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- #include "osqp.h" // OSQP API
- #include "auxil.h" // Needed for cold_start()
- #include "cs.h" // CSC data structure
- #include "util.h" // Utilities for testing
- #include "minunit.h" // Basic testing script header
- #include "basic_qp/data.h"
- static const char* test_basic_qp_solve()
- {
- c_int exitflag, tmp_int;
- c_float tmp_float;
- csc *tmp_mat, *P_tmp;
- // Problem settings
- OSQPSettings *settings = (OSQPSettings *)c_malloc(sizeof(OSQPSettings));
- // Structures
- OSQPWorkspace *work; // Workspace
- OSQPData *data; // Data
- basic_qp_sols_data *sols_data;
- // Populate data
- data = generate_problem_basic_qp();
- sols_data = generate_problem_basic_qp_sols_data();
- // Define Solver settings as default
- osqp_set_default_settings(settings);
- settings->max_iter = 2000;
- settings->alpha = 1.6;
- settings->polish = 1;
- settings->scaling = 0;
- settings->verbose = 1;
- settings->warm_start = 0;
- // Setup workspace
- exitflag = osqp_setup(&work, data, settings);
- // Setup correct
- mu_assert("Basic QP test solve: Setup error!", exitflag == 0);
- // Solve Problem
- osqp_solve(work);
- // Compare solver statuses
- mu_assert("Basic QP test solve: Error in solver status!",
- work->info->status_val == sols_data->status_test);
- // Compare primal solutions
- mu_assert("Basic QP test solve: Error in primal solution!",
- vec_norm_inf_diff(work->solution->x, sols_data->x_test,
- data->n) < TESTS_TOL);
- // Compare dual solutions
- mu_assert("Basic QP test solve: Error in dual solution!",
- vec_norm_inf_diff(work->solution->y, sols_data->y_test,
- data->m) < TESTS_TOL);
- // Compare objective values
- mu_assert("Basic QP test solve: Error in objective value!",
- c_absval(work->info->obj_val - sols_data->obj_value_test) <
- TESTS_TOL);
- // Try to set wrong settings
- mu_assert("Basic QP test solve: Wrong value of rho not caught!",
- osqp_update_rho(work, -0.1) == 1);
- mu_assert("Basic QP test solve: Wrong value of max_iter not caught!",
- osqp_update_max_iter(work, -1) == 1);
- mu_assert("Basic QP test solve: Wrong value of eps_abs not caught!",
- osqp_update_eps_abs(work, -1.) == 1);
- mu_assert("Basic QP test solve: Wrong value of eps_rel not caught!",
- osqp_update_eps_rel(work, -1.) == 1);
- mu_assert("Basic QP test solve: Wrong value of eps_prim_inf not caught!",
- osqp_update_eps_prim_inf(work, -0.1) == 1);
- mu_assert("Basic QP test solve: Wrong value of eps_dual_inf not caught!",
- osqp_update_eps_dual_inf(work, -0.1) == 1);
- mu_assert("Basic QP test solve: Wrong value of alpha not caught!",
- osqp_update_alpha(work, 2.0) == 1);
- mu_assert("Basic QP test solve: Wrong value of warm_start not caught!",
- osqp_update_warm_start(work, -1) == 1);
- mu_assert("Basic QP test solve: Wrong value of scaled_termination not caught!",
- osqp_update_scaled_termination(work, 2) == 1);
- mu_assert("Basic QP test solve: Wrong value of check_termination not caught!",
- osqp_update_check_termination(work, -1) == 1);
- mu_assert("Basic QP test solve: Wrong value of delta not caught!",
- osqp_update_delta(work, 0.) == 1);
- mu_assert("Basic QP test solve: Wrong value of polish not caught!",
- osqp_update_polish(work, 2) == 1);
- mu_assert("Basic QP test solve: Wrong value of polish_refine_iter not caught!",
- osqp_update_polish_refine_iter(work, -1) == 1);
- mu_assert("Basic QP test solve: Wrong value of verbose not caught!",
- osqp_update_verbose(work, 2) == 1);
- // Clean workspace
- osqp_cleanup(work);
- /* =============================
- SETUP WITH WRONG SETTINGS
- ============================= */
