test_basic_qp.h 30 KB

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  1. #include "osqp.h" // OSQP API
  2. #include "auxil.h" // Needed for cold_start()
  3. #include "cs.h" // CSC data structure
  4. #include "util.h" // Utilities for testing
  5. #include "minunit.h" // Basic testing script header
  6. #include "basic_qp/data.h"
  7. static const char* test_basic_qp_solve()
  8. {
  9. c_int exitflag, tmp_int;
  10. c_float tmp_float;
  11. csc *tmp_mat, *P_tmp;
  12. // Problem settings
  13. OSQPSettings *settings = (OSQPSettings *)c_malloc(sizeof(OSQPSettings));
  14. // Structures
  15. OSQPWorkspace *work; // Workspace
  16. OSQPData *data; // Data
  17. basic_qp_sols_data *sols_data;
  18. // Populate data
  19. data = generate_problem_basic_qp();
  20. sols_data = generate_problem_basic_qp_sols_data();
  21. // Define Solver settings as default
  22. osqp_set_default_settings(settings);
  23. settings->max_iter = 2000;
  24. settings->alpha = 1.6;
  25. settings->polish = 1;
  26. settings->scaling = 0;
  27. settings->verbose = 1;
  28. settings->warm_start = 0;
  29. // Setup workspace
  30. exitflag = osqp_setup(&work, data, settings);
  31. // Setup correct
  32. mu_assert("Basic QP test solve: Setup error!", exitflag == 0);
  33. // Solve Problem
  34. osqp_solve(work);
  35. // Compare solver statuses
  36. mu_assert("Basic QP test solve: Error in solver status!",
  37. work->info->status_val == sols_data->status_test);
  38. // Compare primal solutions
  39. mu_assert("Basic QP test solve: Error in primal solution!",
  40. vec_norm_inf_diff(work->solution->x, sols_data->x_test,
  41. data->n) < TESTS_TOL);
  42. // Compare dual solutions
  43. mu_assert("Basic QP test solve: Error in dual solution!",
  44. vec_norm_inf_diff(work->solution->y, sols_data->y_test,
  45. data->m) < TESTS_TOL);
  46. // Compare objective values
  47. mu_assert("Basic QP test solve: Error in objective value!",
  48. c_absval(work->info->obj_val - sols_data->obj_value_test) <
  49. TESTS_TOL);
  50. // Try to set wrong settings
  51. mu_assert("Basic QP test solve: Wrong value of rho not caught!",
  52. osqp_update_rho(work, -0.1) == 1);
  53. mu_assert("Basic QP test solve: Wrong value of max_iter not caught!",
  54. osqp_update_max_iter(work, -1) == 1);
  55. mu_assert("Basic QP test solve: Wrong value of eps_abs not caught!",
  56. osqp_update_eps_abs(work, -1.) == 1);
  57. mu_assert("Basic QP test solve: Wrong value of eps_rel not caught!",
  58. osqp_update_eps_rel(work, -1.) == 1);
  59. mu_assert("Basic QP test solve: Wrong value of eps_prim_inf not caught!",
  60. osqp_update_eps_prim_inf(work, -0.1) == 1);
  61. mu_assert("Basic QP test solve: Wrong value of eps_dual_inf not caught!",
  62. osqp_update_eps_dual_inf(work, -0.1) == 1);
  63. mu_assert("Basic QP test solve: Wrong value of alpha not caught!",
  64. osqp_update_alpha(work, 2.0) == 1);
  65. mu_assert("Basic QP test solve: Wrong value of warm_start not caught!",
  66. osqp_update_warm_start(work, -1) == 1);
  67. mu_assert("Basic QP test solve: Wrong value of scaled_termination not caught!",
  68. osqp_update_scaled_termination(work, 2) == 1);
  69. mu_assert("Basic QP test solve: Wrong value of check_termination not caught!",
  70. osqp_update_check_termination(work, -1) == 1);
  71. mu_assert("Basic QP test solve: Wrong value of delta not caught!",
  72. osqp_update_delta(work, 0.) == 1);
  73. mu_assert("Basic QP test solve: Wrong value of polish not caught!",
  74. osqp_update_polish(work, 2) == 1);
  75. mu_assert("Basic QP test solve: Wrong value of polish_refine_iter not caught!",
  76. osqp_update_polish_refine_iter(work, -1) == 1);
  77. mu_assert("Basic QP test solve: Wrong value of verbose not caught!",
  78. osqp_update_verbose(work, 2) == 1);
  79. // Clean workspace
  80. osqp_cleanup(work);
  81. /* =============================
  82. SETUP WITH WRONG SETTINGS
  83. ============================= */
  84. // Setup workspace with empty settings
  85. exitflag = osqp_setup(&work, data, OSQP_NULL);
