Stop a running solver

[damkholer]

I implement a program running several threads solving different QP problem. I want the first one ending to stop all the other solver. Is there a method to stop programmatically a osqp ongoing solver?
Thanks.
Marco

[damkholer]

Looking to the files iI see that there is the signal trap mechanism that maybe can be used.
Is it possible to externally access the variable "int_detected" in the interrupt manager?
If not what do you think to include this feature?
Thanks,
Marco.

[goulart-paul]

We implemented a custom termination function in clarabel.rs that allows users to register an arbitrary callback function with a persistent state. Something like that might work here if the callbacks all accessed the same state object, assuming it was done in some thread safe way (e.g. using stdatomic.h).

Example usage is here. Implementing something similar in OSQP would be straightforward.

@bstellato @imciner2 what do you think?

[imciner2]

I've been thinking of a callback system for a while, because I have encountered some cases where custom termination criteria would make sense. I don't know if we need to worry about the thread safety in OSQP though, because the callback would always happen at a synchronization point after the iteration is over.

[goulart-paul]

The thread safety comment is not about protecting against issues with a single OSQP instance running multithreaded (e.g. using MKL or whatever), but rather if the user has multiple OSQP instances on separate threads.

There would be nothing special for us to do in such a case. I'm just suggesting that if the callback mechanism allowed the user to maintain a state object of their own that is passed to their callback at each iteration, then internally that state object should be atomic so that the different solver instances don't step on each other. All of that is the user's problem though.

[damkholer]

It is exactly what I need, think could be a good feature to merge in OSQP too!
My application uses multiple OSQP instances on separate threads, the first thread finding the solution (slightly different problems) has to stop the others execution, to minimize overall execution time.
Marco.