update to ECOS 2.0.2

jump-dev · Aug 25, 2015 · 599aa90 · 599aa90
1 parent 99b224a
commit 599aa90
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Showing 6 changed files with 23 additions and 15 deletions.
diff --git a/deps/build.jl b/deps/build.jl
@@ -9,11 +9,8 @@ ecos = library_dependency("ecos", aliases=["libecos"])
     provides( Homebrew.HB, "ecos", ecos, os = :Darwin )
 end
 
-# This is the git commit that includes our merged patches as of 08/05/2014
-# This is safer than unpacking from master which may cause ECOS.jl to
-# not work properly
-version = "e05a605588c38ad72e843f36af17f8f84e4e2ccb"
-provides(Sources, URI("https://github.com/ifa-ethz/ecos/archive/$version.tar.gz"),
+version = "2.0.2"
+provides(Sources, URI("https://github.com/ifa-ethz/ecos/archive/v$version.tar.gz"),
     [ecos], os = :Unix, unpacked_dir="ecos-$version")
 
 prefix = joinpath(BinDeps.depsdir(ecos),"usr")

diff --git a/src/ECOS.jl b/src/ECOS.jl
@@ -62,6 +62,7 @@ export setup, solve, cleanup
 #   q       ncones-long vector of the length of the index sets of the SOCs
 #               e.g. cone 1 is indices 4:6, cone 2 is indices 7:10
 #                    ->  q = [3, 4]
+#   e       Number of exponential cones present in problem
 #   Gpr, Gjc, Gir
 #           Non-zeros, column indices, and the row index arrays, respectively,
 #           for the matrix G represented in column compressed storage (CCS) format
@@ -74,7 +75,7 @@ export setup, solve, cleanup
 #   b       RHS for equality constraints, length(b) == b (can be nothing)
 # Returns a pointer to the ECOS pwork structure (Cpwork in ECOS.jl). See
 # types.jl for more information.
-function setup(n::Int, m::Int, p::Int, l::Int, ncones::Int, q::Union(Vector{Int},Nothing),
+function setup(n::Int, m::Int, p::Int, l::Int, ncones::Int, q::Union(Vector{Int},Nothing), e::Int,
                 Gpr::Vector{Float64}, Gjc::Vector{Int}, Gir::Vector{Int},
                 Apr::Union(Vector{Float64},Nothing), Ajc::Union(Vector{Int},Nothing), Air::Union(Vector{Int},Nothing),
                 c::Vector{Float64}, h::Vector{Float64}, b::Union(Vector{Float64},Nothing); kwargs...)
@@ -85,11 +86,11 @@ function setup(n::Int, m::Int, p::Int, l::Int, ncones::Int, q::Union(Vector{Int}
     Air = (Air == nothing) ? convert(Ptr{Cdouble}, C_NULL) : convert(Vector{Clong},Air)
     b = (b == nothing) ? convert(Ptr{Cdouble}, C_NULL) : b
     problem_ptr = ccall((:ECOS_setup, ECOS.ecos), Ptr{Cpwork},
-        (Clong, Clong, Clong, Clong, Clong, Ptr{Clong},
+        (Clong, Clong, Clong, Clong, Clong, Ptr{Clong}, Clong,
          Ptr{Cdouble}, Ptr{Clong}, Ptr{Clong},
          Ptr{Cdouble}, Ptr{Clong}, Ptr{Clong},
          Ptr{Cdouble}, Ptr{Cdouble}, Ptr{Cdouble}),
-        n, m, p, l, ncones, q,
+        n, m, p, l, ncones, q, e,
         Gpr, convert(Vector{Clong},Gjc), convert(Vector{Clong},Gir),
         Apr, Ajc, Air,
         c, h, b)
@@ -122,7 +123,7 @@ end
 # A more tolerant version of the above method that doesn't require
 # user to fiddle with internals of the sparse matrix format
 # User can pass nothing as argument for A, b, and q
-function setup(n, m, p, l, ncones, q, G, A, c, h, b; options...)
+function setup(n, m, p, l, ncones, q, e, G, A, c, h, b; options...)
     if A == nothing
         if b != nothing
             @assert length(b) == 0
@@ -147,7 +148,7 @@ function setup(n, m, p, l, ncones, q, G, A, c, h, b; options...)
     Gjc = sparseG.colptr - 1  # C is 0-based
     Gir = sparseG.rowval - 1
 
