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osqp.c
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#include "osqp.h"
#include "auxil.h"
#include "util.h"
#include "scaling.h"
#include "glob_opts.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->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->rho = (c_float)RHO; /* ADMM step */
settings->sigma = (c_float)SIGMA; /* ADMM step */
settings->max_iter = MAX_ITER; /* maximum iterations to
take */
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
OSQPWorkspace* osqp_setup(const OSQPData *data, OSQPSettings *settings) {
OSQPWorkspace *work; // Workspace
// Validate data
if (validate_data(data)) {
# ifdef PRINTING
c_eprint("Data validation returned failure");
# endif /* ifdef PRINTING */
return OSQP_NULL;
}
// Validate settings
if (validate_settings(settings)) {
# ifdef PRINTING
c_eprint("Settings validation returned failure");
# endif /* ifdef PRINTING */
return OSQP_NULL;
}
// Allocate empty workspace
work = c_calloc(1, sizeof(OSQPWorkspace));
if (!work) {
# ifdef PRINTING
c_eprint("allocating work failure");
# endif /* ifdef PRINTING */
return OSQP_NULL;
}
// Start and allocate directly timer
# ifdef PROFILING
work->timer = c_malloc(sizeof(OSQPTimer));
tic(work->timer);
# endif /* ifdef PROFILING */
// Copy problem data into workspace
work->data = c_malloc(sizeof(OSQPData));
work->data->n = data->n; // Number of variables
work->data->m = data->m; // Number of linear constraints
work->data->P = csc_to_triu(data->P); // Cost function matrix
work->data->q = vec_copy(data->q, data->n); // Linear part of cost function
work->data->A = copy_csc_mat(data->A); // Linear constraints matrix
work->data->l = vec_copy(data->l, data->m); // Lower bounds on constraints
work->data->u = vec_copy(data->u, data->m); // Upper bounds on constraints
// Vectorized rho parameter
work->rho_vec = c_malloc(work->data->m * sizeof(c_float));
work->rho_inv_vec = c_malloc(work->data->m * sizeof(c_float));
// Type of constraints
work->constr_type = c_calloc(work->data->m, sizeof(c_int));
/*
* Allocate internal solver variables (ADMM steps)
*/
work->x = c_calloc(work->data->n, sizeof(c_float));
work->z = c_calloc(work->data->m, sizeof(c_float));
work->xz_tilde = c_calloc((work->data->n + work->data->m), sizeof(c_float));
work->x_prev = c_calloc(work->data->n, sizeof(c_float));
work->z_prev = c_calloc(work->data->m, sizeof(c_float));
work->y = c_calloc(work->data->m, sizeof(c_float));
// Initialize variables x, y, z to 0
cold_start(work);
// Primal and dual residuals variables
work->Ax = c_calloc(work->data->m, sizeof(c_float));
work->Px = c_calloc(work->data->n, sizeof(c_float));
work->Aty = c_calloc(work->data->n, sizeof(c_float));
// Primal infeasibility variables
work->delta_y = c_calloc(work->data->m, sizeof(c_float));
work->Atdelta_y = c_calloc(work->data->n, sizeof(c_float));
// Dual infeasibility variables
work->delta_x = c_calloc(work->data->n, sizeof(c_float));
work->Pdelta_x = c_calloc(work->data->n, sizeof(c_float));
work->Adelta_x = c_calloc(work->data->m, sizeof(c_float));
// Copy settings
work->settings = copy_settings(settings);
// Perform scaling
if (settings->scaling) {
// Allocate scaling structure
work->scaling = c_malloc(sizeof(OSQPScaling));
work->scaling->D = c_malloc(work->data->n * sizeof(c_float));
work->scaling->Dinv = c_malloc(work->data->n * sizeof(c_float));
