Skip to content

Commit

Permalink
Merge pull request #34 from oxfordcontrol/bl/nonexportedoptimizer
Browse files Browse the repository at this point in the history 
🚸 OSQPOptimizer -> OSQP.Optimizer
  • Loading branch information
@tkoolen
tkoolen authored Oct 15, 2018
2 parents 53140cb + 49d95c9 commit 1748fc0
Show file tree
Hide file tree
Showing 3 changed files with 55 additions and 45 deletions.
96 changes: 52 additions & 44 deletions src/MOIWrapper.jl
View file
Original file line number Diff line number Diff line change
Expand Up @@ -8,7 +8,7 @@ using Compat.SparseArrays
using MathOptInterface
using MathOptInterface.Utilities

export OSQPOptimizer, OSQPSettings, OSQPModel
export Optimizer, OSQPSettings, OSQPModel

const MOI = MathOptInterface
const MOIU = MathOptInterface.Utilities
Expand Down Expand Up @@ -59,7 +59,7 @@ function _contains(haystack, needle)
false
end

mutable struct OSQPOptimizer <: MOI.AbstractOptimizer
mutable struct Optimizer <: MOI.AbstractOptimizer
inner::OSQP.Model
hasresults::Bool
results::OSQP.Results
Expand All @@ -72,7 +72,7 @@ mutable struct OSQPOptimizer <: MOI.AbstractOptimizer
warmstartcache::WarmStartCache{Float64}
rowranges::Dict{Int, UnitRange{Int}}

function OSQPOptimizer()
function Optimizer()
inner = OSQP.Model()
hasresults = false
results = OSQP.Results()
Expand All @@ -88,9 +88,17 @@ mutable struct OSQPOptimizer <: MOI.AbstractOptimizer
end
end

hasresults(optimizer::OSQPOptimizer) = optimizer.hasresults
# used to smooth out transition of OSQP v0.4 -> v0.5, TODO: remove on OSQP v0.6
export OSQPOptimizer
function OSQPOptimizer()
Base.depwarn("OSQPOptimizer() is deprecated, use OSQP.Optimizer() instead.",
:OSQPOptimizer)
return Optimizer()
end

hasresults(optimizer::Optimizer) = optimizer.hasresults

function MOI.empty!(optimizer::OSQPOptimizer)
function MOI.empty!(optimizer::Optimizer)
optimizer.inner = OSQP.Model()
optimizer.hasresults = false
optimizer.results = OSQP.Results()
Expand All @@ -104,9 +112,9 @@ function MOI.empty!(optimizer::OSQPOptimizer)
optimizer
end

MOI.is_empty(optimizer::OSQPOptimizer) = optimizer.is_empty
MOI.is_empty(optimizer::Optimizer) = optimizer.is_empty

function MOI.copy_to(dest::OSQPOptimizer, src::MOI.ModelLike; copy_names=false)
function MOI.copy_to(dest::Optimizer, src::MOI.ModelLike; copy_names=false)
copy_names && error("Copying names is not supported.")
MOI.empty!(dest)
idxmap = MOIU.IndexMap(dest, src)
Expand All @@ -125,7 +133,7 @@ end
"""
Set up index map from `src` variables and constraints to `dest` variables and constraints.
"""
function MOIU.IndexMap(dest::OSQPOptimizer, src::MOI.ModelLike)
function MOIU.IndexMap(dest::Optimizer, src::MOI.ModelLike)
idxmap = MOIU.IndexMap()
vis_src = MOI.get(src, MOI.ListOfVariableIndices())
for i in eachindex(vis_src)
Expand Down Expand Up @@ -163,7 +171,7 @@ function constraint_rows(rowranges::Dict{Int, UnitRange{Int}}, ci::CI{<:Any, <:M
first(rowrange)
end
constraint_rows(rowranges::Dict{Int, UnitRange{Int}}, ci::CI{<:Any, <:MOI.AbstractVectorSet}) = rowranges[ci.value]
constraint_rows(optimizer::OSQPOptimizer, ci::CI) = constraint_rows(optimizer.rowranges, ci)
constraint_rows(optimizer::Optimizer, ci::CI) = constraint_rows(optimizer.rowranges, ci)

