blob: 3fb85f5eb23eea2cf0be44acd00f7f359d6d6a66 [file] [log] [blame]
#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 "osqp_tester.h" // Basic testing script header
#include "basic_qp/data.h"
void 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
enum linsys_solver_type tmp_solver_type= settings->linsys_solver;
settings->linsys_solver = UNKNOWN_SOLVER;
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_solver_type;
// 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);
}
#ifdef ENABLE_MKL_PARDISO
void 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);
}
#endif
void 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);
}
void 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);
}
void 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);
}
#ifdef PROFILING
void 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);
}
#endif // PROFILING
void 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);
}