Merge pull request #54 from oxfordcontrol/release-v0.6

Release v0.6

CHANGELOG.md

@@ -6,6 +6,26 @@ The format is based on [Keep a Changelog](https://keepachangelog.com/en/1.0.0/).
 
 Version numbering in this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0.html).  We aim to keep the core solver functionality and minor releases in sync between the Rust/Python and Julia implementations.   Small fixes that affect one implementation only may result in the patch release versions differing.
 
+
+## [0.6.0] - 2023-20-09
+### Changed 
+
+This version introduces support for the generalized power cone and implements stability and speed improvements for SOC problems.  SOCs with
+dimension less than or equal to 4 are now treated as special cases with dense Hessian blocks.
+
+- Introduces support for the generalized power cone. 
+- Implements stability and speed improvements for SOC problems.  SOCs with dimension less than or equal to 4 are now treated as special cases with dense Hessian blocks.
+- Fixes bad initialization point for non-quadratic objectives 
+- Improved convergence speed for QPs with no constraints or only ZeroCone constraints.
+- Internal code restructuring for cones with sparsifiable Hessian blocks.
+
+### Rust specific changes
+- Added additional documentation and utilities [#43](https://github.com/oxfordcontrol/Clarabel.rs/issues/43),[#46](https://github.com/oxfordcontrol/Clarabel.rs/issues/46).
+- Allow printing of internal timers through Julia wrappers in ClarabelRs [#44](https://github.com/oxfordcontrol/Clarabel.rs/issues/44)
+- Updated keywords for crates.io [#45](https://github.com/oxfordcontrol/Clarabel.rs/issues/45)
+- Better error reporting from internal QDLDL factor methods.  Fixes [#49](https://github.com/oxfordcontrol/Clarabel.rs/issues/49)
+
+
 ## [0.5.1] - 2023-02-06
 ### Changed 
 Fixes convergence edge case in KKT direct solve iterative refinement.
@@ -79,6 +99,7 @@ offline against the Julia-based benchmark problem suite, but this will not appea
 - Ported all documentation to the common site [here](https://github.com/oxfordcontrol/ClarabelDocs)
 
 
+[0.6.0]: https://github.com/oxfordcontrol/Clarabel.rs/compare/v0.5.1...v0.6.0
 [0.5.1]: https://github.com/oxfordcontrol/Clarabel.rs/compare/v0.5.0...v0.5.1
 [0.5.0]: https://github.com/oxfordcontrol/Clarabel.rs/compare/v0.4.1...v0.5.0
 [0.4.1]: https://github.com/oxfordcontrol/Clarabel.rs/compare/v0.4.0...v0.4.1

Cargo.toml

@@ -1,14 +1,14 @@
 [package]
 name = "clarabel"
-version = "0.5.1"
+version = "0.6.0"
 authors = ["Paul Goulart <[email protected]>"]
 edition = "2021"
 rust-version = "1.60"
 license = "Apache-2.0"
 description = "Clarabel Conic Interior Point Solver for Rust / Python"
 readme = "README.md"
 repository = "https://github.com/oxfordcontrol/Clarabel.rs"
-keywords = ["convex", "optimization", "QP", "SOCP", "SDP"]
+keywords = ["convex", "optimization", "conic", "solver", "linear-programming"]
 categories = ["mathematics"]
 
 #required for openssl to work on git actions
@@ -22,6 +22,7 @@ enum_dispatch  = "0.3.8"
 amd            = "0.2.2"
 thiserror      = "1.0"
 cfg-if         = "1.0"
+itertools      = "0.11"
 
 # -------------------------------
 # features

LICENSE.md

@@ -175,18 +175,7 @@
 
    END OF TERMS AND CONDITIONS
 
-   APPENDIX: How to apply the Apache License to your work.
-
-      To apply the Apache License to your work, attach the following
-      boilerplate notice, with the fields enclosed by brackets "[]"
-      replaced with your own identifying information. (Don't include
-      the brackets!)  The text should be enclosed in the appropriate
-      comment syntax for the file format. We also recommend that a
-      file or class name and description of purpose be included on the
-      same "printed page" as the copyright notice for easier
-      identification within third-party archives.
-
-   Copyright [yyyy] [name of copyright owner]
+   Copyright 2022 University of Oxford Control Group
 
    Licensed under the Apache License, Version 2.0 (the "License");
    you may not use this file except in compliance with the License.

