clarabel 0.3.0

// Python wrappers and interface for the Default solver
// implementation and its related types.

#![allow(non_snake_case)]

use super::*;
use crate::solver::{
    core::{
        traits::{InfoPrint, Settings},
        IPSolver, SolverStatus,
    },
    implementations::default::*,
};
use num_derive::ToPrimitive;
use num_traits::ToPrimitive;
use pyo3::prelude::*;
use std::fmt::Write;

//Here we end up repeating several datatypes defined internally
//in the Clarabel default implementation.   We would prefer
//to just apply the PyO3 macros to autoderive these types,
//except there are currently problems using cfg_attr with
//the PyO3 get/set attribute.  Pyo3 also does not seem to
//support autoderivation of python types from Rust structs
//that use generics.   See here:
//
// https://github.com/PyO3/pyo3/issues/780
// https://github.com/PyO3/pyo3/issues/1003
// https://github.com/PyO3/pyo3/issues/1088

// ----------------------------------
// DefaultSolution
// ----------------------------------

#[derive(Debug)]
#[pyclass(name = "DefaultSolution")]
pub struct PyDefaultSolution {
    #[pyo3(get)]
    pub x: Vec<f64>,
    #[pyo3(get)]
    pub s: Vec<f64>,
    #[pyo3(get)]
    pub z: Vec<f64>,
    #[pyo3(get)]
    pub status: PySolverStatus,
    #[pyo3(get)]
    pub obj_val: f64,
    #[pyo3(get)]
    pub solve_time: f64,
    #[pyo3(get)]
    pub iterations: u32,
    #[pyo3(get)]
    pub r_prim: f64,
    #[pyo3(get)]
    pub r_dual: f64,
}

impl PyDefaultSolution {
    pub(crate) fn new_from_internal(result: &DefaultSolution<f64>) -> Self {
        let x = result.x.clone();
        let s = result.s.clone();
        let z = result.z.clone();
        let status = PySolverStatus::new_from_internal(&result.status);
        Self {
            x,
            s,
            z,
            obj_val: result.obj_val,
            status,
            solve_time: result.solve_time,
            iterations: result.iterations,
            r_prim: result.r_prim,
            r_dual: result.r_dual,
        }
    }
}

#[pymethods]
impl PyDefaultSolution {
    pub fn __repr__(&self) -> String {
        "Clarabel solution object".to_string()
    }
}

// ----------------------------------
// Solver Status
// ----------------------------------

#[derive(Debug, Clone, ToPrimitive)]
#[pyclass(name = "SolverStatus")]
pub enum PySolverStatus {
    Unsolved = 0,
    Solved,
    PrimalInfeasible,
    DualInfeasible,
    AlmostSolved,
    AlmostPrimalInfeasible,
    AlmostDualInfeasible,
    MaxIterations,
    MaxTime,
    NumericalError,
    InsufficientProgress,
}

impl PySolverStatus {
    pub(crate) fn new_from_internal(status: &SolverStatus) -> Self {
        match status {
            SolverStatus::Unsolved => PySolverStatus::Unsolved,
            SolverStatus::Solved => PySolverStatus::Solved,
            SolverStatus::PrimalInfeasible => PySolverStatus::PrimalInfeasible,
            SolverStatus::DualInfeasible => PySolverStatus::DualInfeasible,
            SolverStatus::AlmostSolved => PySolverStatus::AlmostSolved,
            SolverStatus::AlmostPrimalInfeasible => PySolverStatus::AlmostPrimalInfeasible,
            SolverStatus::AlmostDualInfeasible => PySolverStatus::AlmostDualInfeasible,
            SolverStatus::MaxIterations => PySolverStatus::MaxIterations,
            SolverStatus::MaxTime => PySolverStatus::MaxTime,
            SolverStatus::NumericalError => PySolverStatus::NumericalError,
            SolverStatus::InsufficientProgress => PySolverStatus::InsufficientProgress,
        }
    }
}

#[pymethods]
impl PySolverStatus {
    pub fn __repr__(&self) -> String {
        match self {
            PySolverStatus::Unsolved => "Unsolved",
            PySolverStatus::Solved => "Solved",
            PySolverStatus::PrimalInfeasible => "PrimalInfeasible",
            PySolverStatus::DualInfeasible => "DualInfeasible",
            PySolverStatus::AlmostSolved => "AlmostSolved",
            PySolverStatus::AlmostPrimalInfeasible => "AlmostPrimalInfeasible",
            PySolverStatus::AlmostDualInfeasible => "AlmostDualInfeasible",
            PySolverStatus::MaxIterations => "MaxIterations",
            PySolverStatus::MaxTime => "MaxTime",
            PySolverStatus::NumericalError => "NumericalError",
            PySolverStatus::InsufficientProgress => "InsufficientProgress",
        }
        .to_string()
    }

    // mapping of solver status to CVXPY keys is done via a hash
    pub fn __hash__(&self) -> u32 {
        self.to_u32().unwrap()
    }
}

// ----------------------------------
// Solver Settings
// ----------------------------------

