Merge pull request #35 from robotology/devel

Merge Devel into Master

CMakeLists.txt

@@ -27,7 +27,7 @@ set(CMAKE_CXX_STANDARD_REQUIRED 11)
 
 project(OsqpEigen
   LANGUAGES CXX
-  VERSION 0.3.1)
+  VERSION 0.4.1)
 
 # add GNU dirs
 include(GNUInstallDirs)
@@ -69,7 +69,7 @@ set(${LIBRARY_TARGET_NAME}_SRC
   src/Solver.cpp)
 
 set(${LIBRARY_TARGET_NAME}_HDR
-  include/OsqpEigen.h
+  include/OsqpEigen/OsqpEigen.h
   include/OsqpEigen/Constants.hpp
   include/OsqpEigen/SparseMatrixHelper.hpp
   include/OsqpEigen/SparseMatrixHelper.tpp
@@ -85,6 +85,8 @@ target_include_directories(${LIBRARY_TARGET_NAME} PUBLIC "$<BUILD_INTERFACE:${CM
 
 target_link_libraries(${LIBRARY_TARGET_NAME} PRIVATE osqp::osqp Eigen3::Eigen)
 
+add_library(OsqpEigen::OsqpEigen ALIAS OsqpEigen)
+
 set_target_properties(${LIBRARY_TARGET_NAME} PROPERTIES
   VERSION ${PROJECT_VERSION}
   PUBLIC_HEADER "${${LIBRARY_TARGET_NAME}_HDR}")

include/OsqpEigen/Data.hpp

@@ -83,40 +83,102 @@ namespace OsqpEigen
          * @return true/false in case of success/failure.
          */
         template<typename T>
+        [[deprecated("Use setHessianMatrix(const Eigen::SparseCompressedBase<Derived> &hessianMatrix) instead")]]
         bool setHessianMatrix(const Eigen::SparseMatrix<T> &hessianMatrix);
 
+        /**
+         * Set the quadratic part of the cost function (Hessian).
+         * It is assumed to be a simmetric matrix.
+         * @param hessianMatrix is the Hessian matrix.
+         * @return true/false in case of success/failure.
+         */
+        template<typename Derived>
+        bool setHessianMatrix(const Eigen::SparseCompressedBase<Derived> &hessianMatrix);
+
+
         /**
          * Set the linear part of the cost function (Gradient).
          * @param gradientVector is the Gradient vector.
+         * @note the elements of the gradient are not copied inside the library.
+         * The user has to guarantee that the lifetime of the object passed is the same of the
+         * OsqpEigen object
          * @return true/false in case of success/failure.
          */
         template<int n>
+        [[deprecated("Use setGradient(Eigen::Ref<Eigen::Matrix<c_float, Eigen::Dynamic, 1>> gradientVector) instead")]]
         bool setGradient(Eigen::Matrix<c_float, n, 1> &gradientVector);
 
+        /**
+         * Set the linear part of the cost function (Gradient).
+         * @param gradientVector is the Gradient vector.
+         * @note the elements of the gradient are not copied inside the library.
+         * The user has to guarantee that the lifetime of the object passed is the same of the
+         * OsqpEigen object
+         * @return true/false in case of success/failure.
+         */
+        bool setGradient(Eigen::Ref<Eigen::Matrix<c_float, Eigen::Dynamic, 1>> gradientVector);
+
         /**
          * Set the linear constraint matrix A (size m x n)
          * @param linearConstraintsMatrix is the linear constraints matrix A.
          * @return true/false in case of success/failure.
          */
         template<typename T>
+        [[deprecated("Use setLinearConstraintsMatrix(const Eigen::SparseCompressedBase<Derived> &linearConstraintsMatrix) instead")]]
         bool setLinearConstraintsMatrix(const Eigen::SparseMatrix<T> &linearConstraintsMatrix);
 
+        /**
+         * Set the linear constraint matrix A (size m x n)
+         * @param linearConstraintsMatrix is the linear constraints matrix A.
+         * @return true/false in case of success/failure.
+         */
+        template<typename Derived>
+        bool setLinearConstraintsMatrix(const Eigen::SparseCompressedBase<Derived> &linearConstraintsMatrix);
+
         /**
          * Set the array for lower bound (size m).
          * @param lowerBoundVector is the lower bound constraint.
+         * @note the elements of the lowerBoundVector are not copied inside the library.
+         * The user has to guarantee that the lifetime of the object passed is the same of the
+         * OsqpEigen object
          * @return true/false in case of success/failure.
          */
         template<int m>
+        [[deprecated("Use setLowerBound(Eigen::Ref<Eigen::Matrix<c_float, Eigen::Dynamic, 1>> lowerBoundVector) instead")]]
         bool setLowerBound(Eigen::Matrix<c_float, m, 1>& lowerBoundVector);
 
