Develop 1.0

.github/workflows/main.yml

@@ -13,7 +13,7 @@ jobs:
     strategy:
       fail-fast: false
       matrix:
-        os: [ubuntu-latest, macos-latest, windows-2019]
+        os: [ubuntu-latest, macos-latest, windows-2022]
 
     runs-on: ${{ matrix.os }}
 
@@ -24,18 +24,15 @@ jobs:
           submodules: 'recursive'
 
       - name: Install MATLAB
-        uses: matlab-actions/setup-matlab@v1
-        with:
-          # Use R2023a due to a licensing bug with R2023b and the GitHub actions shared runners
-          release: R2023a
+        uses: matlab-actions/setup-matlab@v2
 
       - name: Build OSQP interface
-        uses: matlab-actions/run-command@v1
+        uses: matlab-actions/run-command@v2
         with:
-          command: make_osqp
+          command: osqp.build('osqp_mex')
 
       - name: Run tests
-        uses: matlab-actions/run-tests@v1
+        uses: matlab-actions/run-tests@v2
         with:
           source-folder: ./
           select-by-folder: unittests

.gitignore

@@ -2,6 +2,7 @@
 # -------------------------------------------------------------------
 # Out folder
 out/
+c_sources/build/
 
 # Prerequisites
 *.d

.gitmodules

@@ -1,3 +1,3 @@
 [submodule "osqp_sources"]
-	path = osqp_sources
+	path = c_sources/osqp_sources
 	url = https://github.com/osqp/osqp

@osqp/build.m

@@ -0,0 +1,151 @@
+% SPDX-License-Identifier: Apache-2.0
+
+function build(varargin)
+% Matlab MEX makefile for OSQP.
+%
+%    MAKE_OSQP(VARARGIN) is a make file for OSQP solver. It
+%    builds OSQP and its components from source.
+%
+%    WHAT is the last element of VARARGIN and cell array of strings,
+%    with the following options:
+%
+%    {}, '' (empty string) or 'all': build all components and link.
+%
+%    'osqp_mex': builds the OSQP mex interface and the OSQP library
+%
+%    Additional commands:
+%
+%    'clean': Delete all compiled files
+%    'purge': Delete all compiled files and copied code generation files
+
+    if( nargin == 0 )
+        what = {'all'};
+        verbose = false;
+    elseif ( nargin == 1 && ismember('-verbose', varargin) )
+        what = {'all'};
+        verbose = true;
+    else
+        what = varargin{nargin};
+        if(isempty(strfind(what, 'all'))        && ...
+            isempty(strfind(what, 'osqp_mex'))  && ...
+            isempty(strfind(what, 'clean'))     && ...
+            isempty(strfind(what, 'purge')))
+                fprintf('No rule to make target "%s", exiting.\n', what);
+        end
+
+        verbose = ismember('-verbose', varargin);
+    end
+
+    %% Determine where the various files are all located
+    % Various parts of the build system
+    [osqp_classpath,~,~] = fileparts( mfilename( 'fullpath' ) );
+    osqp_mex_src_dir = fullfile( osqp_classpath, '..', 'c_sources' );
+    osqp_mex_build_dir = fullfile( osqp_mex_src_dir, 'build' );
+    osqp_cg_dest_dir = fullfile( osqp_classpath, '..', 'codegen', 'sources' );
+
+    % Determine where CMake should look for MATLAB
+    Matlab_ROOT = strrep( matlabroot, '\', '/' );
+
+    %% Try to unlock any pre-existing version of osqp_mex
+    % this prevents compile errors if a user builds, runs osqp
+    % and then tries to recompile
+    if(mislocked('osqp_mex'))
+        munlock('osqp_mex');
+    end
+
+    %% Configure, build and install the OSQP mex interface
+    if( any(strcmpi(what,'osqp_mex')) || any(strcmpi(what,'all')) )
+       fprintf('Compiling OSQP solver mex interface...\n');
+
+        % Create build for the mex file and go inside
+        if exist( osqp_mex_build_dir, 'dir' )
+            rmdir( osqp_mex_build_dir, 's' );
+        end
+        mkdir( osqp_mex_build_dir );
+    %    cd( osqp_mex_build_dir );
+
+        % Extend path for CMake mac (via Homebrew)
+        PATH = getenv('PATH');
+        if( (ismac) && (isempty(strfind(PATH, '/usr/local/bin'))) )
+            setenv('PATH', [PATH ':/usr/local/bin']);
+        end
+
+
+        %% Configure CMake for the mex interface
+        fprintf('  Configuring...' )
+        temp_dir = fullfile(tempdir, ['osqp_matlab_build_' datestr(now, 'yyyymmdd_HHMMSS_FFF')]);  
+        [status, output] = system( sprintf( 'cmake -B %s -S %s -DCMAKE_INSTALL_PREFIX=\"%s\" -DCMAKE_BUILD_TYPE=RelWithDebInfo -DMatlab_ROOT_DIR=\"%s\" -DOSQP_CODEGEN_INSTALL_DIR=\"%s\"', osqp_mex_build_dir, osqp_mex_src_dir, temp_dir, Matlab_ROOT, osqp_cg_dest_dir), 'LD_LIBRARY_PATH', '' );
+        if( status )
+            fprintf( '\n' );
+            disp( output );
+            error( 'Error configuring CMake environment' );
+        elseif( verbose )
+            fprintf( '\n' );
+            disp( output );
+        else
+            fprintf( '\t\t\t\t\t[done]\n' );
+        end
+
+        %% Build the mex interface
+        fprintf( '  Building...')
+        [status, output] = system( sprintf( 'cmake --build %s --config Release --target install', osqp_mex_build_dir ), 'LD_LIBRARY_PATH', '' );
+        if( status )
+            fprintf( '\n' );
+            disp( output );
+            error( 'Error compiling OSQP mex interface' );
+        elseif( verbose )
+            fprintf( '\n' );
+            disp( output );
+        else
+            fprintf( '\t\t\t\t\t\t[done]\n' );
+        end
+
+
+        %% Install various files
+        fprintf( '  Installing...' )
+
+        % Copy mex file to root directory for use
+        if( ispc )
+            [err, errmsg, ~] = copyfile( [osqp_mex_build_dir, filesep, 'Release', filesep, 'osqp_mex.mex*'], [osqp_classpath, filesep, 'private'] );
+        else
+            [err, errmsg, ~] = copyfile( [osqp_mex_build_dir, filesep, 'osqp_mex.mex*'],  [osqp_classpath, filesep, 'private'] );
+        end
+        if( ~err )
+            fprintf( '\n' )
+            disp( errmsg )
+            error( '  Error copying mex file' )
+        end
+
+        fprintf( '\t\t\t\t\t\t[done]\n' );
+    end
+
+    %% Clean and purge
+    if( any(strcmpi(what,'clean')) || any(strcmpi(what,'purge')) )
+        fprintf('Cleaning OSQP mex files and build directory...');
+
+        % Delete mex file
+        mexfiles = dir(['*.', mexext]);
+        for i = 1 : length(mexfiles)
+            delete(mexfiles(i).name);
+        end
+
+        % Delete OSQP build directory
+        if exist(osqp_mex_build_dir, 'dir')
+            rmdir(osqp_mex_build_dir, 's');
+        end
+
+        fprintf('\t\t[done]\n');
+
+        %% Purge only
+        if( any(strcmpi(what,'purge')) )
+            fprintf('Cleaning OSQP codegen directories...');
+
+            % Delete codegen files
+            if exist(osqp_cg_dest_dir, 'dir')
+                rmdir(osqp_cg_dest_dir, 's');
+            end
+
+            fprintf('\t\t\t[done]\n');
+        end
+    end
+end