work->scaling->E = c_malloc(work->data->m * sizeof(c_float));
work->scaling->Einv = c_malloc(work->data->m * sizeof(c_float));
// Allocate workspace variables used in scaling
work->D_temp = c_malloc(work->data->n * sizeof(c_float));
work->D_temp_A = c_malloc(work->data->n * sizeof(c_float));
work->E_temp = c_malloc(work->data->m * sizeof(c_float));
// Scale data
scale_data(work);
}
else {
work->scaling = OSQP_NULL;
}
// Set type of constraints
set_rho_vec(work);
// Load linear system solver
if (load_linsys_solver(work->settings->linsys_solver)) {
# ifdef PRINTING
c_eprint(
"%s linear system solver not available.\nTried to obtain it from shared library",
LINSYS_SOLVER_NAME[work->settings->linsys_solver]);
# endif /* ifdef PRINTING */
osqp_cleanup(work);
return OSQP_NULL;
}
// Initialize linear system solver structure
work->linsys_solver = init_linsys_solver(work->data->P, work->data->A,
work->settings->sigma, work->rho_vec,
work->settings->linsys_solver, 0);
if (!work->linsys_solver) {
# ifdef PRINTING
c_eprint("Linear systems solver initialization failure");
# endif /* ifdef PRINTING */
osqp_cleanup(work);
return OSQP_NULL;
}
// Initialize active constraints structure
work->pol = c_malloc(sizeof(OSQPPolish));
work->pol->Alow_to_A = c_malloc(work->data->m * sizeof(c_int));
work->pol->Aupp_to_A = c_malloc(work->data->m * sizeof(c_int));
work->pol->A_to_Alow = c_malloc(work->data->m * sizeof(c_int));
work->pol->A_to_Aupp = c_malloc(work->data->m * sizeof(c_int));
work->pol->x = c_malloc(work->data->n * sizeof(c_float));
work->pol->z = c_malloc(work->data->m * sizeof(c_float));
work->pol->y = c_malloc(work->data->m * sizeof(c_float));
// Allocate solution
work->solution = c_calloc(1, sizeof(OSQPSolution));
work->solution->x = c_calloc(1, work->data->n * sizeof(c_float));
work->solution->y = c_calloc(1, work->data->m * sizeof(c_float));
// Allocate and initialize information
work->info = c_calloc(1, sizeof(OSQPInfo));
work->info->status_polish = 0; // Polishing not performed
update_status(work->info, OSQP_UNSOLVED);
# ifdef PROFILING
work->info->solve_time = 0.0; // Solve time to zero
work->info->polish_time = 0.0; // Polish time to zero
work->info->run_time = 0.0; // Total run time to zero
work->info->setup_time = toc(work->timer); // Updater timer information
work->first_run = 1;
# endif /* ifdef PROFILING */
# if EMBEDDED != 1
work->info->rho_updates = 0; // Rho updates set to 0
work->info->rho_estimate = work->settings->rho; // Best rho estimate
# endif /* if EMBEDDED != 1 */
// Print header
# ifdef PRINTING
if (work->settings->verbose) print_setup_header(work);
work->summary_printed = 0; // Initialize last summary to not printed
# endif /* ifdef PRINTING */
# if EMBEDDED != 1
// If adaptive rho and automatic interval, but profiling disabled, we need to
// set the interval to a default value
# ifndef PROFILING
if (work->settings->adaptive_rho && !work->settings->adaptive_rho_interval) {
if (work->settings->check_termination) {
// If check_termination is enabled, we set it to a multiple of the check
// termination interval
work->settings->adaptive_rho_interval = ADAPTIVE_RHO_MULTIPLE_TERMINATION *
work->settings->check_termination;
} else {
// If check_termination is disabled we set it to a predefined fix number
work->settings->adaptive_rho_interval = ADAPTIVE_RHO_FIXED;
}
}
