Add support for Julia BLAS and LAPACK

.travis.yml

@@ -12,6 +12,10 @@ matrix:
   allow_failures:
     - julia: nightly
 
+env:
+  - CSDP_USE_JULIA_LAPACK=true
+  - CSDP_USE_JULIA_LAPACK=false
+
 addons:
   apt: # apt-get for linux
     packages:

deps/build.jl

@@ -3,12 +3,35 @@ using LinearAlgebra, Libdl
 
 @BinDeps.setup
 
+blas = library_dependency("libblas", alias=["libblas.dll"])
+lapack = library_dependency("liblapack", alias=["liblapack.dll"])
+
+const ENV_VAR      = "CSDP_USE_JULIA_LAPACK"
+const JULIA_LAPACK = if haskey(ENV, ENV_VAR)
+    value = ENV[ENV_VAR]
+    if lowercase(value) in ["1", "true", "yes"]
+        @info "Using the blas and lapack libraries shipped with Julia as the environment variable `$ENV_VAR` is set to `$value`."
+        true
+    elseif lowercase(value) in ["0", "false", "no"]
+        @info "Using system blas and lapack libraries as the environment variable `$ENV_VAR` is set to `$value`."
+        false
+    else
+        error("The environment variable `$ENV_VAR` is set to `$value`. Set it to `1` or `0` instead.")
+    end
+else
+    if BinDeps.issatisfied(blas) && BinDeps.issatisfied(lapack)
+        @info "Using system blas and lapack libraries. Set the environment variable `$ENV_VAR` to `1` to use the blas/lapack library shipped with Julia."
+        false
+    else
+        @info "Using the blas and lapack libraries shipped with Julia as there is no system blas and lapack libraries installed."
+        true
+    end
+end
+
 include("constants.jl")
 include("compile.jl")
 
 # @info "libname = $libname"
-blas = library_dependency("libblas", alias=["libblas.dll"])
-lapack = library_dependency("liblapack", alias=["liblapack.dll"])
 depends = JULIA_LAPACK ? [] : [blas, lapack]
 
 # LaPack/BLAS dependencies
@@ -47,3 +70,12 @@ provides(Binaries,
    [csdp, lapack, blas], unpacked_dir="usr", os = :Windows)
 
 @BinDeps.install Dict(:csdp => :csdp)
+
+open(joinpath(dirname(@__FILE__), "deps.jl"), write = true, append = true) do io
+    print(io, "const CSDP_INT = ")
+    if JULIA_LAPACK
+        println(io, "Clong")
+    else
+        println(io, "Cint")
+    end
+end

deps/clang.jl

@@ -43,12 +43,12 @@ readchangewrite(header_naming("blockmat.h")) do b
                       #,(r"::Ptr", s"::Ref")
                        ,(r"\ntype "m, "\nimmutable ")
                        ]
-        b = replace(b, pat, subs)
+        b = replace(b, pat => subs)
     end
     b
 end
 
 readchangewrite(header_naming("declarations.h")) do d
-    replace(d, r"\nfunction \w+_\(\)\n(.+?)\nend\n"sm, "")
+    replace(d, r"\nfunction \w+_\(\)\n(.+?)\nend\n"sm => "")
 end
 

deps/compile.jl

@@ -49,8 +49,9 @@ function patch_int(; verbose::Bool = false)
                  (r"\(int\)", s"(integer)"),
                  (r"%d", s"%ld"),
                  (r"%2d", s"%2ld"),
-                 (r" int ", s" integer ")]
-                content = replace(content, re, subst)
+                 (r" int ", s" integer "),
+                 (r"dsymv_", s"dsymv_64_")]
+                content = replace(content, re => subst)
             end
             open(cfile, "w") do io
                 print(io, content)
@@ -63,7 +64,7 @@ end
 function compile_objs(JULIA_LAPACK=JULIA_LAPACK)
     if JULIA_LAPACK
         lapack = Libdl.dlpath(LinearAlgebra.LAPACK.liblapack)
-        lflag = replace(splitext(basename(lapack))[1], r"^lib", "")
+        lflag = replace(splitext(basename(lapack))[1], r"^lib" => "")
         libs = ["-L$(dirname(lapack))", "-l$lflag"]
         @info libs
         if endswith(LinearAlgebra.LAPACK.liblapack, "64_")

deps/constants.jl

@@ -1,16 +1,14 @@
 # use Julia's libopenblas instead of system's liblapack and libblas?
-const JULIA_LAPACK = false
-const suffix       = JULIA_LAPACK ? ".64" : ""
 const version      = "6.2.0"
-const libname      = "libcsdp$suffix.$(Libdl.dlext)"
+const libname      = "libcsdp.$(Libdl.dlext)"
 const csdpversion  = "Csdp-readprob"
 const download_url =
     "https://github.com/blegat/Csdp/archive/readprob.zip"
 
