v0.5.0 (#124)

* snoop precompile and package load times (#122)

* Pg/sdp rust port (#125)

* Support for PSDTriangleConeT with dimension zero (#126)

* Support BigFloat SDPs (#127)

CHANGELOG.md

@@ -1,11 +1,22 @@
 # Changelog
 
-Changes for the Julia version of Clarabel are documented in this file.   For the Rust version, see [here](https://github.com/oxfordcontrol/clarabel.rs/CHANGELOG.md).
+Changes for the Julia version of Clarabel are documented in this file.   For the Rust version, see [here](https://github.com/oxfordcontrol/Clarabel.rs/blob/main/CHANGELOG.md).
 
 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.
 
+## [0.5.0] - 2023-25-04
+### Changed 
+
+This version ports support for PSD cones from the Julia version to Rust, with internal supporting modifications to both versions to keep implementations synchronized.
+### Julia specific changes
+
+- Julia package now uses SnoopPrecompile to reduce load times.  Load times will be faster in particular when using Julia versions 1.9 onwards, but code remains backwards compatible to older versions.  Removed some dependencies in favor of lighter weight ones in support.  Fixes [#120](https://github.com/oxfordcontrol/Clarabel.jl/issues/120)
+
+- Solver now allows SDP cone constraints with dimension 0.
+
+
 ## [0.4.1] - 2023-08-03
 ### Changed 
 
@@ -53,7 +64,7 @@ Internal modifications to SDP cone implementation to reduce allocations.
 
 - Initial release
 
-
+[0.5.0]: https://github.com/oxfordcontrol/Clarabel.jl/compare/v0.4.1...v0.5.0
 [0.4.1]: https://github.com/oxfordcontrol/Clarabel.jl/compare/v0.4.0...v0.4.1
 [0.4.0]: https://github.com/oxfordcontrol/Clarabel.jl/compare/v0.4.0...v0.3.0
 [0.3.0]: https://github.com/oxfordcontrol/Clarabel.jl/compare/v0.3.0...v0.2.0

Project.toml

@@ -1,31 +1,29 @@
 name = "Clarabel"
 uuid = "61c947e1-3e6d-4ee4-985a-eec8c727bd6e"
 authors = ["Paul Goulart <[email protected]>"]
-version = "0.4.1"
+version = "0.5.0"
 
 [deps]
 AMD = "14f7f29c-3bd6-536c-9a0b-7339e30b5a3e"
-DataFrames = "a93c6f00-e57d-5684-b7b6-d8193f3e46c0"
+GenericLinearAlgebra = "14197337-ba66-59df-a3e3-ca00e7dcff7a"
 LinearAlgebra = "37e2e46d-f89d-539d-b4ee-838fcccc9c8e"
 MathOptInterface = "b8f27783-ece8-5eb3-8dc8-9495eed66fee"
-Pkg = "44cfe95a-1eb2-52ea-b672-e2afdf69b78f"
-PrettyTables = "08abe8d2-0d0c-5749-adfa-8a2ac140af0d"
 Printf = "de0858da-6303-5e67-8744-51eddeeeb8d7"
 QDLDL = "bfc457fd-c171-5ab7-bd9e-d5dbfc242d63"
 Requires = "ae029012-a4dd-5104-9daa-d747884805df"
+SnoopPrecompile = "66db9d55-30c0-4569-8b51-7e840670fc0c"
 SparseArrays = "2f01184e-e22b-5df5-ae63-d93ebab69eaf"
 StaticArrays = "90137ffa-7385-5640-81b9-e52037218182"
-Statistics = "10745b16-79ce-11e8-11f9-7d13ad32a3b2"
 SuiteSparse = "4607b0f0-06f3-5cda-b6b1-a6196a1729e9"
+TOML = "fa267f1f-6049-4f14-aa54-33bafae1ed76"
 TimerOutputs = "a759f4b9-e2f1-59dc-863e-4aeb61b1ea8f"
 
