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osqp_api.c
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osqp_api.c
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#include "glob_opts.h"
#include "osqp.h"
#include "auxil.h"
#include "util.h"
#include "scaling.h"
#include "error.h"
#ifndef EMBEDDED
# include "polish.h"
#endif /* ifndef EMBEDDED */
#ifdef CTRLC
# include "ctrlc.h"
#endif /* ifdef CTRLC */
#ifndef EMBEDDED
# include "lin_sys.h"
#endif /* ifndef EMBEDDED */
/**********************
* Main API Functions *
**********************/
void osqp_set_default_settings(OSQPSettings *settings) {
settings->rho = (c_float)RHO; /* ADMM step */
settings->sigma = (c_float)SIGMA; /* ADMM step */
settings->scaling = SCALING; /* heuristic problem scaling */
#if EMBEDDED != 1
settings->adaptive_rho = ADAPTIVE_RHO;
settings->adaptive_rho_interval = ADAPTIVE_RHO_INTERVAL;
settings->adaptive_rho_tolerance = (c_float)ADAPTIVE_RHO_TOLERANCE;
# ifdef PROFILING
settings->adaptive_rho_fraction = (c_float)ADAPTIVE_RHO_FRACTION;
# endif /* ifdef PROFILING */
#endif /* if EMBEDDED != 1 */
settings->max_iter = MAX_ITER; /* maximum iterations */
settings->eps_abs = (c_float)EPS_ABS; /* absolute convergence tolerance */
settings->eps_rel = (c_float)EPS_REL; /* relative convergence tolerance */
settings->eps_prim_inf = (c_float)EPS_PRIM_INF; /* primal infeasibility tolerance */
settings->eps_dual_inf = (c_float)EPS_DUAL_INF; /* dual infeasibility tolerance */
settings->alpha = (c_float)ALPHA; /* relaxation parameter */
settings->linsys_solver = LINSYS_SOLVER; /* relaxation parameter */
#ifndef EMBEDDED
settings->delta = DELTA; /* regularization parameter for polish */
settings->polish = POLISH; /* ADMM solution polish: 1 */
settings->polish_refine_iter = POLISH_REFINE_ITER; /* iterative refinement steps in polish */
settings->verbose = VERBOSE; /* print output */
#endif /* ifndef EMBEDDED */
settings->scaled_termination = SCALED_TERMINATION; /* Evaluate scaled termination criteria*/
settings->check_termination = CHECK_TERMINATION; /* Interval for evaluating termination criteria */
settings->warm_start = WARM_START; /* warm starting */
#ifdef PROFILING
settings->time_limit = TIME_LIMIT;
#endif /* ifdef PROFILING */
}
#ifndef EMBEDDED
c_int osqp_setup(OSQPSolver** solverp,
const csc* P,
const c_float* q,
const csc* A,
const c_float* l,
const c_float* u,
c_int m,
c_int n,
const OSQPSettings *settings) {
c_int exitflag;
OSQPSolver* solver;
OSQPWorkspace* work;
// Validate data
if (validate_data(P,q,A,l,u,m,n)) return osqp_error(OSQP_DATA_VALIDATION_ERROR);
// Validate settings
if (validate_settings(settings)) return osqp_error(OSQP_SETTINGS_VALIDATION_ERROR);
// Allocate empty solver
solver = c_calloc(1, sizeof(OSQPSolver));
if (!(solver)) return osqp_error(OSQP_MEM_ALLOC_ERROR);
*solverp = solver;
// Allocate empty workspace
work = c_calloc(1, sizeof(OSQPWorkspace));
if (!(work)) return osqp_error(OSQP_MEM_ALLOC_ERROR);
solver->work = work;
// Start and allocate directly timer
# ifdef PROFILING
work->timer = c_malloc(sizeof(OSQPTimer));
if (!(work->timer)) return osqp_error(OSQP_MEM_ALLOC_ERROR);
osqp_tic(work->timer);
# endif /* ifdef PROFILING */
// Copy problem data into workspace
work->data = c_malloc(sizeof(OSQPData));
if (!(work->data)) return osqp_error(OSQP_MEM_ALLOC_ERROR);
work->data->m = m;
