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Systematic logical parameter updates
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@maxschaller
maxschaller committed Sep 8, 2023
1 parent b2ef443 commit d3360e7
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Showing 4 changed files with 260 additions and 172 deletions.
6 changes: 3 additions & 3 deletions cvxpygen/cpg.py
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Original file line number Diff line number Diff line change
Expand Up @@ -58,6 +58,9 @@ def generate_code(problem, code_dir='CPG_code', solver=None, enable_settings=[],
solver_name = solving_chain.solver.name()
interface_class = get_interface_class(solver_name)

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

# for cone problems, check if all cones are supported
if hasattr(param_prob, 'cone_dims'):
cone_dims = param_prob.cone_dims
Expand Down Expand Up @@ -92,9 +95,6 @@ def generate_code(problem, code_dir='CPG_code', solver=None, enable_settings=[],
user_p_name: [solver_interface.canon_p_ids[j] for j in np.nonzero(adjacency[:, i])[0]]
for i, user_p_name in enumerate(parameter_info.names)}

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

write_c_code(problem, configuration, variable_info, dual_variable_info, parameter_info,
parameter_canon, solver_interface)

Expand Down
18 changes: 17 additions & 1 deletion cvxpygen/mappings.py
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Original file line number Diff line number Diff line change
Expand Up @@ -79,11 +79,27 @@ class ConstraintInfo:


@dataclass
class ResultPointerInfo:
class WorkspacePointerInfo:
objective_value: str
iterations: str
status: str
primal_residual: str
dual_residual: str
primal_solution: str
dual_solution: str
settings: str = None


@dataclass
class UpdatePendingLogic:
parameters_outdated: list[str]
operator: str = None
functions_if_false: list[str] = None
extra_condition: str = None
extra_condition_operator: str = None


@dataclass
class ParameterUpdateLogic:
update_pending_logic: UpdatePendingLogic
function_call: str
116 changes: 104 additions & 12 deletions cvxpygen/solvers.py
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Original file line number Diff line number Diff line change
Expand Up @@ -9,7 +9,7 @@

from cvxpygen.utils import replace_in_file, write_struct_prot, write_struct_def, write_vec_prot, write_vec_def
from cvxpygen.mappings import PrimalVariableInfo, DualVariableInfo, ConstraintInfo, AffineMap, \
ParameterCanon, ResultPointerInfo
ParameterCanon, WorkspacePointerInfo, UpdatePendingLogic, ParameterUpdateLogic


def get_interface_class(solver_name: str) -> "SolverInterface":
Expand Down Expand Up @@ -147,11 +147,9 @@ def generate_code(self, code_dir, solver_code_dir, cvxpygen_directory,
parameter_canon: ParameterCanon) -> None:
pass

@staticmethod
def declare_workspace(self, f, prefix) -> None:
pass

@staticmethod
def define_workspace(self, f, prefix) -> None:
pass

Expand All @@ -161,6 +159,37 @@ class OSQPInterface(SolverInterface):
canon_p_ids = ['P', 'q', 'd', 'A', 'l', 'u']
canon_p_ids_constr_vec = ['l', 'u']
sign_constr_vec = -1
parameter_update_structure = {
'PA': ParameterUpdateLogic(
update_pending_logic = UpdatePendingLogic(['P', 'A'], '&&', ['P', 'A']),
function_call = 'osqp_update_P_A(&workspace, {prefix}Canon_Params.P->x, 0, 0, {prefix}Canon_Params.A->x, 0, 0)',
),
'P': ParameterUpdateLogic(
update_pending_logic = UpdatePendingLogic(['P']),
function_call = 'osqp_update_P(&workspace, {prefix}Canon_Params.P->x, 0, 0)'
),
'A': ParameterUpdateLogic(
update_pending_logic = UpdatePendingLogic(['A']),
function_call = 'osqp_update_A(&workspace, {prefix}Canon_Params.A->x, 0, 0)'
),
'q': ParameterUpdateLogic(
update_pending_logic = UpdatePendingLogic(['q']),
function_call = 'osqp_update_lin_cost(&workspace, {prefix}Canon_Params.q)'
),
'lu': ParameterUpdateLogic(
update_pending_logic = UpdatePendingLogic(['l', 'u'], '&&', ['l', 'u']),
function_call = 'osqp_update_bounds(&workspace, {prefix}Canon_Params.l, {prefix}Canon_Params.u)',
),
'l': ParameterUpdateLogic(
update_pending_logic = UpdatePendingLogic(['l']),
function_call = 'osqp_update_lower_bound(&workspace, {prefix}Canon_Params.l)'
),
'u': ParameterUpdateLogic(
update_pending_logic = UpdatePendingLogic(['u']),
function_call = 'osqp_update_upper_bound(&workspace, {prefix}Canon_Params.u)'
)
}
solve_function_call = 'osqp_solve(&workspace)'

