Update to OSQP version 0.6.0

.gitignore

@@ -14,3 +14,4 @@ deps/build.log
 .vscode/
 
 Manifest.toml
+.editorconfig

deps/build.jl

@@ -5,7 +5,7 @@ const verbose = "--verbose" in ARGS
 const prefix = Prefix(get([a for a in ARGS if a != "--verbose"], 1, joinpath(@__DIR__, "usr")))
 
 # Current version
-version = "0.5.0"
+version = "0.6.0"
 
 # Get current operating system
 osqp_platform =

src/MOI_wrapper.jl

@@ -88,19 +88,37 @@ MOI.get(::Optimizer, ::MOI.SolverName) = "OSQP"
 
 MOI.supports(::Optimizer, ::MOI.Silent) = true
 function MOI.set(optimizer::Optimizer, ::MOI.Silent, value::Bool)
-    if optimizer.silent != value
-        optimizer.silent = value
-        if !MOI.is_empty(optimizer)
-            if optimizer.silent
-                OSQP.update_settings!(optimizer.inner; :verbose => false)
-            else
-                OSQP.update_settings!(optimizer.inner; :verbose => optimizer.settings[:verbose])
-            end
+    optimizer.silent = value
+    if !MOI.is_empty(optimizer)
+        if optimizer.silent
+            OSQP.update_settings!(optimizer.inner; :verbose => false)
+        else
+            OSQP.update_settings!(optimizer.inner; :verbose => optimizer.settings[:verbose])
         end
     end
 end
 MOI.get(optimizer::Optimizer, ::MOI.Silent) = optimizer.silent
 
+
+
+MOI.supports(::Optimizer, ::MOI.TimeLimitSec) = true
+function MOI.set(model::Optimizer, ::MOI.TimeLimitSec, limit::Real)
+    MOI.set(model, OSQPSettings.TimeLimit(), limit)
+    return
+end
+
+function MOI.set(model::Optimizer, attr::MOI.TimeLimitSec, ::Nothing)
+    delete!(model.settings, :time_limit)
+    OSQP.update_settings!(model.inner, time_limit=0.0)
+    return
+end
+
+function MOI.get(model::Optimizer, ::MOI.TimeLimitSec)
+    return get(model.settings, :time_limit, nothing)
+end
+
+
+
 hasresults(optimizer::Optimizer) = optimizer.hasresults
 
 function MOI.empty!(optimizer::Optimizer)

src/OSQP.jl

@@ -2,6 +2,7 @@ module OSQP
 
 export OSQPMathProgBaseInterface
 using SparseArrays
+using LinearAlgebra
 
 
 if isfile(joinpath(dirname(@__FILE__), "..", "deps", "deps.jl"))
@@ -19,8 +20,8 @@ function __init__()
 
 
     depsdir = realpath(joinpath(dirname(@__FILE__), "..", "deps"))
-    if (vnum.major != 0 && vnum.minor != 4)
-        error("Current OSQP version installed is $(osqp_version()), but we require version 0.4.*. Delete the contents of the `$depsdir` directory except for the files `build.jl` and `.gitignore`, then rerun Pkg.build(\"OSQP\").")
+    if (vnum.major != 0 && vnum.minor != 6)
+        error("Current OSQP version installed is $(osqp_version()), but we require version 0.6.*. Delete the contents of the `$depsdir` directory except for the files `build.jl` and `.gitignore`, then rerun Pkg.build(\"OSQP\").")
     end
 end
 

src/constants.jl

@@ -2,7 +2,7 @@ const QDLDL_SOLVER = 0
 const MKL_PARDISO_SOLVER = 1
 
 # Define OSQP infinity constants
-const OSQP_INFTY = 1e20
+const OSQP_INFTY = 1e30
 
 # OSQP return values
 # https://github.com/oxfordcontrol/osqp/blob/master/include/constants.h

src/interface.jl

@@ -112,6 +112,11 @@ function setup!(model::OSQP.Model;
         A = sparse(A)
     end
 