@osqp/codegen.m

@@ -0,0 +1,70 @@
+% SPDX-License-Identifier: Apache-2.0
+
+%%
+function codegen(this, out, varargin)
+    % CODEGEN generate C code for the parametric problem
+    %
+    %   codegen(target_dir,options)
+
+    % Parse input arguments
+    p = inputParser;
+    defaultPrefix = 'prob1_';           % Prefix for filenames and C variables; useful if generating multiple problems
+    defaultForceRewrite = true;         % Force rewrite if output folder exists?
+    defaultParameters = 'vectors';      % What do we wish to update in the generated code?
+                                        % One of 'vectors' (allowing update of q/l/u through prob.update_data_vec)
+                                        % or 'matrices' (allowing update of P/A/q/l/u
+                                        % through prob.update_data_vec or prob.update_data_mat)
+    defaultUseFloat = false;            % Use single precision in generated code?
+    defaultPrintingEnable = false;      % Enable solver printing?
+    defaultProfilingEnable = false;     % Enable solver profiling?
+    defaultInterruptEnable = false;     % Enable user interrupt (Ctrl-C)?
+    defaultEnableDerivatives = false;   % Enable derivatives?
+
+    addRequired(p, 'out', @isstr);
+    addOptional(p, 'prefix', defaultPrefix, @isstr);
+    addParameter(p, 'force_rewrite', defaultForceRewrite, @isboolean);
+    addParameter(p, 'parameters', defaultParameters, @isstr);
+    addParameter(p, 'float_type', defaultUseFloat, @isboolean);
+    addParameter(p, 'printing_enable', defaultPrintingEnable, @isboolean);
+    addParameter(p, 'profiling_enable', defaultProfilingEnable, @isboolean);
+    addParameter(p, 'interrupt_enable', defaultInterruptEnable, @isboolean);
+    addParameter(p, 'derivatives_enable', defaultEnableDerivatives, @isboolean);
+
+    parse(p, out, varargin{:});
+
+    % Set internal variables
+    if strcmp(p.Results.parameters, 'vectors')
+        embedded = 1;
+    else
+        embedded = 2;
+    end
+
+
+    % Check whether the specified directory already exists
+    if exist(out, 'dir')
+        while(1)
+            prompt = sprintf('Directory "%s" already exists. Do you want to replace it? y/n [y]: ', out);
+            str = input(prompt, 's');
+
+            if any(strcmpi(str, {'','y'}))
+                rmdir(out, 's');
+                break;
+            elseif strcmpi(str, 'n')
+                return;
+            end
+        end
+    end
+
+    % Import OSQP path
+    [osqp_path,~,~] = fileparts(which('osqp.m'));
+
+    % Path to codegen source
+    cg_dir = fullfile(osqp_path, '..', 'codegen', 'sources');
+    copyfile(cg_dir, out);
+
+    % Update codegen defines
+    update_codegen_defines(this, 'embedded_mode', embedded, 'float_type', p.Results.float_type, 'printing_enable', p.Results.printing_enable, 'profiling_enable', p.Results.profiling_enable, 'interrupt_enable', p.Results.interrupt_enable, 'derivatives_enable', p.Results.derivatives_enable);
+    % Call codegen
+    osqp_mex('codegen', this.objectHandle, out, p.Results.prefix);
+
+end

