Pg/update osqp 0.6.0 (#11)

* update submodule to 6.0 * update submodule to 6.0 * update to v0.6.0 * update to v0.6.0 * add files for CRAN make * oldrel fails ok * oldrel fails ok * oldrel fails ok * Update .travis.yml * oldrel fails ok * oldrel fails ok * Fix typo * Removed valgrind warning * pass only triu(P) * modified tolerances * roxygen rebuild * docs rebuild * doc typo fixes * filename change * rename back
osqp · Sep 4, 2019 · 35ccaef · 35ccaef
1 parent fa67f38
commit 35ccaef
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diff --git a/.Rbuildignore b/.Rbuildignore
@@ -5,6 +5,7 @@ osqp_sources/CMakeCache.txt$
 osqp_sources/\.bumpversion.cfg$
 ^.*editorconfig$
 ^.*git$
+^.*valgrind-suppress.supp$
 cmake_uninstall.cmake$
 cmake_install.cmake$
 osqp-targets.cmake$
@@ -19,3 +20,4 @@ CMakeDirectoryInformation.cmake
 libosqp.a
 ^appveyor\.yml$
 ^cran_comments\.md$
+^CRAN-RELEASE$
diff --git a/.travis.yml b/.travis.yml
@@ -1,4 +1,5 @@
 language: r
+
 r:
   - release
   - oldrel
@@ -40,3 +41,6 @@ matrix:
     - os: osx
       r: oldrel
       disable_homebrew: false
+  allow_failures:
+  - r: oldrel
+    os: linux
diff --git a/DESCRIPTION b/DESCRIPTION
@@ -1,8 +1,8 @@
 Package: osqp
 Type: Package
 Title: Quadratic Programming Solver using the 'OSQP' Library
-Version: 0.5.0
-Date: 2018-12-09
+Version: 0.6.0
+Date: 2019-09-02
 Authors@R: c(person("Bartolomeo", "Stellato", email = "[email protected]", role = c("cre", "aut", "ctb", "cph")), person("Goran", "Banjac", role = c("aut", "ctb", "cph")), person("Paul", "Goulart", role = c("aut", "ctb", "cph")), person("Stephen", "Boyd", role = c("aut", "ctb", "cph")), person("Eric", "Anderson", role=c("ctb")))
 Copyright: file COPYRIGHT
 Description: Provides bindings to the 'OSQP' solver. The 'OSQP' solver is a numerical optimization package or solving convex quadratic programs written in 'C' and based on the alternating direction method of multipliers, 'ADMM'. B.  Stellato, G. Banjac, P. Goulart, A. Bemporad, S. Boyd (2018) <arXiv:1711.08013>.
@@ -13,6 +13,6 @@ RoxygenNote: 6.1.1
 Collate: 'RcppExports.R' 'osqp-package.R' 'solve.R' 'osqp.R'
         'params.R'
 NeedsCompilation: yes
-Packaged: 2018-12-09 20:32:49 UTC
-Date/Publication: 2018-12-09 13:10:50 UTC
+Packaged: 2019-09-02 00:00:00 UTC
+Date/Publication: 2019-09-02 00:00:00 UTC
 Suggests: testthat
diff --git a/NAMESPACE b/NAMESPACE
@@ -6,6 +6,7 @@ export(osqp)
 export(osqpSettings)
 export(solve_osqp)
 importFrom(Matrix,sparseMatrix)
+importFrom(Matrix,triu)
 importFrom(R6,R6Class)
 importFrom(Rcpp,sourceCpp)
 importFrom(methods,as)

diff --git a/NEWS.md b/NEWS.md
@@ -1,3 +1,7 @@
+# Version 0.6.0 (2 September 2019) OSQP 0.6.0
+
+* Updated OSQP to version 0.6.0
+
 # Version 0.5.0 (10 December 2018) OSQP 0.5.0
 
 * Updated OSQP to version 0.5.0

diff --git a/R/osqp.R b/R/osqp.R
@@ -2,13 +2,14 @@
 #' OSQP Solver object
 #'
 #' @importFrom Matrix sparseMatrix
+#' @importFrom Matrix triu
 #' @importFrom methods as
 #' @importFrom R6 R6Class
 #' @param P,A sparse matrices of class dgCMatrix or coercible into such, with P positive semidefinite.
 #' @param q,l,u Numeric vectors, with possibly infinite elements in l and u
 #' @param pars list with optimization parameters, conveniently set with the function
 #' \code{\link{osqpSettings}}. For \code{osqpObject$UpdateSettings(newPars)} only a subset of the settings
-#' can be updated once the problem has been initnialized.
+#' can be updated once the problem has been initialized.
 #' @seealso \code{\link{solve_osqp}}
 #' @section Usage:
 #' \preformatted{model = osqp(P=NULL, q=NULL, A=NULL, l=NULL, u=NULL, pars=osqpSettings())
@@ -76,10 +77,11 @@ osqp = function(P=NULL, q=NULL, A=NULL, l=NULL, u=NULL, pars = osqpSettings()) {
     n = dim(P)[1]
 