- // Setup workspace with empty settings
- exitflag = osqp_setup(&work, data, OSQP_NULL);
- mu_assert("Basic QP test solve: Setup should result in error due to empty settings",
- exitflag == OSQP_SETTINGS_VALIDATION_ERROR);
- // Setup workspace with a wrong number of scaling iterations
- tmp_int = settings->scaling;
- settings->scaling = -1;
- exitflag = osqp_setup(&work, data, settings);
- mu_assert("Basic QP test solve: Setup should result in error due to a negative number of scaling iterations",
- exitflag == OSQP_SETTINGS_VALIDATION_ERROR);
- settings->scaling = tmp_int;
- // Setup workspace with wrong settings->adaptive_rho
- tmp_int = settings->adaptive_rho;
- settings->adaptive_rho = 2;
- exitflag = osqp_setup(&work, data, settings);
- mu_assert("Basic QP test solve: Setup should result in error due to non-boolean settings->adaptive_rho",
- exitflag == OSQP_SETTINGS_VALIDATION_ERROR);
- settings->adaptive_rho = tmp_int;
- // Setup workspace with wrong settings->adaptive_rho_interval
- tmp_int = settings->adaptive_rho_interval;
- settings->adaptive_rho_interval = -1;
- exitflag = osqp_setup(&work, data, settings);
- mu_assert("Basic QP test solve: Setup should result in error due to negative settings->adaptive_rho_interval",
- exitflag == OSQP_SETTINGS_VALIDATION_ERROR);
- settings->adaptive_rho_interval = tmp_int;
- #ifdef PROFILING
- // Setup workspace with wrong settings->adaptive_rho_fraction
- tmp_float = settings->adaptive_rho_fraction;
- settings->adaptive_rho_fraction = -1.5;
- exitflag = osqp_setup(&work, data, settings);
- mu_assert("Basic QP test solve: Setup should result in error due to non-positive settings->adaptive_rho_fraction",
- exitflag == OSQP_SETTINGS_VALIDATION_ERROR);
- settings->adaptive_rho_fraction = tmp_float;
- #endif
- // Setup workspace with wrong settings->adaptive_rho_tolerance
- tmp_float = settings->adaptive_rho_tolerance;
- settings->adaptive_rho_tolerance = 0.5;
- exitflag = osqp_setup(&work, data, settings);
- mu_assert("Basic QP test solve: Setup should result in error due to wrong settings->adaptive_rho_tolerance",
- exitflag == OSQP_SETTINGS_VALIDATION_ERROR);
- settings->adaptive_rho_tolerance = tmp_float;
- // Setup workspace with wrong settings->polish_refine_iter
- tmp_int = settings->polish_refine_iter;
- settings->polish_refine_iter = -3;
- exitflag = osqp_setup(&work, data, settings);
- mu_assert("Basic QP test solve: Setup should result in error due to negative settings->polish_refine_iter",
- exitflag == OSQP_SETTINGS_VALIDATION_ERROR);
- settings->polish_refine_iter = tmp_int;
- // Setup workspace with wrong settings->rho
- tmp_float = settings->rho;
- settings->rho = 0.0;
- exitflag = osqp_setup(&work, data, settings);
- mu_assert("Basic QP test solve: Setup should result in error due to non-positive settings->rho",
- exitflag == OSQP_SETTINGS_VALIDATION_ERROR);
- settings->rho = tmp_float;
- // Setup workspace with wrong settings->sigma
- tmp_float = settings->sigma;
- settings->sigma = -0.1;
- exitflag = osqp_setup(&work, data, settings);
- mu_assert("Basic QP test solve: Setup should result in error due to non-positive settings->sigma",
- exitflag == OSQP_SETTINGS_VALIDATION_ERROR);
- settings->sigma = tmp_float;
- // Setup workspace with wrong settings->delta
- tmp_float = settings->delta;
- settings->delta = -1.1;
- exitflag = osqp_setup(&work, data, settings);
- mu_assert("Basic QP test solve: Setup should result in error due to non-positive settings->delta",
- exitflag == OSQP_SETTINGS_VALIDATION_ERROR);
- settings->delta = tmp_float;
- // Setup workspace with wrong settings->max_iter
- tmp_int = settings->max_iter;
