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Fix parameter updates with ECOS #47

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merged 7 commits into from
Apr 21, 2024
Merged

Fix parameter updates with ECOS #47

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976516d
Fixed undefined solver name for HTML file.
maxschaller Apr 21, 2024
dde1e5b
Indentation.
maxschaller Apr 21, 2024
d22ae6d
Changed copying logic for preconditioning.
maxschaller Apr 21, 2024
41f7672
Update setup.py
maxschaller Apr 21, 2024
39e02a8
Update setup.py
maxschaller Apr 21, 2024
c975e16
Update setup.py
maxschaller Apr 21, 2024
ac7320c
Simplified function calls.
maxschaller Apr 21, 2024
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2 changes: 1 addition & 1 deletion cvxpygen/cpg.py
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Original file line number Diff line number Diff line change
Expand Up @@ -54,7 +54,7 @@ def generate_code(problem, code_dir='CPG_code', solver=None, solver_opts=None,
interface_class, cvxpy_interface_class = get_interface_class(solver_name)

# configuration
configuration = get_configuration(code_dir, solver, unroll, prefix)
configuration = get_configuration(code_dir, solver_name, unroll, prefix)

# cone problems check
if hasattr(param_prob, 'cone_dims'):
Expand Down
15 changes: 10 additions & 5 deletions cvxpygen/solvers.py
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Original file line number Diff line number Diff line change
Expand Up @@ -709,7 +709,8 @@ def __init__(self, data, p_prob, enable_settings):
self.parameter_update_structure = {
'init': ParameterUpdateLogic(
update_pending_logic=UpdatePendingLogic([], extra_condition='!{prefix}ecos_workspace', functions_if_false=['AbcGh']),
function_call=f'{{prefix}}ecos_workspace = ECOS_setup({canon_constants["n"]}, {canon_constants["m"]}, {canon_constants["p"]}, {canon_constants["l"]}, {canon_constants["n_cones"]}'
function_call=f'{{prefix}}cpg_copy_all();\n'
f' {{prefix}}ecos_workspace = ECOS_setup({canon_constants["n"]}, {canon_constants["m"]}, {canon_constants["p"]}, {canon_constants["l"]}, {canon_constants["n_cones"]}'
f', {"0" if canon_constants["n_cones"] == 0 else "(int *) &{prefix}ecos_q"}, {canon_constants["e"]}'
f', {{prefix}}Canon_Params_conditioning.G->x, {{prefix}}Canon_Params_conditioning.G->p, {{prefix}}Canon_Params_conditioning.G->i'
f', {"0" if canon_constants["p"] == 0 else "{prefix}Canon_Params_conditioning.A->x"}'
Expand All @@ -720,16 +721,19 @@ def __init__(self, data, p_prob, enable_settings):
),
'AbcGh': ParameterUpdateLogic(
update_pending_logic=UpdatePendingLogic(['A', 'b', 'G'], '||', ['c', 'h']),
function_call=f'ECOS_updateData({{prefix}}ecos_workspace, {{prefix}}Canon_Params_conditioning.G->x, {"0" if canon_constants["p"] == 0 else "{prefix}Canon_Params_conditioning.A->x"}'
function_call=f'{{prefix}}cpg_copy_all();\n'
f' ECOS_updateData({{prefix}}ecos_workspace, {{prefix}}Canon_Params_conditioning.G->x, {"0" if canon_constants["p"] == 0 else "{prefix}Canon_Params_conditioning.A->x"}'
f', {{prefix}}Canon_Params_conditioning.c, {{prefix}}Canon_Params_conditioning.h, {"0" if canon_constants["p"] == 0 else "{prefix}Canon_Params_conditioning.b"})'
),
'c': ParameterUpdateLogic(
update_pending_logic=UpdatePendingLogic(['c']),
function_call=f'for (i=0; i<{canon_constants["n"]}; i++) {{{{ ecos_updateDataEntry_c({{prefix}}ecos_workspace, i, {{prefix}}Canon_Params_conditioning.c[i]); }}}}'
function_call=f'{{prefix}}cpg_copy_c();\n'
f' for (i=0; i<{canon_constants["n"]}; i++) {{{{ ecos_updateDataEntry_c({{prefix}}ecos_workspace, i, {{prefix}}Canon_Params_conditioning.c[i]); }}}}'
),
'h': ParameterUpdateLogic(
update_pending_logic=UpdatePendingLogic(['h']),
function_call=f'for (i=0; i<{canon_constants["m"]}; i++) {{{{ ecos_updateDataEntry_h({{prefix}}ecos_workspace, i, {{prefix}}Canon_Params_conditioning.h[i]); }}}}'
function_call=f'{{prefix}}cpg_copy_h();\n'
f' for (i=0; i<{canon_constants["m"]}; i++) {{{{ ecos_updateDataEntry_h({{prefix}}ecos_workspace, i, {{prefix}}Canon_Params_conditioning.h[i]); }}}}'
)
}

