From 5ff64bd26b1d818605299aaa8d09c2d7e65e7f64 Mon Sep 17 00:00:00 2001
From: Bartolomeo Stellato <bartolomeo.stellato@gmail.com>
Date: Sat, 31 Aug 2019 17:15:19 -0400
Subject: [PATCH 1/5] Updated for OSQP v0.6.0. Fixed #60
---
.editorconfig | 12 ++++++++++++
deps/build.jl | 2 +-
src/MOI_wrapper.jl | 15 +++++++--------
src/OSQP.jl | 5 +++--
src/constants.jl | 2 +-
src/interface.jl | 18 +++++++++++++-----
test/MOI_wrapper.jl | 1 +
test/basic.jl | 6 ++++--
8 files changed, 42 insertions(+), 19 deletions(-)
create mode 100644 .editorconfig
diff --git a/.editorconfig b/.editorconfig
new file mode 100644
index 0000000..779f99a
--- /dev/null
+++ b/.editorconfig
@@ -0,0 +1,12 @@
+root = true
+
+[*]
+indent_style = space
+indent_size = 4
+end_of_line = lf
+charset = utf-8
+trim_trailing_whitespace = true
+insert_final_newline = true
+
+[*.md]
+trim_trailing_whitespace = false
diff --git a/deps/build.jl b/deps/build.jl
index f86a7ea..223d260 100644
--- a/deps/build.jl
+++ b/deps/build.jl
@@ -5,7 +5,7 @@ const verbose = "--verbose" in ARGS
const prefix = Prefix(get([a for a in ARGS if a != "--verbose"], 1, joinpath(@__DIR__, "usr")))
# Current version
-version = "0.5.0"
+version = "0.6.0"
# Get current operating system
osqp_platform =
diff --git a/src/MOI_wrapper.jl b/src/MOI_wrapper.jl
index a37531d..ec4c423 100644
--- a/src/MOI_wrapper.jl
+++ b/src/MOI_wrapper.jl
@@ -88,14 +88,13 @@ MOI.get(::Optimizer, ::MOI.SolverName) = "OSQP"
MOI.supports(::Optimizer, ::MOI.Silent) = true
function MOI.set(optimizer::Optimizer, ::MOI.Silent, value::Bool)
- if optimizer.silent != value
- optimizer.silent = value
- if !MOI.is_empty(optimizer)
- if optimizer.silent
- OSQP.update_settings!(optimizer.inner; :verbose => false)
- else
- OSQP.update_settings!(optimizer.inner; :verbose => optimizer.settings[:verbose])
- end
+ optimizer.silent = value
+ optimizer.settings[:verbose] = !value
+ if !MOI.is_empty(optimizer)
+ if optimizer.silent
+ OSQP.update_settings!(optimizer.inner; :verbose => false)
+ else
+ OSQP.update_settings!(optimizer.inner; :verbose => optimizer.settings[:verbose])
end
end
end
diff --git a/src/OSQP.jl b/src/OSQP.jl
index d6aeb2c..4a7f7d5 100644
--- a/src/OSQP.jl
+++ b/src/OSQP.jl
@@ -2,6 +2,7 @@ module OSQP
export OSQPMathProgBaseInterface
using SparseArrays
+using LinearAlgebra
if isfile(joinpath(dirname(@__FILE__), "..", "deps", "deps.jl"))
@@ -19,8 +20,8 @@ function __init__()
depsdir = realpath(joinpath(dirname(@__FILE__), "..", "deps"))
- if (vnum.major != 0 && vnum.minor != 4)
- error("Current OSQP version installed is $(osqp_version()), but we require version 0.4.*. Delete the contents of the `$depsdir` directory except for the files `build.jl` and `.gitignore`, then rerun Pkg.build(\"OSQP\").")