-patchf      = joinpath(dirname(@__FILE__), "src$suffix", "debug-mat.c")
-srcdir      = joinpath(dirname(@__FILE__), "src$suffix", csdpversion, "lib")
+patchf      = joinpath(dirname(@__FILE__), "src", "debug-mat.c")
+srcdir      = joinpath(dirname(@__FILE__), "src", csdpversion, "lib")
 prefix      = joinpath(dirname(@__FILE__), "usr")
-builddir    = joinpath(dirname(@__FILE__), "build$suffix")
+builddir    = joinpath(dirname(@__FILE__), "build")
 cflags      = ["-I$srcdir/../include",  "-DNOSHORTS", "-g"]
 libdir      = joinpath(prefix, @static Sys.iswindows() ? "bin" : "lib/")
 dlpath      = joinpath(libdir, libname)

src/MOI_wrapper.jl

@@ -6,7 +6,7 @@ const AFFEQ = MOI.ConstraintIndex{MOI.ScalarAffineFunction{Cdouble}, MOI.EqualTo
 mutable struct Optimizer <: MOI.AbstractOptimizer
     objconstant::Cdouble
     objsign::Int
-    blockdims::Vector{Cint}
+    blockdims::Vector{CSDP_INT}
     varmap::Vector{Tuple{Int, Int, Int}} # Variable Index vi -> blk, i, j
     num_entries::Dict{Tuple{Int, Int}, Int}
     b::Vector{Cdouble}
@@ -15,15 +15,15 @@ mutable struct Optimizer <: MOI.AbstractOptimizer
     X::blockmatrix
     y::Union{Nothing, Vector{Cdouble}}
     Z::blockmatrix
-    status::Cint
+    status::CSDP_INT
     pobj::Cdouble
     dobj::Cdouble
     solve_time::Float64
     silent::Bool
     options::Dict{Symbol, Any}
     function Optimizer(; kwargs...)
         optimizer = new(
-            zero(Cdouble), 1, Cint[], Tuple{Int, Int, Int}[],
+            zero(Cdouble), 1, CSDP_INT[], Tuple{Int, Int, Int}[],
             Dict{Tuple{Int, Int}, Int}(), Cdouble[],
             blockmatrix(), nothing, blockmatrix(), nothing, blockmatrix(),
             -1, NaN, NaN, NaN, false, Dict{Symbol, Any}())
@@ -211,11 +211,11 @@ function MOIU.load_variables(optimizer::Optimizer, nvars)
     if dummy
         # See https://github.com/coin-or/Csdp/issues/2
         optimizer.b = [one(Cdouble)]
-        optimizer.blockdims = [optimizer.blockdims; Cint(-1)]
+        optimizer.blockdims = [optimizer.blockdims; CSDP_INT(-1)]
         count_entry(optimizer, 1, length(optimizer.blockdims))
     end
     optimizer.C.nblocks = length(optimizer.blockdims)
-    num_entries = zeros(Cint, length(optimizer.b), length(optimizer.blockdims))
+    num_entries = zeros(CSDP_INT, length(optimizer.b), length(optimizer.blockdims))
     for (key, value) in optimizer.num_entries
         num_entries[key...] = value
     end

src/MPB_wrapper.jl

@@ -20,20 +20,20 @@ end
 CSDPSolver(; kwargs...) = CSDPSolver(checkoptions(Dict{Symbol,Any}(kwargs)))
 
 mutable struct CSDPMathProgModel <: SDM.AbstractSDModel
-    blockdims::Vector{Cint}
+    blockdims::Vector{CSDP_INT}
     b::Vector{Cdouble}
-    entries::Vector{Tuple{Cint,Cint,Cint,Cint,Cdouble}}
+    entries::Vector{Tuple{CSDP_INT,CSDP_INT,CSDP_INT,CSDP_INT,Cdouble}}
     C::blockmatrix
     problem::Union{Nothing, LoadingProblem}
     X::blockmatrix
     y::Union{Nothing, Vector{Cdouble}}
     Z::blockmatrix
-    status::Cint
+    status::CSDP_INT
     pobj::Cdouble
     dobj::Cdouble
     options::Dict{Symbol,Any}
     function CSDPMathProgModel(; kwargs...)
-        new(Cint[], Cdouble[], Tuple{Cint,Cint,Cint,Cint,Cdouble}[],
+        new(CSDP_INT[], Cdouble[], Tuple{CSDP_INT,CSDP_INT,CSDP_INT,CSDP_INT,Cdouble}[],
             blockmatrix(), nothing, blockmatrix(), nothing, blockmatrix(),
             -1, 0.0, 0.0, checkoptions(Dict{Symbol, Any}(kwargs)))
     end
@@ -93,7 +93,7 @@ function MPB.optimize!(m::CSDPMathProgModel)
     if m.problem === nothing
         # `m.problem` is not `nothing` if it was loaded from a file.
         m.C.nblocks = length(m.blockdims)
-        num_entries = zeros(Cint, length(m.b), length(m.blockdims))
+        num_entries = zeros(CSDP_INT, length(m.b), length(m.blockdims))
         for entry in m.entries
             if entry[1] > 0
                 num_entries[entry[1], entry[2]] += 1

