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Add write_to_file #37

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32 changes: 22 additions & 10 deletions src/MOI_wrapper.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -278,7 +278,7 @@ function MOI.copy_to(dest::Optimizer, src::MOI.ModelLike)
return MOI.Utilities.default_copy_to(dest, src)
end

function MOI.optimize!(model::Optimizer)
function Base.convert(::Type{Model}, model::Optimizer)
CAent = vcat(model.Cent, model.Aent)
CArow = vcat(model.Crow, model.Arow)
CAcol = vcat(model.Ccol, model.Acol)
Expand All @@ -299,6 +299,25 @@ function MOI.optimize!(model::Optimizer)
push!(CAinfo_entptr, length(CAent))
CAinfo_type =
reduce(vcat, vcat([model.Cinfo_type], model.Ainfo_type), init = Cchar[])
return Model(;
blksz = model.blksz,
blktype = model.blktype,
b = model.b,
CAent,
CArow,
CAcol,
CAinfo_entptr,
CAinfo_type,
)
end

function MOI.write_to_file(model::Optimizer, filename::String)
write_sdplr(convert(Model, model), filename)
return
end

function MOI.optimize!(model::Optimizer)
raw_model = convert(Model, model)
params = deepcopy(model.params)
if model.silent
params.printlevel = 0
Expand All @@ -308,7 +327,7 @@ function MOI.optimize!(model::Optimizer)
model.params.maxrank,
model.blktype,
model.blksz,
CAinfo_entptr,
raw_model.CAinfo_entptr,
length(model.b),
)
model.ranks = copy(model.maxranks)
Expand All @@ -321,14 +340,7 @@ function MOI.optimize!(model::Optimizer)
end
end
_, model.R, model.lambda, model.ranks, model.pieces = solve(
model.blksz,
model.blktype,
model.b,
CAent,
CArow,
CAcol,
CAinfo_entptr,
CAinfo_type,
raw_model,
params = params,
maxranks = model.maxranks,
ranks = model.ranks,
Expand Down
153 changes: 103 additions & 50 deletions src/SDPLR.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -39,6 +39,91 @@ end
# See `macros.h`
datablockind(data, block, numblock) = data * numblock + block

@kwdef struct Model
blksz::Vector{Cptrdiff_t}
blktype::Vector{Cchar}
b::Vector{Cdouble}
CAent::Vector{Cdouble}
CArow::Vector{Csize_t}
CAcol::Vector{Csize_t}
CAinfo_entptr::Vector{Csize_t}
CAinfo_type::Vector{Cchar}
end

function checkdims(model::Model)
numblk = length(model.blksz)
@assert length(model.blktype) == numblk
m = length(model.b)
@assert length(model.CAinfo_entptr) == (m + 1) * numblk + 1
@assert length(model.CAinfo_type) == (m + 1) * numblk
@assert length(model.CAent) == length(model.CArow) == length(model.CAcol)
@assert model.CAinfo_entptr[1] == 0
@assert model.CAinfo_entptr[end] == length(model.CArow)
k = 0
for _ in eachindex(model.b)
for blk in eachindex(model.blksz)
k += 1
@assert model.CAinfo_entptr[k] <= model.CAinfo_entptr[k+1]
for j in ((model.CAinfo_entptr[k]+1):model.CAinfo_entptr[k+1])
@assert 1 <= model.CArow[j] <= model.blksz[blk]
@assert 1 <= model.CAcol[j] <= model.blksz[blk]
if model.CAinfo_type[k] == Cchar('s')
@assert model.blktype[blk] == Cchar('s') || model.blktype[blk] == Cchar('d')
@assert model.CArow[j] <= model.CAcol[j]
elseif model.CAinfo_type[k] == Cchar('d')
@assert model.blktype[blk] == Cchar('d')
@assert model.CArow[j] == model.CAcol[j]
else
@assert model.CAinfo_type[k] == Cchar('l')
@assert model.blktype[blk] == Cchar('s')
end
end
end
end
return m, numblk
end

function write_sdplr(model::Model, filename::String)
m, numblk = checkdims(model)
open(filename, "w") do io
println(io, m)
println(io, numblk)
println(io, join(model.blksz .* map(t -> t == 'd' ? -1 : 1, model.blktype), ' '))
println(io, join(model.b, ' '))
println(io, -1) # Currently ignored
for constraint in 0:m
for blk in eachindex(model.blksz)
print(io, constraint)
print(io, ' ')
print(io, blk)
print(io, ' ')
cur = numblk * constraint + blk
t = model.CAinfo_type[cur]
range = 1 .+ (model.CAinfo_entptr[cur]:(model.CAinfo_entptr[cur + 1] - 1))
if t == 'l'
print(io, 'l')
print(io, ' ')
print(io, div(length(range), model.blksz[blk] + 1))
for i in range
println(io, model.CAent[i])
end
else
print(io, 's')
print(io, ' ')
print(io, length(range))
for i in range
print(io, model.CArow[i])
print(io, ' ')
print(io, model.CAcol[i])
print(io, ' ')
println(io, model.CAent[i])
end
end
end
end
end
end