# endif /* ifndef PROFILING */
# endif /* if EMBEDDED != 1 */
// Return workspace structure
return work;
}
#endif // #ifndef EMBEDDED
c_int osqp_solve(OSQPWorkspace *work) {
c_int exitflag;
c_int iter;
c_int compute_cost_function; // Boolean whether to compute the cost function
// in the loop
c_int can_check_termination; // Boolean whether to check termination
#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 workspace has been initialized
if (!work) {
#ifdef PRINTING
c_eprint("Workspace not initialized");
#endif /* ifdef PRINTING */
return -1;
}
// Initialize variables
exitflag = 0;
can_check_termination = 0;
#ifdef PRINTING
can_print = work->settings->verbose;
#endif /* ifdef PRINTING */
#ifdef PRINTING
compute_cost_function = work->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
tic(work->timer); // Start timer
#endif /* ifdef PROFILING */
#ifdef PRINTING
if (work->settings->verbose) {
// Print Header for every column
print_header();
}
#endif /* ifdef PRINTING */
#ifdef CTRLC
// initialize Ctrl-C support
startInterruptListener();
#endif /* ifdef CTRLC */
// Initialize variables (cold start or warm start depending on settings)
if (!work->settings->warm_start) cold_start(work); // If not warm start ->
// set x, z, y to zero
// Main ADMM algorithm
for (iter = 1; iter <= work->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(work);
/* Compute x^{k+1} */
update_x(work);
/* Compute z^{k+1} */
update_z(work);
/* Compute y^{k+1} */
update_y(work);
/* End of ADMM Steps */
#ifdef CTRLC
// Check the interrupt signal
if (isInterrupted()) {
update_status(work->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 = work->info->setup_time + toc(work->timer);
}
else {
temp_run_time = toc(work->timer);
}
if (work->settings->time_limit &&
(temp_run_time >= work->settings->time_limit)) {
update_status(work->info, OSQP_TIME_LIMIT_REACHED);
# ifdef PRINTING
if (work->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 = work->settings->check_termination &&
(iter % work->settings->check_termination == 0);
#ifdef PRINTING
// Can we print ?
can_print = work->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(work, iter, compute_cost_function, 0);
if (can_print) {
// Print summary
print_summary(work);
}
if (can_check_termination) {
// Check algorithm termination
if (check_termination(work, 0)) {
// Terminate algorithm
break;
}
}
}
#else /* ifdef PRINTING */
if (can_check_termination) {
// Update information and compute also objective value
update_info(work, iter, compute_cost_function, 0);
// Check algorithm termination
if (check_termination(work, 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 (work->settings->adaptive_rho && !work->settings->adaptive_rho_interval) {
// Check time
if (toc(work->timer) >
work->settings->adaptive_rho_fraction * work->info->setup_time) {
// Enough time has passed. We now get the number of iterations between
// the updates.
if (work->settings->check_termination) {
// If check_termination is enabled, we round the number of iterations
// between
// rho updates to the closest multiple of check_termination
work->settings->adaptive_rho_interval = (c_int)c_roundmultiple(iter,
work->settings->check_termination);
} else {
// If check_termintion is disabled, we round the number of iterations
// between
// updates to the closest multiple of the default check_termination
// interval.