  86. mu_assert("Basic QP test solve: Setup should result in error due to empty settings",
  87. exitflag == OSQP_SETTINGS_VALIDATION_ERROR);
  88. // Setup workspace with a wrong number of scaling iterations
  89. tmp_int = settings->scaling;
  90. settings->scaling = -1;
  91. exitflag = osqp_setup(&work, data, settings);
  92. mu_assert("Basic QP test solve: Setup should result in error due to a negative number of scaling iterations",
  93. exitflag == OSQP_SETTINGS_VALIDATION_ERROR);
  94. settings->scaling = tmp_int;
  95. // Setup workspace with wrong settings->adaptive_rho
  96. tmp_int = settings->adaptive_rho;
  97. settings->adaptive_rho = 2;
  98. exitflag = osqp_setup(&work, data, settings);
  99. mu_assert("Basic QP test solve: Setup should result in error due to non-boolean settings->adaptive_rho",
  100. exitflag == OSQP_SETTINGS_VALIDATION_ERROR);
  101. settings->adaptive_rho = tmp_int;
  102. // Setup workspace with wrong settings->adaptive_rho_interval
  103. tmp_int = settings->adaptive_rho_interval;
  104. settings->adaptive_rho_interval = -1;
  105. exitflag = osqp_setup(&work, data, settings);
  106. mu_assert("Basic QP test solve: Setup should result in error due to negative settings->adaptive_rho_interval",
  107. exitflag == OSQP_SETTINGS_VALIDATION_ERROR);
  108. settings->adaptive_rho_interval = tmp_int;
  109. #ifdef PROFILING
  110. // Setup workspace with wrong settings->adaptive_rho_fraction
  111. tmp_float = settings->adaptive_rho_fraction;
  112. settings->adaptive_rho_fraction = -1.5;
  113. exitflag = osqp_setup(&work, data, settings);
  114. mu_assert("Basic QP test solve: Setup should result in error due to non-positive settings->adaptive_rho_fraction",
  115. exitflag == OSQP_SETTINGS_VALIDATION_ERROR);
  116. settings->adaptive_rho_fraction = tmp_float;
  117. #endif
  118. // Setup workspace with wrong settings->adaptive_rho_tolerance
  119. tmp_float = settings->adaptive_rho_tolerance;
  120. settings->adaptive_rho_tolerance = 0.5;
  121. exitflag = osqp_setup(&work, data, settings);
  122. mu_assert("Basic QP test solve: Setup should result in error due to wrong settings->adaptive_rho_tolerance",
  123. exitflag == OSQP_SETTINGS_VALIDATION_ERROR);
  124. settings->adaptive_rho_tolerance = tmp_float;
  125. // Setup workspace with wrong settings->polish_refine_iter
  126. tmp_int = settings->polish_refine_iter;
  127. settings->polish_refine_iter = -3;
  128. exitflag = osqp_setup(&work, data, settings);
  129. mu_assert("Basic QP test solve: Setup should result in error due to negative settings->polish_refine_iter",
  130. exitflag == OSQP_SETTINGS_VALIDATION_ERROR);
  131. settings->polish_refine_iter = tmp_int;
  132. // Setup workspace with wrong settings->rho
  133. tmp_float = settings->rho;
  134. settings->rho = 0.0;
  135. exitflag = osqp_setup(&work, data, settings);
  136. mu_assert("Basic QP test solve: Setup should result in error due to non-positive settings->rho",
  137. exitflag == OSQP_SETTINGS_VALIDATION_ERROR);
  138. settings->rho = tmp_float;
  139. // Setup workspace with wrong settings->sigma
  140. tmp_float = settings->sigma;
  141. settings->sigma = -0.1;
  142. exitflag = osqp_setup(&work, data, settings);
  143. mu_assert("Basic QP test solve: Setup should result in error due to non-positive settings->sigma",
  144. exitflag == OSQP_SETTINGS_VALIDATION_ERROR);
  145. settings->sigma = tmp_float;
  146. // Setup workspace with wrong settings->delta
  147. tmp_float = settings->delta;
  148. settings->delta = -1.1;
  149. exitflag = osqp_setup(&work, data, settings);
  150. mu_assert("Basic QP test solve: Setup should result in error due to non-positive settings->delta",
  151. exitflag == OSQP_SETTINGS_VALIDATION_ERROR);
  152. settings->delta = tmp_float;
  153. // Setup workspace with wrong settings->max_iter
  154. tmp_int = settings->max_iter;
  155. settings->max_iter = 0;
  156. exitflag = osqp_setup(&work, data, settings);
  157. mu_assert("Basic QP test solve: Setup should result in error due to non-positive settings->max_iter",