work->data->n = n;
// Cost function
work->data->P = OSQPMatrix_new_from_csc(P,1); //copy assuming triu form
work->data->q = OSQPVectorf_new(q,n);
if (!(work->data->P) || !(work->data->q)) return osqp_error(OSQP_MEM_ALLOC_ERROR);
// Constraints
work->data->A = OSQPMatrix_new_from_csc(A,0); //assumes non-triu form (i.e. full)
if (!(work->data->A)) return osqp_error(OSQP_MEM_ALLOC_ERROR);
work->data->l = OSQPVectorf_new(l,m);
work->data->u = OSQPVectorf_new(u,m);
if (!(work->data->l) || !(work->data->u))
return osqp_error(OSQP_MEM_ALLOC_ERROR);
// Vectorized rho parameter
work->rho_vec = OSQPVectorf_malloc(m);
work->rho_inv_vec = OSQPVectorf_malloc(m);
if (!(work->rho_vec) || !(work->rho_inv_vec))
return osqp_error(OSQP_MEM_ALLOC_ERROR);
// Type of constraints
work->constr_type = OSQPVectori_calloc(m);
if (!(work->constr_type)) return osqp_error(OSQP_MEM_ALLOC_ERROR);
// Allocate internal solver variables (ADMM steps)
work->x = OSQPVectorf_calloc(n);
work->z = OSQPVectorf_calloc(m);
work->xz_tilde = OSQPVectorf_calloc(n + m);
work->xtilde_view = OSQPVectorf_view(work->xz_tilde,0,n);
work->ztilde_view = OSQPVectorf_view(work->xz_tilde,n,m);
work->x_prev = OSQPVectorf_calloc(n);
work->z_prev = OSQPVectorf_calloc(m);
work->y = OSQPVectorf_calloc(m);
if (!(work->x) || !(work->z) || !(work->xz_tilde))
return osqp_error(OSQP_MEM_ALLOC_ERROR);
if (!(work->xtilde_view) || !(work->ztilde_view))
return osqp_error(OSQP_MEM_ALLOC_ERROR);
if (!(work->x_prev) || !(work->z_prev) || !(work->y))
return osqp_error(OSQP_MEM_ALLOC_ERROR);
// Initialize variables x, y, z to 0
cold_start(solver);
// Primal and dual residuals variables
work->Ax = OSQPVectorf_calloc(m);
work->Px = OSQPVectorf_calloc(n);
work->Aty = OSQPVectorf_calloc(n);
// Primal infeasibility variables
work->delta_y = OSQPVectorf_calloc(m);
work->Atdelta_y = OSQPVectorf_calloc(n);
// Dual infeasibility variables
work->delta_x = OSQPVectorf_calloc(n);
work->Pdelta_x = OSQPVectorf_calloc(n);
work->Adelta_x = OSQPVectorf_calloc(m);
if (!(work->Ax) || !(work->Px) || !(work->Aty))
return osqp_error(OSQP_MEM_ALLOC_ERROR);
if (!(work->delta_y) || !(work->Atdelta_y))
return osqp_error(OSQP_MEM_ALLOC_ERROR);
if (!(work->delta_x) || !(work->Pdelta_x) || !(work->Adelta_x))
return osqp_error(OSQP_MEM_ALLOC_ERROR);
// Copy settings
solver->settings = copy_settings(settings);
if (!(solver->settings)) return osqp_error(OSQP_MEM_ALLOC_ERROR);
// Perform scaling
if (settings->scaling) {
// Allocate scaling structure
work->scaling = c_malloc(sizeof(OSQPScaling));
if (!(work->scaling)) return osqp_error(OSQP_MEM_ALLOC_ERROR);
work->scaling->D = OSQPVectorf_calloc(n);
work->scaling->Dinv = OSQPVectorf_calloc(n);
work->scaling->E = OSQPVectorf_calloc(m);
work->scaling->Einv = OSQPVectorf_calloc(m);
if (!(work->scaling->D) || !(work->scaling->Dinv) ||
!(work->scaling->E) || !(work->scaling->Einv))
return osqp_error(OSQP_MEM_ALLOC_ERROR);
// Allocate workspace variables used in scaling
work->D_temp = OSQPVectorf_calloc(n);
work->D_temp_A = OSQPVectorf_calloc(n);
work->E_temp = OSQPVectorf_calloc(m);;
if (!(work->D_temp) || !(work->D_temp_A) || !(work->E_temp))
return osqp_error(OSQP_MEM_ALLOC_ERROR);
// Scale data
scale_data(solver);
} else {
work->scaling = OSQP_NULL;
}
// Set type of constraints. Ignore return value
// because we will definitely factor KKT.
