clarabel/solver/implementations/default/
solver.rs

1use super::*;
2use crate::solver::core::callbacks::SolverCallbacks;
3use crate::solver::traits::Settings;
4use crate::{
5    io::ConfigurablePrintTarget,
6    solver::core::{
7        cones::{CompositeCone, SupportedConeT},
8        kktsolvers::HasLinearSolverInfo,
9        traits::ProblemData,
10        SettingsError, Solver,
11    },
12};
13use thiserror::Error;
14
15use crate::algebra::*;
16use crate::timers::*;
17
18/// Solver for problems in standard conic program form
19pub type DefaultSolver<T = f64> = Solver<
20    T,
21    DefaultProblemData<T>,
22    DefaultVariables<T>,
23    DefaultResiduals<T>,
24    DefaultKKTSystem<T>,
25    CompositeCone<T>,
26    DefaultInfo<T>,
27    DefaultSolution<T>,
28    DefaultSettings<T>,
29>;
30
31/// Error types returned by the DefaultSolver
32
33#[derive(Error, Debug)]
34/// Error type returned by settings validation
35pub enum SolverError {
36    /// An error attributable to one of the fields
37    #[error("Bad input data: {0}")]
38    BadInputData(&'static str),
39
40    /// Error from settings validation with details
41    #[error("Bad settings: {0}")]
42    SettingsError(#[from] SettingsError),
43
44    /// Error from I/O operations
45    #[error("I/O error: {0}")]
46    IoError(#[from] std::io::Error),
47
48    /// Error from JSON parsing/serialization
49    #[error("JSON error: {0}")]
50    JsonError(#[from] serde_json::Error),
51}
52
53impl<T> DefaultSolver<T>
54where
55    T: FloatT,
56{
57    pub fn new(
58        P: &CscMatrix<T>,
59        q: &[T],
60        A: &CscMatrix<T>,
61        b: &[T],
62        cones: &[SupportedConeT<T>],
63        settings: DefaultSettings<T>,
64    ) -> Result<Self, SolverError> {
65        //sanity check problem dimensions
66        check_dimensions(P, q, A, b, cones)?;
67        //sanity check settings
68        settings.validate()?;
69
70        let mut timers = Timers::default();
71        let mut output;
72        let mut info = DefaultInfo::<T>::new();
73
74        timeit! {timers => "setup"; {
75
76        // user facing results go here.
77        let solution = DefaultSolution::<T>::new(A.n, A.m);
78
79        // presolve / chordal decomposition if needed,
80        // then take an internal copy of the problem data
81        let mut data;
82        timeit!{timers => "presolve"; {
83            data = DefaultProblemData::<T>::new(P,q,A,b,cones,&settings);
84        }}
85
86        let cones = CompositeCone::<T>::new(&data.cones);
87        assert_eq!(cones.numel, data.m);
88        let variables = DefaultVariables::<T>::new(data.n,data.m);
89        let residuals = DefaultResiduals::<T>::new(data.n,data.m);
90
91        // equilibrate problem data immediately on setup.
92        // this prevents multiple equlibrations if solve!
93        // is called more than once.
94        timeit!{timers => "equilibration"; {
95            data.equilibrate(&cones,&settings);
96        }}
97
98        let kktsystem;
99        timeit!{timers => "kktinit"; {
100            kktsystem = DefaultKKTSystem::<T>::new(&data,&cones,&settings);
101        }}
102        info.linsolver = kktsystem.linear_solver_info();
103
104        // work variables for assembling step direction LHS/RHS
105        let step_rhs  = DefaultVariables::<T>::new(data.n,data.m);
106        let step_lhs  = DefaultVariables::<T>::new(data.n,data.m);
107        let prev_vars = DefaultVariables::<T>::new(data.n,data.m);
108
109        // configure empty user callbacks
110
111        output = Self{
112            data,variables,residuals,kktsystem,
113            step_lhs,step_rhs,prev_vars,info,
114            solution,cones,settings,
115            timers: None,
116            callbacks: SolverCallbacks::default(),
117            phantom: std::marker::PhantomData };
118
119        }} //end "setup" timer.
120
121        //now that the timer is finished we can swap our
122        //timer object into the solver structure
123        output.timers.replace(timers);
124
125        Ok(output)
126    }
127}
128
129fn check_dimensions<T: FloatT>(
130    P: &CscMatrix<T>,
131    q: &[T],
132    A: &CscMatrix<T>,
133    b: &[T],
134    cone_types: &[SupportedConeT<T>],
135) -> Result<(), SolverError> {
136    let m = b.len();
137    let n = q.len();
138    let p = cone_types.iter().fold(0, |acc, cone| acc + cone.nvars());
139
140    if m != A.nrows() {
141        return Err(SolverError::BadInputData("A and b incompatible dimensions"));
142    }
143    if p != m {
144        return Err(SolverError::BadInputData(
145            "Constraint dimensions inconsistent with size of cones",
146        ));
147    }
148    if n != A.ncols() {
149        return Err(SolverError::BadInputData("A and q incompatible dimensions"));
150    }
151    if n != P.ncols() {
152        return Err(SolverError::BadInputData("P and q incompatible dimensions"));
153    }
154    if !P.is_square() {
155        return Err(SolverError::BadInputData("P not square"));
156    }
157
158    Ok(())
159}
160
161impl<T> ConfigurablePrintTarget for DefaultSolver<T>
162where
163    T: FloatT,
164{
165    fn print_to_stdout(&mut self) {
166        self.info.print_to_stdout();
167    }
168    fn print_to_file(&mut self, file: std::fs::File) {
169        self.info.print_to_file(file)
170    }
171    fn print_to_stream(&mut self, stream: Box<dyn std::io::Write + Send + Sync>) {
172        self.info.print_to_stream(stream)
173    }
174    fn print_to_sink(&mut self) {
175        self.info.print_to_sink()
176    }
177    fn print_to_buffer(&mut self) {
178        self.info.print_to_buffer();
179    }
180    fn get_print_buffer(&mut self) -> std::io::Result<String> {
181        self.info.get_print_buffer()
182    }
183}
clarabel/solver/implementations/default/solver.rs

clarabel/solver/implementations/default/
solver.rs
