#include "osqp.h" // OSQP API #include "cs.h" // CSC data structure #include "util.h" // Utilities for testing #include "minunit.h" // Basic testing script header #include "basic_qp/data.h" static char* test_basic_qp_solve() { // Problem settings OSQPSettings *settings = (OSQPSettings *)c_malloc(sizeof(OSQPSettings)); // Structures OSQPWorkspace *work; // Workspace OSQPData *data; // Data basic_qp_sols_data *sols_data; // Populate data data = generate_problem_basic_qp(); sols_data = generate_problem_basic_qp_sols_data(); // Define Solver settings as default osqp_set_default_settings(settings); settings->max_iter = 2000; settings->alpha = 1.6; settings->polish = 1; settings->scaling = 0; settings->verbose = 1; settings->warm_start = 0; // Setup workspace work = osqp_setup(data, settings); // Setup correct mu_assert("Basic QP test solve: Setup error!", work != OSQP_NULL); // Solve Problem osqp_solve(work); // Compare solver statuses mu_assert("Basic QP test solve: Error in solver status!", work->info->status_val == sols_data->status_test); // Compare primal solutions mu_assert("Basic QP test solve: Error in primal solution!", vec_norm_inf_diff(work->solution->x, sols_data->x_test, data->n) < TESTS_TOL); // Compare dual solutions mu_assert("Basic QP test solve: Error in dual solution!", vec_norm_inf_diff(work->solution->y, sols_data->y_test, data->m) < TESTS_TOL); // Compare objective values mu_assert("Basic QP test solve: Error in objective value!", c_absval(work->info->obj_val - sols_data->obj_value_test) < TESTS_TOL); // Try to set wrong settings mu_assert("Basic QP test solve: Wrong value of rho not caught!", osqp_update_rho(work, -0.1) == 1); mu_assert("Basic QP test solve: Wrong value of max_iter not caught!", osqp_update_max_iter(work, -1) == 1); mu_assert("Basic QP test solve: Wrong value of eps_abs not caught!", osqp_update_eps_abs(work, -1.) == 1); mu_assert("Basic QP test solve: Wrong value of eps_rel not caught!", osqp_update_eps_rel(work, -1.) == 1); mu_assert("Basic QP test solve: Wrong value of eps_prim_inf not caught!", osqp_update_eps_prim_inf(work, -0.1) == 1); mu_assert("Basic QP test solve: Wrong value of eps_dual_inf not caught!", osqp_update_eps_dual_inf(work, -0.1) == 1); mu_assert("Basic QP test solve: Wrong value of alpha not caught!", osqp_update_alpha(work, 2.0) == 1); mu_assert("Basic QP test solve: Wrong value of warm_start not caught!", osqp_update_warm_start(work, -1) == 1); mu_assert("Basic QP test solve: Wrong value of scaled_termination not caught!", osqp_update_scaled_termination(work, 2) == 1); mu_assert("Basic QP test solve: Wrong value of check_termination not caught!", osqp_update_check_termination(work, -1) == 1); mu_assert("Basic QP test solve: Wrong value of delta not caught!", osqp_update_delta(work, 0.) == 1); mu_assert("Basic QP test solve: Wrong value of polish not caught!", osqp_update_polish(work, 2) == 1); mu_assert("Basic QP test solve: Wrong value of polish_refine_iter not caught!", osqp_update_polish_refine_iter(work, -1) == 1); mu_assert("Basic QP test solve: Wrong value of verbose not caught!", osqp_update_verbose(work, 2) == 1); // Clean workspace osqp_cleanup(work); // Cleanup data clean_problem_basic_qp(data); clean_problem_basic_qp_sols_data(sols_data); // Cleanup c_free(settings); return 0; } #ifdef ENABLE_MKL_PARDISO static char* test_basic_qp_solve_pardiso() { // Problem settings OSQPSettings *settings = (OSQPSettings *)c_malloc(sizeof(OSQPSettings)); // Structures OSQPWorkspace *work; // Workspace OSQPData *data; // Data basic_qp_sols_data *sols_data; // Populate data data = generate_problem_basic_qp(); sols_data = generate_problem_basic_qp_sols_data(); // Define Solver settings as default