 [compat]
 AMD = "0.4, 0.5"
-DataFrames = "1"
 MathOptInterface = "1.2"
-PrettyTables = "1, 2"
 QDLDL = "0.4"
 Requires = "1"
+SnoopPrecompile = "1"
 StaticArrays = "1"
 TimerOutputs = "0.5"
 julia = "1.2"

README.md

@@ -10,7 +10,7 @@ Interior Point Conic Optimization for Julia
   <a href="https://codecov.io/gh/oxfordcontrol/Clarabel.jl"><img src="https://codecov.io/gh/oxfordcontrol/Clarabel.jl/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.jl/releases"><img src="https://img.shields.io/badge/Release-v0.4.1-blue.svg"></a>
+  <a href="https://github.com/oxfordcontrol/Clarabel.jl/releases"><img src="https://img.shields.io/badge/Release-v0.5.0-blue.svg"></a>
 </p>
 
 <p align="center">

src/Clarabel.jl

@@ -85,5 +85,16 @@ module Clarabel
     end
     const Optimizer{T} = Clarabel.MOImodule.Optimizer{T}
 
-end
 
+    #precompile minimal MOI / native examples
+    using SnoopPrecompile
+    include("./precompile.jl")
+    redirect_stdout(devnull) do; 
+        SnoopPrecompile.@precompile_all_calls begin
+            __precompile_native()
+            __precompile_moi()
+        end
+    end
+    __precompile_printfcns()
+
+end #end module

src/MOI_wrapper/MOI_wrapper.jl

@@ -11,9 +11,6 @@ const MOIU = MOI.Utilities
 const SparseTriplet{T} = Tuple{Vector{<:Integer}, Vector{<:Integer}, Vector{T}}
 
 # Cones supported by the solver
-#PJG : Support for PSD cones within ClarabelRs is manually 
-#disabled in the two implementations of supports_constraint below.
-
 const OptimizerSupportedMOICones{T} = Union{
     MOI.Zeros,
     MOI.Nonnegatives,
@@ -134,10 +131,14 @@ function MOI.empty!(optimizer::Optimizer{T}) where {T}
     optimizer.rowranges = Dict{Int, UnitRange{Int}}()
 end
 
-MOI.is_empty(optimizer::Optimizer) = isnothing(optimizer.solver)
+MOI.is_empty(optimizer::Optimizer{T}) where {T} = isnothing(optimizer.solver)
 
-function MOI.optimize!(optimizer::Optimizer)
-    solution = optimizer.solver_module.solve!(optimizer.solver)
+function MOI.optimize!(optimizer::Optimizer{T}) where {T}
+    if(optimizer.solver_module === Clarabel)
+        solution = Clarabel.solve!(optimizer.solver)
+    else
+        solution = optimizer.solver_module.solve!(optimizer.solver)
+    end
     optimizer.solver_solution = solution
     optimizer.solver_info     = optimizer.solver_module.get_info(optimizer.solver)
     nothing
@@ -304,12 +305,6 @@ function MOI.supports_constraint(
     ::Type{<:MOI.VectorAffineFunction{T}},
     t::Type{<:OptimizerSupportedMOICones{T}}
 ) where{T}  
-    # PJG: workaround so that the compiled version does not 
-    # report support for PSD constraints.   Remove once they 
-    # are supported
-    if(opt.solver_module != Clarabel && t == MOI.PositiveSemidefiniteConeTriangle)
-        return false
-    end
     true
 end
 
@@ -319,12 +314,6 @@ function MOI.supports_constraint(
     ::Type{<:MOI.VectorOfVariables},
     t::Type{<:OptimizerSupportedMOICones{T}}
 ) where {T}     
-    # PJG: workaround so that the compiled version does not 
-    # report support for PSD constraints.   Remove once they 
-    # are supported
-    if(opt.solver_module != Clarabel && t == MathOptInterface.PositiveSemidefiniteConeTriangle)
-        return false
-    end
     return true
 end
 
