Merge b628b03 into 77c86c8

.github/workflows/docs.yml

@@ -13,13 +13,12 @@ jobs:
         uses: actions/setup-python@v2
       - name: Install Python dependencies
         run: |
-          # pin docutils here due to bullets not appearing
-          pip install sphinx sphinx-rtd-theme breathe docutils==0.16
+          pip install sphinx sphinx-rtd-theme breathe docutils
       - name: Build docs
         run: |
           cd docs/src && make docs && touch ../.nojekyll
       - name: Deploy
-        uses: JamesIves/github-pages-deploy-action@4.1.4
+        uses: JamesIves/github-pages-deploy-action@4.2.1
         with:
           branch: gh-pages # The branch the action should deploy to.
           folder: docs # The folder the action should deploy.

docs/src/_static/css/scs_theme.css

@@ -76,11 +76,11 @@ body {
 
 /* Link Styling */
 a,a:visited, a:focus {
-  color: rgb(46, 118, 176);  /* Light blue*/
+  color: rgb(46, 118, 176);  /* Light blue */
   text-decoration: none;
 }
 a:hover, a:active {
-  color: rgb(0, 32, 72);  /*  blue*/
+  color: rgb(0, 32, 72);  /*  blue */
   text-decoration: none;
 }
 

docs/src/conf.py

@@ -43,7 +43,10 @@
 # directories to ignore when looking for source files.
 # This pattern also affects html_static_path and html_extra_path.
 exclude_patterns = ['_build', 'Thumbs.db', '.DS_Store']
-pygments_style = 'sphinx'
+
+# sphinx pygments style uses ugly green boxes for code blocks
+#pygments_style = 'sphinx'
+pygments_style = 'default'
 
 #html_sidebars = {
 #   '**': [
@@ -63,18 +66,18 @@
 def setup(app):
     app.add_css_file('css/scs_theme.css')
 
-html_logo = '_static/scs_logo.png'
+html_logo = '_static/scs_logo_transparent.png'
 html_favicon = '_static/favicon.ico'
 html_theme_options = {
     'logo_only': True,
     'display_version': True,
     #'github_banner': True,
     #'github_user': 'cvxgrp',
     #'github_repo': 'scs',
+    #'logo': 'scs_logo_transparent.png',
+    #'logo_name': False,
     #'github_button': False,
-    #'html_show_sourcelink' = False,
     #'github_type': 'star',
-    #'travis_button': False,
     'analytics_id': 'UA-203326834-1',
 }
 

docs/src/examples/.gitignore

@@ -0,0 +1 @@
+qp.out

docs/src/examples/c.rst

@@ -1,5 +1,26 @@
 .. _c_example:
 
 C/C++
-======
-TODO
+=====
+
+.. include:: qp.prob
+
+C code to solve this is below.
+
+.. literalinclude:: qp.c
+   :language: c
+
+After following the CMake :ref:`install instructions <c_install>`, we can
+compile the code using:
+
+.. code::
+
+	  gcc -I/usr/local/include/scs -L/usr/local/lib/ -lscsdir qp.c -o qp.out
+
+.. ./qp.out > qp.c.out
+
+Then running the code yields output
+
+.. literalinclude:: qp.c.out
+   :language: none
+

docs/src/examples/matlab.rst

@@ -2,4 +2,19 @@
 
 MATLAB
 ======
-TODO
+
+.. include:: qp.prob
+
+Python code to solve this is below.
+
+.. literalinclude:: qp.m
+   :language: matlab
+
+After following the matlab :ref:`install instructions <matlab_install>`, we can
+run the code yielding output
+
+.. matlab -r "run ~/git/scs/docs/src/examples/qp.m;exit"
+
+.. literalinclude:: qp.m.out
+   :language: none
+

docs/src/examples/python.rst

@@ -2,4 +2,19 @@
 
 Python
 ======
-TODO
+
+.. include:: qp.prob
+
+Python code to solve this is below.
+
+.. literalinclude:: qp.py
+   :language: python
+
+After following the python :ref:`install instructions <python_install>`, we can
+run the code yielding output
+
+.. python qp.py > qp.py.out
+
+.. literalinclude:: qp.py.out
+   :language: none
+