         /**
+         * Set the array for lower bound (size m).
+         * @param lowerBoundVector is the lower bound constraint.
+         * @note the elements of the lowerBoundVector are not copied inside the library.
+         * The user has to guarantee that the lifetime of the object passed is the same of the
+         * OsqpEigen object
+         * @return true/false in case of success/failure.
+         */
+        bool setLowerBound(Eigen::Ref<Eigen::Matrix<c_float, Eigen::Dynamic, 1>> lowerBoundVector);
+
+       /**
          * Set the array for upper bound (size m).
          * @param upperBoundVector is the upper bound constraint.
+         * @note the elements of the upperBoundVector are not copied inside the library.
+         * The user has to guarantee that the lifetime of the object passed is the same of the
+         * OsqpEigen object.
          * @return true/false in case of success/failure.
          */
         template<int m>
+        [[deprecated("Use setUpperBound(Eigen::Ref<Eigen::Matrix<c_float, Eigen::Dynamic, 1>> upperBoundVector) instead")]]
         bool setUpperBound(Eigen::Matrix<c_float, m, 1>& upperBoundVector);
 
+        /**
+         * Set the array for upper bound (size m).
+         * @param upperBoundVector is the upper bound constraint.
+         * @note the elements of the upperBoundVector are not copied inside the library.
+         * The user has to guarantee that the lifetime of the object passed is the same of the
+         * OsqpEigen object.
+         * @return true/false in case of success/failure.
+         */
+        bool setUpperBound(Eigen::Ref<Eigen::Matrix<c_float, Eigen::Dynamic, 1>> upperBoundVector);
+
         /**
          * Get the OSQPData struct.
          * @return a const point to the OSQPData struct.

include/OsqpEigen/Data.tpp

@@ -41,6 +41,81 @@ bool OsqpEigen::Data::setHessianMatrix(const Eigen::SparseMatrix<T> &hessianMatr
     return true;
 }
 
+template<typename Derived>
+bool OsqpEigen::Data::setHessianMatrix(const Eigen::SparseCompressedBase<Derived> &hessianMatrix)
+{
+    if(m_isHessianMatrixSet){
+        std::cerr << "[OsqpEigen::Data::setHessianMatrix] The hessian matrix was already set. "
+                  << "Please use clearHessianMatrix() method to deallocate memory."
+                  << std::endl;
+        return false;
+    }
+
+    if(!m_isNumberOfVariablesSet){
+        std::cerr << "[OsqpEigen::Data::setHessianMatrix] Please set the number of variables before "
+                  << "add the hessian matrix."
+                  << std::endl;
+        return false;
+    }
+
+    // check if the number of row and columns are equal to the number of the optimization variables
+    if ((hessianMatrix.rows() != m_data->n) || (hessianMatrix.cols()!= m_data->n)){
+        std::cerr << "[OsqpEigen::Data::setHessianMatrix] The Hessian matrix has to be a n x n size matrix."
+                  << std::endl;
+        return false;
+    }
+
+    //set the hessian matrix
+    if(!OsqpEigen::SparseMatrixHelper::createOsqpSparseMatrix(hessianMatrix, m_data->P)){
+        std::cerr << "[OsqpEigen::Data::setHessianMatrix] Unable to instantiate the osqp sparse matrix."
+                  << std::endl;
+        return false;
+    }
+    m_isHessianMatrixSet = true;
+    return true;
+}
+
+template<typename Derived>
+bool OsqpEigen::Data::setLinearConstraintsMatrix(const Eigen::SparseCompressedBase<Derived> &linearConstraintsMatrix)
+{
+    if(m_isLinearConstraintsMatrixSet){
+        std::cerr << "[OsqpEigen::Data::setLinearConstraintsMatrix] The linear constraint matrix was already set. "
+                  << "Please use clearLinearConstraintsMatrix() method to deallocate memory."
+                  << std::endl;
+        return false;
+    }
+
+    if(!m_isNumberOfConstraintsSet){
+        std::cerr << "[OsqpEigen::Data::setLinearConstraintsMatrix] Please set the number of constraints before add the constraint matrix."
+                  << std::endl;
+        return false;
+    }
+
+    if(!m_isNumberOfVariablesSet){
+        std::cerr << "[OsqpEigen::Data::setLinearConstraintsMatrix] Please set the number of variables before add the constraint matrix."
+                  << std::endl;
+        return false;
+    }
+
+    if ((linearConstraintsMatrix.rows() != m_data->m) || (linearConstraintsMatrix.cols()!= m_data->n)){
+        std::cerr << "[OsqpEigen::Data::setLinearConstraintsMatrix] The Linear constraints matrix has to be a m x n size matrix."
+                  << std::endl;
+        return false;
+    }
+
+    // set the hessian matrix
+    if(!OsqpEigen::SparseMatrixHelper::createOsqpSparseMatrix(linearConstraintsMatrix,
+                                                                m_data->A)){
+        std::cerr << "[OsqpEigen::Data::setLinearConstraintsMatrix] osqp sparse matrix not created."
+                  << std::endl;
+        return false;
+    }
+
+    m_isLinearConstraintsMatrixSet = true;
+
+    return true;
+}
+
 template<int n>
 bool OsqpEigen::Data::setGradient(Eigen::Matrix<c_float, n, 1>& gradient)
 {
@@ -56,7 +131,7 @@ bool OsqpEigen::Data::setGradient(Eigen::Matrix<c_float, n, 1>& gradient)
 