# header and source files
header_files = ['osqp.h', 'types.h', 'workspace.h']
Expand All @@ -171,15 +200,16 @@ class OSQPInterface(SolverInterface):
inmemory_preconditioning = False

# workspace
ws_allocated_in_solver_code = True
result_ptrs = ResultPointerInfo(
ws_statically_allocated_in_solver_code = True
ws_dynamically_allocated_in_solver_code = False
ws_ptrs = WorkspacePointerInfo(
objective_value = 'workspace.info->obj_val',
iterations = 'workspace.info->iter',
status = 'workspace.info->status',
primal_residual = 'workspace.info->pri_res',
dual_residual = 'workspace.info->dua_res',
primal_solution = 'xsolution', #'workspace.solution->x',
dual_solution = '%ssolution' #'workspace.solution->%s'
primal_solution = 'xsolution',
dual_solution = '%ssolution'
)

# solution vectors statically allocated
Expand Down Expand Up @@ -303,6 +333,27 @@ class SCSInterface(SolverInterface):
canon_p_ids = ['c', 'd', 'A', 'b']
canon_p_ids_constr_vec = ['b']
sign_constr_vec = 1
parameter_update_structure = {
'init': ParameterUpdateLogic(
update_pending_logic = UpdatePendingLogic(
['A'], extra_condition = '!{prefix}Scs_Work', extra_condition_operator = '||', functions_if_false = ['bc']
),
function_call = '{prefix}Scs_Work = scs_init(&{prefix}Scs_D, &{prefix}Scs_K, &{prefix}Canon_Settings)',
),
'bc': ParameterUpdateLogic(
update_pending_logic = UpdatePendingLogic(['b', 'c'], '&&', ['b', 'c']),
function_call = 'scs_update({prefix}Scs_Work, {prefix}Canon_Params.b, {prefix}Canon_Params.c)'
),
'b': ParameterUpdateLogic(
update_pending_logic = UpdatePendingLogic(['b']),
function_call = 'scs_update({prefix}Scs_Work, {prefix}Canon_Params.b, SCS_NULL)'
),
'c': ParameterUpdateLogic(
update_pending_logic = UpdatePendingLogic(['c']),
function_call = 'scs_update({prefix}Scs_Work, SCS_NULL, {prefix}Canon_Params.c)'
)
}
solve_function_call = 'scs_solve({prefix}Scs_Work, &{prefix}Scs_Sol, &{prefix}Scs_Info, ({prefix}Scs_Work && {prefix}Canon_Settings.warm_start))'

# header files
header_files = ['scs.h']
Expand All @@ -323,8 +374,9 @@ class SCSInterface(SolverInterface):
inmemory_preconditioning = False

# workspace
ws_allocated_in_solver_code = False
result_ptrs = ResultPointerInfo(
ws_statically_allocated_in_solver_code = False
ws_dynamically_allocated_in_solver_code = False
ws_ptrs = WorkspacePointerInfo(
objective_value = 'Scs_Info.pobj',
iterations = 'Scs_Info.iter',
status = 'Scs_Info.status',
Expand Down Expand Up @@ -532,6 +584,7 @@ class ECOSInterface(SolverInterface):
canon_p_ids = ['c', 'd', 'A', 'b', 'G', 'h']
canon_p_ids_constr_vec = ['b', 'h']
sign_constr_vec = 1
solve_function_call = '{prefix}ecos_flag = ECOS_solve({prefix}ecos_workspace)'