  158. exitflag == OSQP_SETTINGS_VALIDATION_ERROR);
  159. settings->max_iter = tmp_int;
  160. // Setup workspace with wrong settings->eps_abs
  161. tmp_float = settings->eps_abs;
  162. settings->eps_abs = -1.1;
  163. exitflag = osqp_setup(&work, data, settings);
  164. mu_assert("Basic QP test solve: Setup should result in error due to negative settings->eps_abs",
  165. exitflag == OSQP_SETTINGS_VALIDATION_ERROR);
  166. settings->eps_abs = tmp_float;
  167. // Setup workspace with wrong settings->eps_rel
  168. tmp_float = settings->eps_rel;
  169. settings->eps_rel = -0.1;
  170. exitflag = osqp_setup(&work, data, settings);
  171. mu_assert("Basic QP test solve: Setup should result in error due to negative settings->eps_rel",
  172. exitflag == OSQP_SETTINGS_VALIDATION_ERROR);
  173. settings->eps_rel = tmp_float;
  174. // Setup workspace with wrong settings->eps_prim_inf
  175. tmp_float = settings->eps_prim_inf;
  176. settings->eps_prim_inf = -0.1;
  177. exitflag = osqp_setup(&work, data, settings);
  178. mu_assert("Basic QP test solve: Setup should result in error due to non-positive settings->eps_prim_inf",
  179. exitflag == OSQP_SETTINGS_VALIDATION_ERROR);
  180. settings->eps_prim_inf = tmp_float;
  181. // Setup workspace with wrong settings->eps_dual_inf
  182. tmp_float = settings->eps_dual_inf;
  183. settings->eps_dual_inf = 0.0;
  184. exitflag = osqp_setup(&work, data, settings);
  185. mu_assert("Basic QP test solve: Setup should result in error due to non-positive settings->eps_dual_inf",
  186. exitflag == OSQP_SETTINGS_VALIDATION_ERROR);
  187. settings->eps_dual_inf = tmp_float;
  188. // Setup workspace with wrong settings->alpha
  189. tmp_float = settings->alpha;
  190. settings->alpha = 2.0;
  191. exitflag = osqp_setup(&work, data, settings);
  192. mu_assert("Basic QP test solve: Setup should result in error due to wrong settings->alpha",
  193. exitflag == OSQP_SETTINGS_VALIDATION_ERROR);
  194. settings->alpha = tmp_float;
  195. // Setup workspace with wrong settings->linsys_solver
  196. tmp_int = settings->linsys_solver;
  197. settings->linsys_solver = 5;
  198. exitflag = osqp_setup(&work, data, settings);
  199. mu_assert("Basic QP test solve: Setup should result in error due to wrong settings->linsys_solver",
  200. exitflag == OSQP_SETTINGS_VALIDATION_ERROR);
  201. settings->linsys_solver = tmp_int;
  202. // Setup workspace with wrong settings->verbose
  203. tmp_int = settings->verbose;
  204. settings->verbose = 2;
  205. exitflag = osqp_setup(&work, data, settings);
  206. mu_assert("Basic QP test solve: Setup should result in error due to non-boolean settings->verbose",
  207. exitflag == OSQP_SETTINGS_VALIDATION_ERROR);
  208. settings->verbose = tmp_int;
  209. // Setup workspace with wrong settings->scaled_termination
  210. tmp_int = settings->scaled_termination;
  211. settings->scaled_termination = 2;
  212. exitflag = osqp_setup(&work, data, settings);
  213. mu_assert("Basic QP test solve: Setup should result in error due to non-boolean settings->scaled_termination",
  214. exitflag == OSQP_SETTINGS_VALIDATION_ERROR);
  215. settings->scaled_termination = tmp_int;
  216. // Setup workspace with wrong settings->check_termination
  217. tmp_int = settings->check_termination;
  218. settings->check_termination = -1;
  219. exitflag = osqp_setup(&work, data, settings);
  220. mu_assert("Basic QP test solve: Setup should result in error due to non-boolean settings->check_termination",
  221. exitflag == OSQP_SETTINGS_VALIDATION_ERROR);
  222. settings->check_termination = tmp_int;
  223. // Setup workspace with wrong settings->warm_start
  224. tmp_int = settings->warm_start;
  225. settings->warm_start = 5;
  226. exitflag = osqp_setup(&work, data, settings);
  227. mu_assert("Basic QP test solve: Setup should result in error due to non-boolean settings->warm_start",
  228. exitflag == OSQP_SETTINGS_VALIDATION_ERROR);
  229. settings->warm_start = tmp_int;
  230. #ifdef PROFILING
  231. // Setup workspace with wrong settings->time_limit