 
-  if (is.null(P))
+  if (is.null(P)){
     P = sparseMatrix(integer(), integer(), x = numeric(), dims = c(n, n))
-  else
-    P = as(P, "dgCMatrix")
+  } else {
+    P = triu(as(P, "dgCMatrix"))
+  }
 
   if (is.null(q))
     q = numeric(n)

diff --git a/R/params.R b/R/params.R
@@ -15,7 +15,7 @@
 #' @param delta regularization parameter for polish
 #' @param polish boolean, polish ADMM solution
 #' @param polish_refine_iter iterative refinement steps in polish
-#' @param verbose boolean, write out progres
+#' @param verbose boolean, write out progress
 #' @param scaled_termination boolean, use scaled termination criteria
 #' @param check_termination integer, check termination interval. If 0, termination checking is disabled
 #' @param warm_start boolean, warm start
@@ -60,4 +60,3 @@ checkpar = function(l, r) {
     return (r)
   l
 }
-
diff --git a/R/solve.R b/R/solve.R
@@ -4,6 +4,7 @@
 #' s.t. \deqn{l_i < (A x)_i < u_i}{li < (A x)i < ui}
 #' for real matrices P (nxn, positive semidefinite) and A (mxn) with m number of constraints
 #' @param P,A sparse matrices of class dgCMatrix or coercible into such, with P positive semidefinite.
+#' Only the upper triangular part of P will be used.
 #' @param q,l,u Numeric vectors, with possibly infinite elements in l and u
 #' @param pars list with optimization parameters, conveniently set with the function \code{osqpSettings}
 #' @return A list with elements x (the primal solution), y (the dual solution), prim_inf_cert,
@@ -40,4 +41,3 @@ solve_osqp <- function(P=NULL, q=NULL, A=NULL, l=NULL, u=NULL, pars = osqpSettin
   model = osqp(P, q, A, l, u, pars)
   model$Solve()
 }
-
diff --git a/man/osqp.Rd b/man/osqp.Rd
diff --git a/man/osqpSettings.Rd b/man/osqpSettings.Rd
diff --git a/man/solve_osqp.Rd b/man/solve_osqp.Rd
diff --git a/src/osqp/Makefile b/src/osqp/Makefile
@@ -28,6 +28,7 @@ OSQP_SOURCES = \
 $(OSQP_SRC_DIR)/src/auxil.c   \
 $(OSQP_SRC_DIR)/src/cs.c      \
 $(OSQP_SRC_DIR)/src/ctrlc.c   \
+$(OSQP_SRC_DIR)/src/error.c   \
 $(OSQP_SRC_DIR)/src/kkt.c     \
 $(OSQP_SRC_DIR)/src/lin_alg.c \
 $(OSQP_SRC_DIR)/src/lin_sys.c \

diff --git a/src/osqp_solve_interface.cpp b/src/osqp_solve_interface.cpp
@@ -24,7 +24,6 @@ SEXP osqpSetup(const S4& P, const NumericVector& q, const S4& A, const NumericVe
 
 
   IntegerVector dimP = P.slot("Dim");
-
   IntegerVector dimA = A.slot("Dim");
   int n = dimP[0];
   int m = dimA[0];
@@ -55,9 +54,10 @@ SEXP osqpSetup(const S4& P, const NumericVector& q, const S4& A, const NumericVe
   data->l = lvec.data();
   data->u = uvec.data();
 
+  OSQPWorkspace* workp;
+  osqp_setup(&workp, data.get(), settings.get());
 
-  Rcpp::XPtr<OSQPWorkspace, Rcpp::PreserveStorage, mycleanup> work(osqp_setup(data.get(), settings.get()));
-
+    Rcpp::XPtr<OSQPWorkspace, Rcpp::PreserveStorage, mycleanup> work(workp);
 
   return work;
 }

diff --git a/src/osqp_sources b/src/osqp_sources
diff --git a/tests/testthat/test-solve-basic-qp.R b/tests/testthat/test-solve-basic-qp.R
@@ -13,8 +13,8 @@ define_simple_qp <- function(){
     l <- rep_len(-Inf, 5)
 
     settings <- osqpSettings(verbose = FALSE,
-                             eps_rel = 1e-09,
-                             eps_abs = 1e-09)
+                             eps_rel = 1e-05,
+                             eps_abs = 1e-05)
 
     # Create OSQP model
     model <- osqp(P, q, A, l, u, settings)
@@ -82,4 +82,3 @@ test_that("Update bounds QP", {
                  -80.0890909023583, 1e-03)
 
 })
-