v0.9.0 updates (#41)

* adds optional JSON file read/write support
* adds optional faer-rs support

CMakeLists.txt

@@ -1,7 +1,7 @@
 cmake_minimum_required(VERSION 3.13)
 
 # Project properties
-set(CLARABEL_PROJECT_VERSION 0.8.0)
+set(CLARABEL_PROJECT_VERSION 0.9.0)
 project(Clarabel VERSION ${CLARABEL_PROJECT_VERSION})
 
 # Specify the default C++ standard applied to all targets
@@ -12,7 +12,9 @@ set(CMAKE_CXX_STANDARD_REQUIRED True)
 set(CMAKE_C_STANDARD 11)
 set(CMAKE_C_STANDARD_REQUIRED True)
 
-# SDP feature configuration
+#----------------------------------------------
+# Clarabel feature configuration
+#----------------------------------------------
 set(CLARABEL_FEATURE_SDP "none" CACHE STRING "Package for SDP to be selected")
 set_property(CACHE CLARABEL_FEATURE_SDP PROPERTY STRINGS 
     none
@@ -23,6 +25,15 @@ set_property(CACHE CLARABEL_FEATURE_SDP PROPERTY STRINGS
     sdp-r
 )
 
+option(CLARABEL_FEATURE_SERDE "Enable clarabel `serde` option " OFF)
+option(CLARABEL_FEATURE_FAER_SPARSE "Enable `faer-sparse` option" OFF)
+option(CLARABEL_FEATURE_SERDE "Enable `faer-sparse` option" OFF)
+
+
+#----------------------------------------------
+#----------------------------------------------
+
+
 # Get dependencies
 
 # Eigen3

README.md

@@ -86,14 +86,25 @@ where `VCPKG_TOOLCHAIN_PATH` is the path to the vcpkg toolchain file.
 
 ### SDP support
 
-To enable SDP features, set the `CLARABEL_FEATURE_SDP` option to one of the following values:
+To enable SDP features, set the `-DCLARABEL_FEATURE_SDP` option to one of the following values:
 - `sdp-accelerate`
 - `sdp-netlib`
 - `sdp-openblas`
 - `sdp-mkl`
 - `sdp-r`
 
-By default, `CLARABEL_FEATURE_SDP` is `none` and SDP support is disabled.
+By default, `-DCLARABEL_FEATURE_SDP=none` and SDP support is disabled.
+
+### JSON file input/output support
+
+To enable reading and writing of problem data to JSON files, set 
+`-DCLARABEL_FEATURE_SERDE=true`. 
+
+When reporting issues with the solver, it can be helpful to provide a JSON file that reproduces the problem.
+
+### Alternative linear algebra libraries
+
+To enable the use of the [faer-rs](https://faer-rs.github.io/) sparse linear algebra library as an additional solver option, set `-DCLARABEL_FEATURE_FAER_SPARSE=true`.
 
 ### Unit tests
 

examples/CMakeLists.txt

@@ -1,4 +1,5 @@
 project(clarabel_examples VERSION ${CLARABEL_PROJECT_VERSION})
+add_compile_definitions("EXAMPLES_ROOT_DIR=${CMAKE_CURRENT_SOURCE_DIR}")
 
 add_subdirectory(c)
 add_subdirectory(cpp)

examples/c/CMakeLists.txt

@@ -9,6 +9,7 @@ set(C_EXAMPLES
   example_qp_f64
   example_socp
   example_sdp
+  example_json
 )
 
 # Compile utils.c as a library

examples/c/example_json.c

@@ -0,0 +1,34 @@
+// #define FEATURE_SDP
+#include "utils.h"
+#include <string.h>
+#include <Clarabel.h>
+#include <math.h>
+#include <stdio.h>
+
+#define STRING(string) #string
+#define TO_STRING(string) STRING(string)
+
+int main(void)
+{
+#ifndef FEATURE_SERDE
+    printf("This example requires JSON serde support.\n");
+    return 1;
+#else
+
+    char filename[1024];
+    strcpy(filename, TO_STRING(EXAMPLES_ROOT_DIR));
+    strcat(filename, "/data/hs35.json");
+
+    ClarabelDefaultSolver* solver = clarabel_DefaultSolver_read_from_file(filename);
+    clarabel_DefaultSolver_solve(solver);
+
+    // write it back to a file
+    // char filename_out[1024];
+    // strcpy(filename_out, TO_STRING(EXAMPLES_ROOT_DIR));
+    // strcat(filename_out, "/data/output_c.json");
+    // clarabel_DefaultSolver_write_to_file(solver, filename_out);
+
+    clarabel_DefaultSolver_free(solver);
+    return 0;
+#endif
+}

examples/cpp/CMakeLists.txt

@@ -7,6 +7,8 @@ set(CPP_EXAMPLES
   example_qp
   example_socp
   example_sdp
+  example_faer
+  example_json
 )
 