  232. tmp_float = settings->time_limit;
  233. settings->time_limit = -0.2;
  234. exitflag = osqp_setup(&work, data, settings);
  235. mu_assert("Basic QP test solve: Setup should result in error due to wrong settings->time_limit",
  236. exitflag == OSQP_SETTINGS_VALIDATION_ERROR);
  237. settings->time_limit = tmp_float;
  238. #endif
  239. /* =========================
  240. SETUP WITH WRONG DATA
  241. ========================= */
  242. // Setup workspace with empty data
  243. exitflag = osqp_setup(&work, OSQP_NULL, settings);
  244. mu_assert("Basic QP test solve: Setup should result in error due to empty data",
  245. exitflag == OSQP_DATA_VALIDATION_ERROR);
  246. // Setup workspace with wrong data->m
  247. tmp_int = data->m;
  248. data->m = data->m - 1;
  249. exitflag = osqp_setup(&work, data, settings);
  250. mu_assert("Basic QP test solve: Setup should result in error due to wrong data->m",
  251. exitflag == OSQP_DATA_VALIDATION_ERROR);
  252. data->m = tmp_int;
  253. // Setup workspace with wrong data->n
  254. tmp_int = data->n;
  255. data->n = data->n + 1;
  256. exitflag = osqp_setup(&work, data, settings);
  257. mu_assert("Basic QP test solve: Setup should result in error due to wrong data->n",
  258. exitflag == OSQP_DATA_VALIDATION_ERROR);
  259. // Setup workspace with zero data->n
  260. data->n = 0;
  261. exitflag = osqp_setup(&work, data, settings);
  262. mu_assert("Basic QP test solve: Setup should result in error due to zero data->n",
  263. exitflag == OSQP_DATA_VALIDATION_ERROR);
  264. data->n = tmp_int;
  265. // Setup workspace with wrong P->m
  266. tmp_int = data->P->m;
  267. data->P->m = data->n + 1;
  268. exitflag = osqp_setup(&work, data, settings);
  269. mu_assert("Basic QP test solve: Setup should result in error due to wrong P->m",
  270. exitflag == OSQP_DATA_VALIDATION_ERROR);
  271. data->P->m = tmp_int;
  272. // Setup workspace with wrong P->n
  273. tmp_int = data->P->n;
  274. data->P->n = data->n + 1;
  275. exitflag = osqp_setup(&work, data, settings);
  276. mu_assert("Basic QP test solve: Setup should result in error due to wrong P->n",
  277. exitflag == OSQP_DATA_VALIDATION_ERROR);
  278. data->P->n = tmp_int;
  279. // Setup workspace with non-upper-triangular P
  280. tmp_mat = data->P;
  281. // Construct non-upper-triangular P
  282. P_tmp = (csc*) c_malloc(sizeof(csc));
  283. P_tmp->m = 2;
  284. P_tmp->n = 2;
  285. P_tmp->nz = -1;
  286. P_tmp->nzmax = 4;
  287. P_tmp->x = (c_float*) c_malloc(4 * sizeof(c_float));
  288. P_tmp->x[0] = 4.0;
  289. P_tmp->x[1] = 1.0;
  290. P_tmp->x[2] = 1.0;
  291. P_tmp->x[3] = 2.0;
  292. P_tmp->i = (c_int*) c_malloc(4 * sizeof(c_int));
  293. P_tmp->i[0] = 0;
  294. P_tmp->i[1] = 1;
  295. P_tmp->i[2] = 0;
  296. P_tmp->i[3] = 1;
  297. P_tmp->p = (c_int*) c_malloc((2 + 1) * sizeof(c_int));
  298. P_tmp->p[0] = 0;
  299. P_tmp->p[1] = 2;
  300. P_tmp->p[2] = 4;
  301. data->P = P_tmp;
  302. exitflag = osqp_setup(&work, data, settings);
  303. mu_assert("Basic QP test solve: Setup should result in error due to non-triu structure of P",
  304. exitflag == OSQP_DATA_VALIDATION_ERROR);
  305. data->P = tmp_mat;
  306. // Setup workspace with non-consistent bounds
  307. data->l[0] = data->u[0] + 1.0;
  308. exitflag = osqp_setup(&work, data, settings);
  309. mu_assert("Basic QP test solve: Setup should result in error due to non-consistent bounds",
  310. exitflag == OSQP_DATA_VALIDATION_ERROR);
  311. // Cleanup data
  312. clean_problem_basic_qp(data);
  313. clean_problem_basic_qp_sols_data(sols_data);
  314. // Cleanup
  315. c_free(settings);
  316. c_free(P_tmp->x);
  317. c_free(P_tmp->i);
  318. c_free(P_tmp->p);
  319. c_free(P_tmp);
  320. return 0;
  321. }
  322. #ifdef ENABLE_MKL_PARDISO
  323. static char* test_basic_qp_solve_pardiso()
  324. {
  325. c_int exitflag;
  326. // Problem settings
  327. OSQPSettings *settings = (OSQPSettings *)c_malloc(sizeof(OSQPSettings));
  328. // Structures
  329. OSQPWorkspace *work; // Workspace