"""
Return objective sense, as well as matrix `P`, vector `q`, and scalar `c` such that objective function is `1/2 x' P x + q' x + c`.
Expand Down Expand Up @@ -375,12 +383,12 @@ end


## Standard optimizer attributes:
MOI.get(optimizer::OSQPOptimizer, ::MOI.ObjectiveSense) = optimizer.sense
function MOI.get(optimizer::OSQPOptimizer, a::MOI.NumberOfVariables)
MOI.get(optimizer::Optimizer, ::MOI.ObjectiveSense) = optimizer.sense
function MOI.get(optimizer::Optimizer, a::MOI.NumberOfVariables)
OSQP.dimensions(optimizer.inner)[1]
end

function MOI.get(optimizer::OSQPOptimizer, a::MOI.ListOfVariableIndices)
function MOI.get(optimizer::Optimizer, a::MOI.ListOfVariableIndices)
[VI(i) for i = 1 : MOI.get(optimizer, MOI.NumberOfVariables())] # TODO: support for UnitRange would be nice
end

Expand Down Expand Up @@ -417,7 +425,7 @@ end # module

using .OSQPSettings

function MOI.set(optimizer::OSQPOptimizer, a::OSQPAttribute, value)
function MOI.set(optimizer::Optimizer, a::OSQPAttribute, value)
(isupdatable(a) || MOI.is_empty(optimizer)) || throw(MOI.SetAttributeNotAllowed(a))
setting = Symbol(a)
optimizer.settings[setting] = value
Expand All @@ -428,7 +436,7 @@ end


## Optimizer methods:
function MOI.optimize!(optimizer::OSQPOptimizer)
function MOI.optimize!(optimizer::Optimizer)
processupdates!(optimizer.inner, optimizer.modcache)
processupdates!(optimizer.inner, optimizer.warmstartcache)
OSQP.solve!(optimizer.inner, optimizer.results)
Expand All @@ -440,15 +448,15 @@ function MOI.optimize!(optimizer::OSQPOptimizer)
end

## Optimizer attributes:
MOI.get(optimizer::OSQPOptimizer, ::MOI.RawSolver) = optimizer.inner
MOI.get(optimizer::OSQPOptimizer, ::MOI.ResultCount) = 1
MOI.get(optimizer::Optimizer, ::MOI.RawSolver) = optimizer.inner
MOI.get(optimizer::Optimizer, ::MOI.ResultCount) = 1

MOI.supports(::OSQPOptimizer, ::MOI.ObjectiveFunction{MOI.SingleVariable}) = true
MOI.supports(::OSQPOptimizer, ::MOI.ObjectiveFunction{MOI.ScalarAffineFunction{Float64}}) = true
MOI.supports(::OSQPOptimizer, ::MOI.ObjectiveFunction{Quadratic}) = true
MOI.supports(::OSQPOptimizer, ::MOI.ObjectiveSense) = true
MOI.supports(::Optimizer, ::MOI.ObjectiveFunction{MOI.SingleVariable}) = true
MOI.supports(::Optimizer, ::MOI.ObjectiveFunction{MOI.ScalarAffineFunction{Float64}}) = true
MOI.supports(::Optimizer, ::MOI.ObjectiveFunction{Quadratic}) = true
MOI.supports(::Optimizer, ::MOI.ObjectiveSense) = true

function MOI.set(optimizer::OSQPOptimizer, a::MOI.ObjectiveFunction{MOI.SingleVariable}, obj::MOI.SingleVariable)
function MOI.set(optimizer::Optimizer, a::MOI.ObjectiveFunction{MOI.SingleVariable}, obj::MOI.SingleVariable)
MOI.is_empty(optimizer) && throw(MOI.SetAttributeNotAllowed(a))
optimizer.modcache.P[:] = 0
optimizer.modcache.q[:] = 0
Expand All @@ -457,15 +465,15 @@ function MOI.set(optimizer::OSQPOptimizer, a::MOI.ObjectiveFunction{MOI.SingleVa
nothing
end