set_rho_vec(solver);
// Load linear system solver
if (load_linsys_solver(settings->linsys_solver)) return osqp_error(OSQP_LINSYS_SOLVER_LOAD_ERROR);
// Initialize linear system solver structure
exitflag = init_linsys_solver(&(work->linsys_solver), work->data->P, work->data->A,
settings->sigma,
work->rho_vec,
settings->linsys_solver, 0);
if (exitflag) {
return osqp_error(exitflag);
}
// Initialize active constraints structure
work->pol = c_malloc(sizeof(OSQPPolish));
if (!(work->pol)) return osqp_error(OSQP_MEM_ALLOC_ERROR);
work->pol->active_flags = OSQPVectori_malloc(m);
work->pol->x = OSQPVectorf_malloc(n);
work->pol->z = OSQPVectorf_malloc(m);
work->pol->y = OSQPVectorf_malloc(m);
if (!(work->pol->x)) return osqp_error(OSQP_MEM_ALLOC_ERROR);
if (!(work->pol->active_flags) ||
!(work->pol->z) || !(work->pol->y))
return osqp_error(OSQP_MEM_ALLOC_ERROR);
// Allocate solution
solver->solution = c_calloc(1, sizeof(OSQPSolution));
if (!(solver->solution)) return osqp_error(OSQP_MEM_ALLOC_ERROR);
solver->solution->x = c_calloc(1, n * sizeof(c_float));
solver->solution->y = c_calloc(1, m * sizeof(c_float));
if (!(solver->solution->x)) return osqp_error(OSQP_MEM_ALLOC_ERROR);
if (m && !(solver->solution->y)) return osqp_error(OSQP_MEM_ALLOC_ERROR);
// Allocate and initialize information
solver->info = c_calloc(1, sizeof(OSQPInfo));
if (!(solver->info)) return osqp_error(OSQP_MEM_ALLOC_ERROR);
solver->info->status_polish = 0; // Polishing not performed
update_status(solver->info, OSQP_UNSOLVED);
# ifdef PROFILING
solver->info->solve_time = 0.0; // Solve time to zero
solver->info->update_time = 0.0; // Update time to zero
solver->info->polish_time = 0.0; // Polish time to zero
solver->info->run_time = 0.0; // Total run time to zero
solver->info->setup_time = osqp_toc(work->timer); // Update timer information
work->first_run = 1;
work->clear_update_time = 0;
work->rho_update_from_solve = 0;
# endif /* ifdef PROFILING */
solver->info->rho_updates = 0; // Rho updates set to 0
solver->info->rho_estimate = solver->settings->rho; // Best rho estimate
// Print header
# ifdef PRINTING
if (solver->settings->verbose) print_setup_header(solver);
work->summary_printed = 0; // Initialize last summary to not printed
# endif /* ifdef PRINTING */
// If adaptive rho and automatic interval, but profiling disabled, we need to
// set the interval to a default value
# ifndef PROFILING
if (solver->settings->adaptive_rho && !solver->settings->adaptive_rho_interval) {
if (solver->settings->check_termination) {
// If check_termination is enabled, we set it to a multiple of the check
// termination interval
solver->settings->adaptive_rho_interval = ADAPTIVE_RHO_MULTIPLE_TERMINATION *
solver->settings->check_termination;
} else {
// If check_termination is disabled we set it to a predefined fix number
solver->settings->adaptive_rho_interval = ADAPTIVE_RHO_FIXED;
}
}
# endif /* ifndef PROFILING */
// Return exit flag
return 0;
}
#endif // #ifndef EMBEDDED
c_int osqp_solve(OSQPSolver *solver) {
c_int exitflag;
c_int iter;