function default_R(blktype::Vector{Cchar}, blksz, maxranks)
# See `getstorage` in `main.c`
Rsizes = map(eachindex(blktype)) do k
Expand Down Expand Up @@ -99,69 +184,37 @@ is `Cchar('d')`.
The `CA...` arguments specify the `C` and `A_i` matrices.
"""
function solve(
blksz::Vector{Cptrdiff_t},
blktype::Vector{Cchar},
b::Vector{Cdouble},
CAent::Vector{Cdouble},
CArow::Vector{Csize_t},
CAcol::Vector{Csize_t},
CAinfo_entptr::Vector{Csize_t},
CAinfo_type::Vector{Cchar};
model::Model;
params::Parameters = Parameters(),
maxranks::Vector{Csize_t} = default_maxranks(
params.maxrank,
blktype,
blksz,
CAinfo_entptr,
length(b),
model.blktype,
model.blksz,
model.CAinfo_entptr,
length(model.b),
),
ranks::Vector{Csize_t} = copy(maxranks),
R::Vector{Cdouble} = default_R(blktype, blksz, maxranks)[2],
lambda::Vector{Cdouble} = zeros(Cdouble, length(b)),
pieces::Vector{Cdouble} = default_pieces(blksz),
R::Vector{Cdouble} = default_R(model.blktype, model.blksz, maxranks)[2],
lambda::Vector{Cdouble} = zeros(Cdouble, length(model.b)),
pieces::Vector{Cdouble} = default_pieces(model.blksz),
)
numblk = length(blksz)
@assert length(blktype) == numblk
m = length(b)
@assert length(CAinfo_entptr) == (m + 1) * numblk + 1
@assert length(CAinfo_type) == (m + 1) * numblk
@assert length(CAent) == length(CArow) == length(CAcol)
m, numblk = checkdims(model)
@assert length(lambda) == m
@assert length(maxranks) == numblk
@assert length(ranks) == numblk
@assert length(pieces) == 8
@assert CAinfo_entptr[1] == 0
@assert CAinfo_entptr[end] == length(CArow)
k = 0
for _ in eachindex(b)
for blk in eachindex(blksz)
k += 1
@assert CAinfo_entptr[k] <= CAinfo_entptr[k+1]
for j in ((CAinfo_entptr[k]+1):CAinfo_entptr[k+1])
@assert blktype[blk] == CAinfo_type[k]
@assert 1 <= CArow[j] <= blksz[blk]
@assert 1 <= CAcol[j] <= blksz[blk]
if CAinfo_type[k] == Cchar('s')
@assert CArow[j] <= CAcol[j]
else
@assert CAinfo_type[k] == Cchar('d')
@assert CArow[j] == CAcol[j]
end
end
end
end
GC.@preserve blksz blktype b CAent CArow CAcol CAinfo_entptr CAinfo_type R lambda maxranks ranks pieces begin
GC.@preserve model R lambda maxranks ranks pieces begin
ret = @ccall SDPLR_jll.libsdplr.sdplrlib(
m::Csize_t,
numblk::Csize_t,
blksz::Ptr{Cptrdiff_t},
blktype::Ptr{Cchar},
b::Ptr{Cdouble},
CAent::Ptr{Cdouble},
CArow::Ptr{Csize_t},
CAcol::Ptr{Csize_t},
CAinfo_entptr::Ptr{Csize_t},
CAinfo_type::Ptr{Cchar},
model.blksz::Ptr{Cptrdiff_t},
model.blktype::Ptr{Cchar},
model.b::Ptr{Cdouble},
model.CAent::Ptr{Cdouble},
model.CArow::Ptr{Csize_t},
model.CAcol::Ptr{Csize_t},
model.CAinfo_entptr::Ptr{Csize_t},
model.CAinfo_type::Ptr{Cchar},
params.numbfgsvecs::Csize_t,
params.rho_f::Cdouble,
params.rho_c::Cdouble,
Expand Down
26 changes: 26 additions & 0 deletions test/runtests.jl
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Expand Up @@ -365,6 +365,32 @@ function test_solve_vibra_with_sdplrlib()
@test ranks == Csize_t[9, 9, 1]
end

# Test of LowRankOpt's test `test_conic_PositiveSemidefinite_RankOne_polynomial` in low-level SDPLR version
function test_solve_conic_PositiveSemidefinite_RankOne_polynomial()
model = SDPLR.Model(
blksz = [2, 2],
blktype = Cchar['d', 's'],
b = Cdouble[-3, 1],
CAent = Cdouble[-1, 1, -1, 1, 1, 1, -1, -1, 1, 1, 1, 1],
CArow = UInt64[1, 2, 1, 2, 1, 1, 2, 1, 2, 1, 1, 2],
CAcol = UInt64[1, 2, 1, 2, 1, 1, 1, 1, 2, 1, 1, 1],
CAinfo_entptr = UInt64[0, 2, 2, 4, 7, 9, 12],
CAinfo_type = Cchar['s', 's', 's', 'l', 's', 'l'],
)
# The `925` seed is taken from SDPLR's `main.c`
Random.seed!(925)
SDPLR.write_sdplr(model, "lowrank_RankOne_poly.sdplr")
ret, R, lambda, ranks, pieces = SDPLR.solve(
model,
params = SDPLR.Parameters(printlevel = 4),
)
@test iszero(ret)
@show R
@show lambda
@show pieces
@show ranks
end

function runtests()
for name in names(@__MODULE__; all = true)
if startswith("$(name)", "test_")
Expand Down
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