Merge pull request #627 from osqp/develop-beta1

.github/workflows/coverage.yaml

@@ -41,11 +41,14 @@ jobs:
             lfs: false
             submodules: recursive
 
-        - name: Set up conda
+        - name: Set up conda environment for testing
           uses: conda-incubator/setup-miniconda@v2
           with:
             auto-update-conda: true
             python-version: ${{ matrix.python-version }}
+            activate-environment: osqp-test
+            environment-file: tests/testenv.yml
+            auto-activate-base: false
 
         # -----------------
         # OS-specific setup
@@ -55,16 +58,9 @@ jobs:
           run: |
             echo "LD_LIBRARY_PATH=$CONDA_PREFIX/lib" >> $GITHUB_ENV
 
-
-        - name: Install unit testing python dependencies
-          run: |
-            conda install numpy scipy
-            conda info
-            conda list
-
         - name: Install MKL
           run: |
-            conda install -c intel "mkl-devel<2022"
+            conda install -c intel mkl-devel
             conda info
             conda list
 

.github/workflows/main-cuda.yml

@@ -39,20 +39,19 @@ jobs:
             lfs: false
             submodules: recursive
 
+        - name: Set up conda environment for testing
+          uses: conda-incubator/setup-miniconda@v2
+          with:
+            auto-update-conda: true
+            python-version: ${{ matrix.python-version }}
+            activate-environment: osqp-test
+            environment-file: tests/testenv.yml
+            auto-activate-base: false
+
         - name: Setup (Linux)
           run: |
             echo "LD_LIBRARY_PATH=$CONDA_PREFIX/lib" >> $GITHUB_ENV
 
-        # Fetching mkl from the anaconda channel instead of defaults gives us the MKL runtime dynamic libraries
-        # as well (mkl_rt.<dll/so>), required during the runtime testing steps.
-        # MKL on Anaconda 2021.* seems to have inexplicably renamed mkl_rt.dll to mkl_rt.1.dll, so we insist on
-        # a version earlier than 2021
-        - name: Install python dependencies
-          run: |
-            conda install -c anaconda "mkl<2021" numpy scipy
-            conda info
-            conda list
-
         - name: Build
           run: |
             cmake -G "${{ matrix.cmake_generator }}" \

.github/workflows/main.yml

@@ -54,11 +54,14 @@ jobs:
             lfs: false
             submodules: recursive
 
-        - name: Set up conda
+        - name: Set up conda environment for testing
           uses: conda-incubator/setup-miniconda@v2
           with:
             auto-update-conda: true
             python-version: ${{ matrix.python-version }}
+            activate-environment: osqp-test
+            environment-file: tests/testenv.yml
+            auto-activate-base: false
 
         # -----------------
         # OS-specific setup
@@ -85,12 +88,6 @@ jobs:
             echo "$CONDA_PREFIX/Library/bin" >> $GITHUB_PATH
         # -----------------
 
-        - name: Install unit testing python dependencies
-          run: |
-            conda install numpy scipy
-            conda info
-            conda list
-
         - name: Build
           run: |
             cmake -G "${{ matrix.cmake_generator }}" \

.github/workflows/mkl.yaml

@@ -53,11 +53,14 @@ jobs:
             lfs: false
             submodules: recursive
 
-        - name: Set up conda
+        - name: Set up conda environment for testing
           uses: conda-incubator/setup-miniconda@v2
           with:
             auto-update-conda: true
             python-version: ${{ matrix.python-version }}
+            activate-environment: osqp-test
+            environment-file: tests/testenv.yml
+            auto-activate-base: false
 
         # -----------------
         # OS-specific setup
@@ -84,19 +87,19 @@ jobs:
             echo "$CONDA_PREFIX/Library/bin" >> $GITHUB_PATH
         # -----------------
 
-        - name: Install unit testing python dependencies
-          run: |
-            conda install numpy scipy
-            conda info
-            conda list
-
         - name: Install MKL
           run: |
             conda install -c conda-forge llvm-openmp
             conda install -c intel mkl-devel
             conda info
             conda list
 
