data updating wrappers (#33)

* data updating wrappers * update to v0.7.0
oxfordcontrol · Feb 27, 2024 · 58e9f38 · 58e9f38
1 parent 24f7252
commit 58e9f38
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Showing 9 changed files with 1,050 additions and 3 deletions.
diff --git a/.vscode/settings.json b/.vscode/settings.json
@@ -5,5 +5,9 @@
     ],
     "files.associations": {
         "**/include/c/*.h": "c",
+        "stack": "cpp",
+        "iosfwd": "cpp",
+        "vector": "cpp",
+        "complex": "cpp"
     }
 }
diff --git a/Clarabel.rs b/Clarabel.rs
diff --git a/include/c/DefaultSolver.h b/include/c/DefaultSolver.h
@@ -113,4 +113,146 @@ static inline ClarabelDefaultInfo clarabel_DefaultSolver_info(ClarabelDefaultSol
 #endif
 }
 
+
+////// P data updating 
+
+// DefaultSolver::update_P (full rewrite of sparse nonzeros)
+ClarabelDefaultInfo_f64 clarabel_DefaultSolver_f64_update_P(ClarabelDefaultSolver_f64 *solver, const double *Pnzval, uintptr_t nnzP);
+ClarabelDefaultInfo_f32 clarabel_DefaultSolver_f32_update_P(ClarabelDefaultSolver_f32 *solver, const float  *Pnzval, uintptr_t nnzP);
+
+static inline ClarabelDefaultInfo clarabel_DefaultSolver_update_P(ClarabelDefaultSolver *solver, const ClarabelFloat *Pnzval, uintptr_t nnzP)
+{
+#ifdef CLARABEL_USE_FLOAT
+    return clarabel_DefaultSolver_f32_update_P(solver,Pnzval, nnzP);
+#else
+    return clarabel_DefaultSolver_f64_update_P(solver,Pnzval, nnzP);
+#endif
+}
+
+// DefaultSolver::update_P_partial (partial rewrite of sparse nonzeros)
+ClarabelDefaultInfo_f64 clarabel_DefaultSolver_f64_update_P_partial(ClarabelDefaultSolver_f64 *solver, const uintptr_t* index, const double *values, uintptr_t nvals);
+ClarabelDefaultInfo_f32 clarabel_DefaultSolver_f32_update_P_partial(ClarabelDefaultSolver_f32 *solver, const uintptr_t* index, const float  *values, uintptr_t nvals);
+
+static inline ClarabelDefaultInfo clarabel_DefaultSolver_update_P_partial(ClarabelDefaultSolver *solver, const uintptr_t* index, const ClarabelFloat *values, uintptr_t nvals)
+{
+#ifdef CLARABEL_USE_FLOAT
+    return clarabel_DefaultSolver_f32_update_P_partial(solver,index, values, nvals);
+#else
+    return clarabel_DefaultSolver_f64_update_P_partial(solver,index, values, nvals);
+#endif
+}
+
+// DefaultSolver::update_P (full rewrite of sparse matrix data using CSC formatted source)
+ClarabelDefaultInfo_f64 clarabel_DefaultSolver_f64_update_P_csc(ClarabelDefaultSolver_f64 *solver, const ClarabelCscMatrix_f64 *P);
+ClarabelDefaultInfo_f32 clarabel_DefaultSolver_f32_update_P_csc(ClarabelDefaultSolver_f32 *solver, const ClarabelCscMatrix_f32 *P);
+
+static inline ClarabelDefaultInfo clarabel_DefaultSolver_update_P_csc(ClarabelDefaultSolver *solver, const ClarabelCscMatrix *P)
+{
+#ifdef CLARABEL_USE_FLOAT
+    return clarabel_DefaultSolver_f32_update_P_csc(solver,P);
+#else
+    return clarabel_DefaultSolver_f64_update_P_csc(solver,P);
+#endif
+}
+
+
+////// A data updating 
+
+// DefaultSolver::update_A (full rewrite of sparse nonzeros)
+ClarabelDefaultInfo_f64 clarabel_DefaultSolver_f64_update_A(ClarabelDefaultSolver_f64 *solver, const double *Anzval, uintptr_t nnzA);
