C/C++ side implementation of user-defined termination callbacks

Author: goulart-paul

CMakeLists.txt

@@ -32,7 +32,8 @@ set_property(CACHE CLARABEL_FEATURE_SDP PROPERTY STRINGS
 
 option(CLARABEL_FEATURE_SERDE "Enable clarabel `serde` option " OFF)
 option(CLARABEL_FEATURE_FAER_SPARSE "Enable `faer-sparse` option" OFF)
-option(CLARABEL_FEATURE_SERDE "Enable `faer-sparse` option" OFF)
+option(CLARABEL_FEATURE_PARDISO_MKL "Enable `pardiso-mkl` option" OFF)
+option(CLARABEL_FEATURE_PARDISO_PANUA "Enable `pardiso-panua` option" OFF)
 
 
 #----------------------------------------------

README.md

@@ -104,7 +104,19 @@ When reporting issues with the solver, it can be helpful to provide a JSON file
 
 ### Alternative linear algebra libraries
 
-To enable the use of the [faer-rs](https://faer-rs.github.io/) sparse linear algebra library as an additional solver option, set `-DCLARABEL_FEATURE_FAER_SPARSE=true`.
+To enable the [faer-rs](https://faer-rs.github.io/) sparse linear algebra library as an additional solver option, set `-DCLARABEL_FEATURE_FAER_SPARSE=true`.
+
+To enable the [`MKL Pardiso`](https://www.intel.com/content/www/us/en/docs/onemkl/developer-reference-c/) sparse linear algebra library as an additional solver option, set `-DCLARABEL_FEATURE_PARDISO_MKL=true`.   
+
+The solver will dynamically link to the MKL library, which must be accessible via the system library path (e.g. on `LD_LIBRARY_PATH` on Linux).   
+
+Alternatively, set the `MKLROOT` environment variable to the root of the MKL installation or `MKL_PARDISO_PATH` to the location of the MKL Pardiso library (e.g. the location of `libmkl_rt.so` in Linux).
+
+To enable the [`Panua Pardiso`](https://panua.ch/pardiso/) sparse linear algebra library as an additional solver option, set `-DCLARABEL_FEATURE_PARDISO_PANUA=true`.   This library is not open source and requires a license.
+
+The solver will dynamically link to the Panua Pardiso library, which must be accessible via the system library path (e.g. on `LD_LIBRARY_PATH` on Linux).   
+
+Alternatively, set the `PARDISO_PATH` environment variable to the location of the Panua Pardiso library (e.g. the location of `libpardiso.so` in Linux).
 
 ### Unit tests
 

include/c/DefaultSettings.h

@@ -12,11 +12,15 @@ typedef enum ClarabelDirectSolveMethods
 {
     AUTO,
     QDLDL,
-    #ifdef FEATURE_FAER_SPARSE
+#ifdef FEATURE_FAER_SPARSE
     FAER,
-    #endif 
-    // MKL, (not supported in Rust yet)
-    // CHOLMOD, (not supported in Rust yet)
+#endif 
+#ifdef FEATURE_PARDISO_MKL
+    PARDISO_MKL,
+#endif 
+#ifdef FEATURE_PARDISO_PANUA
+    PARDISO_PANUA,
+#endif 
 } ClarabelDirectSolveMethods;
 
 #ifdef FEATURE_SDP

include/cpp/DefaultSettings.h

@@ -10,11 +10,15 @@ enum class ClarabelDirectSolveMethods
 {
     AUTO,
     QDLDL,
-    #ifdef FEATURE_FAER_SPARSE
+#ifdef FEATURE_FAER_SPARSE
     FAER,
-    #endif 
-    // MKL, (not supported in Rust yet)
-    // CHOLMOD, (not supported in Rust yet)
+#endif 
+#ifdef FEATURE_PARDISO_MKL
+    PARDISO_MKL,
+#endif 
+#ifdef FEATURE_PARDISO_PANUA
+    PARDISO_PANUA,
+#endif 
 };
 
 #ifdef FEATURE_SDP

rust_wrapper/CMakeLists.txt

@@ -48,6 +48,29 @@ if(CLARABEL_FEATURE_FAER_SPARSE)
     target_compile_definitions(libclarabel_c_shared INTERFACE FEATURE_FAER_SPARSE)
 endif()
 
+# PARDISO_MKL feature flag
+if(CLARABEL_FEATURE_PARDISO_MKL)
+
+    # Set the Rust feature flag
+    set(CLARABEL_BUILD_FEATURES "${CLARABEL_BUILD_FEATURES},pardiso-mkl")
+
+    # Define the FEATURE_PARDISO_MKL flag for all targets that link against clarabel_c
+    target_compile_definitions(libclarabel_c_static INTERFACE FEATURE_PARDISO_MKL)
+    target_compile_definitions(libclarabel_c_shared INTERFACE FEATURE_PARDISO_MKL)
+endif()
+
+# PARDISO_PANUA feature flag
+if(CLARABEL_FEATURE_PARDISO_PANUA)
+
+    # Set the Rust feature flag
+    set(CLARABEL_BUILD_FEATURES "${CLARABEL_BUILD_FEATURES},pardiso-panua")
+
+    # Define the FEATURE_PARDISO_PANUA flag for all targets that link against clarabel_c
+    target_compile_definitions(libclarabel_c_static INTERFACE FEATURE_PARDISO_PANUA)
+    target_compile_definitions(libclarabel_c_shared INTERFACE FEATURE_PARDISO_PANUA)
+endif()
+
+
 # SERDE feature flag
 if(CLARABEL_FEATURE_SERDE)
 

rust_wrapper/src/solver/implementations/default/callbacks.rs

@@ -1,4 +1,5 @@
 #![allow(non_snake_case)]
+#![allow(non_camel_case_types)]
 
 use super::solver::*;
 use crate::solver::implementations::default::info::ClarabelDefaultInfo;

rust_wrapper/src/solver/implementations/default/info.rs

@@ -1,4 +1,6 @@
 #![allow(non_snake_case)]
+#![allow(non_camel_case_types)]
+#![allow(dead_code)]
 
 pub type ClarabelDefaultInfo<T> =
     clarabel::solver::implementations::default::ffi::DefaultInfoFFI<T>;

rust_wrapper/src/solver/implementations/default/settings.rs

@@ -1,3 +1,7 @@
+#![allow(non_snake_case)]
+#![allow(non_camel_case_types)]
+#![allow(dead_code)]
+
 use clarabel::algebra::FloatT;
 
 pub type ClarabelDirectSolveMethods = clarabel::solver::ffi::DirectSolveMethodsFFI;

rust_wrapper/src/solver/implementations/default/solver.rs

@@ -10,8 +10,8 @@ use crate::utils;
 
 use clarabel::algebra::FloatT;
 use clarabel::io::ConfigurablePrintTarget;
-use clarabel::solver::implementations::default::ffi::*;
 use clarabel::solver::{self as lib, IPSolver};
+
 use std::ffi::c_char;
 use std::slice;
 use std::{ffi::c_void, mem::forget};