c_int compute_cost_function; // Boolean: compute the cost function in the loop or not
c_int can_check_termination; // Boolean: check termination or not
OSQPWorkspace* work;
#ifdef PROFILING
c_float temp_run_time; // Temporary variable to store current run time
#endif /* ifdef PROFILING */
#ifdef PRINTING
c_int can_print; // Boolean whether you can print
#endif /* ifdef PRINTING */
// Check if solver has been initialized
if (!solver || !solver->work) return osqp_error(OSQP_WORKSPACE_NOT_INIT_ERROR);
work = solver->work;
#ifdef PROFILING
if (work->clear_update_time == 1)
solver->info->update_time = 0.0;
work->rho_update_from_solve = 1;
#endif /* ifdef PROFILING */
// Initialize variables
exitflag = 0;
can_check_termination = 0;
#ifdef PRINTING
can_print = solver->settings->verbose;
#endif /* ifdef PRINTING */
#ifdef PRINTING
compute_cost_function = solver->settings->verbose; // Compute cost function only
// if verbose is on
#else /* ifdef PRINTING */
compute_cost_function = 0; // Never compute cost
// function during the
// iterations if no printing
// enabled
#endif /* ifdef PRINTING */
#ifdef PROFILING
osqp_tic(work->timer); // Start timer
#endif /* ifdef PROFILING */
#ifdef PRINTING
if (solver->settings->verbose) {
// Print Header for every column
print_header();
}
#endif /* ifdef PRINTING */
#ifdef CTRLC
// initialize Ctrl-C support
osqp_start_interrupt_listener();
#endif /* ifdef CTRLC */
// Initialize variables (cold start or warm start depending on settings)
if (!solver->settings->warm_start) cold_start(solver); // If not warm start ->
// set x, z, y to zero
// Main ADMM algorithm
for (iter = 1; iter <= solver->settings->max_iter; iter++) {
// Update x_prev, z_prev (preallocated, no malloc)
swap_vectors(&(work->x), &(work->x_prev));
swap_vectors(&(work->z), &(work->z_prev));
/* ADMM STEPS */
/* Compute \tilde{x}^{k+1}, \tilde{z}^{k+1} */
update_xz_tilde(solver);
/* Compute x^{k+1} */
update_x(solver);
/* Compute z^{k+1} */
update_z(solver);
/* Compute y^{k+1} */
update_y(solver);
/* End of ADMM Steps */
#ifdef CTRLC
// Check the interrupt signal
if (osqp_is_interrupted()) {
update_status(solver->info, OSQP_SIGINT);
# ifdef PRINTING
c_print("Solver interrupted\n");
# endif /* ifdef PRINTING */
exitflag = 1;
goto exit;
}
#endif /* ifdef CTRLC */
#ifdef PROFILING
// Check if solver time_limit is enabled. In case, check if the current
// run time is more than the time_limit option.
if (work->first_run) {
temp_run_time = solver->info->setup_time + osqp_toc(work->timer);
}
else {
temp_run_time = osqp_toc(work->timer);
}
if (solver->settings->time_limit &&
(temp_run_time >= solver->settings->time_limit)) {
update_status(solver->info, OSQP_TIME_LIMIT_REACHED);
# ifdef PRINTING
if (solver->settings->verbose) c_print("run time limit reached\n");
# endif /* ifdef PRINTING */
exitflag = 1;
goto exit;
}
#endif /* ifdef PROFILING */
// Can we check for termination ?
can_check_termination = solver->settings->check_termination &&
(iter % solver->settings->check_termination == 0);
#ifdef PRINTING
// Can we print ?