function MOI.set(optimizer::OSQPOptimizer, a::MOI.ObjectiveFunction{MOI.ScalarAffineFunction{Float64}}, obj::MOI.ScalarAffineFunction{Float64})
function MOI.set(optimizer::Optimizer, a::MOI.ObjectiveFunction{MOI.ScalarAffineFunction{Float64}}, obj::MOI.ScalarAffineFunction{Float64})
MOI.is_empty(optimizer) && throw(MOI.SetAttributeNotAllowed(a))
optimizer.modcache.P[:] = 0
processlinearterms!(optimizer.modcache.q, obj.terms)
optimizer.objconstant = obj.constant
nothing
end

function MOI.set(optimizer::OSQPOptimizer, a::MOI.ObjectiveFunction{Quadratic}, obj::Quadratic)
function MOI.set(optimizer::Optimizer, a::MOI.ObjectiveFunction{Quadratic}, obj::Quadratic)
MOI.is_empty(optimizer) && throw(MOI.SetAttributeNotAllowed(a))
cache = optimizer.modcache
cache.P[:] = 0
Expand All @@ -481,25 +489,25 @@ function MOI.set(optimizer::OSQPOptimizer, a::MOI.ObjectiveFunction{Quadratic},
nothing
end

function MOI.get(optimizer::OSQPOptimizer, a::MOI.ObjectiveValue)
function MOI.get(optimizer::Optimizer, a::MOI.ObjectiveValue)
rawobj = optimizer.results.info.obj_val + optimizer.objconstant
ifelse(optimizer.sense == MOI.MaxSense, -rawobj, rawobj)
end

error_not_solved() = error("Problem is unsolved.")
function check_has_results(optimizer::OSQPOptimizer)
function check_has_results(optimizer::Optimizer)
if !hasresults(optimizer)
error_not_solved()
end
end

# Since these aren't explicitly returned by OSQP, I feel like it would be better to have a fallback method compute these:
function MOI.get(optimizer::OSQPOptimizer, a::MOI.SolveTime)
function MOI.get(optimizer::Optimizer, a::MOI.SolveTime)
check_has_results(optimizer)
optimizer.results.info.run_time
end

function MOI.get(optimizer::OSQPOptimizer, a::MOI.TerminationStatus)
function MOI.get(optimizer::Optimizer, a::MOI.TerminationStatus)
check_has_results(optimizer)
# Note that the :Dual_infeasible and :Primal_infeasible are mapped to MOI.Success
# because OSQP can return a proof of infeasibility. For the same reason,
Expand All @@ -526,7 +534,7 @@ function MOI.get(optimizer::OSQPOptimizer, a::MOI.TerminationStatus)
end
end

function MOI.get(optimizer::OSQPOptimizer, a::MOI.PrimalStatus)
function MOI.get(optimizer::Optimizer, a::MOI.PrimalStatus)
hasresults(optimizer) || return MOI.NoSolution
osqpstatus = optimizer.results.info.status
if osqpstatus == :Unsolved
Expand All @@ -544,7 +552,7 @@ function MOI.get(optimizer::OSQPOptimizer, a::MOI.PrimalStatus)
end
end

function MOI.get(optimizer::OSQPOptimizer, a::MOI.DualStatus)
function MOI.get(optimizer::Optimizer, a::MOI.DualStatus)
hasresults(optimizer) || return MOI.NoSolution
osqpstatus = optimizer.results.info.status
if osqpstatus == :Unsolved
Expand All @@ -564,30 +572,30 @@ end


## Variables:
function MOI.is_valid(optimizer::OSQPOptimizer, vi::VI)
function MOI.is_valid(optimizer::Optimizer, vi::VI)
vi.value ∈ 1 : MOI.get(optimizer, MOI.NumberOfVariables())
end


## Variable attributes:
function MOI.get(optimizer::OSQPOptimizer, a::MOI.VariablePrimal, vi::VI)
function MOI.get(optimizer::Optimizer, a::MOI.VariablePrimal, vi::VI)
x = ifelse(_contains(OSQP.SOLUTION_PRESENT, optimizer.results.info.status), optimizer.results.x, optimizer.results.dual_inf_cert)
x[vi.value]
end

function MOI.set(optimizer::OSQPOptimizer, a::MOI.VariablePrimalStart, vi::VI, value)
function MOI.set(optimizer::Optimizer, a::MOI.VariablePrimalStart, vi::VI, value)
MOI.is_empty(optimizer) && throw(MOI.SetAttributeNotAllowed(a))
optimizer.warmstartcache.x[vi.value] = value
end