@@ -558,13 +547,13 @@ end
 
 scalecoef(v,::Type{<:MOI.AbstractVectorSet})     = v #default don't scale
 scalecoef(v,idx,::Type{<:MOI.AbstractVectorSet}) = v #default don't scale
-scalecoef(v,::Type{<:MOI.AbstractSymmetricMatrixSetTriangle})     = Clarabel._triangle_unscaled_to_svec(v)
-scalecoef(v,idx,::Type{<:MOI.AbstractSymmetricMatrixSetTriangle}) = Clarabel._triangle_unscaled_to_svec(v,idx)
+scalecoef(v,::Type{<:MOI.AbstractSymmetricMatrixSetTriangle})     = _triangle_unscaled_to_svec(v)
+scalecoef(v,idx,::Type{<:MOI.AbstractSymmetricMatrixSetTriangle}) = _triangle_unscaled_to_svec(v,idx)
 
 unscalecoef(v,::Type{<:MOI.AbstractVectorSet})     = v #default don't scale
 unscalecoef(v,idx,::Type{<:MOI.AbstractVectorSet}) = v #default don't scale
-unscalecoef(v,::Type{<:MOI.AbstractSymmetricMatrixSetTriangle})     = Clarabel._triangle_svec_to_unscaled(v)
-unscalecoef(v,idx,::Type{<:MOI.AbstractSymmetricMatrixSetTriangle}) = Clarabel._triangle_svec_to_unscaled(v,idx)
+unscalecoef(v,::Type{<:MOI.AbstractSymmetricMatrixSetTriangle})     = _triangle_svec_to_unscaled(v)
+unscalecoef(v,idx,::Type{<:MOI.AbstractSymmetricMatrixSetTriangle}) = _triangle_svec_to_unscaled(v,idx)
 
 
 function push_constraint_constant!(
@@ -777,3 +766,17 @@ function upper_triangularize!(triplet::SparseTriplet{T}) where {T}
         end
     end
 end
+
+
+# ---------------------------------
+# utility functions for manipulating scaled vectors representing packed  
+# matrices in the upper triangle, read columnwise
+# ---------------------------------
+
+_triangle_svec_scale(v, index, scale) = Clarabel.is_triangular_number(index) ? v : scale*v
+_triangle_svec_to_unscaled(v::T,idx::Int) where {T} = _triangle_svec_scale(v, idx, 1/sqrt(T(2)))
+_triangle_unscaled_to_svec(v::T,idx::Int) where {T} = _triangle_svec_scale(v, idx,   sqrt(T(2)))
+
+#vectorized versions on full triangles
+_triangle_svec_to_unscaled(v::AbstractVector) = _triangle_svec_to_unscaled.(v,eachindex(v))
+_triangle_unscaled_to_svec(v::AbstractVector) = _triangle_unscaled_to_svec.(v,eachindex(v))

src/cones/cone_api.jl

@@ -48,7 +48,7 @@ end
 function nvars(cone:: SupportedCone)
 
     if isa(cone, PSDTriangleConeT)
-        (cone.dim*(cone.dim+1)) >> 1
+        triangular_number(cone.dim)
     elseif isa(cone, ExponentialConeT)
         3
     elseif isa(cone, PowerConeT)

src/cones/cone_types.jl

@@ -129,13 +129,13 @@ mutable struct PSDConeWork{T}
         R      = zeros(T,n,n)
         Rinv   = zeros(T,n,n)
         kronRR = zeros(T,n^2,n^2)
-        B      = zeros(T,((n+1)*n)>>1,n^2)
+        B      = zeros(T,triangular_number(n),n^2)
         Hs    = zeros(T,size(B,1),size(B,1))
 
         workmat1 = zeros(T,n,n)
         workmat2 = zeros(T,n,n)
         workmat3 = zeros(T,n,n)
-        workvec  = zeros(T,(n*(n+1))>>1)
+        workvec  = zeros(T,triangular_number(n))
 