+ClarabelDefaultInfo_f32 clarabel_DefaultSolver_f32_update_A(ClarabelDefaultSolver_f32 *solver, const float  *Anzval, uintptr_t nnzA);
+
+static inline ClarabelDefaultInfo clarabel_DefaultSolver_update_A(ClarabelDefaultSolver *solver, const ClarabelFloat *Anzval, uintptr_t nnzA)
+{
+#ifdef CLARABEL_USE_FLOAT
+    return clarabel_DefaultSolver_f32_update_A(solver,Anzval, nnzA);
+#else
+    return clarabel_DefaultSolver_f64_update_A(solver,Anzval, nnzA);
+#endif
+}
+
+// DefaultSolver::update_P_partial (partial rewrite of sparse nonzeros)
+ClarabelDefaultInfo_f64 clarabel_DefaultSolver_f64_update_A_partial(ClarabelDefaultSolver_f64 *solver, const uintptr_t* index, const double *values, uintptr_t nvals);
+ClarabelDefaultInfo_f32 clarabel_DefaultSolver_f32_update_A_partial(ClarabelDefaultSolver_f32 *solver, const uintptr_t* index, const float  *values, uintptr_t nvals);
+
+static inline ClarabelDefaultInfo clarabel_DefaultSolver_update_A_partial(ClarabelDefaultSolver *solver, const uintptr_t* index, const ClarabelFloat *values, uintptr_t nvals)
+{
+#ifdef CLARABEL_USE_FLOAT
+    return clarabel_DefaultSolver_f32_update_A_partial(solver,index, values, nvals);
+#else
+    return clarabel_DefaultSolver_f64_update_A_partial(solver,index, values, nvals);
+#endif
+}
+
+// DefaultSolver::update_P (full rewrite of sparse matrix data using CSC formatted source)
+ClarabelDefaultInfo_f64 clarabel_DefaultSolver_f64_update_A_csc(ClarabelDefaultSolver_f64 *solver, const ClarabelCscMatrix_f64 *A);
+ClarabelDefaultInfo_f32 clarabel_DefaultSolver_f32_update_A_csc(ClarabelDefaultSolver_f32 *solver, const ClarabelCscMatrix_f32 *A);
+
+static inline ClarabelDefaultInfo clarabel_DefaultSolver_update_A_csc(ClarabelDefaultSolver *solver, const ClarabelCscMatrix *A)
+{
+#ifdef CLARABEL_USE_FLOAT
+    return clarabel_DefaultSolver_f32_update_A_csc(solver,A);
+#else
+    return clarabel_DefaultSolver_f64_update_A_csc(solver,A);
+#endif
+}
+
+////// q data updating 
+
+// DefaultSolver::update_A (full rewrite of sparse nonzeros)
+ClarabelDefaultInfo_f64 clarabel_DefaultSolver_f64_update_q(ClarabelDefaultSolver_f64 *solver, const double *values, uintptr_t n);
+ClarabelDefaultInfo_f32 clarabel_DefaultSolver_f32_update_q(ClarabelDefaultSolver_f32 *solver, const float  *values, uintptr_t n);
+
+static inline ClarabelDefaultInfo clarabel_DefaultSolver_update_q(ClarabelDefaultSolver *solver, const ClarabelFloat *values, uintptr_t n)
+{
+#ifdef CLARABEL_USE_FLOAT
+    return clarabel_DefaultSolver_f32_update_q(solver, values, n);
+#else
+    return clarabel_DefaultSolver_f64_update_q(solver, values, n);
+#endif
+}
+
+// DefaultSolver::update_P_partial (partial rewrite of sparse nonzeros)
+ClarabelDefaultInfo_f64 clarabel_DefaultSolver_f64_update_q_partial(ClarabelDefaultSolver_f64 *solver, const uintptr_t* index, const double *values, uintptr_t nvals);
+ClarabelDefaultInfo_f32 clarabel_DefaultSolver_f32_update_q_partial(ClarabelDefaultSolver_f32 *solver, const uintptr_t* index, const float  *values, uintptr_t nvals);
+
+static inline ClarabelDefaultInfo clarabel_DefaultSolver_update_q_partial(ClarabelDefaultSolver *solver, const uintptr_t* index, const ClarabelFloat *values, uintptr_t nvals)