can_print = solver->settings->verbose &&
((iter % PRINT_INTERVAL == 0) || (iter == 1));
if (can_check_termination || can_print) { // Update status in either of
// these cases
// Update information
update_info(solver, iter, compute_cost_function, 0);
if (can_print) {
// Print summary
print_summary(solver);
}
if (can_check_termination) {
// Check algorithm termination
if (check_termination(solver, 0)) {
// Terminate algorithm
break;
}
}
}
#else /* ifdef PRINTING */
if (can_check_termination) {
// Update information and compute also objective value
update_info(solver, iter, compute_cost_function, 0);
// Check algorithm termination
if (check_termination(solver, 0)) {
// Terminate algorithm
break;
}
}
#endif /* ifdef PRINTING */
#if EMBEDDED != 1
# ifdef PROFILING
// If adaptive rho with automatic interval, check if the solve time is a
// certain fraction
// of the setup time.
if (solver->settings->adaptive_rho && !solver->settings->adaptive_rho_interval) {
// Check time
if (osqp_toc(work->timer) >
solver->settings->adaptive_rho_fraction * solver->info->setup_time) {
// Enough time has passed. We now get the number of iterations between
// the updates.
if (solver->settings->check_termination) {
// If check_termination is enabled, we round the number of iterations
// between
// rho updates to the closest multiple of check_termination
solver->settings->adaptive_rho_interval =
(c_int)c_roundmultiple(iter, solver->settings->check_termination);
}
else {
// If check_termination is disabled, we round the number of iterations
// between
// updates to the closest multiple of the default check_termination
// interval.
solver->settings->adaptive_rho_interval = (c_int)c_roundmultiple(iter,
CHECK_TERMINATION);
}
// Make sure the interval is not 0 and at least check_termination times
solver->settings->adaptive_rho_interval = c_max(
solver->settings->adaptive_rho_interval,
solver->settings->check_termination);
} // If time condition is met
} // If adaptive rho enabled and interval set to auto®
# endif // PROFILING
// Adapt rho
if (solver->settings->adaptive_rho &&
solver->settings->adaptive_rho_interval &&
(iter % solver->settings->adaptive_rho_interval == 0)) {
// Update info with the residuals if it hasn't been done before
# ifdef PRINTING
if (!can_check_termination && !can_print) {
// Information has not been computed neither for termination or printing
// reasons
update_info(solver, iter, compute_cost_function, 0);
}
# else /* ifdef PRINTING */
if (!can_check_termination) {
// Information has not been computed before for termination check
update_info(solver, iter, compute_cost_function, 0);
}
# endif /* ifdef PRINTING */
// Actually update rho
if (adapt_rho(solver)) {
# ifdef PRINTING
c_eprint("Failed rho update");
# endif // PRINTING
exitflag = 1;
goto exit;
}
}
#endif // EMBEDDED != 1
} // End of ADMM for loop
// Update information and check termination condition if it hasn't been done
// during last iteration (max_iter reached or check_termination disabled)
if (!can_check_termination) {
/* Update information */
#ifdef PRINTING
if (!can_print) {
// Update info only if it hasn't been updated before for printing
// reasons
update_info(solver, iter - 1, compute_cost_function, 0);
}
#else /* ifdef PRINTING */
// If no printing is enabled, update info directly
update_info(solver, iter - 1, compute_cost_function, 0);
#endif /* ifdef PRINTING */
#ifdef PRINTING
/* Print summary */
if (solver->settings->verbose && !work->summary_printed) print_summary(solver);
#endif /* ifdef PRINTING */
/* Check whether a termination criterion is triggered */
check_termination(solver, 0);
}