- settings->max_iter = 0;
- exitflag = osqp_setup(&work, data, settings);
- mu_assert("Basic QP test solve: Setup should result in error due to non-positive settings->max_iter",
- exitflag == OSQP_SETTINGS_VALIDATION_ERROR);
- settings->max_iter = tmp_int;
- // Setup workspace with wrong settings->eps_abs
- tmp_float = settings->eps_abs;
- settings->eps_abs = -1.1;
- exitflag = osqp_setup(&work, data, settings);
- mu_assert("Basic QP test solve: Setup should result in error due to negative settings->eps_abs",
- exitflag == OSQP_SETTINGS_VALIDATION_ERROR);
- settings->eps_abs = tmp_float;
- // Setup workspace with wrong settings->eps_rel
- tmp_float = settings->eps_rel;
- settings->eps_rel = -0.1;
- exitflag = osqp_setup(&work, data, settings);
- mu_assert("Basic QP test solve: Setup should result in error due to negative settings->eps_rel",
- exitflag == OSQP_SETTINGS_VALIDATION_ERROR);
- settings->eps_rel = tmp_float;
- // Setup workspace with wrong settings->eps_prim_inf
- tmp_float = settings->eps_prim_inf;
- settings->eps_prim_inf = -0.1;
- exitflag = osqp_setup(&work, data, settings);
- mu_assert("Basic QP test solve: Setup should result in error due to non-positive settings->eps_prim_inf",
- exitflag == OSQP_SETTINGS_VALIDATION_ERROR);
- settings->eps_prim_inf = tmp_float;
- // Setup workspace with wrong settings->eps_dual_inf
- tmp_float = settings->eps_dual_inf;
- settings->eps_dual_inf = 0.0;
- exitflag = osqp_setup(&work, data, settings);
- mu_assert("Basic QP test solve: Setup should result in error due to non-positive settings->eps_dual_inf",
- exitflag == OSQP_SETTINGS_VALIDATION_ERROR);
- settings->eps_dual_inf = tmp_float;
- // Setup workspace with wrong settings->alpha
- tmp_float = settings->alpha;
- settings->alpha = 2.0;
- exitflag = osqp_setup(&work, data, settings);
- mu_assert("Basic QP test solve: Setup should result in error due to wrong settings->alpha",
- exitflag == OSQP_SETTINGS_VALIDATION_ERROR);
- settings->alpha = tmp_float;
- // Setup workspace with wrong settings->linsys_solver
- tmp_int = settings->linsys_solver;
- settings->linsys_solver = 5;
- exitflag = osqp_setup(&work, data, settings);
- mu_assert("Basic QP test solve: Setup should result in error due to wrong settings->linsys_solver",
- exitflag == OSQP_SETTINGS_VALIDATION_ERROR);
- settings->linsys_solver = tmp_int;
- // Setup workspace with wrong settings->verbose
- tmp_int = settings->verbose;
- settings->verbose = 2;
- exitflag = osqp_setup(&work, data, settings);
- mu_assert("Basic QP test solve: Setup should result in error due to non-boolean settings->verbose",
- exitflag == OSQP_SETTINGS_VALIDATION_ERROR);
- settings->verbose = tmp_int;
- // Setup workspace with wrong settings->scaled_termination
- tmp_int = settings->scaled_termination;
- settings->scaled_termination = 2;
- exitflag = osqp_setup(&work, data, settings);
- mu_assert("Basic QP test solve: Setup should result in error due to non-boolean settings->scaled_termination",
- exitflag == OSQP_SETTINGS_VALIDATION_ERROR);
- settings->scaled_termination = tmp_int;
- // Setup workspace with wrong settings->check_termination
- tmp_int = settings->check_termination;
- settings->check_termination = -1;
- exitflag = osqp_setup(&work, data, settings);
- mu_assert("Basic QP test solve: Setup should result in error due to non-boolean settings->check_termination",
- exitflag == OSQP_SETTINGS_VALIDATION_ERROR);
- settings->check_termination = tmp_int;
- // Setup workspace with wrong settings->warm_start
- tmp_int = settings->warm_start;
- settings->warm_start = 5;
- exitflag = osqp_setup(&work, data, settings);