README.md

@@ -10,7 +10,7 @@ Interior Point Conic Optimization for Rust and Python
   <a href="https://codecov.io/gh/oxfordcontrol/Clarabel.rs"><img src="https://codecov.io/gh/oxfordcontrol/Clarabel.rs/branch/main/graph/badge.svg"></a>
   <a href="https://oxfordcontrol.github.io/ClarabelDocs/stable"><img src="https://img.shields.io/badge/Documentation-stable-purple.svg"></a>
   <a href="https://opensource.org/licenses/Apache-2.0"><img src="https://img.shields.io/badge/License-Apache%202.0-blue.svg"></a>
-  <a href="https://github.com/oxfordcontrol/Clarabel.rs/releases"><img src="https://img.shields.io/badge/Release-v0.5.1-blue.svg"></a>
+  <a href="https://github.com/oxfordcontrol/Clarabel.rs/releases"><img src="https://img.shields.io/badge/Release-v0.6.0-blue.svg"></a>
 </p>
 
 <p align="center">
@@ -47,7 +47,7 @@ Clarabel is also available in a Julia implementation.  See [here](https://github
 
 ## Features
 
-* __Versatile__: Clarabel.rs solves linear programs (LPs), quadratic programs (QPs), second-order cone programs (SOCPs) and semidefinite programs (SDPs). It also solves problems with exponential and power cone constraints.
+* __Versatile__: Clarabel.rs solves linear programs (LPs), quadratic programs (QPs), second-order cone programs (SOCPs) and semidefinite programs (SDPs). It also solves problems with exponential, power cone and generalized power cone constraints.
 * __Quadratic objectives__: Unlike interior point solvers based on the standard homogeneous self-dual embedding (HSDE), Clarabel.rs handles quadratic objectives without requiring any epigraphical reformulation of the objective.   It can therefore be significantly faster than other HSDE-based solvers for problems with quadratic objective functions.
 * __Infeasibility detection__: Infeasible problems are detected using a homogeneous embedding technique.
 * __Open Source__: Our code is available on [GitHub](https://github.com/oxfordcontrol/Clarabel.rs) and distributed under the Apache 2.0 License

src/algebra/csc/core.rs

@@ -11,7 +11,6 @@ use std::iter::zip;
 ///     [2.  0.  6.]
 ///     [0.  4.  7.]
 /// ```
-///
 /// ```no_run
 /// use clarabel::algebra::CscMatrix;
 ///
@@ -70,20 +69,18 @@ where
     J: IntoIterator<Item = &'a T>,
     T: FloatT,
 {
+    #[allow(clippy::needless_range_loop)]
     fn from(rows: I) -> CscMatrix<T> {
         let rows: Vec<Vec<T>> = rows
             .into_iter()
-            .map(|r| r.into_iter().map(|&v| v).collect())
+            .map(|r| r.into_iter().copied().collect())
             .collect();
 
         let m = rows.len();
         let n = rows.iter().map(|r| r.len()).next().unwrap_or(0);
+
         assert!(rows.iter().all(|r| r.len() == n));
-        let nnz = rows
-            .iter()
-            .flat_map(|r| r)
-            .filter(|&&v| v != T::zero())
-            .count();
+        let nnz = rows.iter().flatten().filter(|&&v| v != T::zero()).count();
 
         let mut colptr = Vec::with_capacity(n + 1);
         let mut rowval = Vec::with_capacity(nnz);
@@ -363,6 +360,53 @@ impl<T> ShapedMatrix for CscMatrix<T> {
     }
 }
 
+/// Make a concrete [CscMatrix] from its [Adjoint].   This operation will
+/// allocate a new matrix and copy the data from the adjoint.
+///
+/// __Example usage__ : To construct the transpose of a 3 x 3 matrix:
+/// ```text
+/// A = [1.,  0.,  0.]
+///     [2.,  4.,  0.]
+///     [3.,  5.,  6.]
+///```
+/// ```no_run
+/// use clarabel::algebra::CscMatrix;
+///
+/// let A : CscMatrix = (&[
+///     [1., 0., 0.], //
+///     [2., 4., 0.], //
+///     [3., 5., 6.],
+/// ]).into();
+///
+/// let At = A.t();  //Adjoint form.   Does not copy anything.
+///
+/// let B : CscMatrix = At.into(); //Concrete form.  Allocates and copies.
+///
+/// assert_eq!(A, B);
+///
+/// ```
+impl<'a, T> From<Adjoint<'a, CscMatrix<T>>> for CscMatrix<T>
+where
+    T: FloatT,
+{
+    fn from(M: Adjoint<'a, CscMatrix<T>>) -> CscMatrix<T> {
+        let src = M.src;
+
+        let (m, n) = (src.n, src.m);
+        let mut A = CscMatrix::spalloc((m, n), src.nnz());
+
+        //make dummy mapping indices since we don't care
+        //where the entries go
+        let mut amap = vec![0usize; src.nnz()];
+
+        A.colcount_block(src, 0, MatrixShape::T);
+        A.colcount_to_colptr();
+        A.fill_block(src, &mut amap, 0, 0, MatrixShape::T);
+        A.backshift_colptrs();
+        A
+    }
+}
+
 #[test]
 fn test_csc_from_slice_of_arrays() {
     let A = CscMatrix::new(
@@ -418,3 +462,24 @@ fn test_csc_get_entry() {
     assert_eq!(A.get_entry((4, 3)), None);
     assert_eq!(A.get_entry((3, 4)), None);
 }
+
+#[test]
+fn test_adjoint_into() {
+    let A: CscMatrix = (&[
+        [1., 0., 0.], //
+        [2., 4., 0.], //
+        [3., 5., 6.],
+    ])
+        .into();
+
+    let T: CscMatrix = (&[
+        [1., 2., 3.], //
+        [0., 4., 5.], //
+        [0., 0., 6.],
+    ])
+        .into();
+
+    let B: CscMatrix = A.t().into(); //Concrete form.  Allocates and copies.
+
+    assert_eq!(B, T);
+}