  330. OSQPData *data; // Data
  331. basic_qp_sols_data *sols_data;
  332. // Populate data
  333. data = generate_problem_basic_qp();
  334. sols_data = generate_problem_basic_qp_sols_data();
  335. // Define Solver settings as default
  336. osqp_set_default_settings(settings);
  337. settings->max_iter = 2000;
  338. settings->alpha = 1.6;
  339. settings->polish = 1;
  340. settings->scaling = 0;
  341. settings->verbose = 1;
  342. settings->warm_start = 0;
  343. settings->linsys_solver = MKL_PARDISO_SOLVER;
  344. // Setup workspace
  345. exitflag = osqp_setup(&work, data, settings);
  346. // Setup correct
  347. mu_assert("Basic QP test solve Pardiso: Setup error!", exitflag == 0);
  348. // Solve Problem
  349. osqp_solve(work);
  350. // Compare solver statuses
  351. mu_assert("Basic QP test solve Pardiso: Error in solver status!",
  352. work->info->status_val == sols_data->status_test);
  353. // Compare primal solutions
  354. mu_assert("Basic QP test solve Pardiso: Error in primal solution!",
  355. vec_norm_inf_diff(work->solution->x, sols_data->x_test,
  356. data->n) < TESTS_TOL);
  357. // Compare dual solutions
  358. mu_assert("Basic QP test solve Pardiso: Error in dual solution!",
  359. vec_norm_inf_diff(work->solution->y, sols_data->y_test,
  360. data->m) < TESTS_TOL);
  361. // Compare objective values
  362. mu_assert("Basic QP test solve Pardiso: Error in objective value!",
  363. c_absval(work->info->obj_val - sols_data->obj_value_test) <
  364. TESTS_TOL);
  365. // Clean workspace
  366. osqp_cleanup(work);
  367. // Cleanup data
  368. clean_problem_basic_qp(data);
  369. clean_problem_basic_qp_sols_data(sols_data);
  370. // Cleanup
  371. c_free(settings);
  372. return 0;
  373. }
  374. #endif
  375. static const char* test_basic_qp_update()
  376. {
  377. c_int exitflag;
  378. // Problem settings
  379. OSQPSettings *settings = (OSQPSettings *)c_malloc(sizeof(OSQPSettings));
  380. // Structures
  381. OSQPWorkspace *work; // Workspace
  382. OSQPData *data; // Data
  383. basic_qp_sols_data *sols_data;
  384. // Populate data
  385. data = generate_problem_basic_qp();
  386. sols_data = generate_problem_basic_qp_sols_data();
  387. // Define Solver settings as default
  388. osqp_set_default_settings(settings);
  389. settings->max_iter = 200;
  390. settings->alpha = 1.6;
  391. settings->polish = 1;
  392. settings->scaling = 0;
  393. settings->verbose = 1;
  394. settings->warm_start = 0;
  395. // Setup workspace
  396. exitflag = osqp_setup(&work, data, settings);
  397. // Setup correct
  398. mu_assert("Basic QP test update: Setup error!", exitflag == 0);
  399. // ====================================================================
  400. // Update data
  401. // ====================================================================
  402. // Update linear cost
  403. osqp_update_lin_cost(work, sols_data->q_new);
  404. mu_assert("Basic QP test update: Error in updating linear cost!",
  405. vec_norm_inf_diff(work->data->q, sols_data->q_new,
  406. data->n) < TESTS_TOL);
  407. // UPDATE BOUND
  408. // Try to update with non-consistent values
  409. mu_assert("Basic QP test update: Error in bounds update ordering not caught!",
  410. osqp_update_bounds(work, sols_data->u_new, sols_data->l_new) == 1);
  411. // Now update with correct values
  412. mu_assert("Basic QP test update: Error in bounds update ordering!",
  413. osqp_update_bounds(work, sols_data->l_new, sols_data->u_new) == 0);
  414. mu_assert("Basic QP test update: Error in bounds update, lower bound!",
  415. vec_norm_inf_diff(work->data->l, sols_data->l_new,
  416. data->m) < TESTS_TOL);
  417. mu_assert("Basic QP test update: Error in bounds update, upper bound!",
  418. vec_norm_inf_diff(work->data->u, sols_data->u_new,
  419. data->m) < TESTS_TOL);
  420. // Return original values
  421. osqp_update_bounds(work, data->l, data->u);
  422. // UPDATE LOWER BOUND
  423. // Try to update with non-consistent values
  424. mu_assert(
  425. "Basic QP test update: Error in lower bound update ordering not caught!",