- mu_assert("Basic QP test solve: Setup should result in error due to non-boolean settings->warm_start",
- exitflag == OSQP_SETTINGS_VALIDATION_ERROR);
- settings->warm_start = tmp_int;
- #ifdef PROFILING
- // Setup workspace with wrong settings->time_limit
- tmp_float = settings->time_limit;
- settings->time_limit = -0.2;
- exitflag = osqp_setup(&work, data, settings);
- mu_assert("Basic QP test solve: Setup should result in error due to wrong settings->time_limit",
- exitflag == OSQP_SETTINGS_VALIDATION_ERROR);
- settings->time_limit = tmp_float;
- #endif
- /* =========================
- SETUP WITH WRONG DATA
- ========================= */
- // Setup workspace with empty data
- exitflag = osqp_setup(&work, OSQP_NULL, settings);
- mu_assert("Basic QP test solve: Setup should result in error due to empty data",
- exitflag == OSQP_DATA_VALIDATION_ERROR);
- // Setup workspace with wrong data->m
- tmp_int = data->m;
- data->m = data->m - 1;
- exitflag = osqp_setup(&work, data, settings);
- mu_assert("Basic QP test solve: Setup should result in error due to wrong data->m",
- exitflag == OSQP_DATA_VALIDATION_ERROR);
- data->m = tmp_int;
- // Setup workspace with wrong data->n
- tmp_int = data->n;
- data->n = data->n + 1;
- exitflag = osqp_setup(&work, data, settings);
- mu_assert("Basic QP test solve: Setup should result in error due to wrong data->n",
- exitflag == OSQP_DATA_VALIDATION_ERROR);
- // Setup workspace with zero data->n
- data->n = 0;
- exitflag = osqp_setup(&work, data, settings);
- mu_assert("Basic QP test solve: Setup should result in error due to zero data->n",
- exitflag == OSQP_DATA_VALIDATION_ERROR);
- data->n = tmp_int;
- // Setup workspace with wrong P->m
- tmp_int = data->P->m;
- data->P->m = data->n + 1;
- exitflag = osqp_setup(&work, data, settings);
- mu_assert("Basic QP test solve: Setup should result in error due to wrong P->m",
- exitflag == OSQP_DATA_VALIDATION_ERROR);
- data->P->m = tmp_int;
- // Setup workspace with wrong P->n
- tmp_int = data->P->n;
- data->P->n = data->n + 1;
- exitflag = osqp_setup(&work, data, settings);
- mu_assert("Basic QP test solve: Setup should result in error due to wrong P->n",
- exitflag == OSQP_DATA_VALIDATION_ERROR);
- data->P->n = tmp_int;
- // Setup workspace with non-upper-triangular P
- tmp_mat = data->P;
- // Construct non-upper-triangular P
- P_tmp = (csc*) c_malloc(sizeof(csc));
- P_tmp->m = 2;
- P_tmp->n = 2;
- P_tmp->nz = -1;
- P_tmp->nzmax = 4;
- P_tmp->x = (c_float*) c_malloc(4 * sizeof(c_float));
- P_tmp->x[0] = 4.0;
- P_tmp->x[1] = 1.0;
- P_tmp->x[2] = 1.0;
- P_tmp->x[3] = 2.0;
- P_tmp->i = (c_int*) c_malloc(4 * sizeof(c_int));
- P_tmp->i[0] = 0;
- P_tmp->i[1] = 1;
- P_tmp->i[2] = 0;
- P_tmp->i[3] = 1;
- P_tmp->p = (c_int*) c_malloc((2 + 1) * sizeof(c_int));
- P_tmp->p[0] = 0;
- P_tmp->p[1] = 2;
- P_tmp->p[2] = 4;
- data->P = P_tmp;
- exitflag = osqp_setup(&work, data, settings);
- mu_assert("Basic QP test solve: Setup should result in error due to non-triu structure of P",
- exitflag == OSQP_DATA_VALIDATION_ERROR);
- data->P = tmp_mat;
- // Setup workspace with non-consistent bounds
- data->l[0] = data->u[0] + 1.0;
- exitflag = osqp_setup(&work, data, settings);
- mu_assert("Basic QP test solve: Setup should result in error due to non-consistent bounds",
- exitflag == OSQP_DATA_VALIDATION_ERROR);
- // Cleanup data
- clean_problem_basic_qp(data);
- clean_problem_basic_qp_sols_data(sols_data);
- // Cleanup
- c_free(settings);
- c_free(P_tmp->x);
- c_free(P_tmp->i);
- c_free(P_tmp->p);
- c_free(P_tmp);
- return 0;
- }
- #ifdef ENABLE_MKL_PARDISO
- static char* test_basic_qp_solve_pardiso()