+ if (vnum.major != 0 && vnum.minor != 6)
+ error("Current OSQP version installed is $(osqp_version()), but we require version 0.6.*. Delete the contents of the `$depsdir` directory except for the files `build.jl` and `.gitignore`, then rerun Pkg.build(\"OSQP\").")
end
end
diff --git a/src/constants.jl b/src/constants.jl
index 41ab7c3..3f4c215 100644
--- a/src/constants.jl
+++ b/src/constants.jl
@@ -2,7 +2,7 @@ const QDLDL_SOLVER = 0
const MKL_PARDISO_SOLVER = 1
# Define OSQP infinity constants
-const OSQP_INFTY = 1e20
+const OSQP_INFTY = 1e30
# OSQP return values
# https://github.com/oxfordcontrol/osqp/blob/master/include/constants.h
diff --git a/src/interface.jl b/src/interface.jl
index 6789df0..89164fd 100644
--- a/src/interface.jl
+++ b/src/interface.jl
@@ -112,6 +112,11 @@ function setup!(model::OSQP.Model;
A = sparse(A)
end
+ # Constructing upper triangular from P
+ if !istriu(P)
+ P = triu(P)
+ end
+
# Convert lower and upper bounds from Julia infinity to OSQP infinity
u = min.(u, OSQP_INFTY)
l = max.(l, -OSQP_INFTY)
@@ -146,12 +151,16 @@ function setup!(model::OSQP.Model;
pointer(q),
pointer(l), pointer(u))
+
# Perform setup
- model.workspace = ccall((:osqp_setup, OSQP.osqp), Ptr{OSQP.Workspace},
- (Ptr{OSQP.Data}, Ptr{OSQP.Settings}), Ref(data), Ref(stgs))
+ workspace = Ref{Ptr{OSQP.Workspace}}()
+ exitflag = ccall((:osqp_setup, OSQP.osqp), Cc_int,
+ (Ptr{Ptr{OSQP.Workspace}}, Ptr{OSQP.Data}, Ptr{OSQP.Settings}),
+ workspace, Ref(data), Ref(stgs))
+ model.workspace = workspace[]
end
- if model.workspace == C_NULL
+ if exitflag != 0
error("Error in OSQP setup")
end
@@ -160,8 +169,7 @@ end
function solve!(model::OSQP.Model, results::Results = Results())
ccall((:osqp_solve, OSQP.osqp), Cc_int,
- (Ptr{OSQP.Workspace}, ),
- model.workspace)
+ (Ptr{OSQP.Workspace}, ), model.workspace)
workspace = unsafe_load(model.workspace)
info = results.info
copyto!(info, unsafe_load(workspace.info))
diff --git a/test/MOI_wrapper.jl b/test/MOI_wrapper.jl
index 40327f0..0063b6c 100644
--- a/test/MOI_wrapper.jl
+++ b/test/MOI_wrapper.jl
@@ -342,6 +342,7 @@ term(c, x::MOI.VariableIndex, y::MOI.VariableIndex) = MOI.ScalarQuadraticTerm(c,
# update settings
@test optimizer.results.info.status_polish == 0
+ print("ERROR STUFF")
MOI.set(optimizer, OSQPSettings.Polish(), true)
MOI.optimize!(optimizer)
@test optimizer.results.info.status_polish == 1
diff --git a/test/basic.jl b/test/basic.jl
index a9e31f3..5a5372a 100644
--- a/test/basic.jl
+++ b/test/basic.jl
@@ -145,14 +145,16 @@ tol = 1e-5
model = OSQP.Model()
OSQP.setup!(model; P=problem[:P], q=problem[:q],
- A=problem[:A], l=problem[:l], u=problem[:u], options...)