+        - name: Install additional dependencies (Windows)
+          if: runner.os == 'Windows'
+          run: |
+            # Needed to get import library for the Intel OpenMP library to be found
+            conda install -c intel dpcpp_impl_win-64
+
         - name: Build
           run: |
             cmake -G "${{ matrix.cmake_generator }}" \

.github/workflows/release.yml

@@ -37,11 +37,14 @@ jobs:
           lfs: false
           submodules: recursive
 
-      - name: Set up conda
+      - name: Set up conda environment for testing
         uses: conda-incubator/setup-miniconda@v2
         with:
           auto-update-conda: true
           python-version: ${{ matrix.python-version }}
+          activate-environment: osqp-test
+          environment-file: tests/testenv.yml
+          auto-activate-base: false
 
       - name: Setup Envvars
         run: |
@@ -78,7 +81,7 @@ jobs:
       # a version earlier than 2021
       - name: Install python dependencies
         run: |
-          conda install -c anaconda "mkl<2021" numpy scipy
+          conda install -c anaconda "mkl<2021"
           conda info
           conda list
 

CMakeLists.txt

@@ -40,22 +40,7 @@ if(NOT OSQP_VERSION STREQUAL "0.0.0")
   configure_file("${PROJECT_SOURCE_DIR}/configure/version.h.in" "${PROJECT_SOURCE_DIR}/include/private/version.h")
 endif()
 
-# Conda environment detection
-# ----------------------------------------------
-# If MKL_ROOT is not explicitly set, and we're running inside a conda environment, set MKL_ROOT to $CONDA_PREFIX to see
-# if we can find MKL (if installed through `conda install -c intel mkl-devel`) On a typical OneAPI installation outside
-# conda, this would mean specifying: -DMKL_DIR=/path/to/oneapi/mkl/latest/lib/cmake/mkl
-# -DMKL_ROOT=/path/to/oneapi/mkl/latest
-# ----------------------------------------------
-if(NOT DEFINED ENV{MKL_ROOT} AND NOT MKL_ROOT)
-  if(DEFINED ENV{CONDA_PREFIX})
-    message(STATUS "Detected Conda environment - setting MKL_ROOT to $CONDA_PREFIX")
-    set(MKL_ROOT $ENV{CONDA_PREFIX})
-    include_directories("$ENV{CONDA_PREFIX}/include")
-    link_directories("$ENV{CONDA_PREFIX}/lib")
-  endif()
-endif()
-
+# Setup the output directories
 set(EXECUTABLE_OUTPUT_PATH ${PROJECT_BINARY_DIR}/out)
 set(LIBRARY_OUTPUT_PATH ${PROJECT_BINARY_DIR}/out)
 
@@ -66,7 +51,6 @@ set(CMAKE_LIBRARY_OUTPUT_DIRECTORY_DEBUG "${LIBRARY_OUTPUT_PATH}")
 set(CMAKE_LIBRARY_OUTPUT_DIRECTORY_RELEASE "${LIBRARY_OUTPUT_PATH}")
 
 # Some non-standard CMake modules
-list(APPEND CMAKE_PREFIX_PATH ${PROJECT_SOURCE_DIR}/configure/cmake)
 list(APPEND CMAKE_MODULE_PATH ${PROJECT_SOURCE_DIR}/configure/cmake)
 include(Utils)
 
@@ -98,6 +82,9 @@ option(OSQP_ENABLE_PRINTING "Enable solver printing" ON)
 option(OSQP_ENABLE_PROFILING "Enable solver profiling (timing)" ON)
 option(OSQP_ENABLE_INTERRUPT "Enable user interrupt (e.g. Ctrl-C)" ON)
 