 template<typename T>
 bool OsqpEigen::Data::setLinearConstraintsMatrix(const Eigen::SparseMatrix<T> &linearConstraintsMatrix)
-{
+    {
     if(m_isLinearConstraintsMatrixSet){
         std::cerr << "[OsqpEigen::Data::setLinearConstraintsMatrix] The linear constraint matrix was already set. "
                   << "Please use clearLinearConstraintsMatrix() method to deallocate memory."

include/OsqpEigen/Solver.hpp

@@ -125,37 +125,95 @@ namespace OsqpEigen
         /**
          * Update the linear part of the cost function (Gradient).
          * @param gradient is the Gradient vector.
+         * @note the elements of the gradient are not copied inside the library.
+         * The user has to guarantee that the lifetime of the objects passed is the same of the
+         * OsqpEigen object.
          * @return true/false in case of success/failure.
          */
         template<int n>
+        [[deprecated("Use updateGradient(const Eigen::Ref<const Eigen::Matrix<c_float, Eigen::Dynamic, 1>>& gradient) instead")]]
         bool updateGradient(Eigen::Matrix<c_float, n, 1>& gradient);
 
+        /**
+         * Update the linear part of the cost function (Gradient).
+         * @param gradient is the Gradient vector.
+         * @note the elements of the gradient are not copied inside the library.
+         * The user has to guarantee that the lifetime of the objects passed is the same of the
+         * OsqpEigen object.
+         * @return true/false in case of success/failure.
+         */
+        bool updateGradient(const Eigen::Ref<const Eigen::Matrix<c_float, Eigen::Dynamic, 1>>& gradient);
+
         /**
          * Update the lower bounds limit (size m).
          * @param lowerBound is the lower bound constraint vector.
+         * @note the elements of the lowerBound are not copied inside the library.
+         * The user has to guarantee that the lifetime of the object passed is the same of the
+         * OsqpEigen object.
          * @return true/false in case of success/failure.
          */
         template<int m>
+        [[deprecated("Use updateLowerBound(Eigen::Matrix<c_float, m, 1>& lowerBound) instead")]]
         bool updateLowerBound(Eigen::Matrix<c_float, m, 1>& lowerBound);
 
+        /**
+         * Update the lower bounds limit (size m).
+         * @param lowerBound is the lower bound constraint vector.
+         * @note the elements of the lowerBound are not copied inside the library.
+         * The user has to guarantee that the lifetime of the object passed is the same of the
+         * OsqpEigen object.
+         * @return true/false in case of success/failure.
+         */
+        bool updateLowerBound(const Eigen::Ref<const Eigen::Matrix<c_float, Eigen::Dynamic, 1>>& lowerBound);
+
         /**
          * Update the upper bounds limit (size m).
          * @param upperBound is the upper bound constraint vector.
+         * @note the elements of the upperBound are not copied inside the library.
+         * The user has to guarantee that the lifetime of the object passed is the same of the
+         * OsqpEigen object.
          * @return true/false in case of success/failure.
          */
         template<int m>
+        [[deprecated("Use updateUpperBound(Eigen::Matrix<c_float, m, 1>& upperBound) instead")]]
         bool updateUpperBound(Eigen::Matrix<c_float, m, 1>& upperBound);
 