  426. osqp_update_lower_bound(work, sols_data->u_new) == 1);
  427. // Now update with correct values
  428. mu_assert("Basic QP test update: Error in lower bound update ordering!",
  429. osqp_update_lower_bound(work, sols_data->l_new) == 0);
  430. mu_assert("Basic QP test update: Error in updating lower bound!",
  431. vec_norm_inf_diff(work->data->l, sols_data->l_new,
  432. data->m) < TESTS_TOL);
  433. // Return original values
  434. osqp_update_lower_bound(work, data->l);
  435. // UPDATE UPPER BOUND
  436. // Try to update with non-consistent values
  437. mu_assert(
  438. "Basic QP test update: Error in upper bound update: ordering not caught!",
  439. osqp_update_upper_bound(work, sols_data->l_new) == 1);
  440. // Now update with correct values
  441. mu_assert("Basic QP test update: Error in upper bound update: ordering!",
  442. osqp_update_upper_bound(work, sols_data->u_new) == 0);
  443. mu_assert("Basic QP test update: Error in updating upper bound!",
  444. vec_norm_inf_diff(work->data->u, sols_data->u_new,
  445. data->m) < TESTS_TOL);
  446. // Clean workspace
  447. osqp_cleanup(work);
  448. // Cleanup data
  449. clean_problem_basic_qp(data);
  450. clean_problem_basic_qp_sols_data(sols_data);
  451. // Cleanup
  452. c_free(settings);
  453. return 0;
  454. }
  455. static const char* test_basic_qp_check_termination()
  456. {
  457. c_int exitflag;
  458. // Problem settings
  459. OSQPSettings *settings = (OSQPSettings *)c_malloc(sizeof(OSQPSettings));
  460. // Structures
  461. OSQPWorkspace *work; // Workspace
  462. OSQPData *data; // Data
  463. basic_qp_sols_data *sols_data;
  464. // Populate data
  465. data = generate_problem_basic_qp();
  466. sols_data = generate_problem_basic_qp_sols_data();
  467. // Define Solver settings as default
  468. osqp_set_default_settings(settings);
  469. settings->max_iter = 200;
  470. settings->alpha = 1.6;
  471. settings->polish = 0;
  472. settings->scaling = 0;
  473. settings->verbose = 1;
  474. settings->check_termination = 0;
  475. settings->warm_start = 0;
  476. // Setup workspace
  477. exitflag = osqp_setup(&work, data, settings);
  478. // Setup correct
  479. mu_assert("Basic QP test solve: Setup error!", exitflag == 0);
  480. // Solve Problem
  481. osqp_solve(work);
  482. // Check if iter == max_iter
  483. mu_assert(
  484. "Basic QP test check termination: Error in number of iterations taken!",
  485. work->info->iter == work->settings->max_iter);
  486. // Compare solver statuses
  487. mu_assert("Basic QP test check termination: Error in solver status!",
  488. work->info->status_val == sols_data->status_test);
  489. // Compare primal solutions
  490. mu_assert("Basic QP test check termination: Error in primal solution!",
  491. vec_norm_inf_diff(work->solution->x, sols_data->x_test,
  492. data->n) < TESTS_TOL);
  493. // Compare dual solutions
  494. // print_vec(work->solution->y, data->m, "y_sol");
  495. // print_vec(sols_data->y_test, data->m, "y_test");
  496. mu_assert("Basic QP test check termination: Error in dual solution!",
  497. vec_norm_inf_diff(work->solution->y, sols_data->y_test,
  498. data->m) < TESTS_TOL);
  499. // Compare objective values
  500. mu_assert("Basic QP test check termination: Error in objective value!",
  501. c_absval(work->info->obj_val - sols_data->obj_value_test) <
  502. TESTS_TOL);
  503. // Clean workspace
  504. osqp_cleanup(work);
  505. // Cleanup data
  506. clean_problem_basic_qp(data);
  507. clean_problem_basic_qp_sols_data(sols_data);
  508. // Cleanup
  509. c_free(settings);
  510. return 0;
  511. }
  512. static const char* test_basic_qp_update_rho()
  513. {
  514. c_int extiflag;
  515. // Problem settings
  516. OSQPSettings *settings = (OSQPSettings *)c_malloc(sizeof(OSQPSettings));
  517. // Structures
  518. OSQPWorkspace *work; // Workspace
  519. OSQPData *data; // Data
  520. basic_qp_sols_data *sols_data;
  521. // Exitflag
  522. c_int exitflag;
  523. // rho to use
  524. c_float rho;