+set(OSQP_PROFILER_ANNOTATIONS "OFF" CACHE STRING
+    "Enable profiler annotations (NVTX for CUDA backend, ITT otherwise)")
+
 # Allow appending a string to the end of the library and the soname so people can have
 # multiple libraries side-by-side on an install.
 set(OSQP_LIB_SUFFIX "" CACHE STRING "String to append to the library name")
@@ -238,11 +225,13 @@ configure_file(${CMAKE_CURRENT_SOURCE_DIR}/configure/osqp_configure.h.in
 # CUDA support
 # ----------------------------------------------
 if(OSQP_ALGEBRA_CUDA)
+  # Our backend uses both CUDA and C++
+  enable_language(CXX)
   enable_language(CUDA)
   find_package(CUDA)
 
-  # cublas and cusparse headers
-  include_directories(${CMAKE_CUDA_TOOLKIT_INCLUDE_DIRECTORIES})
+  # Locate the individual CUDA libraries and create targets for them
+  find_package(CUDAToolkit)
 
   # sm_75 -> Turing support
   if(OSQP_USE_FLOAT)
@@ -361,26 +350,6 @@ if(PYTHON)
   endif(OSQP_BUILD_UNITTESTS)
 endif(PYTHON)
 
-if(MATLAB)
-  find_package(Matlab)
-  if(NOT Matlab_FOUND)
-    message(FATAL_ERROR "You need Matlab libraries to build the Matlab interface")
-  endif(NOT Matlab_FOUND)
-  message(STATUS "Matlab root is " ${Matlab_ROOT_DIR})
-
-  include_directories(${Matlab_INCLUDE_DIRS})
-  add_definitions(-DMATLAB)
-
-  # Insist on the pre 2018 complex data API so that mxGetPr will work correctly
-  add_definitions(-DMATLAB_MEXSRC_RELEASE=R2017b)
-  message(STATUS "Using Matlab pre-2018a API for mxGetPr compatibility")
-
-  if(OSQP_BUILD_UNITTESTS)
-    message(STATUS "Disabling OSQP_BUILD_UNITTESTS because we are building Matlab interface")
-    set(OSQP_BUILD_UNITTESTS OFF)
-  endif(OSQP_BUILD_UNITTESTS)
-endif(MATLAB)
-
 if(R_LANG)
   find_package(R)
   if(NOT R_FOUND)
@@ -400,7 +369,7 @@ if(R_LANG)
   endif(OSQP_BUILD_UNITTESTS)
 endif(R_LANG)
 
-if(PYTHON OR MATLAB OR R_LANG)
+if(PYTHON OR R_LANG)
   # Disable shared library and demo exe when building the interfaces
   set(OSQP_BUILD_SHARED_LIB OFF)
   set(OSQP_BUILD_DEMO_EXE OFF)
@@ -423,6 +392,8 @@ if( OSQP_BUILD_STATIC_LIB )
     set_target_properties(osqpstatic PROPERTIES OUTPUT_NAME "osqpstatic")
   endif()
 
+  # Link against the libraries for the algebras
+  target_link_libraries(osqpstatic PUBLIC ${osqplib_link_libs})
 
   if(OSQP_ALGEBRA_BUILTIN)
     # Transitive dependency on OBJECT library does not work. See https://gitlab.kitware.com/cmake/cmake/-/issues/18682
@@ -431,11 +402,7 @@ if( OSQP_BUILD_STATIC_LIB )
   target_include_directories(osqpstatic PRIVATE ${osqplib_includes})
   target_include_directories(
     osqpstatic PUBLIC "$<BUILD_INTERFACE:${CMAKE_CURRENT_SOURCE_DIR}/include/public;${CMAKE_CURRENT_BINARY_DIR}/include/public>"
-                      "$<INSTALL_INTERFACE:$<INSTALL_PREFIX>/${CMAKE_INSTALL_INCLUDEDIR}/osqp>")
-
-  if(MATLAB)
-    target_link_libraries(osqpstatic ${Matlab_LIBRARIES})
-  endif(MATLAB)
+                      "$<INSTALL_INTERFACE:${CMAKE_INSTALL_INCLUDEDIR}/osqp>")
 endif()
 
