Class: OSQP::Solver

Inherits:
Object
  • Object
show all
Defined in:
lib/osqp/solver.rb

Instance Method Summary collapse

Instance Method Details

#setup(p, q, a, l, u, **settings) ⇒ Object 



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# File 'lib/osqp/solver.rb', line 3

def setup(p, q, a, l, u, **settings)
  # settings
  set = create_settings(settings)

  # ensure bounds within OSQP infinity
  l = l.map { |v| v < -FFI::OSQP_INFTY ? -FFI::OSQP_INFTY : v }
  u = u.map { |v| v > FFI::OSQP_INFTY ? FFI::OSQP_INFTY : v }

  # data
  # do not assign directly to struct to keep refs
  p = csc_matrix(p, upper: true)
  q = float_array(q)
  a = csc_matrix(a)
  l = float_array(l)
  u = float_array(u)

  data = FFI::Data.malloc
  data.n = a.n
  data.m = a.m
  data.p = matrix_ptr(p)
  data.q = q
  data.a = matrix_ptr(a)
  data.l = l
  data.u = u

  # work
  work = FFI::Workspace.malloc
  check_result FFI.osqp_setup(work.to_ptr.ref, data, set)
  @work = work
end

#solve(*args, **settings) ⇒ Object 



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# File 'lib/osqp/solver.rb', line 34

def solve(*args, **settings)
  setup(*args, **settings) if args.any? || settings.any?

  check_result FFI.osqp_solve(@work)

  # solution
  solution = FFI::Solution.new(@work.solution)
  data = FFI::Data.new(@work.data)
  x = read_float_array(solution.x, data.n)
  y = read_float_array(solution.y, data.m)

  # info
  info = FFI::Info.new(@work.info)

  # TODO prim_inf_cert and dual_inf_cert
  {
    x: x,
    y: y,
    iter: info.iter,
    status: read_string(info.status),
    status_val: info.status_val,
    status_polish: info.status_polish,
    obj_val: info.obj_val,
    pri_res: info.pri_res,
    dua_res: info.dua_res,
    setup_time: info.setup_time,
    solve_time: info.solve_time,
    update_time: info.update_time,
    polish_time: info.polish_time,
    run_time: info.run_time,
    rho_estimate: info.rho_estimate,
    rho_updates: info.rho_updates
  }
end

#warm_start(x, y) ⇒ Object

Raises:



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# File 'lib/osqp/solver.rb', line 69

def warm_start(x, y)
  # check dimensions
  m, n = dimensions
  raise Error, "Expected x to be size #{n}, got #{x.size}" if x && x.size != n
  raise Error, "Expected y to be size #{m}, got #{y.size}" if y && y.size != m

  if x && y
    check_result FFI.osqp_warm_start(@work, float_array(x), float_array(y))
  elsif x
    check_result FFI.osqp_warm_start_x(@work, float_array(x))
  elsif y
    check_result FFI.osqp_warm_start_y(@work, float_array(y))
  else
    raise Error, "Must set x or y"
  end
end