+    # Constructing upper triangular from P
+    if !istriu(P)
+        P = triu(P)
+    end
+
     # Convert lower and upper bounds from Julia infinity to OSQP infinity
     u = min.(u, OSQP_INFTY)
     l = max.(l, -OSQP_INFTY)
@@ -146,12 +151,16 @@ function setup!(model::OSQP.Model;
                         pointer(q),
                         pointer(l), pointer(u))
 
+
         # Perform setup
-        model.workspace = ccall((:osqp_setup, OSQP.osqp), Ptr{OSQP.Workspace},
-            (Ptr{OSQP.Data}, Ptr{OSQP.Settings}), Ref(data), Ref(stgs))
+	workspace = Ref{Ptr{OSQP.Workspace}}()
+        exitflag = ccall((:osqp_setup, OSQP.osqp), Cc_int,
+	                 (Ptr{Ptr{OSQP.Workspace}}, Ptr{OSQP.Data}, Ptr{OSQP.Settings}),
+			 workspace, Ref(data), Ref(stgs))
+	model.workspace = workspace[]
     end
 
-    if model.workspace == C_NULL
+    if exitflag != 0
         error("Error in OSQP setup")
     end
 
@@ -160,8 +169,7 @@ end
 
 function solve!(model::OSQP.Model, results::Results = Results())
     ccall((:osqp_solve, OSQP.osqp), Cc_int,
-             (Ptr{OSQP.Workspace}, ),
-             model.workspace)
+             (Ptr{OSQP.Workspace}, ), model.workspace)
     workspace = unsafe_load(model.workspace)
     info = results.info
     copyto!(info, unsafe_load(workspace.info))

test/MOI_wrapper.jl

@@ -112,9 +112,7 @@ function bridged_optimizer()
 end
 
 @testset "CachingOptimizer: unit" begin
-    excludes = [# TODO
-                "time_limit_sec",
-                # Quadratic constraints are not supported
+    excludes = [# Quadratic constraints are not supported
                 "solve_qcp_edge_cases",
                 # No method get(::Optimizer, ::MathOptInterface.ConstraintPrimal, ::MathOptInterface.ConstraintIndex{MathOptInterface.VectorAffineFunction{Float64},MathOptInterface.Nonpositives})
                 "solve_duplicate_terms_vector_affine",

test/basic.jl

@@ -145,14 +145,16 @@ tol = 1e-5
 
         model = OSQP.Model()
         OSQP.setup!(model; P=problem[:P], q=problem[:q],
-                    A=problem[:A], l=problem[:l], u=problem[:u],  options...)
+                    A=problem[:A], l=problem[:l], u=problem[:u], options...)
         results = OSQP.solve!(model)
 
 
         @test results.info.status == :Solved
 
         # Ensure solver will time out
-        OSQP.update_settings!(model, time_limit=1e-6, max_iter=1000000, check_termination=0)
+        OSQP.update_settings!(model,
+			      eps_abs=1e-20, eps_rel=1e-20,
+			      time_limit=1e-6, max_iter=1000000, check_termination=0)
 
         results_time_limit = OSQP.solve!(model)
 

test/dual_infeasibility.jl

@@ -2,7 +2,7 @@ function setup_dual_infeasibility()
         options = Dict(:verbose => false,
                        :eps_abs => 1e-05,
                        :eps_rel => 1e-05,
-               :eps_prim_inf => 1e-18,
+               :eps_prim_inf => 1e-15,
                :check_termination => 1)
     return options
 end
@@ -56,7 +56,7 @@ tol = 1e-5
         OSQP.setup!(model; P=P, q=q, A=A, l=l, u=u, options...)
 
         # Warm start to avoid infeasibility detection at first step
-        OSQP.warm_start!(model, x=[25.; 25], y=[-2.; -2; -2; -2])
+        OSQP.warm_start!(model, x=[50.; 30.], y=[-2.; -2; -2; -2])
 
         results = OSQP.solve!(model)