docs/src/examples/qp.c

@@ -0,0 +1,77 @@
+#include "scs.h" /* SCS API */
+
+/* Set up and solve basic qp */
+int main(int argc, char **argv) {
+  /* Set up the problem data */
+  /* A and P must be in compressed sparse column format */
+  double P_x[3] = {3., -1., 2.}; /* Upper triangular of P only */
+  int P_i[3] = {0, 0, 1};
+  int P_p[3] = {0, 1, 3};
+  double A_x[4] = {-1., 1., 1., 1.};
+  int A_i[4] = {0, 1, 0, 2};
+  int A_p[3] = {0, 2, 4};
+  double b[3] = {-1., 0.3, -0.5};
+  double c[2] = {-1., -1.};
+  /* data shape */
+  int n = 2;
+  int m = 3;
+
+  /* Allocate SCS structs */
+  ScsCone *k = (ScsCone *)calloc(1, sizeof(ScsCone));
+  ScsData *d = (ScsData *)calloc(1, sizeof(ScsData));
+  ScsSettings *stgs = (ScsSettings *)calloc(1, sizeof(ScsSettings));
+  ScsSolution *sol = (ScsSolution *)calloc(1, sizeof(ScsSolution));
+  ScsInfo *info = (ScsInfo *)calloc(1, sizeof(ScsInfo));
+
+  /* Fill in structs */
+  d->m = m;
+  d->n = n;
+  d->b = b;
+  d->c = c;
+  d->A = &(ScsMatrix){A_x, A_i, A_p, m, n};
+  d->P = &(ScsMatrix){P_x, P_i, P_p, n, n};
+
+  /* Cone */
+  k->l = m;
+
+  /* Utility to set some default settings */
+  scs_set_default_settings(stgs);
+
+  /* Modify tolerances */
+  stgs->eps_abs = 1e-9;
+  stgs->eps_rel = 1e-9;
+
+  /* Solve! */
+  int exitflag = scs(d, k, stgs, sol, info);
+
+  /* Verify that SCS solved the problem */
+  printf("SCS solved successfully: %i\n", exitflag == SCS_SOLVED);
+
+  /* Print iterations taken */
+  printf("SCS took %i iters\n", info->iter);
+
+  /* Print solution x */
+  printf("Optimal solution vector x*:\n");
+  for (int i = 0; i < n; ++i) {
+    printf("x[%i] = %4f\n", i, sol->x[i]);
+  }
+
+  /* Print dual solution y */
+  printf("Optimal dual vector y*:\n");
+  for (int i = 0; i < m; ++i) {
+    printf("y[%i] = %4f\n", i, sol->y[i]);
+  }
+
+  /* Free allocated memory */
+  free(k);
+  free(d);
+  free(stgs);
+  free(info);
+  /* SCS allocates sol->x,y,s if NULL on entry, need to be freed */
+  free(sol->x);
+  free(sol->y);
+  free(sol->s);
+  free(sol);
+
+  return exitflag;
+}