Expand Down Expand Up @@ -929,7 +933,8 @@ def __init__(self, data, p_prob, enable_settings):
'init': ParameterUpdateLogic(
update_pending_logic=UpdatePendingLogic([], extra_condition=extra_condition, functions_if_false=[]),
function_call= \
f'clarabel_CscMatrix_init(&{{prefix}}P, {canon_constants["n"]}, {canon_constants["n"]}, {P_p}, {P_i}, {P_x});\n'
f'{{prefix}}cpg_copy_all();\n'
f' clarabel_CscMatrix_init(&{{prefix}}P, {canon_constants["n"]}, {canon_constants["n"]}, {P_p}, {P_i}, {P_x});\n'
f' clarabel_CscMatrix_init(&{{prefix}}A, {canon_constants["m"]}, {canon_constants["n"]}, {{prefix}}Canon_Params_conditioning.A->p, {{prefix}}Canon_Params_conditioning.A->i, {{prefix}}Canon_Params_conditioning.A->x);\n' \
f' {{prefix}}settings = clarabel_DefaultSettings_default()'
)
Expand Down
61 changes: 39 additions & 22 deletions cvxpygen/utils.py
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Original file line number Diff line number Diff line change
Expand Up @@ -632,7 +632,7 @@ def write_workspace_prot(f, configuration, variable_info, dual_variable_info, pa
f.write('typedef struct {\n')
for p_id in parameter_canon.p.keys():
if p_id.isupper():
f.write(f' cpg_csc *{(p_id+";").ljust(8)} // Canonical parameter {p_id}\n')
f.write(f' cpg_csc *{(p_id+";").ljust(8)} // Canonical parameter {p_id}\n')
else:
if p_id == 'd':
s = ''
Expand All @@ -644,7 +644,7 @@ def write_workspace_prot(f, configuration, variable_info, dual_variable_info, pa
f.write('// Flags indicating outdated canonical parameters\n')
f.write('typedef struct {\n')
for p_id in parameter_canon.p.keys():
f.write(f' int {(p_id + ";").ljust(8)} // Bool, if canonical parameter {p_id} outdated\n')
f.write(f' int {(p_id + ";").ljust(10)} // Bool, if canonical parameter {p_id} outdated\n')
f.write('} Canon_Outdated_t;\n\n')

f.write('// Primal solution\n')
Expand Down Expand Up @@ -672,17 +672,17 @@ def write_workspace_prot(f, configuration, variable_info, dual_variable_info, pa
f.write('typedef struct {\n')
f.write(' cpg_float obj_val; // Objective function value\n')
f.write(' cpg_int iter; // Number of iterations\n')
f.write(f' {"cpg_int " if solver_interface.status_is_int else "char *"}status; // Solver status\n')
f.write(f' {"cpg_int status; " if solver_interface.status_is_int else "char *status; "}// Solver status\n')
f.write(' cpg_float pri_res; // Primal residual\n')
f.write(' cpg_float dua_res; // Dual residual\n')
f.write('} CPG_Info_t;\n\n')

f.write('// Solution and solver information\n')
f.write('typedef struct {\n')
f.write(' CPG_Prim_t *prim; // Primal solution\n')
f.write(' CPG_Prim_t *prim; // Primal solution\n')
if len(dual_variable_info.name_to_init) > 0:
f.write(' CPG_Dual_t *dual; // Dual solution\n')
f.write(' CPG_Info_t *info; // Solver info\n')
f.write(' CPG_Dual_t *dual; // Dual solution\n')
f.write(' CPG_Info_t *info; // Solver info\n')
f.write('} CPG_Result_t;\n\n')

f.write('// Solver settings\n')
Expand Down Expand Up @@ -845,18 +845,12 @@ def write_solve_def(f, configuration, variable_info, dual_variable_info, paramet
f.write(f' {configuration.prefix}CPG_Info.pri_res = {result_prefix}{solver_interface.ws_ptrs.primal_residual};\n')
f.write(f' {configuration.prefix}CPG_Info.dua_res = {result_prefix}{solver_interface.ws_ptrs.dual_residual};\n')
f.write('}\n\n')

f.write('// Solve via canonicalization, canonical solve, retrieval\n')
f.write(f'void {configuration.prefix}cpg_solve(){{\n')
f.write(' // Canonicalize if necessary\n')

for p_id, changes in parameter_canon.p_id_to_changes.items():
if changes:
f.write(f' if ({configuration.prefix}Canon_Outdated.{p_id}) {{\n')
f.write(f' {configuration.prefix}cpg_canonicalize_{p_id}();\n')
f.write(' }\n')
if solver_interface.inmemory_preconditioning:
size = parameter_canon.p_id_to_size[p_id]