+{
+#ifdef CLARABEL_USE_FLOAT
+    return clarabel_DefaultSolver_f32_update_q_partial(solver,index, values, nvals);
+#else
+    return clarabel_DefaultSolver_f64_update_q_partial(solver,index, values, nvals);
+#endif
+}
+
+////// b data updating 
+
+// DefaultSolver::update_A (full rewrite of sparse nonzeros)
+ClarabelDefaultInfo_f64 clarabel_DefaultSolver_f64_update_b(ClarabelDefaultSolver_f64 *solver, const double *values, uintptr_t n);
+ClarabelDefaultInfo_f32 clarabel_DefaultSolver_f32_update_b(ClarabelDefaultSolver_f32 *solver, const float  *values, uintptr_t n);
+
+static inline ClarabelDefaultInfo clarabel_DefaultSolver_update_b(ClarabelDefaultSolver *solver, const ClarabelFloat *values, uintptr_t n)
+{
+#ifdef CLARABEL_USE_FLOAT
+    return clarabel_DefaultSolver_f32_update_b(solver, values, n);
+#else
+    return clarabel_DefaultSolver_f64_update_b(solver, values, n);
+#endif
+}
+
+// DefaultSolver::update_P_partial (partial rewrite of sparse nonzeros)
+ClarabelDefaultInfo_f64 clarabel_DefaultSolver_f64_update_b_partial(ClarabelDefaultSolver_f64 *solver, const uintptr_t* index, const double *values, uintptr_t nvals);
+ClarabelDefaultInfo_f32 clarabel_DefaultSolver_f32_update_b_partial(ClarabelDefaultSolver_f32 *solver, const uintptr_t* index, const float  *values, uintptr_t nvals);
+
+static inline ClarabelDefaultInfo clarabel_DefaultSolver_update_b_partial(ClarabelDefaultSolver *solver, const uintptr_t* index, const ClarabelFloat *values, uintptr_t nvals)
+{
+#ifdef CLARABEL_USE_FLOAT
+    return clarabel_DefaultSolver_f32_update_b_partial(solver,index, values, nvals);
+#else
+    return clarabel_DefaultSolver_f64_update_b_partial(solver,index, values, nvals);
+#endif
+}
+
+
+
 #endif /* CLARABEL_H */
+27 −3		.github/workflows/pypi.yaml
+12 −0		CHANGELOG.md
+1 −1		Cargo.toml
+7 −5		README.md
+3 −2		pyproject.toml
+54 −0		src/algebra/csc/core.rs
+6 −6		src/algebra/csc/utils.rs
+3 −0		src/algebra/dense/blaslike_traits.rs
+23 −0		src/algebra/dense/cholesky.rs
+3 −1		src/algebra/error_types.rs
+13 −20		src/algebra/math_traits.rs
+3 −3		src/algebra/mod.rs
+3 −3		src/algebra/scalarmath.rs
+2 −4		src/algebra/tests/vector.rs
+23 −12		src/algebra/vecmath.rs
+2 −2		src/julia/ClarabelRs/Project.toml
+2 −0		src/julia/ClarabelRs/src/types.jl
+2 −0		src/julia/types.rs
+3 −0		src/python/impl_default_py.rs
+35 −19		src/solver/core/cones/psdtrianglecone.rs
+8 −0		src/solver/core/kktsolvers/direct/quasidef/directldlkktsolver.rs
+3 −0		src/solver/core/kktsolvers/mod.rs
+1 −1		src/solver/core/solver.rs
+7 −1		src/solver/core/traits.rs
+286 −0		src/solver/implementations/default/data_updating.rs
+23 −12		src/solver/implementations/default/info.rs
+8 −0		src/solver/implementations/default/kktsystem.rs
+2 −0		src/solver/implementations/default/mod.rs
+56 −16		src/solver/implementations/default/problemdata.rs
+2 −2		src/solver/implementations/default/settings.rs
+4 −0		src/solver/implementations/default/solution.rs
+1 −2		src/solver/mod.rs
+9 −2		tests/basic_lp.rs
+9 −1		tests/basic_qp.rs
+4 −1		tests/basic_socp.rs
+331 −0		tests/data_updating.rs
+97 −0		tests/equilibration_bounds.rs