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)

  # work
  work_ptr = Fiddle::Pointer["\x00" * Fiddle::SIZEOF_VOIDP]
  begin
    check_result FFI.osqp_setup(work_ptr, matrix_ptr(p), q, matrix_ptr(a), l, u, a.m, a.n, set)
  rescue => e
    FFI.osqp_cleanup(work_ptr.ptr) unless work_ptr.ptr.null?
    raise e
  end
  work = work_ptr.ptr
  work.free = FFI["osqp_cleanup"]
  @work = FFI::Solver.new(work)
end

#solve(*args, **settings) ⇒ Object 



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# File 'lib/osqp/solver.rb', line 32

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)
  m, n = dimensions
  x = read_float_array(solution.x, n)
  y = read_float_array(solution.y, 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.prim_res,
    dua_res: info.dual_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 67

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

  check_result FFI.osqp_warm_start(@work, x ? float_array(x) : nil, y ? float_array(y) : nil)
end