- {
- c_int exitflag;
- // Problem settings
- OSQPSettings *settings = (OSQPSettings *)c_malloc(sizeof(OSQPSettings));
- // Structures
- OSQPWorkspace *work; // Workspace
- OSQPData *data; // Data
- basic_qp_sols_data *sols_data;
- // Populate data
- data = generate_problem_basic_qp();
- sols_data = generate_problem_basic_qp_sols_data();
- // Define Solver settings as default
- osqp_set_default_settings(settings);
- settings->max_iter = 2000;
- settings->alpha = 1.6;
- settings->polish = 1;
- settings->scaling = 0;
- settings->verbose = 1;
- settings->warm_start = 0;
- settings->linsys_solver = MKL_PARDISO_SOLVER;
- // Setup workspace
- exitflag = osqp_setup(&work, data, settings);
- // Setup correct
- mu_assert("Basic QP test solve Pardiso: Setup error!", exitflag == 0);
- // Solve Problem
- osqp_solve(work);
- // Compare solver statuses
- mu_assert("Basic QP test solve Pardiso: Error in solver status!",
- work->info->status_val == sols_data->status_test);
- // Compare primal solutions
- mu_assert("Basic QP test solve Pardiso: Error in primal solution!",
- vec_norm_inf_diff(work->solution->x, sols_data->x_test,
- data->n) < TESTS_TOL);
- // Compare dual solutions
- mu_assert("Basic QP test solve Pardiso: Error in dual solution!",
- vec_norm_inf_diff(work->solution->y, sols_data->y_test,
- data->m) < TESTS_TOL);
- // Compare objective values
- mu_assert("Basic QP test solve Pardiso: Error in objective value!",
- c_absval(work->info->obj_val - sols_data->obj_value_test) <
- TESTS_TOL);
- // Clean workspace
- osqp_cleanup(work);
- // Cleanup data
- clean_problem_basic_qp(data);
- clean_problem_basic_qp_sols_data(sols_data);
- // Cleanup
- c_free(settings);
- return 0;
- }
- #endif
- static const char* test_basic_qp_update()
- {
- c_int exitflag;
- // Problem settings
- OSQPSettings *settings = (OSQPSettings *)c_malloc(sizeof(OSQPSettings));
- // Structures
- OSQPWorkspace *work; // Workspace
- OSQPData *data; // Data
- basic_qp_sols_data *sols_data;
- // Populate data
- data = generate_problem_basic_qp();
- sols_data = generate_problem_basic_qp_sols_data();
- // Define Solver settings as default
- osqp_set_default_settings(settings);
- settings->max_iter = 200;
- settings->alpha = 1.6;
- settings->polish = 1;
- settings->scaling = 0;
- settings->verbose = 1;
- settings->warm_start = 0;
- // Setup workspace
- exitflag = osqp_setup(&work, data, settings);
- // Setup correct
- mu_assert("Basic QP test update: Setup error!", exitflag == 0);
- // ====================================================================
- // Update data
- // ====================================================================
- // Update linear cost
- osqp_update_lin_cost(work, sols_data->q_new);
- mu_assert("Basic QP test update: Error in updating linear cost!",
- vec_norm_inf_diff(work->data->q, sols_data->q_new,
- data->n) < TESTS_TOL);
- // UPDATE BOUND
- // Try to update with non-consistent values
- mu_assert("Basic QP test update: Error in bounds update ordering not caught!",
- osqp_update_bounds(work, sols_data->u_new, sols_data->l_new) == 1);
- // Now update with correct values
- mu_assert("Basic QP test update: Error in bounds update ordering!",
- osqp_update_bounds(work, sols_data->l_new, sols_data->u_new) == 0);
- mu_assert("Basic QP test update: Error in bounds update, lower bound!",
- vec_norm_inf_diff(work->data->l, sols_data->l_new,
- data->m) < TESTS_TOL);
- mu_assert("Basic QP test update: Error in bounds update, upper bound!",
- vec_norm_inf_diff(work->data->u, sols_data->u_new,
- data->m) < TESTS_TOL);
- // Return original values
- osqp_update_bounds(work, data->l, data->u);