docs/src/examples/qp.c.out

@@ -0,0 +1,33 @@
+------------------------------------------------------------------
+	       SCS v3.0.0 - Splitting Conic Solver
+	(c) Brendan O'Donoghue, Stanford University, 2012
+------------------------------------------------------------------
+problem:  variables n: 2, constraints m: 3
+cones: 	  l: linear vars: 3
+settings: eps_abs: 1.0e-09, eps_rel: 1.0e-09, eps_infeas: 1.0e-07
+	  alpha: 1.50, scale: 1.00e-01, adaptive_scale: 1
+	  max_iters: 100000, normalize: 1, warm_start: 0
+	  acceleration_lookback: 10, acceleration_interval: 10
+lin-sys:  sparse-direct
+	  nnz(A): 4, nnz(P): 3
+------------------------------------------------------------------
+ iter | pri res | dua res |   gap   |   obj   |  scale  | time (s)
+------------------------------------------------------------------
+     0| 1.78e+00  1.00e+00  1.42e+00 -1.04e+00  1.00e-01  2.28e-05 
+   175| 3.34e-11  4.17e-10  4.07e-10  1.24e+00  2.08e+01  4.26e-04 
+------------------------------------------------------------------
+status:  solved
+timings: total: 1.17e-03s = setup: 7.40e-04s + solve: 4.28e-04s
+	 lin-sys: 3.06e-05s, cones: 1.57e-05s, accel: 2.42e-05s
+------------------------------------------------------------------
+objective = 1.235000
+------------------------------------------------------------------
+SCS solved successfully: 1
+SCS took 175 iters
+Optimal solution vector x*:
+x[0] = 0.300000
+x[1] = -0.700000
+Optimal dual vector y*:
+y[0] = 2.700000
+y[1] = 2.100000
+y[2] = 0.000000

docs/src/examples/qp.m

@@ -0,0 +1,21 @@
+% First, make sure SCS is in the path so MATLAB can call it
+addpath("/Users/bodonoghue/git/scs-matlab")
+
+% Set up data
+data.P = sparse([3., -1.; -1., 2.]);
+data.A = sparse([-1., 1.; 1., 0.; 0., 1.]);
+data.b = [-1; 0.3; -0.5];
+data.c = [-1.; -1.];
+cone.l = size(data.b, 1);
+
+% Optional solver settings
+settings = struct('eps_abs', 1e-9, 'eps_rel', 1e-9);
+
+% Solve!
+[x, y, s, info] = scs(data, cone, settings);
+
+disp(sprintf("SCS took %i iters", info.iter))
+disp("Optimal solution vector x*:");
+disp(x)
+disp("Optimal dual vector y*:");
+disp(y)

docs/src/examples/qp.m.out

@@ -0,0 +1,44 @@
+                                  < M A T L A B (R) >
+                        Copyright 1984-2021 The MathWorks, Inc.
+                    R2021a Update 3 (9.10.0.1684407) 64-bit (maci64)
+                                      May 27, 2021
+
+
+For online documentation, see https://www.mathworks.com/support
+For product information, visit www.mathworks.com.
+
+
+------------------------------------------------------------------
+	       SCS v3.0.0 - Splitting Conic Solver
+	(c) Brendan O'Donoghue, Stanford University, 2012
+------------------------------------------------------------------
+problem:  variables n: 2, constraints m: 3
+cones: 	  l: linear vars: 3
+settings: eps_abs: 1.0e-09, eps_rel: 1.0e-09, eps_infeas: 1.0e-07
+	  alpha: 1.50, scale: 1.00e-01, adaptive_scale: 1
+	  max_iters: 100000, normalize: 1, warm_start: 0
+	  acceleration_lookback: 10, acceleration_interval: 10
+lin-sys:  sparse-direct
+	  nnz(A): 4, nnz(P): 3
+------------------------------------------------------------------
+ iter | pri res | dua res |   gap   |   obj   |  scale  | time (s)
+------------------------------------------------------------------
+     0| 1.78e+00  1.00e+00  1.42e+00 -1.04e+00  1.00e-01  2.37e-04 
+   175| 3.34e-11  4.17e-10  4.07e-10  1.24e+00  2.08e+01  6.45e-03 
+------------------------------------------------------------------
+status:  solved
+timings: total: 2.51e-02s = setup: 1.86e-02s + solve: 6.52e-03s
+	 lin-sys: 2.94e-05s, cones: 1.52e-05s, accel: 6.04e-03s
+------------------------------------------------------------------
+objective = 1.235000
+------------------------------------------------------------------
+SCS took 175 iters
+Optimal solution vector x*:
+    0.3000
+   -0.7000
+
+Optimal dual vector y*:
+    2.7000
+    2.1000
+         0
+