## Constraints:
function MOI.is_valid(optimizer::OSQPOptimizer, ci::CI)
function MOI.is_valid(optimizer::Optimizer, ci::CI)
MOI.is_empty(optimizer) && return false
ci.value ∈ keys(optimizer.rowranges)
end

function MOI.set(optimizer::OSQPOptimizer, a::MOI.ConstraintDualStart, ci::CI, value)
function MOI.set(optimizer::Optimizer, a::MOI.ConstraintDualStart, ci::CI, value)
MOI.is_empty(optimizer) && throw(MOI.SetAttributeNotAllowed(a))
rows = constraint_rows(optimizer, ci)
for (i, row) in enumerate(rows)
Expand All @@ -597,7 +605,7 @@ function MOI.set(optimizer::OSQPOptimizer, a::MOI.ConstraintDualStart, ci::CI, v
end

# function modification:
function MOI.set(optimizer::OSQPOptimizer, attr::MOI.ConstraintFunction, ci::CI{Affine, <:IntervalConvertible}, f::Affine)
function MOI.set(optimizer::Optimizer, attr::MOI.ConstraintFunction, ci::CI{Affine, <:IntervalConvertible}, f::Affine)
MOI.is_valid(optimizer, ci) || throw(MOI.InvalidIndex(ci))
row = constraint_rows(optimizer, ci)
optimizer.modcache.A[row, :] = 0
Expand All @@ -613,7 +621,7 @@ function MOI.set(optimizer::OSQPOptimizer, attr::MOI.ConstraintFunction, ci::CI{
nothing
end

function MOI.set(optimizer::OSQPOptimizer, attr::MOI.ConstraintFunction, ci::CI{VectorAffine, <:SupportedVectorSets}, f::VectorAffine)
function MOI.set(optimizer::Optimizer, attr::MOI.ConstraintFunction, ci::CI{VectorAffine, <:SupportedVectorSets}, f::VectorAffine)
MOI.is_valid(optimizer, ci) || throw(MOI.InvalidIndex(ci))
rows = constraint_rows(optimizer, ci)
for row in rows
Expand All @@ -634,7 +642,7 @@ function MOI.set(optimizer::OSQPOptimizer, attr::MOI.ConstraintFunction, ci::CI{
end

# set modification:
function MOI.set(optimizer::OSQPOptimizer, attr::MOI.ConstraintSet, ci::CI{<:AffineConvertible, S}, s::S) where {S <: IntervalConvertible}
function MOI.set(optimizer::Optimizer, attr::MOI.ConstraintSet, ci::CI{<:AffineConvertible, S}, s::S) where {S <: IntervalConvertible}
MOI.is_valid(optimizer, ci) || throw(MOI.InvalidIndex(ci))
interval = S <: Interval ? s : MOI.Interval(s)
row = constraint_rows(optimizer, ci)
Expand All @@ -644,7 +652,7 @@ function MOI.set(optimizer::OSQPOptimizer, attr::MOI.ConstraintSet, ci::CI{<:Aff
nothing
end

function MOI.set(optimizer::OSQPOptimizer, attr::MOI.ConstraintSet, ci::CI{<:VectorAffine, S}, s::S) where {S <: SupportedVectorSets}
function MOI.set(optimizer::Optimizer, attr::MOI.ConstraintSet, ci::CI{<:VectorAffine, S}, s::S) where {S <: SupportedVectorSets}
MOI.is_valid(optimizer, ci) || throw(MOI.InvalidIndex(ci))
rows = constraint_rows(optimizer, ci)
for (i, row) in enumerate(rows)
Expand All @@ -656,7 +664,7 @@ function MOI.set(optimizer::OSQPOptimizer, attr::MOI.ConstraintSet, ci::CI{<:Ve
end