work->settings->adaptive_rho_interval = (c_int)c_roundmultiple(iter,
CHECK_TERMINATION);
}
// Make sure the interval is not 0 and at least check_termination times
work->settings->adaptive_rho_interval = c_max(
work->settings->adaptive_rho_interval,
work->settings->check_termination);
} // If time condition is met
} // If adaptive rho enabled and interval set to auto
# endif // PROFILING
// Adapt rho
if (work->settings->adaptive_rho &&
work->settings->adaptive_rho_interval &&
(iter % work->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(work, iter, compute_cost_function, 0);
}
# else /* ifdef PRINTING */
if (!can_check_termination) {
// Information has not been computed before for termination check
update_info(work, iter, compute_cost_function, 0);
}
# endif /* ifdef PRINTING */
// Actually update rho
if (adapt_rho(work)) {
# 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(work, iter - 1, compute_cost_function, 0);
}
#else /* ifdef PRINTING */
// If no printing is enabled, update info directly
update_info(work, iter - 1, compute_cost_function, 0);
#endif /* ifdef PRINTING */
#ifdef PRINTING
/* Print summary */
if (work->settings->verbose && !work->summary_printed) print_summary(work);
#endif /* ifdef PRINTING */
/* Check whether a termination criterion is triggered */
check_termination(work, 0);
}
// Compute objective value in case it was not
// computed during the iterations
if (!compute_cost_function) {
work->info->obj_val = compute_obj_val(work, work->x);
}
/* Print summary for last iteration */
#ifdef PRINTING
if (work->settings->verbose && !work->summary_printed) {
print_summary(work);
}
#endif /* ifdef PRINTING */
/* if max iterations reached, change status accordingly */
if (work->info->status_val == OSQP_UNSOLVED) {
if (!check_termination(work, 1)) { // Try to check for approximate
// termination
update_status(work->info, OSQP_MAX_ITER_REACHED);
}
}
#if EMBEDDED != 1
/* Update rho estimate */
work->info->rho_estimate = compute_rho_estimate(work);
#endif /* if EMBEDDED != 1 */
/* Update solve time */
#ifdef PROFILING
work->info->solve_time = toc(work->timer);
#endif /* ifdef PROFILING */
// Polish the obtained solution
#ifndef EMBEDDED
if (work->settings->polish && (work->info->status_val == OSQP_SOLVED)) polish(
work);
#endif /* ifndef EMBEDDED */
/* Update total time */
#ifdef PROFILING
if (work->first_run) {
// total time: setup + solve + polish
work->info->run_time = work->info->setup_time +
work->info->solve_time +
work->info->polish_time;
} else {
// total time: solve + polish
work->info->run_time = work->info->solve_time +
work->info->polish_time;
}
// Indicate that the solve function has already been executed
if (work->first_run) work->first_run = 0;
#endif /* ifdef PROFILING */
/* Print final footer */
#ifdef PRINTING
if (work->settings->verbose) print_footer(work->info, work->settings->polish);
#endif /* ifdef PRINTING */
// Store solution
store_solution(work);
// 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
endInterruptListener();
#endif /* ifdef CTRLC */
return exitflag;
}
#ifndef EMBEDDED
c_int osqp_cleanup(OSQPWorkspace *work) {
c_int exitflag = 0;
if (work) { // If workspace has been allocated
// Free Data
if (work->data) {
if (work->data->P) csc_spfree(work->data->P);
if (work->data->A) csc_spfree(work->data->A);
if (work->data->q) c_free(work->data->q);
if (work->data->l) c_free(work->data->l);
if (work->data->u) c_free(work->data->u);
c_free(work->data);
}
// Free scaling
if (work->settings->scaling) {
if (work->scaling->D) c_free(work->scaling->D);
if (work->scaling->Dinv) c_free(work->scaling->Dinv);
if (work->scaling->E) c_free(work->scaling->E);
if (work->scaling->Einv) c_free(work->scaling->Einv);
c_free(work->scaling);
// Free workspace variables
