Merge pull request coin-or#133 from zanellia/mumps

Adding support for MUMPS sparse linear solver

.gitmodules

@@ -0,0 +1,3 @@
+[submodule "external/ThirdParty-Mumps"]
+	path = external/ThirdParty-Mumps
+	url = git@github.com:coin-or-tools/ThirdParty-Mumps.git

Makefile

@@ -36,10 +36,26 @@ include make.mk
 ##
 
 
-all: bin src examples
+ifeq ($(DEF_SOLVER), SOLVER_MUMPS)
+EXTERNAL = mumps
+else
+EXTERNAL =
+endif
+
+all:  $(EXTERNAL) bin src examples
 #src_aw testing
 
-src:
+ifeq ($(DEF_SOLVER), SOLVER_MUMPS)
+mumps: 
+	@echo $(QPOASESROOT)
+	@cd external/ThirdParty-Mumps; \
+	if [ -d "MUMPS" ]; then \
+	echo "Found MUMPS source code."; \
+	else get.Mumps; ./configure --prefix=$(PWD)/external/mumps_installation; fi; \
+	make && make install
+endif
+
+src: $(EXTERNAL)
 	@cd $@; ${MAKE} -s
 
 bin:
@@ -64,6 +80,11 @@ debugging:
 	@cd $@; ${MAKE} -s
 
 clean:
+ifeq ($(DEF_SOLVER), SOLVER_MUMPS)
+	@echo Cleaning up \(mumps\)
+	@cd external/ThirdParty-Mumps && ${MAKE} -s clean
+	@cd external && ${RM} -rf mumps_installation
+endif
 	@cd src               && ${MAKE} -s clean
 	@cd examples          && ${MAKE} -s clean
 	@cd bin               && ${RM} -f *.* *{EXE}

examples/generate_sparse_qp/main.py

@@ -0,0 +1,58 @@
+import numpy as np
+import scipy as sp
+from scipy.sparse import csc_matrix, coo_matrix, csr_matrix, lil_matrix, random
+from jinja2 import Environment
+from jinja2.loaders import FileSystemLoader
+import os
+
+seed = 42
+density = 0.1
+gamma = 0.01
+
+out_file_name = 'qp_data.hpp'
+in_file_name  = 'qp_data.in.hpp'
+
+NV = 100
+NC = 10
+
+H = csc_matrix((NV, NV))
+A = csc_matrix((NV, NV))
+
+myinf = 1e10
+
+for i in range(NV):
+    H[i,i] = 1.0
+
+# H = H + gamma*random(NV, NV, density=density, format='csc', random_state=seed)
+# H = H.T*H
+
+for i in range(NC):
+    A[i,i] = 1.0
+
+H_ri =  H.indices 
+H_cp =  H.indptr 
+H_val = H.data 
+H_nnz = H.nnz
+
+A_ri =  A.indices 
+A_cp =  A.indptr 
+A_val = A.data 
+A_nnz = A.nnz
+
+g = np.ones((NV,1))
+
+lb = -myinf*np.ones((NV, 1))
+ub = myinf*np.ones((NV, 1))
+
+lbA = -np.ones((NC, 1))
+ubA = np.ones((NC, 1))
+
+print('rendering templated C++ code...')
+env = Environment(loader=FileSystemLoader(os.path.dirname(os.path.abspath(__file__))))
+tmpl = env.get_template(in_file_name)
+
+code = tmpl.render(NV = NV, NC = NC, H_cp = H_cp, H_ri = H_ri, H_val = H_val, H_nnz = H_nnz, \
+        A_cp = A_cp, A_ri = A_ri, A_val = A_val, A_nnz = A_nnz, g = g, lb = lb, ub = ub, lbA = lbA, ubA = ubA)
+
+with open(out_file_name, "w+") as f:
+    f.write(code.replace('inf', 'Inf'))

examples/generate_sparse_qp/qp_data.in.hpp

@@ -0,0 +1,108 @@
+/*
+ *	This file is part of qpOASES.
+ *
+ *	qpOASES -- An Implementation of the Online Active Set Strategy.
+ *	Copyright (C) 2007-2017 by Hans Joachim Ferreau, Andreas Potschka,
+ *	Christian Kirches et al. All rights reserved.
+ *
+ *	qpOASES is free software; you can redistribute it and/or
+ *	modify it under the terms of the GNU Lesser General Public
+ *	License as published by the Free Software Foundation; either
+ *	version 2.1 of the License, or (at your option) any later version.
+ *
+ *	qpOASES is distributed in the hope that it will be useful,
+ *	but WITHOUT ANY WARRANTY; without even the implied warranty of
+ *	MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.
+ *	See the GNU Lesser General Public License for more details.
+ *
+ *	You should have received a copy of the GNU Lesser General Public
+ *	License along with qpOASES; if not, write to the Free Software
+ *	Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA  02110-1301  USA
+ *
+ */
+
+
+/**
+ *	\author Andrea Zanelli
+ *	\version 3.2
+ *	\date 2022
+ *
+ *	QP data generated by a Python script for testing purposes.
+ */
+
+
+USING_NAMESPACE_QPOASES
+
+#define NV {{NV}}
+#define NC {{NC}}
+
+const real_t Inf = INFTY;
+
+sparse_int_t H_ri[] = {
+    {% for d in H_ri %}
+    {{ d }},
+    {%- endfor %}
+};
+
+sparse_int_t H_cp[] = { 
+    {% for d in H_cp %}
+    {{ d }},
+    {%- endfor %}
+};
+
+real_t H_val[] = {
+    {% for d in H_val %}
+    {{ d }},
+    {%- endfor %}
+};
+
+sparse_int_t A_ri[] = {
+    {% for d in A_ri %}
+    {{ d }},
+    {%- endfor %}
+};
+
+sparse_int_t A_cp[] = {
+    {% for d in A_cp %}
+    {{ d }},
+    {%- endfor %}
+};
+
+real_t A_val[] = {
+    {% for d in A_val %}
+    {{ d }},
+    {%- endfor %}
+};
+
+real_t g[] = {
+    {% for d in g %}
+    {{ d[0] }},
+    {%- endfor %}
+};
+
+real_t lb[] = {
+    {% for d in lb %}
+    {{ d[0] }},
+    {%- endfor %}
+};
+
+real_t ub[] = {
+    {% for d in ub %}
+    {{ d[0] }},
+    {%- endfor %}
+};
+
+real_t lbA[] = {
+    {% for d in lbA %}
+    {{ d[0] }},
+    {%- endfor %}
+};
+
+real_t ubA[] = {
+    {% for d in ubA %}
+    {{ d[0] }},
+    {%- endfor %}
+    };
+
+long H_nnz = {{ H_nnz }}; 
+long A_nnz = {{ A_nnz }};