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Merge branch 'pg/callbacks' into pg/merge_callbacks
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‎.github/workflows/ci.yaml‎

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run: |
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valgrind --leak-check=full --show-leak-kinds=all --track-origins=yes --verbose --error-exitcode=1 ./examples/c/example_expcone
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valgrind --leak-check=full --show-leak-kinds=all --track-origins=yes --verbose --error-exitcode=1 ./examples/c/example_lp
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valgrind --leak-check=full --show-leak-kinds=all --track-origins=yes --verbose --error-exitcode=1 ./examples/c/example_callback
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valgrind --leak-check=full --show-leak-kinds=all --track-origins=yes --verbose --error-exitcode=1 ./examples/c/example_powcone
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valgrind --leak-check=full --show-leak-kinds=all --track-origins=yes --verbose --error-exitcode=1 ./examples/c/example_genpowcone
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valgrind --leak-check=full --show-leak-kinds=all --track-origins=yes --verbose --error-exitcode=1 ./examples/c/example_qp
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valgrind --leak-check=full --show-leak-kinds=all --track-origins=yes --verbose --error-exitcode=1 ./examples/c/example_socp
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valgrind --leak-check=full --show-leak-kinds=all --track-origins=yes --verbose --error-exitcode=1 ./examples/cpp/cpp_example_expcone
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valgrind --leak-check=full --show-leak-kinds=all --track-origins=yes --verbose --error-exitcode=1 ./examples/cpp/cpp_example_lp
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valgrind --leak-check=full --show-leak-kinds=all --track-origins=yes --verbose --error-exitcode=1 ./examples/cpp/cpp_example_callback
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valgrind --leak-check=full --show-leak-kinds=all --track-origins=yes --verbose --error-exitcode=1 ./examples/cpp/cpp_example_powcone
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valgrind --leak-check=full --show-leak-kinds=all --track-origins=yes --verbose --error-exitcode=1 ./examples/cpp/cpp_example_genpowcone
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valgrind --leak-check=full --show-leak-kinds=all --track-origins=yes --verbose --error-exitcode=1 ./examples/cpp/cpp_example_qp

‎.gitignore‎

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@@ -19,4 +19,6 @@ CMakePresets.json
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examples/cpp/*
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examples/c/*
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!examples/c/*.c
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!examples/cpp/*.cpp
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!examples/cpp/*.cpp
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!examples/c/CMakeLists.txt
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!examples/cpp/CMakeLists.txt

‎CMakeLists.txt‎

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

‎README.md‎

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@@ -104,7 +104,19 @@ When reporting issues with the solver, it can be helpful to provide a JSON file
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### Alternative linear algebra libraries
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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`.
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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`.
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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`.
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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).
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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).
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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.
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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).
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Alternatively, set the `PARDISO_PATH` environment variable to the location of the Panua Pardiso library (e.g. the location of `libpardiso.so` in Linux).
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### Unit tests
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‎examples/c/CMakeLists.txt‎

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@@ -11,6 +11,7 @@ set(C_EXAMPLES
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example_sdp
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example_json
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example_print_stream
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example_callback
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)
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# Compile utils.c as a library

‎examples/c/example_callback.c‎

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#include "utils.h"
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#include <stdio.h>
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#include <Clarabel.h>
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int custom_callback(ClarabelDefaultInfo *info)
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{
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// This function is called at each iteration of the solver.
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// You can use it to monitor the progress of the solver or
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// to implement custom stopping criteria.
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// For example, we can print the current iteration number:
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printf("Custom callback at iteration %d: ", info->iterations);
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// Return 0 to continue. Anything else to stop.
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if (info->iterations < 3) {
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printf("tick\n");
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return 0; //continue
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}
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else {
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printf("BOOM!\n");
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return 1; // stop
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}
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}
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int main(void)
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{
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// 2 x 2 zero matrix
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ClarabelCscMatrix P;
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clarabel_CscMatrix_init(
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&P,
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2, // row
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2, // col
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(uintptr_t[]){ 0, 0, 0 }, // colptr
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NULL, // rowval
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NULL // nzval
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);
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ClarabelFloat q[2] = { 1.0, -1.0 };
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// a 2-d box constraint, separated into 4 inequalities.
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// A = [I; -I]
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ClarabelCscMatrix A;
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clarabel_CscMatrix_init(
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&A,
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4, // row
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2, // col
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(uintptr_t[]){ 0, 2, 4 }, // colptr
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(uintptr_t[]){ 0, 2, 1, 3 }, // rowval
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(ClarabelFloat[]){ 1.0, -1.0, 1.0, -1.0 } // nzval
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);
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ClarabelFloat b[4] = { 1.0, 1.0, 1.0, 1.0 };
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ClarabelSupportedConeT cones[1] = { ClarabelNonnegativeConeT(4) };
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// Settings
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ClarabelDefaultSettings settings = clarabel_DefaultSettings_default();
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settings.equilibrate_enable = true;
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settings.equilibrate_max_iter = 50;
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// Build solver
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ClarabelDefaultSolver *solver = clarabel_DefaultSolver_new(
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&P, // P
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q, // q
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&A, // A
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b, // b
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1, // n_cones
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cones, &settings
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);
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// configure a custom callback function
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clarabel_DefaultSolver_set_termination_callback(solver,custom_callback);
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// Solve
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clarabel_DefaultSolver_solve(solver);
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// turn off the callback
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clarabel_DefaultSolver_unset_termination_callback(solver);
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// Solve again
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clarabel_DefaultSolver_solve(solver);
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// Get solution
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ClarabelDefaultSolution solution = clarabel_DefaultSolver_solution(solver);
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print_solution(&solution);
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// Free the solver
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clarabel_DefaultSolver_free(solver);
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return 0;
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}
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‎examples/cpp/CMakeLists.txt‎