 # Define an executable target for each example

examples/cpp/example_faer.cpp

@@ -0,0 +1,74 @@
+#include "utils.h"
+
+#include <Clarabel>
+#include <Eigen/Eigen>
+#include <vector>
+
+using namespace clarabel;
+using namespace std;
+using namespace Eigen;
+
+// NB: this example requires that the solver be built with -DCLARABEL_FEATURE_FAER_SPARSE
+
+int main(void)
+{
+
+#ifndef FEATURE_FAER_SPARSE
+
+    printf("This example requires faer-rs support.\n");
+    return 1;
+
+#else
+
+
+    /* From dense matrix:
+     * [[6., 0.],
+     *  [0., 4.]]
+     */
+    MatrixXd P_dense(2, 2);
+    P_dense <<
+        6., 0.,
+        0., 4.;
+
+    SparseMatrix<double> P = P_dense.sparseView();
+    P.makeCompressed();
+
+    Vector<double, 2> q = { -1., -4. };
+
+    MatrixXd A_dense(5, 2);
+    A_dense <<
+         1., -2., // <-- LHS of equality constraint (lower bound)
+         1.,  0., // <-- LHS of inequality constraint (upper bound)
+         0.,  1., // <-- LHS of inequality constraint (upper bound)
+        -1.,  0., // <-- LHS of inequality constraint (lower bound)
+         0., -1.; // <-- LHS of inequality constraint (lower bound)
+
+    SparseMatrix<double> A = A_dense.sparseView();
+    A.makeCompressed();
+
+    Vector<double, 5> b = { 0., 1., 1., 1., 1. };
+
+    vector<SupportedConeT<double>> cones
+    {
+        ZeroConeT<double>(1),
+        NonnegativeConeT<double>(4),
+    };
+
+    // Settings
+    DefaultSettings<double> settings = DefaultSettings<double>::default_settings();
+    settings.direct_solve_method = ClarabelDirectSolveMethods::FAER;
+
+    // Build solver
+    DefaultSolver<double> solver(P, q, A, b, cones, settings);
+
+    // Solve
+    solver.solve();
+
+    // Get solution
+    DefaultSolution<double> solution = solver.solution();
+    utils::print_solution(solution);
+
+    return 0;
+
+#endif // FEATURE_FAER_SPARSE
+}

examples/cpp/example_json.cpp

@@ -0,0 +1,38 @@
+// #define FEATURE_SDP
+#include "utils.h"
+#include <cstdio>
+#include <Clarabel>
+
+using namespace clarabel;
+using namespace std;
+
+#define STRING(string) #string
+#define TO_STRING(string) STRING(string)
+
+int main(void)
+{
+#ifndef FEATURE_SERDE
+
+    printf("This example requires JSON serde support.\n");
+    return 1;
+
+#else
+
+    std::string rootdir  = TO_STRING(EXAMPLES_ROOT_DIR);
+    std::string filepath = "/data/hs35.json";
+    std::string filename = rootdir + filepath; 
+    cout << "Read from file: " << filename << endl;
+
+    DefaultSolver<double> solver = DefaultSolver<double>::read_from_file(filename);
+    solver.solve();
+
+    // write it back to a file 
+    // std::string outpath = "/data/output.json";
+    // std::string filename_out = rootdir + outpath;
+    // solver.write_to_file(filename_out);
+
+    return 0;
+
+#endif // FEATURE_SERDE
+
+}