if (work->D_temp) c_free(work->D_temp);
if (work->D_temp_A) c_free(work->D_temp_A);
if (work->E_temp) c_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
exitflag = unload_linsys_solver(work->settings->linsys_solver);
// Free active constraints structure
if (work->pol) {
if (work->pol->Alow_to_A) c_free(work->pol->Alow_to_A);
if (work->pol->Aupp_to_A) c_free(work->pol->Aupp_to_A);
if (work->pol->A_to_Alow) c_free(work->pol->A_to_Alow);
if (work->pol->A_to_Aupp) c_free(work->pol->A_to_Aupp);
if (work->pol->x) c_free(work->pol->x);
if (work->pol->z) c_free(work->pol->z);
if (work->pol->y) c_free(work->pol->y);
c_free(work->pol);
}
// Free other Variables
if (work->constr_type) c_free(work->constr_type);
if (work->rho_vec) c_free(work->rho_vec);
if (work->rho_inv_vec) c_free(work->rho_inv_vec);
if (work->x) c_free(work->x);
if (work->z) c_free(work->z);
if (work->xz_tilde) c_free(work->xz_tilde);
if (work->x_prev) c_free(work->x_prev);
if (work->z_prev) c_free(work->z_prev);
if (work->y) c_free(work->y);
if (work->Ax) c_free(work->Ax);
if (work->Px) c_free(work->Px);
if (work->Aty) c_free(work->Aty);
if (work->delta_y) c_free(work->delta_y);
if (work->Atdelta_y) c_free(work->Atdelta_y);
if (work->delta_x) c_free(work->delta_x);
if (work->Pdelta_x) c_free(work->Pdelta_x);
if (work->Adelta_x) c_free(work->Adelta_x);
// Free Settings
if (work->settings) c_free(work->settings);
// Free solution
if (work->solution) {
if (work->solution->x) c_free(work->solution->x);
if (work->solution->y) c_free(work->solution->y);
c_free(work->solution);
}
// Free information
if (work->info) c_free(work->info);
// Free timer
# ifdef PROFILING
if (work->timer) c_free(work->timer);
# endif /* ifdef PROFILING */
// Free work
c_free(work);
}
return exitflag;
}
#endif // #ifndef EMBEDDED
/************************
* Update problem data *
************************/
c_int osqp_update_lin_cost(OSQPWorkspace *work, const c_float *q_new) {
// Replace q by the new vector
prea_vec_copy(q_new, work->data->q, work->data->n);
// Scaling
if (work->settings->scaling) {
vec_ew_prod(work->scaling->D, work->data->q, work->data->q, work->data->n);
vec_mult_scalar(work->data->q, work->scaling->c, work->data->n);
}
// Reset solver information
reset_info(work->info);
return 0;
}
c_int osqp_update_bounds(OSQPWorkspace *work,
const c_float *l_new,
const c_float *u_new) {
c_int i, exitflag = 0;
// 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
prea_vec_copy(l_new, work->data->l, work->data->m);
prea_vec_copy(u_new, work->data->u, work->data->m);
// Scaling
if (work->settings->scaling) {
vec_ew_prod(work->scaling->E, work->data->l, work->data->l, work->data->m);
vec_ew_prod(work->scaling->E, work->data->u, work->data->u, work->data->m);
}
// Reset solver information
reset_info(work->info);
#if EMBEDDED != 1
// Update rho_vec and refactor if constraints type changes
exitflag = update_rho_vec(work);
#endif // EMBEDDED != 1
return exitflag;
}
c_int osqp_update_lower_bound(OSQPWorkspace *work, const c_float *l_new) {
c_int i, exitflag = 0;
// Replace l by the new vector
prea_vec_copy(l_new, work->data->l, work->data->m);
// Scaling
if (work->settings->scaling) {
vec_ew_prod(work->scaling->E, work->data->l, work->data->l, work->data->m);
}
// Check if lower bound is smaller than upper bound
for (i = 0; i < work->data->m; i++) {
if (work->data->l[i] > work->data->u[i]) {
#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(work->info);
#if EMBEDDED != 1
// Update rho_vec and refactor if constraints type changes
exitflag = update_rho_vec(work);
#endif // EMBEDDED ! =1
return exitflag;
}
c_int osqp_update_upper_bound(OSQPWorkspace *work, const c_float *u_new) {
c_int i, exitflag = 0;
// Replace u by the new vector
prea_vec_copy(u_new, work->data->u, work->data->m);