src/blockmat.h.jl

@@ -6,7 +6,7 @@
 @static if Sys.iswindows()
     const csdpshort = Cushort
   else
-    const csdpshort = Cint
+    const csdpshort = CSDP_INT
 end
 
 # begin enum blockcat
@@ -27,18 +27,18 @@ struct blockrec <: AbstractMatrix{Cdouble}
 end
 
 mutable struct blockmatrix <: AbstractBlockMatrix{Cdouble}
-    nblocks::Cint
+    nblocks::CSDP_INT
     blocks::Ptr{blockrec}
 end
-blockmatrix() = blockmatrix(Cint(0), C_NULL)
+blockmatrix() = blockmatrix(CSDP_INT(0), C_NULL)
 
 mutable struct sparseblock
     next::Ptr{sparseblock}
     nextbyblock::Ptr{sparseblock}
     entries::Ptr{Cdouble}
     iindices::Ptr{csdpshort}
     jindices::Ptr{csdpshort}
-    numentries::Cint
+    numentries::CSDP_INT
     blocknum::csdpshort
     blocksize::csdpshort
     constraintnum::csdpshort
@@ -67,16 +67,16 @@ mutable struct paramstruc
     objtol::Cdouble
     pinftol::Cdouble
     dinftol::Cdouble
-    maxiter::Cint
+    maxiter::CSDP_INT
     minstepfrac::Cdouble
     maxstepfrac::Cdouble
     minstepp::Cdouble
     minstepd::Cdouble
-    usexzgap::Cint
-    tweakgap::Cint
-    affine::Cint
+    usexzgap::CSDP_INT
+    tweakgap::CSDP_INT
+    affine::CSDP_INT
     perturbobj::Cdouble
-    fastmode::Cint
+    fastmode::CSDP_INT
 end
 
 function paramstruc(options::Dict)

src/blockmat.jl

@@ -174,7 +174,7 @@ mutable struct SparseBlock <: AbstractMatrix{Cdouble}
     i::Vector{csdpshort}
     j::Vector{csdpshort}
     v::Vector{Cdouble}
-    n::Cint
+    n::CSDP_INT
     csdp::sparseblock
     function SparseBlock(i::Vector{csdpshort}, j::Vector{csdpshort}, v::Vector{Cdouble}, n::Integer, csdp)
         new(i, j, v, n, csdp)
@@ -217,7 +217,7 @@ function SparseBlock(A::SparseMatrixCSC{Cdouble})
     end
     SparseBlock(I, J, V, n)
 end
-SparseBlock(A::AbstractMatrix{Cdouble}) = SparseBlock(SparseMatrixCSC{Cdouble, Cint}(A))
+SparseBlock(A::AbstractMatrix{Cdouble}) = SparseBlock(SparseMatrixCSC{Cdouble, CSDP_INT}(A))
 SparseBlock(A::AbstractMatrix) = SparseBlock(map(Cdouble, A))
 Base.convert(::Type{SparseBlock}, A::AbstractMatrix) = SparseBlock(A)
 
@@ -320,8 +320,8 @@ export BlockMatrix, ConstraintMatrix
 
 """Solver status"""
 mutable struct Csdp
-    n::Cint
-    k::Cint
+    n::CSDP_INT
+    k::CSDP_INT
     X::BlockMatrix
     y::Vector{Cdouble}
     constant_offset::Cdouble

src/debug-mat.jl

@@ -19,7 +19,7 @@ function print_sizeof()
 end
 
 function print_constraints(C::Vector{constraintmatrix})
-    ccall((:print_constraints, CSDP.csdp), Nothing, (Cint, Ptr{constraintmatrix}), length(C), fptr(C))
+    ccall((:print_constraints, CSDP.csdp), Nothing, (CSDP_INT, Ptr{constraintmatrix}), length(C), fptr(C))
 end