# header files
header_files = ['ecos.h']
Expand All @@ -542,15 +595,17 @@ class ECOSInterface(SolverInterface):
inmemory_preconditioning = True

# workspace
ws_allocated_in_solver_code = False
result_ptrs = ResultPointerInfo(
ws_statically_allocated_in_solver_code = False
ws_dynamically_allocated_in_solver_code = True
ws_ptrs = WorkspacePointerInfo(
objective_value = 'ecos_workspace->info->pcost',
iterations = 'ecos_workspace->info->iter',
status = 'ecos_flag',
primal_residual = 'ecos_workspace->info->pres',
dual_residual = 'ecos_workspace->info->dres',
primal_solution = 'ecos_workspace->x',
dual_solution = 'ecos_workspace->%s'
dual_solution = 'ecos_workspace->%s',
settings = 'ecos_workspace->stgs->%s'
)

# solution vectors statically allocated
Expand Down Expand Up @@ -590,6 +645,43 @@ def __init__(self, data, p_prob, enable_settings):
'q': np.array(p_prob.cone_dims.soc),
'e': p_prob.cone_dims.exp}

self.parameter_update_structure = {
'init': ParameterUpdateLogic(
update_pending_logic = UpdatePendingLogic([], extra_condition = '!{prefix}ecos_workspace', functions_if_false = ['AbcGh']),
function_call = '{prefix}ecos_workspace = ECOS_setup(%d, %d, %d, %d, %d, %s, %d, '
'{prefix}Canon_Params_conditioning.G->x, {prefix}Canon_Params_conditioning.G->p, {prefix}Canon_Params_conditioning.G->i, '
'%s, %s, %s, {prefix}Canon_Params_conditioning.c, {prefix}Canon_Params_conditioning.h, %s)' % (
canon_constants['n'],
canon_constants['m'],
canon_constants['p'],
canon_constants['l'],
canon_constants['n_cones'],
'0' if canon_constants['n_cones'] == 0 else '(int *) &{prefix}ecos_q',
canon_constants['e'],
'0' if canon_constants['p'] == 0 else '{prefix}Canon_Params_conditioning.A->x',
'0' if canon_constants['p'] == 0 else '{prefix}Canon_Params_conditioning.A->p',
'0' if canon_constants['p'] == 0 else '{prefix}Canon_Params_conditioning.A->i',
'0' if canon_constants['p'] == 0 else '{prefix}Canon_Params_conditioning.b'
),
),
'AbcGh': ParameterUpdateLogic(
update_pending_logic = UpdatePendingLogic(['A', 'b', 'G'], '||', ['c', 'h']),
function_call = 'ECOS_updateData({prefix}ecos_workspace, {prefix}Canon_Params_conditioning.G->x, %s, '
'{prefix}Canon_Params_conditioning.c, {prefix}Canon_Params_conditioning.h, %s)' % (
'0' if canon_constants['p'] == 0 else '{prefix}Canon_Params_conditioning.A->x',
'0' if canon_constants['p'] == 0 else '{prefix}Canon_Params_conditioning.b'
)
),
'c': ParameterUpdateLogic(
update_pending_logic = UpdatePendingLogic(['c']),
function_call = 'for (i=0; i<%d; i++) {{ ecos_updateDataEntry_c({prefix}ecos_workspace, i, {prefix}Canon_Params_conditioning.c[i]); }}' % canon_constants['n']
),
'h': ParameterUpdateLogic(
update_pending_logic = UpdatePendingLogic(['h']),
function_call = 'for (i=0; i<%d; i++) {{ ecos_updateDataEntry_h({prefix}ecos_workspace, i, {prefix}Canon_Params_conditioning.h[i]); }}' % canon_constants['m']
)
}

super().__init__(self.solver_name, n_var, n_eq, n_ineq, indices_obj, indptr_obj, shape_obj,
indices_constr, indptr_constr, shape_constr, canon_constants, enable_settings)

Expand Down
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