+ A=problem[:A], l=problem[:l], u=problem[:u], options...)
results = OSQP.solve!(model)
@test results.info.status == :Solved
# Ensure solver will time out
- OSQP.update_settings!(model, time_limit=1e-6, max_iter=1000000, check_termination=0)
+ OSQP.update_settings!(model,
+ eps_abs=1e-20, eps_rel=1e-20,
+ time_limit=1e-6, max_iter=1000000, check_termination=0)
results_time_limit = OSQP.solve!(model)
From a8bea98abf91a9a6357dbc96fe745dce813ad29a Mon Sep 17 00:00:00 2001
From: Bartolomeo Stellato <bartolomeo.stellato@gmail.com>
Date: Sat, 31 Aug 2019 20:10:20 -0400
Subject: [PATCH 2/5] Add TimeLimitSec. Fixes #58
---
src/MOI_wrapper.jl | 20 ++++++++++++++++++++
test/MOI_wrapper.jl | 5 +----
test/dual_infeasibility.jl | 4 ++--
3 files changed, 23 insertions(+), 6 deletions(-)
diff --git a/src/MOI_wrapper.jl b/src/MOI_wrapper.jl
index ec4c423..4b3e292 100644
--- a/src/MOI_wrapper.jl
+++ b/src/MOI_wrapper.jl
@@ -100,6 +100,26 @@ function MOI.set(optimizer::Optimizer, ::MOI.Silent, value::Bool)
end
MOI.get(optimizer::Optimizer, ::MOI.Silent) = optimizer.silent
+
+
+MOI.supports(::Optimizer, ::MOI.TimeLimitSec) = true
+function MOI.set(model::Optimizer, ::MOI.TimeLimitSec, limit::Real)
+ MOI.set(model, OSQPSettings.TimeLimit(), limit)
+ return
+end
+
+function MOI.set(model::Optimizer, attr::MOI.TimeLimitSec, ::Nothing)
+ delete!(model.settings, :time_limit)
+ OSQP.update_settings!(model.inner, time_limit=0.0)
+ return
+end
+
+function MOI.get(model::Optimizer, ::MOI.TimeLimitSec)
+ return get(model.settings, :time_limit, nothing)
+end
+
+
+
hasresults(optimizer::Optimizer) = optimizer.hasresults
function MOI.empty!(optimizer::Optimizer)
diff --git a/test/MOI_wrapper.jl b/test/MOI_wrapper.jl
index 0063b6c..8ffe830 100644
--- a/test/MOI_wrapper.jl
+++ b/test/MOI_wrapper.jl
@@ -112,9 +112,7 @@ function bridged_optimizer()
end
@testset "CachingOptimizer: unit" begin
- excludes = [# TODO
- "time_limit_sec",
- # Quadratic constraints are not supported
+ excludes = [# Quadratic constraints are not supported
"solve_qcp_edge_cases",
# No method get(::Optimizer, ::MathOptInterface.ConstraintPrimal, ::MathOptInterface.ConstraintIndex{MathOptInterface.VectorAffineFunction{Float64},MathOptInterface.Nonpositives})
"solve_duplicate_terms_vector_affine",
@@ -342,7 +340,6 @@ term(c, x::MOI.VariableIndex, y::MOI.VariableIndex) = MOI.ScalarQuadraticTerm(c,
# update settings
@test optimizer.results.info.status_polish == 0
- print("ERROR STUFF")
MOI.set(optimizer, OSQPSettings.Polish(), true)
MOI.optimize!(optimizer)
@test optimizer.results.info.status_polish == 1
diff --git a/test/dual_infeasibility.jl b/test/dual_infeasibility.jl
index 76411ad..5e75cd2 100644
--- a/test/dual_infeasibility.jl
+++ b/test/dual_infeasibility.jl
@@ -2,7 +2,7 @@ function setup_dual_infeasibility()
options = Dict(:verbose => false,
:eps_abs => 1e-05,
:eps_rel => 1e-05,
- :eps_prim_inf => 1e-18,
+ :eps_prim_inf => 1e-15,
:check_termination => 1)
return options
end
@@ -56,7 +56,7 @@ tol = 1e-5
OSQP.setup!(model; P=P, q=q, A=A, l=l, u=u, options...)