         return new(cholS,cholZ,SVD,λ,Λisqrt,R,Rinv,
                    kronRR,B,Hs,workmat1,workmat2,workmat3,workvec)
@@ -151,8 +151,8 @@ struct PSDTriangleCone{T} <: AbstractCone{T}
 
     function PSDTriangleCone{T}(n) where {T}
 
-        n >= 1 || throw(DomainError(dim, "dimension must be positive"))
-        numel = (n*(n+1))>>1
+        n >= 0 || throw(DomainError(n, "dimension must be non-negative"))
+        numel = triangular_number(n)
         work = PSDConeWork{T}(n)
 
         return new(n,numel,work)

src/cones/coneops_compositecone.jl

@@ -46,7 +46,6 @@ macro conedispatch(call)
     esc(_conedispatch(:cone, call))
 end
 
-dim(::CompositeCone{T}) where {T} = error("dim() not well defined for the CompositeCone");
 degree(cones::CompositeCone{T}) where {T} = cones.degree
 numel(cones::CompositeCone{T}) where {T}  = cones.numel
 

src/cones/coneops_defaults.jl

@@ -1,5 +1,3 @@
-import Statistics: mean
-
 ## -------------------------------------------
 # Default implementations for cone operations
 # --------------------------------------------
@@ -10,9 +8,13 @@ import Statistics: mean
 # For SDP cone, the matrix is in R^{dim \times dim},
 # so numel will be different.   The length of (s,z)
 # vectors will be \sum_i numel(K_i)
-dim(K::AbstractCone{T}) where {T} = K.dim
-degree(K::AbstractCone{T}) where {T} = dim(K)
-numel(K::AbstractCone{T}) where {T} = dim(K)
+function degree(K::AbstractCone{T}) where {T} 
+    error("Incomplete cone operation specification: ",typeof(K))
+end 
+
+function numel(K::AbstractCone{T}) where {T} 
+    error("Incomplete cone operation specification: ",typeof(K))
+end
 
 #All cones default to symmetric unless overridden
 is_symmetric(::AbstractCone{T}) where {T} = true

src/cones/coneops_expcone.jl

@@ -3,9 +3,8 @@
 # ----------------------------------------------------
 
 # degree of the cone.  Always 3
-dim(K::ExponentialCone{T}) where {T} = 3
-degree(K::ExponentialCone{T}) where {T} = dim(K)
-numel(K::ExponentialCone{T}) where {T} = dim(K)
+degree(K::ExponentialCone{T}) where {T} = 3
+numel(K::ExponentialCone{T}) where {T} = 3
 
 is_symmetric(::ExponentialCone{T}) where {T} = false
 
@@ -96,7 +95,7 @@ function get_Hs!(
 ) where {T}
 
     # stores triu(K.Hs) into a vector
-    _pack_triu(Hsblock,K.Hs)
+    pack_triu(Hsblock,K.Hs)
 
 end
 

src/cones/coneops_nncone.jl

@@ -2,6 +2,9 @@
 # Nonnegative Cone
 # -------------------------------------
 
+degree(K::NonnegativeCone{T}) where {T} = K.dim
+numel(K::NonnegativeCone{T}) where {T} = K.dim
+
 function rectify_equilibration!(
     K::NonnegativeCone{T},
     δ::AbstractVector{T},

src/cones/coneops_powcone.jl

@@ -3,9 +3,8 @@
 # ----------------------------------------------------
 
 # degree of the cone is always 3 for PowerCone
-dim(K::PowerCone{T}) where {T} = 3
-degree(K::PowerCone{T}) where {T} = dim(K)
-numel(K::PowerCone{T}) where {T} = dim(K)
+degree(K::PowerCone{T}) where {T} = 3
+numel(K::PowerCone{T}) where {T} = 3
 
 is_symmetric(::PowerCone{T}) where {T} = false
 
@@ -98,7 +97,7 @@ function get_Hs!(
 ) where {T}
 
     #Vectorize triu(K.μH)
-    _pack_triu(Hsblock,K.Hs)
+    pack_triu(Hsblock,K.Hs)
 
 end