# partial function modification:
function MOI.modify(optimizer::OSQPOptimizer, ci::CI{Affine, <:IntervalConvertible}, change::MOI.ScalarCoefficientChange)
function MOI.modify(optimizer::Optimizer, ci::CI{Affine, <:IntervalConvertible}, change::MOI.ScalarCoefficientChange)
MOI.is_valid(optimizer, ci) || throw(MOI.InvalidIndex(ci))
row = constraint_rows(optimizer, ci)
optimizer.modcache.A[row, change.variable.value] = change.new_coefficient
Expand All @@ -665,24 +673,24 @@ end

# TODO: MultirowChange?

MOI.supports_constraint(optimizer::OSQPOptimizer, ::Type{<:AffineConvertible}, ::Type{<:IntervalConvertible}) = true
MOI.supports_constraint(optimizer::OSQPOptimizer, ::Type{VectorAffine}, ::Type{<:SupportedVectorSets}) = true
MOI.supports_constraint(optimizer::Optimizer, ::Type{<:AffineConvertible}, ::Type{<:IntervalConvertible}) = true
MOI.supports_constraint(optimizer::Optimizer, ::Type{VectorAffine}, ::Type{<:SupportedVectorSets}) = true

## Constraint attributes:
function MOI.get(optimizer::OSQPOptimizer, a::MOI.ConstraintDual, ci::CI)
function MOI.get(optimizer::Optimizer, a::MOI.ConstraintDual, ci::CI)
y = ifelse(_contains(OSQP.SOLUTION_PRESENT, optimizer.results.info.status), optimizer.results.y, optimizer.results.prim_inf_cert)
rows = constraint_rows(optimizer, ci)
-y[rows]
end


# Objective modification
function MOI.modify(optimizer::OSQPOptimizer, attr::MOI.ObjectiveFunction, change::MOI.ScalarConstantChange)
function MOI.modify(optimizer::Optimizer, attr::MOI.ObjectiveFunction, change::MOI.ScalarConstantChange)
MOI.is_empty(optimizer) && throw(MOI.ModifyObjectiveNotAllowed(change))
optimizer.objconstant = change.new_constant
end

function MOI.modify(optimizer::OSQPOptimizer, attr::MOI.ObjectiveFunction, change::MOI.ScalarCoefficientChange)
function MOI.modify(optimizer::Optimizer, attr::MOI.ObjectiveFunction, change::MOI.ScalarCoefficientChange)
MOI.is_empty(optimizer) && throw(MOI.ModifyObjectiveNotAllowed(change))
optimizer.modcache.q[change.variable.value] = change.new_coefficient
end
Expand Down
1 change: 1 addition & 0 deletions src/OSQP.jl
View file
Original file line number Diff line number Diff line change
Expand Up @@ -35,5 +35,6 @@ include("types.jl")
include("interface.jl")
include("MPBWrapper.jl")
include("MOIWrapper.jl")
const Optimizer = MathOptInterfaceOSQP.Optimizer

end # module
3 changes: 2 additions & 1 deletion test/MOIWrapper.jl
View file
Original file line number Diff line number Diff line change
Expand Up @@ -106,7 +106,7 @@ end
const config = MOIT.TestConfig(atol=1e-4, rtol=1e-4)

function defaultoptimizer()
optimizer = OSQPOptimizer()
optimizer = OSQP.Optimizer()
MOI.set(optimizer, OSQPSettings.Verbose(), false)
MOI.set(optimizer, OSQPSettings.EpsAbs(), 1e-8)
MOI.set(optimizer, OSQPSettings.EpsRel(), 1e-16)
Expand Down Expand Up @@ -477,6 +477,7 @@ struct ExoticFunction <: MOI.AbstractScalarFunction end
MOI.get(src::BadObjectiveModel, ::MOI.ObjectiveFunctionType) = ExoticFunction

@testset "failcopy" begin
# TODO change OSQPOptimizer() to OSQP.Optimizer() in OSQP v0.6
optimizer = OSQPOptimizer()
MOIT.failcopytestc(optimizer)
@test_throws MOI.UnsupportedAttribute{MOI.ObjectiveFunction{ExoticFunction}} MOI.copy_to(optimizer, BadObjectiveModel())
Expand Down

0 comments on commit 1748fc0

Please sign in to comment.