# Warm start to avoid infeasibility detection at first step
- OSQP.warm_start!(model, x=[25.; 25], y=[-2.; -2; -2; -2])
+ OSQP.warm_start!(model, x=[50.; 30.], y=[-2.; -2; -2; -2])
results = OSQP.solve!(model)
From ff9bb43ac89ccd350fc97f51f6e66afd3e7b69a0 Mon Sep 17 00:00:00 2001
From: Bartolomeo Stellato <bartolomeo.stellato@gmail.com>
Date: Sun, 1 Sep 2019 11:07:25 -0400
Subject: [PATCH 3/5] Removed editorconfig
---
.editorconfig | 12 ------------
.gitignore | 1 +
2 files changed, 1 insertion(+), 12 deletions(-)
delete mode 100644 .editorconfig
diff --git a/.editorconfig b/.editorconfig
deleted file mode 100644
index 779f99a..0000000
--- a/.editorconfig
+++ /dev/null
@@ -1,12 +0,0 @@
-root = true
-
-[*]
-indent_style = space
-indent_size = 4
-end_of_line = lf
-charset = utf-8
-trim_trailing_whitespace = true
-insert_final_newline = true
-
-[*.md]
-trim_trailing_whitespace = false
diff --git a/.gitignore b/.gitignore
index d920beb..fdc0eda 100644
--- a/.gitignore
+++ b/.gitignore
@@ -14,3 +14,4 @@ deps/build.log
.vscode/
Manifest.toml
+.editorconfig
From aa8f4be9615c5d8ae81c828c10d989897e50bffe Mon Sep 17 00:00:00 2001
From: Bartolomeo Stellato <bartolomeo.stellato@gmail.com>
Date: Sun, 1 Sep 2019 11:17:21 -0400
Subject: [PATCH 4/5] Restored preferred verbose operation. Now silent broken
again
---
src/MOI_wrapper.jl | 3 +--
1 file changed, 1 insertion(+), 2 deletions(-)
diff --git a/src/MOI_wrapper.jl b/src/MOI_wrapper.jl
index 4b3e292..3922fc7 100644
--- a/src/MOI_wrapper.jl
+++ b/src/MOI_wrapper.jl
@@ -89,12 +89,11 @@ MOI.get(::Optimizer, ::MOI.SolverName) = "OSQP"
MOI.supports(::Optimizer, ::MOI.Silent) = true
function MOI.set(optimizer::Optimizer, ::MOI.Silent, value::Bool)
optimizer.silent = value
- optimizer.settings[:verbose] = !value
if !MOI.is_empty(optimizer)
if optimizer.silent
OSQP.update_settings!(optimizer.inner; :verbose => false)
else
- OSQP.update_settings!(optimizer.inner; :verbose => optimizer.settings[:verbose])
+ OSQP.update_settings!(optimizer.inner; :verbose => true)
end
end
end
From b7cf688bfef194589c8fa17db1f449a2ee3a0cf3 Mon Sep 17 00:00:00 2001
From: Bartolomeo Stellato <bartolomeo.stellato@gmail.com>
Date: Sun, 1 Sep 2019 12:44:36 -0400
Subject: [PATCH 5/5] Another fix for silent
---
src/MOI_wrapper.jl | 2 +-
1 file changed, 1 insertion(+), 1 deletion(-)
diff --git a/src/MOI_wrapper.jl b/src/MOI_wrapper.jl
index 3922fc7..17c1d78 100644
--- a/src/MOI_wrapper.jl
+++ b/src/MOI_wrapper.jl
@@ -93,7 +93,7 @@ function MOI.set(optimizer::Optimizer, ::MOI.Silent, value::Bool)
if optimizer.silent
OSQP.update_settings!(optimizer.inner; :verbose => false)
else
- OSQP.update_settings!(optimizer.inner; :verbose => true)
+ OSQP.update_settings!(optimizer.inner; :verbose => optimizer.settings[:verbose])
end
end
end