 # ----------------------------------------------
@@ -452,11 +419,11 @@ if(OSQP_BUILD_SHARED_LIB)
     target_sources(osqp PRIVATE $<TARGET_OBJECTS:qdldlobject>)
   endif()
   target_include_directories(osqp PRIVATE ${osqplib_includes})
-  target_include_directories(osqp PUBLIC "$<BUILD_INTERFACE:${CMAKE_CURRENT_SOURCE_DIR}/include>"
-                                         "$<INSTALL_INTERFACE:$<INSTALL_PREFIX>/${CMAKE_INSTALL_INCLUDEDIR}/osqp>")
+  target_include_directories(osqp PUBLIC "$<BUILD_INTERFACE:${CMAKE_CURRENT_SOURCE_DIR}/include/public;${CMAKE_CURRENT_BINARY_DIR}/include/public>"
+                                         "$<INSTALL_INTERFACE:${CMAKE_INSTALL_INCLUDEDIR}/osqp>")
 
   # Link against the libraries for the algebras
-  target_link_libraries(osqp ${osqplib_link_libs})
+  target_link_libraries(osqp PRIVATE ${osqplib_link_libs})
 
   # Declare that we are building the shared library to get proper symbol exports.
   # Shared library consumers should also define OSQP_SHARED_LIB to get the library
@@ -467,7 +434,7 @@ if(OSQP_BUILD_SHARED_LIB)
 
   # Modify the soname of the library to include the algebra if desired
   if(OSQP_LIB_SUFFIX)
-    set_target_properties(osqp PROPERTIES LIBRARY_OUTPUT_NAME "osqp_${OSQP_LIB_SUFFIX}")
+    set_target_properties(osqp PROPERTIES OUTPUT_NAME "osqp_${OSQP_LIB_SUFFIX}")
   endif()
 endif()
 
@@ -490,8 +457,14 @@ endif()
 # ----------------------------------------------
 # Installation / Uninstallation
 # ----------------------------------------------
-install(FILES ${osqp_headers} DESTINATION "${CMAKE_INSTALL_INCLUDEDIR}/osqp")
 
+# Install the OSQP Headers
+install(FILES ${osqp_headers}
+        DESTINATION "${CMAKE_INSTALL_INCLUDEDIR}/osqp")
+
+############################################################
+# Generate and install build system library config files
+############################################################
 if(OSQP_BUILD_STATIC_LIB)
   install(
     TARGETS osqpstatic
@@ -533,9 +506,9 @@ if(OSQP_BUILD_SHARED_LIB)
 endif()
 
 if(OSQP_BUILD_STATIC_LIB OR OSQP_BUILD_SHARED_LIB)
-  # generate the config file that is includes the exports
+  # Generate CMake config file that includes the exports
   configure_package_config_file(
-    "${CMAKE_CURRENT_SOURCE_DIR}/configure/osqp-config.cmake.in"
+    "${CMAKE_CURRENT_SOURCE_DIR}/configure/cmake/osqp-config.cmake.in"
     "${CMAKE_CURRENT_BINARY_DIR}/osqp-config.cmake"
     INSTALL_DESTINATION "${CMAKE_INSTALL_LIBDIR}/cmake/osqp"
     NO_SET_AND_CHECK_MACRO
@@ -550,6 +523,13 @@ if(OSQP_BUILD_STATIC_LIB OR OSQP_BUILD_SHARED_LIB)
           "${CMAKE_CURRENT_BINARY_DIR}/osqp-config.cmake"
           "${CMAKE_CURRENT_BINARY_DIR}/osqp-config-version.cmake"
           DESTINATION ${CMAKE_INSTALL_LIBDIR}/cmake/osqp)
+
+  # Only install the dependency locating file if it exists (not all algebras have dependencies)
+  if( EXISTS "${CMAKE_CURRENT_BINARY_DIR}/osqp-findAlgebraDependency.cmake" )
+    install(FILES
+            "${CMAKE_CURRENT_BINARY_DIR}/osqp-findAlgebraDependency.cmake"
+            DESTINATION ${CMAKE_INSTALL_LIBDIR}/cmake/osqp)
+  endif()
 endif()
 
 if(OSQP_CODEGEN)