+        /**
+         * Update the upper bounds limit (size m).
+         * @param upperBound is the upper bound constraint vector.
+         * @note the elements of the upperBound are not copied inside the library.
+         * The user has to guarantee that the lifetime of the object passed is the same of the
+         * OsqpEigen object.
+         * @return true/false in case of success/failure.
+         */
+        bool updateUpperBound(const Eigen::Ref<const Eigen::Matrix<c_float, Eigen::Dynamic, 1>>& upperBound);
+
         /**
          * Update both upper and lower bounds (size m).
          * @param lowerBound is the lower bound constraint vector;
          * @param upperBound is the upper bound constraint vector.
+         * @note the elements of the lowerBound and upperBound are not copied inside the library.
+         * The user has to guarantee that the lifetime of the objects passed is the same of the
+         * OsqpEigen object
          * @return true/false in case of success/failure.
          */
         template<int m>
+        [[deprecated("Use updateBounds(const Eigen::Ref<const Eigen::Matrix<c_float, Eigen::Dynamic, 1>>& lowerBound, const Eigen::Ref<const Eigen::Matrix<c_float, Eigen::Dynamic, 1>>& upperBound) instead")]]
         bool updateBounds(Eigen::Matrix<c_float, m, 1>& lowerBound,
                           Eigen::Matrix<c_float, m, 1>& upperBound);
 
+        /**
+         * Update both upper and lower bounds (size m).
+         * @param lowerBound is the lower bound constraint vector;
+         * @param upperBound is the upper bound constraint vector.
+         * @note the elements of the lowerBound and upperBound are not copied inside the library.
+         * The user has to guarantee that the lifetime of the objects passed is the same of the
+         * OsqpEigen object
+         * @return true/false in case of success/failure.
+         */
+        bool updateBounds(const Eigen::Ref<const Eigen::Matrix<c_float, Eigen::Dynamic, 1>>& lowerBound,
+                          const Eigen::Ref<const Eigen::Matrix<c_float, Eigen::Dynamic, 1>>& upperBound);
+
         /**
          * Update the quadratic part of the cost function (Hessian).
          * It is assumed to be a simmetric matrix.
@@ -168,8 +226,23 @@ namespace OsqpEigen
          * @return true/false in case of success/failure.
          */
         template<typename T>
+        [[deprecated("Use updateHessianMatrix(const Eigen::SparseCompressedBase<Derived> &hessianMatrix) instead")]]
         bool updateHessianMatrix(const Eigen::SparseMatrix<T> &hessianMatrix);
 
+        /**
+         * Update the quadratic part of the cost function (Hessian).
+         * It is assumed to be a simmetric matrix.
+         * \note
+         * If the sparsity pattern is preserved the matrix is simply update
+         * otherwise the entire solver will be reinitialized. In this case
+         * the primal and dual variable are copied in the new workspace.
+         *
+         * @param hessian is the Hessian matrix.
+         * @return true/false in case of success/failure.
+         */
+        template<typename Derived>
+        bool updateHessianMatrix(const Eigen::SparseCompressedBase<Derived> &hessianMatrix);
+
         /**
          * Update the linear constraints matrix (A)
          * \note
@@ -181,8 +254,22 @@ namespace OsqpEigen
          * @return true/false in case of success/failure.
          */
         template<typename T>
+        [[deprecated("Use updateLinearConstraintsMatrix(const Eigen::SparseCompressedBase<Derived> &linearConstraintsMatrix) instead")]]
         bool updateLinearConstraintsMatrix(const Eigen::SparseMatrix<T> &linearConstraintsMatrix);
 
+        /**
+         * Update the linear constraints matrix (A)
+         * \note
+         * If the sparsity pattern is preserved the matrix is simply update
+         * otherwise the entire solver will be reinitialized. In this case
+         * the primal and dual variable are copied in the new workspace.
+         *
+         * @param linearConstraintsMatrix is the linear constraint matrix A
+         * @return true/false in case of success/failure.
+         */
+        template<typename Derived>
+        bool updateLinearConstraintsMatrix(const Eigen::SparseCompressedBase<Derived> &linearConstraintsMatrix);
+
         /**
          * Set the entire
          * @param linearConstraintsMatrix is the linear constraint matrix A