osqp_set_default_settings(settings); settings->max_iter = 2000; settings->alpha = 1.6; settings->polish = 1; settings->scaling = 0; settings->verbose = 1; settings->warm_start = 0; settings->linsys_solver = MKL_PARDISO_SOLVER; // Setup workspace work = osqp_setup(data, settings); // Setup correct mu_assert("Basic QP test solve: Setup error!", work != OSQP_NULL); // Solve Problem osqp_solve(work); // Compare solver statuses mu_assert("Basic QP test solve: Error in solver status!", work->info->status_val == sols_data->status_test); // Compare primal solutions mu_assert("Basic QP test solve: Error in primal solution!", vec_norm_inf_diff(work->solution->x, sols_data->x_test, data->n) < TESTS_TOL); // Compare dual solutions mu_assert("Basic QP test solve: Error in dual solution!", vec_norm_inf_diff(work->solution->y, sols_data->y_test, data->m) < TESTS_TOL); // Compare objective values mu_assert("Basic QP test solve: Error in objective value!", c_absval(work->info->obj_val - sols_data->obj_value_test) < TESTS_TOL); // Clean workspace osqp_cleanup(work); // Cleanup data clean_problem_basic_qp(data); clean_problem_basic_qp_sols_data(sols_data); // Cleanup c_free(settings); return 0; } #endif static char* test_basic_qp_update() { // Problem settings OSQPSettings *settings = (OSQPSettings *)c_malloc(sizeof(OSQPSettings)); // Structures OSQPWorkspace *work; // Workspace OSQPData *data; // Data basic_qp_sols_data *sols_data; // Populate data data = generate_problem_basic_qp(); sols_data = generate_problem_basic_qp_sols_data(); // Define Solver settings as default osqp_set_default_settings(settings); settings->max_iter = 200; settings->alpha = 1.6; settings->polish = 1; settings->scaling = 0; settings->verbose = 1; settings->warm_start = 0; // Setup workspace work = osqp_setup(data, settings); // Setup correct mu_assert("Basic QP test update: Setup error!", work != OSQP_NULL); // ==================================================================== // Update data // ==================================================================== // Update linear cost osqp_update_lin_cost(work, sols_data->q_new); mu_assert("Basic QP test update: Error in updating linear cost!", vec_norm_inf_diff(work->data->q, sols_data->q_new, data->n) < TESTS_TOL); // UPDATE BOUND // Try to update with non-consistent values mu_assert("Basic QP test update: Error in bounds update ordering not caught!", osqp_update_bounds(work, sols_data->u_new, sols_data->l_new) == 1); // Now update with correct values mu_assert("Basic QP test update: Error in bounds update ordering!", osqp_update_bounds(work, sols_data->l_new, sols_data->u_new) == 0); mu_assert("Basic QP test update: Error in bounds update, lower bound!", vec_norm_inf_diff(work->data->l, sols_data->l_new, data->m) < TESTS_TOL); mu_assert("Basic QP test update: Error in bounds update, upper bound!", vec_norm_inf_diff(work->data->u, sols_data->u_new, data->m) < TESTS_TOL); // Return original values osqp_update_bounds(work, data->l, data->u); // UPDATE LOWER BOUND // Try to update with non-consistent values mu_assert( "Basic QP test update: Error in lower bound update ordering not caught!", osqp_update_lower_bound(work, sols_data->u_new) == 1); // Now update with correct values mu_assert("Basic QP test update: Error in lower bound update ordering!", osqp_update_lower_bound(work, sols_data->l_new) == 0); mu_assert("Basic QP test update: Error in updating lower bound!", vec_norm_inf_diff(work->data->l, sols_data->l_new, data->m) < TESTS_TOL); // Return original values osqp_update_lower_bound(work, data->l); // UPDATE UPPER BOUND // Try to update with non-consistent values mu_assert( "Basic QP test update: Error in upper bound update: ordering not