#[derive(Debug, Clone)]
#[pyclass(name = "DefaultSettings")]
pub struct PyDefaultSettings {
    #[pyo3(get, set)]
    pub max_iter: u32,
    #[pyo3(get, set)]
    pub time_limit: f64,
    #[pyo3(get, set)]
    pub verbose: bool,
    #[pyo3(get, set)]
    pub max_step_fraction: f64,

    //full accuracy solution tolerances
    #[pyo3(get, set)]
    pub tol_gap_abs: f64,
    #[pyo3(get, set)]
    pub tol_gap_rel: f64,
    #[pyo3(get, set)]
    pub tol_feas: f64,
    #[pyo3(get, set)]
    pub tol_infeas_abs: f64,
    #[pyo3(get, set)]
    pub tol_infeas_rel: f64,
    #[pyo3(get, set)]
    pub tol_ktratio: f64,

    //reduced accuracy solution tolerances
    #[pyo3(get, set)]
    pub reduced_tol_gap_abs: f64,
    #[pyo3(get, set)]
    pub reduced_tol_gap_rel: f64,
    #[pyo3(get, set)]
    pub reduced_tol_feas: f64,
    #[pyo3(get, set)]
    pub reduced_tol_infeas_abs: f64,
    #[pyo3(get, set)]
    pub reduced_tol_infeas_rel: f64,
    #[pyo3(get, set)]
    pub reduced_tol_ktratio: f64,

    // data equilibration
    #[pyo3(get, set)]
    pub equilibrate_enable: bool,
    #[pyo3(get, set)]
    pub equilibrate_max_iter: u32,
    #[pyo3(get, set)]
    pub equilibrate_min_scaling: f64,
    #[pyo3(get, set)]
    pub equilibrate_max_scaling: f64,

    //step size settings
    #[pyo3(get, set)]
    pub linesearch_backtrack_step: f64,
    #[pyo3(get, set)]
    pub min_switch_step_length: f64,
    #[pyo3(get, set)]
    pub min_terminate_step_length: f64,

    // KKT settings incomplete
    #[pyo3(get, set)]
    pub direct_kkt_solver: bool,
    #[pyo3(get, set)]
    pub direct_solve_method: String,

    // static regularization parameters
    #[pyo3(get, set)]
    pub static_regularization_enable: bool,
    #[pyo3(get, set)]
    pub static_regularization_constant: f64,
    #[pyo3(get, set)]
    pub static_regularization_proportional: f64,

    // dynamic regularization parameters
    #[pyo3(get, set)]
    pub dynamic_regularization_enable: bool,
    #[pyo3(get, set)]
    pub dynamic_regularization_eps: f64,
    #[pyo3(get, set)]
    pub dynamic_regularization_delta: f64,

    // iterative refinement (for QDLDL)
    #[pyo3(get, set)]
    pub iterative_refinement_enable: bool,
    #[pyo3(get, set)]
    pub iterative_refinement_reltol: f64,
    #[pyo3(get, set)]
    pub iterative_refinement_abstol: f64,
    #[pyo3(get, set)]
    pub iterative_refinement_max_iter: u32,
    #[pyo3(get, set)]
    pub iterative_refinement_stop_ratio: f64,
}

#[pymethods]
impl PyDefaultSettings {
    #[new]
    pub fn new() -> Self {
        PyDefaultSettings::new_from_internal(&DefaultSettings::<f64>::default())
    }

    #[staticmethod]
    #[pyo3(name = "default")]
    pub fn py_default() -> Self {
        PyDefaultSettings::default()
    }

    pub fn __repr__(&self) -> String {
        let mut s = String::new();
        write!(s, "{:#?}", self).unwrap();
        s
    }
}

//Default not really necessary, but keeps clippy happy....
impl Default for PyDefaultSettings {
    fn default() -> Self {
        PyDefaultSettings::new()
    }
}

impl PyDefaultSettings {
    pub(crate) fn new_from_internal(set: &DefaultSettings<f64>) -> Self {
        PyDefaultSettings {
            max_iter: set.max_iter,
            time_limit: set.time_limit,
            verbose: set.verbose,
            tol_gap_abs: set.tol_gap_abs,
            tol_gap_rel: set.tol_gap_rel,
            tol_feas: set.tol_feas,
            tol_infeas_abs: set.tol_infeas_abs,
            tol_infeas_rel: set.tol_infeas_rel,
            tol_ktratio: set.tol_ktratio,
            reduced_tol_gap_abs: set.reduced_tol_gap_abs,
            reduced_tol_gap_rel: set.reduced_tol_gap_rel,
            reduced_tol_feas: set.reduced_tol_feas,
            reduced_tol_infeas_abs: set.reduced_tol_infeas_abs,
            reduced_tol_infeas_rel: set.reduced_tol_infeas_rel,
            reduced_tol_ktratio: set.reduced_tol_ktratio,
            max_step_fraction: set.max_step_fraction,
            equilibrate_enable: set.equilibrate_enable,
            equilibrate_max_iter: set.equilibrate_max_iter,
            equilibrate_min_scaling: set.equilibrate_min_scaling,
            equilibrate_max_scaling: set.equilibrate_max_scaling,
            linesearch_backtrack_step: set.linesearch_backtrack_step,
            min_switch_step_length: set.min_switch_step_length,
            min_terminate_step_length: set.min_terminate_step_length,
            direct_kkt_solver: set.direct_kkt_solver,
            direct_solve_method: set.direct_solve_method.clone(),
            static_regularization_enable: set.static_regularization_enable,
            static_regularization_constant: set.static_regularization_constant,
            static_regularization_proportional: set.static_regularization_proportional,
            dynamic_regularization_enable: set.dynamic_regularization_enable,
            dynamic_regularization_eps: set.dynamic_regularization_eps,
            dynamic_regularization_delta: set.dynamic_regularization_delta,
            iterative_refinement_enable: set.iterative_refinement_enable,
            iterative_refinement_reltol: set.iterative_refinement_reltol,
            iterative_refinement_abstol: set.iterative_refinement_abstol,
            iterative_refinement_max_iter: set.iterative_refinement_max_iter,
            iterative_refinement_stop_ratio: set.iterative_refinement_stop_ratio,
        }
    }