if solver_interface.inmemory_preconditioning:
f.write('// Copy canonical parameters for preconditioning\n')
for p_id, size in parameter_canon.p_id_to_size.items():
if p_id != 'd':
f.write(f'void {configuration.prefix}cpg_copy_{p_id}(){{\n')
if size == 1:
f.write(f' {configuration.prefix}Canon_Params_conditioning.{p_id} = {configuration.prefix}Canon_Params.{p_id};\n')
elif size > 1:
Expand All @@ -866,6 +860,22 @@ def write_solve_def(f, configuration, variable_info, dual_variable_info, paramet
else:
f.write(f' {configuration.prefix}Canon_Params_conditioning.{p_id}[i] = {configuration.prefix}Canon_Params.{p_id}[i];\n')
f.write(' }\n')
f.write('}\n\n')
f.write(f'void {configuration.prefix}cpg_copy_all(){{\n')
for p_id in parameter_canon.p.keys():
if p_id != 'd':
f.write(f' {configuration.prefix}cpg_copy_{p_id}();\n')
f.write('}\n\n')

f.write('// Solve via canonicalization, canonical solve, retrieval\n')
f.write(f'void {configuration.prefix}cpg_solve(){{\n')
f.write(' // Canonicalize if necessary\n')

for p_id, changes in parameter_canon.p_id_to_changes.items():
if changes:
f.write(f' if ({configuration.prefix}Canon_Outdated.{p_id}) {{\n')
f.write(f' {configuration.prefix}cpg_canonicalize_{p_id}();\n')
f.write(' }\n')

pus = solver_interface.parameter_update_structure
write_update_structure(f, configuration, parameter_canon, pus, *analyze_pus(pus, parameter_canon.p_id_to_changes))
Expand Down Expand Up @@ -939,6 +949,13 @@ def write_solve_prot(f, configuration, variable_info, dual_variable_info, parame
f.write('\n// Retrieve solver information\n')
f.write(f'extern void {configuration.prefix}cpg_retrieve_info();\n')

if solver_interface.inmemory_preconditioning:
f.write('\n// Copy canonical parameters for preconditioning\n')
for p_id in parameter_canon.p_id_to_size.keys():
if p_id != 'd':
f.write(f'extern void {configuration.prefix}cpg_copy_{p_id}();\n')
f.write(f'extern void {configuration.prefix}cpg_copy_all();\n')

f.write('\n// Solve via canonicalization, canonical solve, retrieval\n')
f.write(f'extern void {configuration.prefix}cpg_solve();\n')

Expand Down Expand Up @@ -1414,7 +1431,7 @@ def replace_html_data(text, configuration, variable_info, dual_variable_info, pa
CPGINFOTYPEDEF += 'typedef struct {\n'
CPGINFOTYPEDEF += ' cpg_float obj_val; // Objective function value\n'
CPGINFOTYPEDEF += ' cpg_int iter; // Number of iterations\n'
CPGINFOTYPEDEF += (f' {"cpg_int " if solver_interface.status_is_int else "char *"}status; // Solver status\n')
CPGINFOTYPEDEF += (f' {"cpg_int status; " if solver_interface.status_is_int else "char *status; "}// Solver status\n')
CPGINFOTYPEDEF += ' cpg_float pri_res; // Primal residual\n'
CPGINFOTYPEDEF += ' cpg_float dua_res; // Dual residual\n'
CPGINFOTYPEDEF += '} CPG_Info_t;\n'
Expand All @@ -1423,10 +1440,10 @@ def replace_html_data(text, configuration, variable_info, dual_variable_info, pa
# type definition of CPG_Result_t
CPGRESULTTYPEDEF = '\n// Struct type with user-defined objective value and solution as fields\n'
CPGRESULTTYPEDEF += 'typedef struct {\n'
CPGRESULTTYPEDEF += ' CPG_Prim_t *prim; // Primal solution\n'
CPGRESULTTYPEDEF += ' CPG_Prim_t *prim; // Primal solution\n'
if len(dual_variable_info.name_to_init) > 0:
CPGRESULTTYPEDEF += ' CPG_Dual_t *dual; // Dual solution\n'
CPGRESULTTYPEDEF += ' CPG_Info_t *info; // Solver information\n'
CPGRESULTTYPEDEF += ' CPG_Dual_t *dual; // Dual solution\n'
CPGRESULTTYPEDEF += ' CPG_Info_t *info; // Solver information\n'
CPGRESULTTYPEDEF += '} CPG_Result_t;\n'
text = text.replace('$CPGRESULTTYPEDEF', CPGRESULTTYPEDEF)

Expand Down
6 changes: 3 additions & 3 deletions setup.py
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Original file line number Diff line number Diff line change
Expand Up @@ -3,7 +3,7 @@

MAJOR = 0
MINOR = 3
MICRO = 2
MICRO = 3
VERSION = '%d.%d.%d' % (MAJOR, MINOR, MICRO)


Expand Down Expand Up @@ -43,8 +43,8 @@ def readme():
'pybind11 >= 2.8',
'osqp >= 0.6.2, < 1.0.0',
'clarabel >= 0.6.0',
'scipy >= 1.1.0',
'numpy >= 1.15',
'scipy >= 1.1.0, <1.12.0',
'numpy >= 1.15, <1.28.0',
],
extras_require={
'dev': [
Expand Down
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