- // UPDATE LOWER BOUND
- // Try to update with non-consistent values
- mu_assert(
- "Basic QP test update: Error in lower bound update ordering not caught!",
- osqp_update_lower_bound(work, sols_data->u_new) == 1);
- // Now update with correct values
- mu_assert("Basic QP test update: Error in lower bound update ordering!",
- osqp_update_lower_bound(work, sols_data->l_new) == 0);
- mu_assert("Basic QP test update: Error in updating lower bound!",
- vec_norm_inf_diff(work->data->l, sols_data->l_new,
- data->m) < TESTS_TOL);
- // Return original values
- osqp_update_lower_bound(work, data->l);
- // UPDATE UPPER BOUND
- // Try to update with non-consistent values
- mu_assert(
- "Basic QP test update: Error in upper bound update: ordering not caught!",
- osqp_update_upper_bound(work, sols_data->l_new) == 1);
- // Now update with correct values
- mu_assert("Basic QP test update: Error in upper bound update: ordering!",
- osqp_update_upper_bound(work, sols_data->u_new) == 0);
- mu_assert("Basic QP test update: Error in updating upper bound!",
- vec_norm_inf_diff(work->data->u, sols_data->u_new,
- data->m) < TESTS_TOL);
- // Clean workspace
- osqp_cleanup(work);
- // Cleanup data
- clean_problem_basic_qp(data);
- clean_problem_basic_qp_sols_data(sols_data);
- // Cleanup
- c_free(settings);
- return 0;
- }
- static const char* test_basic_qp_check_termination()
- {
- c_int exitflag;
- // Problem settings
- OSQPSettings *settings = (OSQPSettings *)c_malloc(sizeof(OSQPSettings));
- // Structures
- OSQPWorkspace *work; // Workspace
- OSQPData *data; // Data
- basic_qp_sols_data *sols_data;
- // Populate data
- data = generate_problem_basic_qp();
- sols_data = generate_problem_basic_qp_sols_data();
- // Define Solver settings as default
- osqp_set_default_settings(settings);
- settings->max_iter = 200;
- settings->alpha = 1.6;
- settings->polish = 0;
- settings->scaling = 0;
- settings->verbose = 1;
- settings->check_termination = 0;
- settings->warm_start = 0;
- // Setup workspace
- exitflag = osqp_setup(&work, data, settings);
- // Setup correct
- mu_assert("Basic QP test solve: Setup error!", exitflag == 0);
- // Solve Problem
- osqp_solve(work);
- // Check if iter == max_iter
- mu_assert(
- "Basic QP test check termination: Error in number of iterations taken!",
- work->info->iter == work->settings->max_iter);
- // Compare solver statuses
- mu_assert("Basic QP test check termination: Error in solver status!",
- work->info->status_val == sols_data->status_test);
- // Compare primal solutions
- mu_assert("Basic QP test check termination: Error in primal solution!",
- vec_norm_inf_diff(work->solution->x, sols_data->x_test,
- data->n) < TESTS_TOL);
- // Compare dual solutions
- // print_vec(work->solution->y, data->m, "y_sol");
- // print_vec(sols_data->y_test, data->m, "y_test");
- mu_assert("Basic QP test check termination: Error in dual solution!",
- vec_norm_inf_diff(work->solution->y, sols_data->y_test,
- data->m) < TESTS_TOL);
- // Compare objective values
- mu_assert("Basic QP test check termination: Error in objective value!",
- c_absval(work->info->obj_val - sols_data->obj_value_test) <
- TESTS_TOL);
- // Clean workspace
- osqp_cleanup(work);
- // Cleanup data
- clean_problem_basic_qp(data);
- clean_problem_basic_qp_sols_data(sols_data);
- // Cleanup
- c_free(settings);
- return 0;
- }
- static const char* test_basic_qp_update_rho()
- {
- c_int extiflag;
- // Problem settings
- OSQPSettings *settings = (OSQPSettings *)c_malloc(sizeof(OSQPSettings));
- // Structures
- OSQPWorkspace *work; // Workspace
- OSQPData *data; // Data
- basic_qp_sols_data *sols_data;
