = static_cast<c_int>(q_vec.size());
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const c_int l_size = static_cast<c_int>(l_vec.size());
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const c_int u_size = static_cast<c_int>(u_vec.size());
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const OSQPInt q_size = static_cast<OSQPInt>(q_vec.size());
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const OSQPInt l_size = static_cast<OSQPInt>(l_vec.size());
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const OSQPInt u_size = static_cast<OSQPInt>(u_vec.size());
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auto q_x = std::make_unique<c_float[]>(q_size);
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auto l_x = std::make_unique<c_float[]>(l_size);
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auto u_x = std::make_unique<c_float[]>(u_size);
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auto q_x = std::make_unique<OSQPFloat[]>(q_size);
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auto l_x = std::make_unique<OSQPFloat[]>(l_size);
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auto u_x = std::make_unique<OSQPFloat[]>(u_size);
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set_qlu_data(q_x.get(), l_x.get(), u_x.get());
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// Problem settings.
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@ -220,22 +220,11 @@ public:
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CGAL_assertion(settings);
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// Structures.
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OSQPWorkspace *work;
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OSQPData *data = (OSQPData *) malloc(sizeof(OSQPData));
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CGAL_assertion(data);
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OSQPCscMatrix* P = static_cast<OSQPCscMatrix*>(malloc(sizeof(OSQPCscMatrix)));
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OSQPCscMatrix* A = static_cast<OSQPCscMatrix*>(malloc(sizeof(OSQPCscMatrix)));
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// Populate data.
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data->n = static_cast<c_int>(n);
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data->m = static_cast<c_int>(m);
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data->P = csc_matrix(data->n, data->n, P_nnz, P_x.get(), P_i.get(), P_p.get());
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CGAL_assertion(data->P);
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data->q = q_x.get();
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data->A = csc_matrix(data->m, data->n, A_nnz, A_x.get(), A_i.get(), A_p.get());
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CGAL_assertion(data->A);
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data->l = l_x.get();
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data->u = u_x.get();
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csc_set_data(A, m, n, A_nnz, A_x.get(), A_i.get(), A_p.get());
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csc_set_data(P, n, n, P_nnz, P_x.get(), P_i.get(), P_p.get());
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// Set solver settings.
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osqp_set_default_settings(settings);
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@ -243,38 +232,33 @@ public:
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settings->eps_rel = eps_rel;
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settings->verbose = verbose;
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// Set workspace.
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osqp_setup(&work, data, settings);
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OSQPSolver* solver = NULL;
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OSQPInt exitflag = osqp_setup(&solver, P, q_x.get(), A, l_x.get(), u_x.get(), m, n, settings);
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// Solve problem.
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c_int exitflag = -1;
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try
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{
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exitflag = osqp_solve(work);
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if (!exitflag)
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exitflag = osqp_solve(solver);
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const OSQPFloat* x = solver->solution->x;
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for (std::size_t i = 0; i < n; ++i)
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{
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const FT value{ x[i] };
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*(++solution) = value;
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}
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catch(std::exception& e)
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}
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catch (std::exception& e)
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{
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std::cerr << "ERROR: OSQP solver has thrown an exception!" << std::endl;
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std::cerr << e.what() << std::endl;
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}
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const bool success = (exitflag == 0);
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// Create solution.
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const c_float *x = work->solution->x;
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for(std::size_t i=0; i<n; ++i)
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{
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const FT value{x[i]};
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*(++solution) = value;
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}
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osqp_cleanup(solver);
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if (A) free(A);
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if (P) free(P);
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if (settings) free(settings);
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// Clean workspace.
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osqp_cleanup(work);
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c_free(data->A);
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c_free(data->P);
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c_free(data);
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c_free(settings);
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return success;
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return (exitflag == 0);
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}
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/// \endcond
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@ -282,9 +266,9 @@ private:
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// Based on the code in scipy, function coo_tocsr()
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void set_matrix_from_triplets(const std::string /* name */,
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const std::vector<Triplet>& triplets,
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c_float *M_x,
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c_int *M_i,
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c_int *M_p) const
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OSQPFloat *M_x,
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OSQPInt *M_i,
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OSQPInt *M_p) const
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{
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const std::size_t nnz = triplets.size();
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@ -296,10 +280,10 @@ private:
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}
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// Fill M_p
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c_int cumsum = 0;
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OSQPInt cumsum = 0;
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for(std::size_t j=0; j<n; ++j)
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{
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const c_int tmp = M_p[j];
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const OSQPInt tmp = M_p[j];
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M_p[j] = cumsum;
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cumsum += tmp;
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}
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@ -308,19 +292,19 @@ private:
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// Write Ai, Ax into M_i, M_x
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for(std::size_t k=0; k<nnz; ++k)
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{
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const c_int col = static_cast<c_int>(std::get<1>(triplets[k]));
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const c_int dest = M_p[col];
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const OSQPInt col = static_cast<OSQPInt>(std::get<1>(triplets[k]));
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const OSQPInt dest = M_p[col];
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M_i[dest] = static_cast<c_int>(std::get<0>(triplets[k]));
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M_x[dest] = c_float(CGAL::to_double(std::get<2>(triplets[k])));
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M_i[dest] = static_cast<OSQPInt>(std::get<0>(triplets[k]));
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M_x[dest] = OSQPFloat(CGAL::to_double(std::get<2>(triplets[k])));
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M_p[col]++;
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}
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c_int last = 0;
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OSQPInt last = 0;
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for(std::size_t j=0; j<=n; ++j)
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{
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const c_int tmp = M_p[j];
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const OSQPInt tmp = M_p[j];
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M_p[j] = last;
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last = tmp;
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}
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@ -341,19 +325,19 @@ private:
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// std::cout << std::endl;
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}
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void set_qlu_data(c_float *q_x,
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c_float *l_x,
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c_float *u_x) const
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void set_qlu_data(OSQPFloat *q_x,
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OSQPFloat *l_x,
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OSQPFloat *u_x) const
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{
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for(std::size_t i=0; i<n; ++i)
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{
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q_x[i] = c_float(CGAL::to_double(q_vec[i]));
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q_x[i] = OSQPFloat(CGAL::to_double(q_vec[i]));
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}
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for(std::size_t i=0; i<m; ++i)
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{
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l_x[i] = c_float(CGAL::to_double(l_vec[i]));
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u_x[i] = c_float(CGAL::to_double(u_vec[i]));
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l_x[i] = OSQPFloat(CGAL::to_double(l_vec[i]));
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u_x[i] = OSQPFloat(CGAL::to_double(u_vec[i]));
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}
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// std::cout << "q_x: ";
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@ -25,6 +25,11 @@
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namespace CGAL {
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#if (_MSC_VER == 1500)
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#undef SCIP_CALL(x)
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#define SCIP_CALL(x) (x)
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#endif
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/// \ingroup PkgSolverInterfaceMIP
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///
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/// This class provides an interface for formulating and solving
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