    pub(crate) fn to_internal(&self) -> DefaultSettings<f64> {
        // convert python settings -> Rust

        DefaultSettings::<f64> {
            max_iter: self.max_iter,
            time_limit: self.time_limit,
            verbose: self.verbose,
            tol_gap_abs: self.tol_gap_abs,
            tol_gap_rel: self.tol_gap_rel,
            tol_feas: self.tol_feas,
            tol_infeas_abs: self.tol_infeas_abs,
            tol_infeas_rel: self.tol_infeas_rel,
            tol_ktratio: self.tol_ktratio,
            reduced_tol_gap_abs: self.reduced_tol_gap_abs,
            reduced_tol_gap_rel: self.reduced_tol_gap_rel,
            reduced_tol_feas: self.reduced_tol_feas,
            reduced_tol_infeas_abs: self.reduced_tol_infeas_abs,
            reduced_tol_infeas_rel: self.reduced_tol_infeas_rel,
            reduced_tol_ktratio: self.reduced_tol_ktratio,
            max_step_fraction: self.max_step_fraction,
            equilibrate_enable: self.equilibrate_enable,
            equilibrate_max_iter: self.equilibrate_max_iter,
            equilibrate_min_scaling: self.equilibrate_min_scaling,
            equilibrate_max_scaling: self.equilibrate_max_scaling,
            linesearch_backtrack_step: self.linesearch_backtrack_step,
            min_switch_step_length: self.min_switch_step_length,
            min_terminate_step_length: self.min_terminate_step_length,
            direct_kkt_solver: self.direct_kkt_solver,
            direct_solve_method: self.direct_solve_method.clone(),
            static_regularization_enable: self.static_regularization_enable,
            static_regularization_constant: self.static_regularization_constant,
            static_regularization_proportional: self.static_regularization_proportional,
            dynamic_regularization_enable: self.dynamic_regularization_enable,
            dynamic_regularization_eps: self.dynamic_regularization_eps,
            dynamic_regularization_delta: self.dynamic_regularization_delta,
            iterative_refinement_enable: self.iterative_refinement_enable,
            iterative_refinement_reltol: self.iterative_refinement_reltol,
            iterative_refinement_abstol: self.iterative_refinement_abstol,
            iterative_refinement_max_iter: self.iterative_refinement_max_iter,
            iterative_refinement_stop_ratio: self.iterative_refinement_stop_ratio,
        }
    }
}

// ----------------------------------
// Solver
// ----------------------------------

#[pyclass(name = "DefaultSolver")]
pub struct PyDefaultSolver {
    inner: DefaultSolver<f64>,
}

#[pymethods]
impl PyDefaultSolver {
    #[new]
    fn new(
        P: PyCscMatrix,
        q: Vec<f64>,
        A: PyCscMatrix,
        b: Vec<f64>,
        cones: Vec<PySupportedCone>,
        settings: PyDefaultSettings,
    ) -> Self {
        let cones = _py_to_native_cones(cones);
        let settings = settings.to_internal();
        let solver = DefaultSolver::new(&P, &q, &A, &b, &cones, settings);

        Self { inner: solver }
    }

    fn solve(&mut self) -> PyDefaultSolution {
        self.inner.solve();
        PyDefaultSolution::new_from_internal(&self.inner.solution)
    }

    pub fn __repr__(&self) -> String {
        "Clarabel model with Float precision: f64".to_string()
    }

    fn print_configuration(&mut self) {
        // force a print of the configuration regardless
        // of the verbosity settings.   Save them here first.
        let verbose = self.inner.settings.core().verbose;

        self.inner.settings.core_mut().verbose = true;
        self.inner.info.print_configuration(
            &self.inner.settings,
            &self.inner.data,
            &self.inner.cones,
        );

        // revert back to user option
        self.inner.settings.core_mut().verbose = verbose;
    }

    fn print_timers(&self) {
        match &self.inner.timers {
            Some(timers) => timers.print(),
            None => println!("no timers enabled"),
        };
    }
}