examples/data/hs35.json

@@ -0,0 +1 @@
+{"P":{"m":3,"n":3,"colptr":[0,1,3,5],"rowval":[0,0,1,0,2],"nzval":[4.000000000000001,2.0000000000000004,4.000000000000001,2.0,2.0]},"q":[-8.0,-6.0,-4.0],"A":{"m":4,"n":3,"colptr":[0,2,4,6],"rowval":[0,1,0,2,0,3],"nzval":[1.0,-1.0,1.0,-1.0,2.0,-1.0]},"b":[3.0,0.0,0.0,0.0],"cones":[{"NonnegativeConeT":4}],"settings":{"max_iter":200,"time_limit":1.7976931348623157e308,"verbose":true,"max_step_fraction":0.99,"tol_gap_abs":1e-8,"tol_gap_rel":1e-8,"tol_feas":1e-8,"tol_infeas_abs":1e-8,"tol_infeas_rel":1e-8,"tol_ktratio":1e-6,"reduced_tol_gap_abs":0.00005,"reduced_tol_gap_rel":0.00005,"reduced_tol_feas":0.0001,"reduced_tol_infeas_abs":0.00005,"reduced_tol_infeas_rel":0.00005,"reduced_tol_ktratio":0.0001,"equilibrate_enable":true,"equilibrate_max_iter":10,"equilibrate_min_scaling":0.0001,"equilibrate_max_scaling":10000.0,"linesearch_backtrack_step":0.8,"min_switch_step_length":0.1,"min_terminate_step_length":0.0001,"direct_kkt_solver":true,"direct_solve_method":"qdldl","static_regularization_enable":true,"static_regularization_constant":1e-8,"static_regularization_proportional":4.930380657631324e-32,"dynamic_regularization_enable":true,"dynamic_regularization_eps":1e-13,"dynamic_regularization_delta":2e-7,"iterative_refinement_enable":true,"iterative_refinement_reltol":1e-13,"iterative_refinement_abstol":1e-12,"iterative_refinement_max_iter":10,"iterative_refinement_stop_ratio":5.0,"presolve_enable":true,"chordal_decomposition_enable":true,"chordal_decomposition_merge_method":"clique_graph","chordal_decomposition_compact":true,"chordal_decomposition_complete_dual":true}}

include/Clarabel

@@ -6,7 +6,6 @@
 #include "cpp/DefaultSettings.h"
 #include "cpp/DefaultSolution.h"
 #include "cpp/DefaultSolver.h"
-// #include "cpp/DefaultSolverEigen.h"
 #include "cpp/SupportedConeT.h"
 
 #endif  // CLARABEL_H

include/c/DefaultSettings.h

@@ -11,6 +11,9 @@
 typedef enum ClarabelDirectSolveMethods
 {
     QDLDL,
+    #ifdef FEATURE_FAER_SPARSE
+    FAER,
+    #endif 
     // MKL, (not supported in Rust yet)
     // CHOLMOD, (not supported in Rust yet)
 } ClarabelDirectSolveMethods;

include/c/DefaultSolver.h

@@ -57,6 +57,40 @@ static inline ClarabelDefaultSolver *clarabel_DefaultSolver_new(const ClarabelCs
 #endif
 }
 
+#ifdef FEATURE_SERDE 
+// DefaultSolver::read_from_file
+ClarabelDefaultSolver_f64 *clarabel_DefaultSolver_f64_read_from_file(const char *filename);
+ClarabelDefaultSolver_f32 *clarabel_DefaultSolver_f32_read_from_file(const char *filename);
+    #ifdef CLARABEL_USE_FLOAT
+    static inline ClarabelDefaultSolver *clarabel_DefaultSolver_read_from_file(const char *filename)
+    {
+        return clarabel_DefaultSolver_f32_read_from_file(filename);
+    }
+    #else
+    static inline ClarabelDefaultSolver *clarabel_DefaultSolver_read_from_file(const char *filename)
+    {
+        return clarabel_DefaultSolver_f64_read_from_file(filename);
+    }
+    #endif // CLARABEL_USE_FLOAT
+
+// DefaultSolver::write_to_file
+void clarabel_DefaultSolver_f64_write_to_file(ClarabelDefaultSolver_f64 *solver, const char *filename);
+void clarabel_DefaultSolver_f32_write_to_file(ClarabelDefaultSolver_f32 *solver, const char *filename);
+    #ifdef CLARABEL_USE_FLOAT
+    static inline void clarabel_DefaultSolver_write_to_file(ClarabelDefaultSolver *solver, const char *filename)
+    {
+        clarabel_DefaultSolver_f32_write_to_file(solver,filename);
+    }
+    #else
+    static inline void clarabel_DefaultSolver_write_to_file(ClarabelDefaultSolver *solver, const char *filename)
+    {
+        clarabel_DefaultSolver_f64_write_to_file(solver,filename);
+    }
+    #endif // CLARABEL_USE_FLOAT
+#endif // FEATURE_SERDE
+
+
+
 // DefaultSolver::solve
 void clarabel_DefaultSolver_f64_solve(ClarabelDefaultSolver_f64 *solver);
 

include/cpp/DefaultSettings.h

@@ -9,6 +9,9 @@ namespace clarabel
 enum class ClarabelDirectSolveMethods
 {
     QDLDL,
+    #ifdef FEATURE_FAER_SPARSE
+    FAER,
+    #endif 
     // MKL, (not supported in Rust yet)
     // CHOLMOD, (not supported in Rust yet)
 };