src/algebra/dense/core.rs

@@ -42,6 +42,7 @@ pub struct Matrix<T = f64> {
 ///        [0.0, 4.0]]);
 // ```
 //
+#[allow(clippy::needless_range_loop)]
 impl<'a, I, J, T> From<I> for Matrix<T>
 where
     I: IntoIterator<Item = J>,
@@ -51,7 +52,7 @@ where
     fn from(rows: I) -> Matrix<T> {
         let rows: Vec<Vec<T>> = rows
             .into_iter()
-            .map(|r| r.into_iter().map(|&v| v).collect())
+            .map(|r| r.into_iter().copied().collect())
             .collect();
 
         let m = rows.len();

src/algebra/floats.rs

@@ -1,3 +1,4 @@
+#![allow(non_snake_case)]
 use num_traits::{Float, FloatConst, FromPrimitive, NumAssign};
 use std::fmt::{Debug, Display, LowerExp};
 
@@ -79,8 +80,6 @@ cfg_if::cfg_if! {
 // NB: `AsFloatT` is a convenience trait for f32/64 and u32/64
 // so that we can do things like (2.0).as_T() everywhere on
 // constants, rather than the awful T::from_f32(2.0).unwrap()
-
-#[allow(non_snake_case)]
 pub trait AsFloatT<T>: 'static {
     fn as_T(&self) -> T;
 }

src/algebra/math_traits.rs

@@ -96,7 +96,10 @@ pub trait VectorMath {
     /// Standard Euclidian or 2-norm distance from `self` to `y`
     fn dist(&self, y: &Self) -> Self::T;
 
-    /// Sum of elements squared.
+    /// Sum of elements.
+    fn sum(&self) -> Self::T;
+
+    /// Sum of squares of the elements.
     fn sumsq(&self) -> Self::T;
 
     /// 2-norm

src/algebra/vecmath.rs

@@ -1,4 +1,5 @@
 use super::{FloatT, ScalarMath, VectorMath};
+use itertools::izip;
 use std::iter::zip;
 
 impl<T: FloatT> VectorMath for [T] {
@@ -88,7 +89,7 @@ impl<T: FloatT> VectorMath for [T] {
         assert_eq!(s.len(), ds.len());
 
         let mut out = T::zero();
-        for ((&s, &ds), (&z, &dz)) in zip(zip(s, ds), zip(z, dz)) {
+        for (&s, &ds, &z, &dz) in izip!(s, ds, z, dz) {
             let si = s + α * ds;
             let zi = z + α * dz;
             out += si * zi;
@@ -101,6 +102,10 @@ impl<T: FloatT> VectorMath for [T] {
         T::sqrt(dist2)
     }
 
+    fn sum(&self) -> T {
+        self.iter().fold(T::zero(), |acc, &x| acc + x)
+    }
+
     fn sumsq(&self) -> T {
         self.dot(self)
     }

src/julia/ClarabelRs/Project.toml

@@ -1,7 +1,7 @@
 name = "ClarabelRs"
 uuid = "a0c58a0a-712c-48b7-9fd4-64369ecb2011"
 authors = ["Paul Goulart <[email protected]>"]
-version = "0.5.1"
+version = "0.6.0"
 
 [deps]
 Clarabel = "61c947e1-3e6d-4ee4-985a-eec8c727bd6e"
@@ -11,4 +11,4 @@ Pkg = "44cfe95a-1eb2-52ea-b672-e2afdf69b78f"
 SparseArrays = "2f01184e-e22b-5df5-ae63-d93ebab69eaf"
 
 [compat]
-Clarabel = "0.5.1"
+Clarabel = "0.6.0"