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example_faer
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example_json
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example_print_stream
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example_callback
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)
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# Define an executable target for each example

‎examples/cpp/example_callback.cpp‎

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#include "utils.h"
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#include <Clarabel>
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#include <Eigen/Eigen>
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#include <vector>
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using namespace clarabel;
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using namespace std;
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using namespace Eigen;
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int custom_callback(DefaultInfo<double> &info)
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{
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// This function is called at each iteration of the solver.
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// You can use it to monitor the progress of the solver or
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// to implement custom stopping criteria.
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// For example, we can print the current iteration number:
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printf("Custom callback at iteration %d: ", info.iterations);
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// Return 0 to continue. Anything else to stop.
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if (info.iterations < 3) {
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printf("tick\n");
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return 0; //continue
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}
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else {
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printf("BOOM!\n");
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return 1; // stop
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}
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}
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int main()
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{
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MatrixXd P_dense = MatrixXd::Zero(2, 2);
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SparseMatrix<double> P = P_dense.sparseView();
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P.makeCompressed();
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Vector<double, 2> q = {1.0, -1.0};
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// a 2-d box constraint, separated into 4 inequalities.
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// A = [I; -I]
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MatrixXd A_dense(4, 2);
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A_dense <<
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1., 0.,
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0., 1.,
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-1., 0.,
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0., -1.;
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SparseMatrix<double> A = A_dense.sparseView();
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A.makeCompressed();
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Vector<double, 4> b = { 1.0, 1.0, 1.0, 1.0 };
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vector<SupportedConeT<double>> cones
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{
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NonnegativeConeT<double>(4),
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// {.tag = SupportedConeT<double>::Tag::NonnegativeConeT, .nonnegative_cone_t = {._0 = 4 }}
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};
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// Settings
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DefaultSettings<double> settings = DefaultSettingsBuilder<double>::default_settings()
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.equilibrate_enable(true)
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.equilibrate_max_iter(50)
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.build();
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// Build solver
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DefaultSolver<double> solver(P, q, A, b, cones, settings);
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// configure a custom callback function
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solver.set_termination_callback(custom_callback);
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// Solve
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solver.solve();
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// turn off the callback
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solver.unset_termination_callback();
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// Solve again
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solver.solve();
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// Get solution
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DefaultSolution<double> solution = solver.solution();
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utils::print_solution(solution);
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return 0;
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}

‎include/c/DefaultSettings.h‎

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{
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AUTO,
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QDLDL,
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#ifdef FEATURE_FAER_SPARSE
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#ifdef FEATURE_FAER_SPARSE
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FAER,
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#endif
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// MKL, (not supported in Rust yet)
19-
// CHOLMOD, (not supported in Rust yet)
17+
#endif
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#ifdef FEATURE_PARDISO_MKL
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PARDISO_MKL,
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#endif
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#ifdef FEATURE_PARDISO_PANUA
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PARDISO_PANUA,
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#endif
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} ClarabelDirectSolveMethods;
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#ifdef FEATURE_SDP
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typedef ClarabelDefaultSettings_f64 ClarabelDefaultSettings;
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#endif
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// ClarabelDefaultSettings APIs
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// ClarabelDefaultSettings::default

‎include/c/DefaultSolution.h‎

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typedef enum ClarabelSolverStatus
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{
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ClarabelUnsolved,
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ClarabelUnsolved = 0,
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ClarabelSolved,
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ClarabelPrimalInfeasible,
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ClarabelDualInfeasible,
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ClarabelMaxTime,
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ClarabelNumericalError,
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ClarabelInsufficientProgress,
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ClarabelCallbackTerminated,
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} ClarabelSolverStatus;
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typedef struct ClarabelDefaultSolution_f64

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