// Compute objective value in case it was not
// computed during the iterations
if (!compute_cost_function && has_solution(solver->info)){
solver->info->obj_val = compute_obj_val(solver, work->x);
}
#ifdef PRINTING
/* Print summary for last iteration */
if (solver->settings->verbose && !work->summary_printed) {
print_summary(solver);
}
#endif /* ifdef PRINTING */
/* if max iterations reached, change status accordingly */
if (solver->info->status_val == OSQP_UNSOLVED) {
if (!check_termination(solver, 1)) { // Try to check for approximate
update_status(solver->info, OSQP_MAX_ITER_REACHED);
}
}
#if EMBEDDED != 1
/* Update rho estimate */
solver->info->rho_estimate = compute_rho_estimate(solver);
#endif /* if EMBEDDED != 1 */
/* Update solve time */
#ifdef PROFILING
solver->info->solve_time = osqp_toc(work->timer);
#endif /* ifdef PROFILING */
#ifndef EMBEDDED
// Polish the obtained solution
if (solver->settings->polish && (solver->info->status_val == OSQP_SOLVED))
polish(solver);
#endif /* ifndef EMBEDDED */
#ifdef PROFILING
/* Update total time */
if (work->first_run) {
// total time: setup + solve + polish
solver->info->run_time = solver->info->setup_time +
solver->info->solve_time +
solver->info->polish_time;
} else {
// total time: update + solve + polish
solver->info->run_time = solver->info->update_time +
solver->info->solve_time +
solver->info->polish_time;
}
// Indicate that the solve function has already been executed
if (work->first_run) work->first_run = 0;
// Indicate that the update_time should be set to zero
work->clear_update_time = 1;
// Indicate that osqp_update_rho is not called from osqp_solve
work->rho_update_from_solve = 0;
#endif /* ifdef PROFILING */
#ifdef PRINTING
/* Print final footer */
if (solver->settings->verbose) print_footer(solver->info, solver->settings->polish);
#endif /* ifdef PRINTING */
// Store solution
store_solution(solver);
// Define exit flag for quitting function
#if defined(PROFILING) || defined(CTRLC) || EMBEDDED != 1
exit:
#endif /* if defined(PROFILING) || defined(CTRLC) || EMBEDDED != 1 */
#ifdef CTRLC
// Restore previous signal handler
osqp_end_interrupt_listener();
#endif /* ifdef CTRLC */
return exitflag;
}
#ifndef EMBEDDED
c_int osqp_cleanup(OSQPSolver *solver) {
c_int exitflag = 0;
OSQPWorkspace* work;
if(!solver) return 0; //exit on null
work = solver->work;
if (work) { // If workspace has been allocated
// Free Data
if (work->data) {
if (work->data->P) OSQPMatrix_free(work->data->P);
if (work->data->A) OSQPMatrix_free(work->data->A);
OSQPVectorf_free(work->data->q);
OSQPVectorf_free(work->data->l);
OSQPVectorf_free(work->data->u);
c_free(work->data);
}
// Free scaling
if (solver->settings->scaling) {
if (work->scaling){
OSQPVectorf_free(work->scaling->D);
OSQPVectorf_free(work->scaling->Dinv);
OSQPVectorf_free(work->scaling->E);
OSQPVectorf_free(work->scaling->Einv);
}
c_free(work->scaling);
// Free workspace variables
OSQPVectorf_free(work->D_temp);
OSQPVectorf_free(work->D_temp_A);
OSQPVectorf_free(work->E_temp);
}
// Free linear system solver structure
if (work->linsys_solver) {
if (work->linsys_solver->free) {
work->linsys_solver->free(work->linsys_solver);
}
}
// Unload linear system solver after free
exitflag = unload_linsys_solver(solver->settings->linsys_solver);
#ifndef EMBEDDED
// Free active constraints structure
if (work->pol) {
OSQPVectori_free(work->pol->active_flags);
OSQPVectorf_free(work->pol->x);
OSQPVectorf_free(work->pol->z);
OSQPVectorf_free(work->pol->y);
c_free(work->pol);
}
#endif /* ifndef EMBEDDED */
// Free other Variables
OSQPVectorf_free(work->rho_vec);
OSQPVectorf_free(work->rho_inv_vec);
#if EMBEDDED != 1
