is osqp support for multi-threading?

[sizsJEon]

Hello, I am trying to use osqp with raisim which is a dynamics simulator that supports multithreading (using openmp), and vectorized Environment.
https://github.com/raisimTech/raisimLib

but when I'm trying to solve multiple qp problems at the same time,
( 1 qp problem at each envirionment. You can think of osqp_setup and osqp_solve is run in each environment.)
it is not solved properly.

If I solve qp for 1 env. It works perfect.
If I solve qp for 1 env each in 2 terminal windows, it also works perfect.
But,
If I solve qp for 2 env. It fails.
If I solve qp for 2 env each in 2 terminal windows, it also fails.

The main phenomenon is that the optimal objective value becomes extremely large,
( ex: optimal objective: -11923575.8758. If solved normally, it is less than -2000,)

true / false values ​​of polish and warm_start had no effect.

and when I set thread more than 1,
The method of using linsys_solver as MKL_PARDISO_SOLVER also failed at setup phase like below,

ERROR in init_linsys_solver_pardiso: Error during symbolic factorization: -3
ERROR in osqp_setup: Linear system solver initialization.

so my main question is,
osqp is not compatible with multi-threading?
it seems to be some memories are global variable or thread-suffled.

[goulart-paul]

Are all of these issues happening when using MKL (regardless of thread limit), or does it happen with QDLDL also?

[sizsJEon]

Are all of these issues happening when using MKL (regardless of thread limit), or does it happen with QDLDL also?

it happens both with
linsys_solver = QDLDL_SOLVER;

[xinbada007]

My team has been using osqp (release: 0.6.2, qdldl_solver) in multi-thread environment for a year now. We use osqp to solve qp problems (smoothing a given curve) concurrently, maximumly three threads at a time (three qp problems at once).

You need to disable some features in osqp when you compile it. I remember that at least you need to disable printf in osqp (configured in CMakeList in osqp project).

In our design, we encapsuled osqp in a C++ class and we used each instance (of this class) for each thread.

[xinbada007]

Are all of these issues happening when using MKL (regardless of thread limit), or does it happen with QDLDL also?

By the way, when to release osqp v1.0. We are still on 0.6.2 in a production environment.

[sizsJEon]

You need to disable some features in osqp when you compile it. I remember that at least you need to disable printf in osqp (configured in CMakeList in osqp project).
thanks for the information, I'll try it immediately.

[sizsJEon]

thanks for the information, I'll try it immediately.

sadly, failed with large optimal objective value.
I'll look foward to another solution

[imciner2]

By the way, when to release osqp v1.0. We are still on 0.6.2 in a production environment.

We are working towards a v1.0 release, and a beta before that, soon. I hope to have more information about that later this month.

[imciner2]

@sizsJEon how are you calling OSQP multithreaded? Are you using the same solver, data, etc, or have you made sure each thread has its own data and solver instances?

[sizsJEon]

@sizsJEon how are you calling OSQP multithreaded? Are you using the same solver, data, etc, or have you made sure each thread has its own data and solver instances?

If I understood the raisimGym collectly, I made each environment has its own data and instances.
https://raisim.com/_images/raisimGymTorch.png

and I confirmed that very simple qp problems are well solved in each environment.
(https://osqp.org/docs/examples/setup-and-solve.html)

[sizsJEon]

when I use solver as qdldl(basic), I got large or zero optimal objective values. (even with time_limit)
same happens with quadprogpp library. https://github.com/liuq/QuadProgpp

when I use solver as MKL_PARDISO_SOLVER,
ERROR in init_linsys_solver_pardiso: Error during symbolic factorization: -2
ERROR in osqp_setup: Linear system solver initialization.

(I also removed all static variables which could thread-unsafe)