- // Exitflag
- c_int exitflag;
- // rho to use
- c_float rho;
- // Define number of iterations to compare
- c_int n_iter_new_solver, n_iter_update_rho;
- // Populate data
- data = generate_problem_basic_qp();
- sols_data = generate_problem_basic_qp_sols_data();
- // Define Solver settings as default
- rho = 0.7;
- osqp_set_default_settings(settings);
- settings->rho = rho;
- settings->adaptive_rho = 0; // Disable adaptive rho for this test
- settings->eps_abs = 5e-05;
- settings->eps_rel = 5e-05;
- settings->check_termination = 1;
- // Setup workspace
- exitflag = osqp_setup(&work, data, settings);
- // Setup correct
- mu_assert("Basic QP test update rho: Setup error!", exitflag == 0);
- // Solve Problem
- osqp_solve(work);
- // Store number of iterations
- n_iter_new_solver = work->info->iter;
- // Compare solver statuses
- mu_assert("Update rho test solve: Error in solver status!",
- work->info->status_val == sols_data->status_test);
- // Compare primal solutions
- mu_assert("Update rho test solve: Error in primal solution!",
- vec_norm_inf_diff(work->solution->x, sols_data->x_test,
- data->n)/vec_norm_inf(sols_data->x_test, data->n) < TESTS_TOL);
- // Compare dual solutions
- mu_assert("Update rho test solve: Error in dual solution!",
- vec_norm_inf_diff(work->solution->y, sols_data->y_test,
- data->m)/vec_norm_inf(sols_data->y_test, data->m) < TESTS_TOL);
- // Compare objective values
- mu_assert("Update rho test solve: Error in objective value!",
- c_absval(work->info->obj_val - sols_data->obj_value_test) <
- TESTS_TOL);
- // Clean workspace
- osqp_cleanup(work);
- // Create new problem with different rho and update it
- osqp_set_default_settings(settings);
- settings->rho = 0.1;
- settings->adaptive_rho = 0;
- settings->check_termination = 1;
- settings->eps_abs = 5e-05;
- settings->eps_rel = 5e-05;
- // Setup workspace
- exitflag = osqp_setup(&work, data, settings);
- // Setup correct
- mu_assert("Basic QP test update rho: Setup error!", exitflag == 0);
- // Update rho
- exitflag = osqp_update_rho(work, rho);
- mu_assert("Basic QP test update rho: Error update rho!", exitflag == 0);
- // Solve Problem
- osqp_solve(work);
- // Compare solver statuses
- mu_assert("Basic QP test update rho: Error in solver status!",
- work->info->status_val == sols_data->status_test);
- // Compare primal solutions
- mu_assert("Basic QP test update rho: Error in primal solution!",
- vec_norm_inf_diff(work->solution->x, sols_data->x_test,
- data->n)/vec_norm_inf(sols_data->x_test, data->n) < TESTS_TOL);
- // Compare dual solutions
- mu_assert("Basic QP test update rho: Error in dual solution!",
- vec_norm_inf_diff(work->solution->y, sols_data->y_test,
- data->m)/vec_norm_inf(sols_data->y_test, data->m)< TESTS_TOL);
- // Compare objective values
- mu_assert("Basic QP test update rho: Error in objective value!",
- c_absval(work->info->obj_val - sols_data->obj_value_test) <
- TESTS_TOL);
- // Get number of iterations
- n_iter_update_rho = work->info->iter;
- // Assert same number of iterations
- mu_assert("Basic QP test update rho: Error in number of iterations!",
- n_iter_new_solver == n_iter_update_rho);
- // Cleanup solver
- osqp_cleanup(work);
- // Cleanup data
- clean_problem_basic_qp(data);
- clean_problem_basic_qp_sols_data(sols_data);
- // Cleanup
- c_free(settings);
- return 0;
- }
- #ifdef PROFILING
- static const char* test_basic_qp_time_limit()
- {
- c_int exitflag;
- // Problem settings
- OSQPSettings *settings = (OSQPSettings *)c_malloc(sizeof(OSQPSettings));
- // Structures
- OSQPWorkspace *work; // Workspace
- OSQPData *data; // Data
- basic_qp_sols_data *sols_data;