-    setup(  n, m, p, l, ncones, q, 
+    setup(  n, m, p, l, ncones, q, e,
             Gpr, Gjc, Gir,
             Apr, Ajc, Air,
             c, h, b; options...)
@@ -172,7 +173,7 @@ end
 # Returns the version of ECOS in use
 function ver()
     ver_ptr = ccall((:ECOS_ver, ECOS.ecos), Ptr{Uint8}, ())
-    return bytestring(pointer_to_array(ver_ptr, 7))
+    return bytestring(ver_ptr)
 end
 
 end # module
diff --git a/src/ECOSSolverInterface.jl b/src/ECOSSolverInterface.jl
@@ -144,7 +144,7 @@ end
 function optimize!(m::ECOSMathProgModel)
     ecos_prob_ptr = setup(
         m.nvar, m.nineq, m.neq,
-        m.npos, m.ncones, m.conedims,
+        m.npos, m.ncones, m.conedims, 0,
         m.G, m.A,
         m.c[:],  # Seems to modify this
         m.h, m.b; m.options...)

diff --git a/src/types.jl b/src/types.jl
@@ -19,6 +19,7 @@ const ECOS_INACC_OFFSET = 10  # Offset exitflag at inaccurate results
 const ECOS_MAXIT        = -1  # Maximum number of iterations reached
 const ECOS_NUMERICS     = -2  # Search direction unreliable
 const ECOS_OUTCONE      = -3  # s or z got outside the cone, numerics?
+const ECOS_SIGINT       = -4  # solver interrupted by a signal/ctrl-c
 const ECOS_FATAL        = -7  # Unknown problem in solver
 
 
@@ -134,6 +135,9 @@ immutable Csettings
     nitref::Clong
     maxit::Clong
     verbose::Clong
+    max_bk_iter::Clong
+    bk_scale::Cdouble
+    centrality::Cdouble
 end
 
 immutable Cpwork
@@ -199,6 +203,12 @@ immutable Cpwork
     hresy::Cdouble
     hresz::Cdouble
 
+    # norm iterates
+    nx::Cdouble
+    ny::Cdouble
+    nz::Cdouble
+    ns::Cdouble
+
     # temporary storage
     cx::Cdouble
     by::Cdouble
@@ -213,4 +223,4 @@ immutable Cpwork
 
     # settings struct
     stgs::Ptr{Csettings}
-end
+end
diff --git a/test/direct.jl b/test/direct.jl
@@ -45,7 +45,7 @@ K0pr = [9.999999999999999500e-008, -6.748099080141577400e-001, 9.587587238674218
 
 b = [-1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.5, 0.0, 0.0, -0.5]
 
-mywork = ECOS.setup(n, m, p, l, ncones, q, Gpr, Gjc, Gir, Apr, Ajc, Air, c, h, b)
+mywork = ECOS.setup(n, m, p, l, ncones, q, 0, Gpr, Gjc, Gir, Apr, Ajc, Air, c, h, b)
 
 exitflag = ECOS.solve(mywork)
 

diff --git a/test/options.jl b/test/options.jl
@@ -45,7 +45,7 @@ K0pr = [9.999999999999999500e-008, -6.748099080141577400e-001, 9.587587238674218
 
 b = [-1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.5, 0.0, 0.0, -0.5]
 
-mywork = ECOS.setup(n, m, p, l, ncones, q, Gpr, Gjc, Gir, Apr, Ajc, Air, c, h, b; maxit=1)
+mywork = ECOS.setup(n, m, p, l, ncones, q, 0, Gpr, Gjc, Gir, Apr, Ajc, Air, c, h, b; maxit=1)
 
 exitflag = ECOS.solve(mywork)
 @test exitflag == ECOS.ECOS_MAXIT