if (work->constr_type) OSQPVectori_free(work->constr_type);
#endif
OSQPVectorf_free(work->x);
OSQPVectorf_free(work->z);
OSQPVectorf_free(work->xz_tilde);
OSQPVectorf_view_free(work->xtilde_view);
OSQPVectorf_view_free(work->ztilde_view);
OSQPVectorf_free(work->x_prev);
OSQPVectorf_free(work->z_prev);
OSQPVectorf_free(work->y);
OSQPVectorf_free(work->Ax);
OSQPVectorf_free(work->Px);
OSQPVectorf_free(work->Aty);
OSQPVectorf_free(work->delta_y);
OSQPVectorf_free(work->Atdelta_y);
OSQPVectorf_free(work->delta_x);
OSQPVectorf_free(work->Pdelta_x);
OSQPVectorf_free(work->Adelta_x);
// Free Settings
if (solver->settings) c_free(solver->settings);
// Free solution
if (solver->solution) {
if (solver->solution->x) c_free(solver->solution->x);
if (solver->solution->y) c_free(solver->solution->y);
c_free(solver->solution);
}
// Free information
if (solver->info) c_free(solver->info);
# ifdef PROFILING
// Free timer
if (work->timer) c_free(work->timer);
# endif /* ifdef PROFILING */
// Free work
c_free(work);
}
// Free solver
c_free(solver);
return exitflag;
}
#endif // #ifndef EMBEDDED
/************************
* Update problem data *
************************/
c_int osqp_update_lin_cost(OSQPSolver *solver, const c_float *q_new) {
OSQPWorkspace* work;
// Check if workspace has been initialized
if (!solver || !solver->work) osqp_error(OSQP_WORKSPACE_NOT_INIT_ERROR);
work = solver->work;
#ifdef PROFILING
if (work->clear_update_time == 1) {
work->clear_update_time = 0;
solver->info->update_time = 0.0;
}
osqp_tic(work->timer); // Start timer
#endif /* ifdef PROFILING */
// Replace q by the new vector
OSQPVectorf_from_raw(work->data->q, q_new);
// Scaling
if (solver->settings->scaling) {
OSQPVectorf_ew_prod(work->data->q, work->data->q, work->scaling->D);
OSQPVectorf_mult_scalar(work->data->q, work->scaling->c);
}
// Reset solver information
reset_info(solver->info);
#ifdef PROFILING
solver->info->update_time += osqp_toc(work->timer);
#endif /* ifdef PROFILING */
return 0;
}
c_int osqp_update_bounds(OSQPSolver *solver,
const c_float *l_new,
const c_float *u_new) {
c_int i, exitflag = 0;
OSQPWorkspace* work;
// Check if workspace has been initialized
if (!solver || !solver->work) osqp_error(OSQP_WORKSPACE_NOT_INIT_ERROR);
work = solver->work;
#ifdef PROFILING
if (work->clear_update_time == 1) {
work->clear_update_time = 0;
solver->info->update_time = 0.0;
}
osqp_tic(work->timer); // Start timer
#endif /* ifdef PROFILING */
// Check if lower bound is smaller than upper bound
for (i = 0; i < work->data->m; i++) {
if (l_new[i] > u_new[i]) {
#ifdef PRINTING
c_eprint("lower bound must be lower than or equal to upper bound");
#endif /* ifdef PRINTING */
return 1;
}
}
// Replace l and u by the new vectors
OSQPVectorf_from_raw(work->data->l, l_new);
OSQPVectorf_from_raw(work->data->u, u_new);
// Scaling
if (solver->settings->scaling) {
OSQPVectorf_ew_prod(work->data->l, work->data->l, work->scaling->E);
OSQPVectorf_ew_prod(work->data->u, work->data->u, work->scaling->E);
}
// Reset solver information
reset_info(solver->info);
#if EMBEDDED != 1
// Update rho_vec and refactor if constraints type changes
exitflag = update_rho_vec(solver);
#endif // EMBEDDED != 1
#ifdef PROFILING
solver->info->update_time += osqp_toc(work->timer);
#endif /* ifdef PROFILING */
return exitflag;
}
c_int osqp_update_lower_bound(OSQPSolver *solver, const c_float *l_new) {
c_int exitflag = 0;
OSQPWorkspace* work;
// Check if workspace has been initialized
if (!solver || !solver->work) osqp_error(OSQP_WORKSPACE_NOT_INIT_ERROR);
work = solver->work;
#ifdef PROFILING
if (work->clear_update_time == 1) {
work->clear_update_time = 0;