@osqp/osqp.m

@@ -0,0 +1,93 @@
+% SPDX-License-Identifier: Apache-2.0
+
+classdef osqp < handle
+    % osqp interface class for OSQP solver
+    % This class provides a complete interface to the C implementation
+    % of the OSQP solver.
+    %
+    % osqp Properties:
+    %   objectHandle - pointer to the C structure of OSQP solver
+    %
+    % osqp Methods:
+    %
+    %   setup                   - configure solver with problem data
+    %   solve                   - solve the QP
+    %   update                  - modify problem vectors
+    %   warm_start              - set warm starting variables x and y
+    %
+    %   default_settings        - create default settings structure
+    %   current_settings        - get the current solver settings structure
+    %   update_settings         - update the current solver settings structure
+    %
+    %   get_dimensions          - get the number of variables and constraints
+    %   version                 - return OSQP version
+    %   constant                - return a OSQP internal constant
+    %
+    %   update_codegen_defines  - update the current codegen defines
+    %   codegen                 - generate embeddable C code for the problem
+
+
+    properties(SetAccess = private, Hidden = true)
+        objectHandle % Handle to underlying C instance
+    end
+
+    methods(Static)
+        output = build(varargin)
+
+        %%
+        function out = default_settings()
+            % DEFAULT_SETTINGS get the default solver settings structure
+            out = osqp_mex('default_settings');
+
+	        % Convert linsys solver to string
+	        out.linsys_solver = linsys_solver_to_string(out.linsys_solver);
+        end
+
+        %%
+        function out = constant(constant_name)
+            % CONSTANT Return solver constant
+            %   C = CONSTANT(CONSTANT_NAME) return constant called CONSTANT_NAME
+            out = osqp_mex('constant', constant_name);
+        end
+
+        %%
+        function out = version()
+            % Return OSQP version
+            out = osqp_mex('version');
+        end
+    end
+
+    methods(Access = private)
+        currentSettings = validate_settings(this, isInitialization, varargin)
+    end
+
+    methods
+        %% Constructor - Create a new solver instance
+        function this = osqp(varargin)
+            % Construct OSQP solver class
+            this.objectHandle = osqp_mex('new', varargin{:});
+        end
+
+        %% Destructor - destroy the solver instance
+        function delete(this)
+            % Destroy OSQP solver class
+            osqp_mex('delete', this.objectHandle);
+        end
+
+        %%
+        function out = current_settings(this)
+            % CURRENT_SETTINGS get the current solver settings structure
+            out = osqp_mex('current_settings', this.objectHandle);
+
+            % Convert linsys solver to string
+            out.linsys_solver = linsys_solver_to_string(out.linsys_solver);
+        end
+
+        %%
+        function [n,m]  = get_dimensions(this)
+            % GET_DIMENSIONS get the number of variables and constraints
+
+            [n,m] = osqp_mex('get_dimensions', this.objectHandle);
+        end
+    end
+end

@osqp/private/linsys_solver_to_string.m

@@ -0,0 +1,15 @@
+% SPDX-License-Identifier: Apache-2.0
+
+% Convert linear systme solver integer to string
+function [linsys_solver_string] = linsys_solver_to_string(linsys_solver)
+    switch linsys_solver
+        case osqp.constant('OSQP_UNKNOWN_SOLVER')
+            linsys_solver_string = 'unknown solver';
+        case osqp.constant('OSQP_DIRECT_SOLVER')
+            linsys_solver_string = 'direct solver';
+        case osqp.constant('OSQP_INDIRECT_SOLVER')
+            linsys_solver_string = 'indirect solver';
+        otherwise
+            error('Unrecognized linear system solver.');
+    end
+end