  525. // Define number of iterations to compare
  526. c_int n_iter_new_solver, n_iter_update_rho;
  527. // Populate data
  528. data = generate_problem_basic_qp();
  529. sols_data = generate_problem_basic_qp_sols_data();
  530. // Define Solver settings as default
  531. rho = 0.7;
  532. osqp_set_default_settings(settings);
  533. settings->rho = rho;
  534. settings->adaptive_rho = 0; // Disable adaptive rho for this test
  535. settings->eps_abs = 5e-05;
  536. settings->eps_rel = 5e-05;
  537. settings->check_termination = 1;
  538. // Setup workspace
  539. exitflag = osqp_setup(&work, data, settings);
  540. // Setup correct
  541. mu_assert("Basic QP test update rho: Setup error!", exitflag == 0);
  542. // Solve Problem
  543. osqp_solve(work);
  544. // Store number of iterations
  545. n_iter_new_solver = work->info->iter;
  546. // Compare solver statuses
  547. mu_assert("Update rho test solve: Error in solver status!",
  548. work->info->status_val == sols_data->status_test);
  549. // Compare primal solutions
  550. mu_assert("Update rho test solve: Error in primal solution!",
  551. vec_norm_inf_diff(work->solution->x, sols_data->x_test,
  552. data->n)/vec_norm_inf(sols_data->x_test, data->n) < TESTS_TOL);
  553. // Compare dual solutions
  554. mu_assert("Update rho test solve: Error in dual solution!",
  555. vec_norm_inf_diff(work->solution->y, sols_data->y_test,
  556. data->m)/vec_norm_inf(sols_data->y_test, data->m) < TESTS_TOL);
  557. // Compare objective values
  558. mu_assert("Update rho test solve: Error in objective value!",
  559. c_absval(work->info->obj_val - sols_data->obj_value_test) <
  560. TESTS_TOL);
  561. // Clean workspace
  562. osqp_cleanup(work);
  563. // Create new problem with different rho and update it
  564. osqp_set_default_settings(settings);
  565. settings->rho = 0.1;
  566. settings->adaptive_rho = 0;
  567. settings->check_termination = 1;
  568. settings->eps_abs = 5e-05;
  569. settings->eps_rel = 5e-05;
  570. // Setup workspace
  571. exitflag = osqp_setup(&work, data, settings);
  572. // Setup correct
  573. mu_assert("Basic QP test update rho: Setup error!", exitflag == 0);
  574. // Update rho
  575. exitflag = osqp_update_rho(work, rho);
  576. mu_assert("Basic QP test update rho: Error update rho!", exitflag == 0);
  577. // Solve Problem
  578. osqp_solve(work);
  579. // Compare solver statuses
  580. mu_assert("Basic QP test update rho: Error in solver status!",
  581. work->info->status_val == sols_data->status_test);
  582. // Compare primal solutions
  583. mu_assert("Basic QP test update rho: Error in primal solution!",
  584. vec_norm_inf_diff(work->solution->x, sols_data->x_test,
  585. data->n)/vec_norm_inf(sols_data->x_test, data->n) < TESTS_TOL);
  586. // Compare dual solutions
  587. mu_assert("Basic QP test update rho: Error in dual solution!",
  588. vec_norm_inf_diff(work->solution->y, sols_data->y_test,
  589. data->m)/vec_norm_inf(sols_data->y_test, data->m)< TESTS_TOL);
  590. // Compare objective values
  591. mu_assert("Basic QP test update rho: Error in objective value!",
  592. c_absval(work->info->obj_val - sols_data->obj_value_test) <
  593. TESTS_TOL);
  594. // Get number of iterations
  595. n_iter_update_rho = work->info->iter;
  596. // Assert same number of iterations
  597. mu_assert("Basic QP test update rho: Error in number of iterations!",
  598. n_iter_new_solver == n_iter_update_rho);
  599. // Cleanup solver
  600. osqp_cleanup(work);
  601. // Cleanup data
  602. clean_problem_basic_qp(data);
  603. clean_problem_basic_qp_sols_data(sols_data);
  604. // Cleanup
  605. c_free(settings);
  606. return 0;
  607. }
  608. #ifdef PROFILING
  609. static const char* test_basic_qp_time_limit()
  610. {
  611. c_int exitflag;
  612. // Problem settings
  613. OSQPSettings *settings = (OSQPSettings *)c_malloc(sizeof(OSQPSettings));
  614. // Structures
  615. OSQPWorkspace *work; // Workspace
  616. OSQPData *data; // Data
  617. basic_qp_sols_data *sols_data;
  618. // Populate data
  619. data = generate_problem_basic_qp();