solver->info->update_time = 0.0;
}
osqp_tic(work->timer); // Start timer
#endif /* ifdef PROFILING */
// Replace l by the new vector
OSQPVectorf_from_raw(work->data->l, l_new);
// Scaling
if (solver->settings->scaling) {
OSQPVectorf_ew_prod(work->data->l, work->data->l, work->scaling->E);
}
// Check if lower bound is smaller than upper bound
if(!OSQPVectorf_all_leq(work->data->l,work->data->u)) {
#ifdef PRINTING
c_eprint("upper bound must be greater than or equal to lower bound");
#endif /* ifdef PRINTING */
return 1;
}
// Reset solver information
reset_info(solver->info);
#if EMBEDDED != 1
// Update rho_vec and refactor if constraints type changes
exitflag = update_rho_vec(solver);
#endif // EMBEDDED ! =1
#ifdef PROFILING
solver->info->update_time += osqp_toc(work->timer);
#endif /* ifdef PROFILING */
return exitflag;
}
c_int osqp_update_upper_bound(OSQPSolver *solver, const c_float *u_new) {
c_int exitflag = 0;
OSQPWorkspace* work;
// Check if workspace has been initialized
if (!solver || !solver->work) osqp_error(OSQP_WORKSPACE_NOT_INIT_ERROR);
work = solver->work;
#ifdef PROFILING
if (work->clear_update_time == 1) {
work->clear_update_time = 0;
solver->info->update_time = 0.0;
}
osqp_tic(work->timer); // Start timer
#endif /* ifdef PROFILING */
// Replace u by the new vector
OSQPVectorf_from_raw(work->data->u, u_new);
// Scaling
if (solver->settings->scaling) {
OSQPVectorf_ew_prod(work->data->u, work->data->u, work->scaling->E);
}
// Check if upper bound is greater than lower bound
if(!OSQPVectorf_all_leq(work->data->l, work->data->u)) {
#ifdef PRINTING
c_eprint("lower bound must be lower than or equal to upper bound");
#endif /* ifdef PRINTING */
return 1;
}
// Reset solver information
reset_info(solver->info);
#if EMBEDDED != 1
// Update rho_vec and refactor if constraints type changes
exitflag = update_rho_vec(solver);
#endif // EMBEDDED != 1
#ifdef PROFILING
solver->info->update_time += osqp_toc(work->timer);
#endif /* ifdef PROFILING */
return exitflag;
}
c_int osqp_warm_start(OSQPSolver *solver, const c_float *x, const c_float *y) {
OSQPWorkspace* work;
// Check if workspace has been initialized
if (!solver || !solver->work) osqp_error(OSQP_WORKSPACE_NOT_INIT_ERROR);
work = solver->work;
// Update warm_start setting to true
if (!solver->settings->warm_start) solver->settings->warm_start = 1;
// Copy primal and dual variables into the iterates
OSQPVectorf_from_raw(work->x, x);
OSQPVectorf_from_raw(work->y, y);
// Scale iterates
if (solver->settings->scaling) {
OSQPVectorf_ew_prod(work->x, work->x, work->scaling->Dinv);
OSQPVectorf_ew_prod(work->y, work->y, work->scaling->Einv);
OSQPVectorf_mult_scalar(work->y, work->scaling->c);
}
// Compute Ax = z and store it in z
OSQPMatrix_Axpy(work->data->A, work->x, work->z, 1.0, 0.0);
return 0;
}
c_int osqp_warm_start_x(OSQPSolver *solver, const c_float *x) {
OSQPWorkspace* work;
// Check if workspace has been initialized
if (!solver || !solver->work) osqp_error(OSQP_WORKSPACE_NOT_INIT_ERROR);
work = solver->work;
// Update warm_start setting to true
if (!solver->settings->warm_start) solver->settings->warm_start = 1;
// Copy primal variable into the iterate x
OSQPVectorf_from_raw(work->x, x);
// Scale iterate
if (solver->settings->scaling) {
OSQPVectorf_ew_prod(work->x, work->x, work->scaling->Dinv);
}
// Compute Ax = z and store it in z
OSQPMatrix_Axpy(work->data->A, work->x, work->z, 1.0, 0.0);
return 0;
}
c_int osqp_warm_start_y(OSQPSolver *solver, const c_float *y) {
OSQPWorkspace* work;
// Check if workspace has been initialized
if (!solver || !solver->work) osqp_error(OSQP_WORKSPACE_NOT_INIT_ERROR);
work = solver->work;