caught!", osqp_update_upper_bound(work, sols_data->l_new) == 1); // Now update with correct values mu_assert("Basic QP test update: Error in upper bound update: ordering!", osqp_update_upper_bound(work, sols_data->u_new) == 0); mu_assert("Basic QP test update: Error in updating upper bound!", vec_norm_inf_diff(work->data->u, sols_data->u_new, data->m) < TESTS_TOL); // Clean workspace osqp_cleanup(work); // Cleanup data clean_problem_basic_qp(data); clean_problem_basic_qp_sols_data(sols_data); // Cleanup c_free(settings); return 0; } static char* test_basic_qp_check_termination() { // Problem settings OSQPSettings *settings = (OSQPSettings *)c_malloc(sizeof(OSQPSettings)); // Structures OSQPWorkspace *work; // Workspace OSQPData *data; // Data basic_qp_sols_data *sols_data; // Populate data data = generate_problem_basic_qp(); sols_data = generate_problem_basic_qp_sols_data(); // Define Solver settings as default osqp_set_default_settings(settings); settings->max_iter = 200; settings->alpha = 1.6; settings->polish = 0; settings->scaling = 0; settings->verbose = 1; settings->check_termination = 0; settings->warm_start = 0; // Setup workspace work = osqp_setup(data, settings); // Setup correct mu_assert("Basic QP test solve: Setup error!", work != OSQP_NULL); // Solve Problem osqp_solve(work); // Check if iter == max_iter mu_assert( "Basic QP test check termination: Error in number of iterations taken!", work->info->iter == work->settings->max_iter); // Compare solver statuses mu_assert("Basic QP test check termination: Error in solver status!", work->info->status_val == sols_data->status_test); // Compare primal solutions mu_assert("Basic QP test check termination: Error in primal solution!", vec_norm_inf_diff(work->solution->x, sols_data->x_test, data->n) < TESTS_TOL); // Compare dual solutions // print_vec(work->solution->y, data->m, "y_sol"); // print_vec(sols_data->y_test, data->m, "y_test"); mu_assert("Basic QP test check termination: Error in dual solution!", vec_norm_inf_diff(work->solution->y, sols_data->y_test, data->m) < TESTS_TOL); // Compare objective values mu_assert("Basic QP test check termination: Error in objective value!", c_absval(work->info->obj_val - sols_data->obj_value_test) < TESTS_TOL); // Clean workspace osqp_cleanup(work); // Cleanup data clean_problem_basic_qp(data); clean_problem_basic_qp_sols_data(sols_data); // Cleanup c_free(settings); return 0; } static char* test_basic_qp_update_rho() { // Problem settings OSQPSettings *settings = (OSQPSettings *)c_malloc(sizeof(OSQPSettings)); // Structures OSQPWorkspace *work; // Workspace OSQPData *data; // Data basic_qp_sols_data *sols_data; // Exitflag c_int exitflag; // rho to use c_float rho; // Define number of iterations to compare c_int n_iter_new_solver, n_iter_update_rho; // Populate data data = generate_problem_basic_qp(); sols_data = generate_problem_basic_qp_sols_data(); // Define Solver settings as default rho = 0.7; osqp_set_default_settings(settings); settings->rho = rho; settings->adaptive_rho = 0; // Disable adaptive rho for this test settings->eps_abs = 1e-04; settings->eps_rel = 1e-04; settings->check_termination = 1; // Setup workspace work = osqp_setup(data, settings); // Setup correct mu_assert("Update rho test solve: Setup error!", work != OSQP_NULL); // Solve Problem osqp_solve(work); // Store number of iterations n_iter_new_solver = work->info->iter; // Compare solver statuses mu_assert("Update rho test solve: Error in solver status!", work->info->status_val == sols_data->status_test); // Compare primal solutions mu_assert("Update rho test solve: Error in primal solution!", vec_norm_inf_diff(work->solution->x, sols_data->x_test, data->n)/vec_norm_inf(sols_data->x_test, data->n) < TESTS_TOL); // Compare