docs/src/examples/qp.prob

@@ -0,0 +1,22 @@
+
+In this example we shall solve the following small quadratic program:
+
+.. math::
+    \begin{array}{ll}
+    \mbox{minimize} & \frac{1}{2} x^T \begin{bmatrix}3 & -1\\ -1 & 2 \end{bmatrix}
+    x + \begin{bmatrix}-1 \\ -1\end{bmatrix}^T x \\
+    \mbox{subject to} & \begin{bmatrix} -1 & 1\\ 1 & 0\\ 0 & 1\end{bmatrix} x \leq \begin{bmatrix}-1 \\ 0.3 \\ -0.5\end{bmatrix}
+    \end{array}
+
+over variable :math:`x \in \mathbf{R}^2`. This problem corresponds to data:
+
+.. math::
+    \begin{array}{cccc}
+    P = \begin{bmatrix}3 & -1\\ -1 & 2 \end{bmatrix}, & 
+    A = \begin{bmatrix}-1 & 1\\ 1 & 0\\ 0 & 1\end{bmatrix}, &  
+    b = \begin{bmatrix}-1 \\ 0.3 \\ -0.5\end{bmatrix}, &
+    c = \begin{bmatrix}-1 \\ -1\end{bmatrix} 
+    \end{array}
+
+The cone :math:`\mathcal{K}` is simply the positive orthant :code:`l` of
+dimension 3.

docs/src/examples/qp.py

@@ -0,0 +1,23 @@
+import scipy
+import scs
+import numpy as np
+
+# Set up the problem data
+P = scipy.sparse.csc_matrix([[3., -1.], [-1., 2.]])
+A = scipy.sparse.csc_matrix([[-1., 1.], [1., 0.], [0., 1.]])
+b = np.array([-1, 0.3, -0.5])
+c = np.array([-1., -1.])
+
+# Populate dicts with data to pass into SCS
+data = dict(P=P, A=A, b=b, c=c)
+cone = dict(l=len(b));
+
+# Solve!
+sol = scs.solve(data, cone, eps_abs=1e-9, eps_rel=1e-9)
+
+print(f"SCS took {sol['info']['iter']} iters")
+print("Optimal solution vector x*:");
+print(sol['x'])
+
+print("Optimal dual vector y*:");
+print(sol['y'])

docs/src/examples/qp.py.out

@@ -0,0 +1,29 @@
+------------------------------------------------------------------
+	       SCS v3.0.0 - Splitting Conic Solver
+	(c) Brendan O'Donoghue, Stanford University, 2012
+------------------------------------------------------------------
+problem:  variables n: 2, constraints m: 3
+cones: 	  l: linear vars: 3
+settings: eps_abs: 1.0e-09, eps_rel: 1.0e-09, eps_infeas: 1.0e-07
+	  alpha: 1.50, scale: 1.00e-01, adaptive_scale: 1
+	  max_iters: 100000, normalize: 1, warm_start: 0
+	  acceleration_lookback: 10, acceleration_interval: 10
+lin-sys:  sparse-direct
+	  nnz(A): 4, nnz(P): 3
+------------------------------------------------------------------
+ iter | pri res | dua res |   gap   |   obj   |  scale  | time (s)
+------------------------------------------------------------------
+     0| 1.78e+00  1.00e+00  1.42e+00 -1.04e+00  1.00e-01  6.11e-05 
+   175| 3.34e-11  4.17e-10  4.07e-10  1.24e+00  2.08e+01  1.59e-04 
+------------------------------------------------------------------
+status:  solved
+timings: total: 1.09e-03s = setup: 9.31e-04s + solve: 1.60e-04s
+	 lin-sys: 2.49e-05s, cones: 1.16e-05s, accel: 2.14e-05s
+------------------------------------------------------------------
+objective = 1.235000
+------------------------------------------------------------------
+SCS took 175 iters
+Optimal solution vector x*:
+[ 0.3 -0.7]
+Optimal dual vector y*:
+[2.7 2.1 0. ]