- // Populate data
- data = generate_problem_basic_qp();
- sols_data = generate_problem_basic_qp_sols_data();
- // Define Solver settings as default
- osqp_set_default_settings(settings);
- settings->rho = 20;
- settings->adaptive_rho = 0;
- // Check default time limit
- mu_assert("Basic QP test time limit: Default not correct", settings->time_limit == 0);
- // Setup workspace
- exitflag = osqp_setup(&work, data, settings);
- // Setup correct
- mu_assert("Basic QP test time limit: Setup error!", exitflag == 0);
- // Solve Problem
- osqp_solve(work);
- // Compare solver statuses
- mu_assert("Basic QP test time limit: Error in no time limit solver status!",
- work->info->status_val == sols_data->status_test);
- // Update time limit
- # ifdef PRINTING
- osqp_update_time_limit(work, 1e-5);
- osqp_update_eps_rel(work, 1e-09);
- osqp_update_eps_abs(work, 1e-09);
- # else
- // Not printing makes the code run a lot faster, so we need to make it work harder
- // to fail by time limit exceeded
- osqp_update_time_limit(work, 1e-7);
- osqp_update_eps_rel(work, 1e-12);
- osqp_update_eps_abs(work, 1e-12);
- # endif
- osqp_update_max_iter(work, (c_int)2e9);
- osqp_update_check_termination(work, 0);
- // Solve Problem
- cold_start(work);
- osqp_solve(work);
- // Compare solver statuses
- mu_assert("Basic QP test time limit: Error in timed out solver status!",
- work->info->status_val == OSQP_TIME_LIMIT_REACHED);
- // Cleanup solver
- osqp_cleanup(work);
- // Cleanup data
- clean_problem_basic_qp(data);
- clean_problem_basic_qp_sols_data(sols_data);
- // Cleanup
- c_free(settings);
- return 0;
- }
- #endif // PROFILING
- static const char* test_basic_qp_warm_start()
- {
- c_int exitflag, iter;
- // Cold started variables
- c_float x0[2] = { 0.0, 0.0, };
- c_float y0[4] = { 0.0, 0.0, 0.0, 0.0, };
- // Optimal solution
- c_float xopt[2] = { 0.3, 0.7, };
- c_float yopt[4] = {-2.9, 0.0, 0.2, 0.0, };
- // Problem settings
- OSQPSettings *settings = (OSQPSettings *)c_malloc(sizeof(OSQPSettings));
- // Structures
- OSQPWorkspace *work; // Workspace
- OSQPData *data; // Data
- basic_qp_sols_data *sols_data;
- // Populate data
- data = generate_problem_basic_qp();
- sols_data = generate_problem_basic_qp_sols_data();
- // Define Solver settings as default
- osqp_set_default_settings(settings);
- settings->check_termination = 1;
- // Setup workspace
- exitflag = osqp_setup(&work, data, settings);
- // Solve Problem
- osqp_solve(work);
- iter = work->info->iter;
- // Cold start and solve again
- osqp_warm_start(work, x0, y0);
- osqp_solve(work);
- // Check if the number of iterations is the same
- mu_assert("Basic QP test warm start: Cold start error!", work->info->iter == iter);
- // Warm start from the solution and solve again
- osqp_warm_start_x(work, xopt);
- osqp_warm_start_y(work, yopt);
- osqp_solve(work);
- // Check that the number of iterations equals 1
- mu_assert("Basic QP test warm start: Warm start error!", work->info->iter == 1);
- // Cleanup solver
- osqp_cleanup(work);
- // Cleanup data
- clean_problem_basic_qp(data);
- clean_problem_basic_qp_sols_data(sols_data);
- // Cleanup
- c_free(settings);
- return 0;
- }
- static const char* test_basic_qp()
- {
- mu_run_test(test_basic_qp_solve);
- #ifdef ENABLE_MKL_PARDISO
- mu_run_test(test_basic_qp_solve_pardiso);
- #endif
- mu_run_test(test_basic_qp_update);
- mu_run_test(test_basic_qp_check_termination);
- mu_run_test(test_basic_qp_update_rho);
- #ifdef PROFILING
- mu_run_test(test_basic_qp_time_limit);
- #endif
- mu_run_test(test_basic_qp_warm_start);
- return 0;
- }
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