| #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); |
| } |