// Scaling
if (work->settings->scaling) {
vec_ew_prod(work->scaling->E, work->data->u, work->data->u, work->data->m);
}
// Check if upper bound is greater than lower bound
for (i = 0; i < work->data->m; i++) {
if (work->data->u[i] < work->data->l[i]) {
#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(work->info);
#if EMBEDDED != 1
// Update rho_vec and refactor if constraints type changes
exitflag = update_rho_vec(work);
#endif // EMBEDDED != 1
return exitflag;
}
c_int osqp_warm_start(OSQPWorkspace *work, const c_float *x, const c_float *y) {
// Update warm_start setting to true
if (!work->settings->warm_start) work->settings->warm_start = 1;
// Copy primal and dual variables into the iterates
prea_vec_copy(x, work->x, work->data->n);
prea_vec_copy(y, work->y, work->data->m);
// Scale iterates
if (work->settings->scaling) {
vec_ew_prod(work->scaling->Dinv, work->x, work->x, work->data->n);
vec_ew_prod(work->scaling->Einv, work->y, work->y, work->data->m);
vec_mult_scalar(work->y, work->scaling->c, work->data->m);
}
// Compute Ax = z and store it in z
mat_vec(work->data->A, work->x, work->z, 0);
return 0;
}
c_int osqp_warm_start_x(OSQPWorkspace *work, const c_float *x) {
// Update warm_start setting to true
if (!work->settings->warm_start) work->settings->warm_start = 1;
// Copy primal variable into the iterate x
prea_vec_copy(x, work->x, work->data->n);
// Scale iterate
if (work->settings->scaling) {
vec_ew_prod(work->scaling->Dinv, work->x, work->x, work->data->n);
}
// Compute Ax = z and store it in z
mat_vec(work->data->A, work->x, work->z, 0);
return 0;
}
c_int osqp_warm_start_y(OSQPWorkspace *work, const c_float *y) {
// Update warm_start setting to true
if (!work->settings->warm_start) work->settings->warm_start = 1;
// Copy primal variable into the iterate y
prea_vec_copy(y, work->y, work->data->m);
// Scale iterate
if (work->settings->scaling) {
vec_ew_prod(work->scaling->Einv, work->y, work->y, work->data->m);
vec_mult_scalar(work->y, work->scaling->c, work->data->m);
}
return 0;
}
#if EMBEDDED != 1
/**
* Update elements of matrix P (upper-diagonal)
* without changing sparsity structure.
*
*
* If Px_new_idx is OSQP_NULL, Px_new is assumed to be as long as P->x
* and the whole P->x is replaced.
*
* @param work Workspace structure
* @param Px_new Vector of new elements in P->x (upper triangular)
* @param Px_new_idx Index mapping new elements to positions in P->x
* @param P_new_n Number of new elements to be changed
* @return output flag: 0: OK
* 1: P_new_n > nnzP
* <0: error in update_matrices()
*/
c_int osqp_update_P(OSQPWorkspace *work,
const c_float *Px_new,
const c_int *Px_new_idx,
c_int P_new_n) {
c_int i; // For indexing
c_int exitflag; // Exit flag
c_int nnzP; // Number of nonzeros in P
nnzP = work->data->P->p[work->data->P->n];
if (Px_new_idx) { // Passing the index of elements changed
// Check if number of elements is less or equal than the total number of
// nonzeros in P
if (P_new_n > nnzP) {
# ifdef PRINTING
c_eprint("new number of elements (%i) greater than elements in P (%i)",
(int)P_new_n,
(int)nnzP);
# endif /* ifdef PRINTING */
return 1;
}
}
if (work->settings->scaling) {
// Unscale data
unscale_data(work);
}
// Update P elements
if (Px_new_idx) { // Change only Px_new_idx
for (i = 0; i < P_new_n; i++) {
work->data->P->x[Px_new_idx[i]] = Px_new[i];
}
}
else // Change whole P
{
for (i = 0; i < nnzP; i++) {
work->data->P->x[i] = Px_new[i];
}
}
if (work->settings->scaling) {
// Scale data
scale_data(work);
}
// Update linear system structure with new data
exitflag = work->linsys_solver->update_matrices(work->linsys_solver,
work->data->P,
work->data->A,
work->settings);
// Reset solver information
reset_info(work->info);
# ifdef PRINTING
if (exitflag < 0) {