dual solutions mu_assert("Update rho test solve: Error in dual solution!", vec_norm_inf_diff(work->solution->y, sols_data->y_test, data->m)/vec_norm_inf(sols_data->y_test, data->m) < TESTS_TOL); // Compare objective values mu_assert("Update rho test solve: Error in objective value!", c_absval(work->info->obj_val - sols_data->obj_value_test) < TESTS_TOL); // Clean workspace osqp_cleanup(work); // Create new problem with different rho and update it osqp_set_default_settings(settings); settings->rho = 0.1; settings->adaptive_rho = 0; settings->check_termination = 1; settings->eps_abs = 1e-04; settings->eps_rel = 1e-04; // Setup workspace work = osqp_setup(data, settings); // Setup correct mu_assert("Update rho test update: Setup error!", work != OSQP_NULL); // Update rho exitflag = osqp_update_rho(work, rho); mu_assert("Update rho test update: Error update rho!", exitflag == 0); // Solve Problem osqp_solve(work); // Compare solver statuses mu_assert("Update rho test update: Error in solver status!", work->info->status_val == sols_data->status_test); // Compare primal solutions mu_assert("Update rho test update: Error in primal solution!", vec_norm_inf_diff(work->solution->x, sols_data->x_test, data->n)/vec_norm_inf(sols_data->x_test, data->n) < TESTS_TOL); // Compare dual solutions mu_assert("Update rho test update: Error in dual solution!", vec_norm_inf_diff(work->solution->y, sols_data->y_test, data->m)/vec_norm_inf(sols_data->y_test, data->m)< TESTS_TOL); // Compare objective values mu_assert("Update rho test update: Error in objective value!", c_absval(work->info->obj_val - sols_data->obj_value_test) < TESTS_TOL); // Get number of iterations n_iter_update_rho = work->info->iter; // Assert same number of iterations mu_assert("Update rho test update: Error in number of iterations!", n_iter_new_solver == n_iter_update_rho); // Cleanup solver osqp_cleanup(work); // Cleanup data clean_problem_basic_qp(data); clean_problem_basic_qp_sols_data(sols_data); // Cleanup c_free(settings); return 0; } static char* test_basic_qp_time_limit() { // Problem settings OSQPSettings *settings = (OSQPSettings *)c_malloc(sizeof(OSQPSettings)); // Structures OSQPWorkspace *work; // Workspace OSQPData *data; // Data basic_qp_sols_data *sols_data; // Exitflag c_int exitflag; // Populate data data = generate_problem_basic_qp(); sols_data = generate_problem_basic_qp_sols_data(); // Define Solver settings as default osqp_set_default_settings(settings); // Check dfault time limit mu_assert("Time limit test: Default not correct", settings->time_limit == 0); // Setup workspace work = osqp_setup(data, settings); // Setup correct mu_assert("Time limit test: Setup error!", work != OSQP_NULL); // Solve Problem osqp_solve(work); // Compare solver statuses mu_assert("Time limit test: Error in no time limit solver status!", work->info->status_val == sols_data->status_test); // Update time limit osqp_update_time_limit(work, 1e-5); osqp_update_max_iter(work, 2000000000); osqp_update_check_termination(work, 0); // Solve Problem osqp_solve(work); // Compare solver statuses mu_assert("Time limit test: Error in timed out solver status!", work->info->status_val == OSQP_TIME_LIMIT_REACHED); // Cleanup solver osqp_cleanup(work); // Cleanup data clean_problem_basic_qp(data); clean_problem_basic_qp_sols_data(sols_data); // Cleanup c_free(settings); return 0; } static char* test_basic_qp() { mu_run_test(test_basic_qp_solve); #ifdef ENABLE_MKL_PARDISO mu_run_test(test_basic_qp_solve_pardiso); #endif mu_run_test(test_basic_qp_update); mu_run_test(test_basic_qp_check_termination); mu_run_test(test_basic_qp_update_rho); mu_run_test(test_basic_qp_time_limit); return 0; }