  620. sols_data = generate_problem_basic_qp_sols_data();
  621. // Define Solver settings as default
  622. osqp_set_default_settings(settings);
  623. settings->rho = 20;
  624. settings->adaptive_rho = 0;
  625. // Check default time limit
  626. mu_assert("Basic QP test time limit: Default not correct", settings->time_limit == 0);
  627. // Setup workspace
  628. exitflag = osqp_setup(&work, data, settings);
  629. // Setup correct
  630. mu_assert("Basic QP test time limit: Setup error!", exitflag == 0);
  631. // Solve Problem
  632. osqp_solve(work);
  633. // Compare solver statuses
  634. mu_assert("Basic QP test time limit: Error in no time limit solver status!",
  635. work->info->status_val == sols_data->status_test);
  636. // Update time limit
  637. # ifdef PRINTING
  638. osqp_update_time_limit(work, 1e-5);
  639. osqp_update_eps_rel(work, 1e-09);
  640. osqp_update_eps_abs(work, 1e-09);
  641. # else
  642. // Not printing makes the code run a lot faster, so we need to make it work harder
  643. // to fail by time limit exceeded
  644. osqp_update_time_limit(work, 1e-7);
  645. osqp_update_eps_rel(work, 1e-12);
  646. osqp_update_eps_abs(work, 1e-12);
  647. # endif
  648. osqp_update_max_iter(work, (c_int)2e9);
  649. osqp_update_check_termination(work, 0);
  650. // Solve Problem
  651. cold_start(work);
  652. osqp_solve(work);
  653. // Compare solver statuses
  654. mu_assert("Basic QP test time limit: Error in timed out solver status!",
  655. work->info->status_val == OSQP_TIME_LIMIT_REACHED);
  656. // Cleanup solver
  657. osqp_cleanup(work);
  658. // Cleanup data
  659. clean_problem_basic_qp(data);
  660. clean_problem_basic_qp_sols_data(sols_data);
  661. // Cleanup
  662. c_free(settings);
  663. return 0;
  664. }
  665. #endif // PROFILING
  666. static const char* test_basic_qp_warm_start()
  667. {
  668. c_int exitflag, iter;
  669. // Cold started variables
  670. c_float x0[2] = { 0.0, 0.0, };
  671. c_float y0[4] = { 0.0, 0.0, 0.0, 0.0, };
  672. // Optimal solution
  673. c_float xopt[2] = { 0.3, 0.7, };
  674. c_float yopt[4] = {-2.9, 0.0, 0.2, 0.0, };
  675. // Problem settings
  676. OSQPSettings *settings = (OSQPSettings *)c_malloc(sizeof(OSQPSettings));
  677. // Structures
  678. OSQPWorkspace *work; // Workspace
  679. OSQPData *data; // Data
  680. basic_qp_sols_data *sols_data;
  681. // Populate data
  682. data = generate_problem_basic_qp();
  683. sols_data = generate_problem_basic_qp_sols_data();
  684. // Define Solver settings as default
  685. osqp_set_default_settings(settings);
  686. settings->check_termination = 1;
  687. // Setup workspace
  688. exitflag = osqp_setup(&work, data, settings);
  689. // Solve Problem
  690. osqp_solve(work);
  691. iter = work->info->iter;
  692. // Cold start and solve again
  693. osqp_warm_start(work, x0, y0);
  694. osqp_solve(work);
  695. // Check if the number of iterations is the same
  696. mu_assert("Basic QP test warm start: Cold start error!", work->info->iter == iter);
  697. // Warm start from the solution and solve again
  698. osqp_warm_start_x(work, xopt);
  699. osqp_warm_start_y(work, yopt);
  700. osqp_solve(work);
  701. // Check that the number of iterations equals 1
  702. mu_assert("Basic QP test warm start: Warm start error!", work->info->iter == 1);
  703. // Cleanup solver
  704. osqp_cleanup(work);
  705. // Cleanup data
  706. clean_problem_basic_qp(data);
  707. clean_problem_basic_qp_sols_data(sols_data);
  708. // Cleanup
  709. c_free(settings);
  710. return 0;
  711. }
  712. static const char* test_basic_qp()
  713. {
  714. mu_run_test(test_basic_qp_solve);
  715. #ifdef ENABLE_MKL_PARDISO
  716. mu_run_test(test_basic_qp_solve_pardiso);
  717. #endif
  718. mu_run_test(test_basic_qp_update);
  719. mu_run_test(test_basic_qp_check_termination);
  720. mu_run_test(test_basic_qp_update_rho);
  721. #ifdef PROFILING
  722. mu_run_test(test_basic_qp_time_limit);
  723. #endif
  724. mu_run_test(test_basic_qp_warm_start);
  725. return 0;
  726. }