# Test osqp python module
import osqp
# import osqppurepy as osqp
import numpy as np
from scipy import sparse
# Unit Test
import unittest
import numpy.testing as nptest
import shutil as sh
class codegen_matrices_tests(unittest.TestCase):
def setUp(self):
# Simple QP problem
self.P = sparse.diags([11., 0.1], format='csc')
self.P_new = sparse.eye(2, format='csc')
self.q = np.array([3, 4])
self.A = sparse.csc_matrix([[-1, 0], [0, -1], [-1, -3],
[2, 5], [3, 4]])
self.A_new = sparse.csc_matrix([[-1, 0], [0, -1], [-2, -2],
[2, 5], [3, 4]])
self.u = np.array([0, 0, -15, 100, 80])
self.l = -np.inf * np.ones(len(self.u))
self.n = self.P.shape[0]
self.m = self.A.shape[0]
self.opts = {'verbose': False,
'eps_abs': 1e-08,
'eps_rel': 1e-08,
'alpha': 1.6,
'max_iter': 3000,
'warm_start': True}
self.model = osqp.OSQP()
self.model.setup(P=self.P, q=self.q, A=self.A, l=self.l, u=self.u,
**self.opts)
def test_solve(self):
# Generate the code
self.model.codegen('code2', python_ext_name='mat_emosqp',
force_rewrite=True, parameters='matrices')
sh.rmtree('code2')
import mat_emosqp
# Solve problem
x, y, _, _, _ = mat_emosqp.solve()
# Assert close
nptest.assert_array_almost_equal(x, np.array([0., 5.]), decimal=5)
nptest.assert_array_almost_equal(
y, np.array([1.5, 0., 1.5, 0., 0.]), decimal=5)
def test_update_P(self):
import mat_emosqp
# Update matrix P
Px = self.P_new.data
Px_idx = np.arange(self.P_new.nnz)
mat_emosqp.update_P(Px, Px_idx, len(Px))
# Solve problem
x, y, _, _, _ = mat_emosqp.solve()
# Assert close
nptest.assert_array_almost_equal(x, np.array([0., 5.]), decimal=5)
nptest.assert_array_almost_equal(
y, np.array([0., 0., 3., 0., 0.]), decimal=5)
# Update matrix P to the original value
Px = self.P.data
Px_idx = np.arange(self.P.nnz)
mat_emosqp.update_P(Px, Px_idx, len(Px))
def test_update_P_allind(self):
import mat_emosqp
# Update matrix P
Px = self.P_new.data
mat_emosqp.update_P(Px, None, 0)
x, y, _, _, _ = mat_emosqp.solve()
# Assert close
nptest.assert_array_almost_equal(x, np.array([0., 5.]), decimal=5)
nptest.assert_array_almost_equal(
y, np.array([0., 0., 3., 0., 0.]), decimal=5)
# Update matrix P to the original value
Px_idx = np.arange(self.P.nnz)
mat_emosqp.update_P(Px, Px_idx, len(Px))
def test_update_A(self):
import mat_emosqp
# Update matrix A
Ax = self.A_new.data
Ax_idx = np.arange(self.A_new.nnz)
mat_emosqp.update_A(Ax, Ax_idx, len(Ax))
# Solve problem
x, y, _, _, _ = mat_emosqp.solve()
# Assert close
nptest.assert_array_almost_equal(x,
np.array([0.15765766, 7.34234234]), decimal=5)
nptest.assert_array_almost_equal(
y, np.array([0., 0., 2.36711712, 0., 0.]), decimal=5)
# Update matrix A to the original value
Ax = self.A.data
Ax_idx = np.arange(self.A.nnz)
mat_emosqp.update_A(Ax, Ax_idx, len(Ax))
def test_update_A_allind(self):
import mat_emosqp
# Update matrix A
Ax = self.A_new.data
mat_emosqp.update_A(Ax, None, 0)
x, y, _, _, _ = mat_emosqp.solve()
# Assert close
nptest.assert_array_almost_equal(x,
np.array([0.15765766, 7.34234234]), decimal=5)
nptest.assert_array_almost_equal(
y, np.array([0., 0., 2.36711712, 0., 0.]), decimal=5)
# Update matrix A to the original value
Ax = self.A.data
Ax_idx = np.arange(self.A.nnz)
mat_emosqp.update_A(Ax, Ax_idx, len(Ax))
def test_update_P_A_indP_indA(self):
import mat_emosqp
# Update matrices P and A
Px = self.P_new.data
Px_idx = np.arange(self.P_new.nnz)
Ax = self.A_new.data
Ax_idx = np.arange(self.A_new.nnz)
mat_emosqp.update_P_A(Px, Px_idx, len(Px), Ax, Ax_idx, len(Ax))
# Solve problem
x, y, _, _, _ = mat_emosqp.solve()
# Assert close
nptest.assert_array_almost_equal(x, np.array([4.25, 3.25]), decimal=5)
nptest.assert_array_almost_equal(
y, np.array([0., 0., 3.625, 0., 0.]), decimal=5)
# Update matrices P and A to the original values
Px = self.P.data
Ax = self.A.data
mat_emosqp.update_P_A(Px, None, 0, Ax, None, 0)
def test_update_P_A_indP(self):
import mat_emosqp
# Update matrices P and A
Px = self.P_new.data
Px_idx = np.arange(self.P_new.nnz)
Ax = self.A_new.data
mat_emosqp.update_P_A(Px, Px_idx, len(Px), Ax, None, 0)
x, y, _, _, _ = mat_emosqp.solve()
# Assert close
nptest.assert_array_almost_equal(x, np.array([4.25, 3.25]), decimal=5)
nptest.assert_array_almost_equal(
y, np.array([0., 0., 3.625, 0., 0.]), decimal=5)
# Update matrices P and A to the original values
Px = self.P.data
Ax = self.A.data
mat_emosqp.update_P_A(Px, None, 0, Ax, None, 0)
def test_update_P_A_indA(self):
import mat_emosqp
# Update matrices P and A
Px = self.P_new.data
Ax = self.A_new.data
Ax_idx = np.arange(self.A_new.nnz)
mat_emosqp.update_P_A(Px, None, 0, Ax, Ax_idx, len(Ax))
x, y, _, _, _ = mat_emosqp.solve()
# Assert close
nptest.assert_array_almost_equal(x, np.array([4.25, 3.25]), decimal=5)
nptest.assert_array_almost_equal(y, np.array([0., 0., 3.625, 0., 0.]), decimal=5)
# Update matrix P to the original value
Px = self.P.data
Px_idx = np.arange(self.P.nnz)
Ax = self.A.data
Ax_idx = np.arange(self.A.nnz)
mat_emosqp.update_P_A(Px, Px_idx, len(Px), Ax, Ax_idx, len(Ax))
def test_update_P_A_allind(self):
import mat_emosqp
# Update matrices P and A
Px = self.P_new.data
Ax = self.A_new.data
mat_emosqp.update_P_A(Px, None, 0, Ax, None, 0)
x, y, _, _, _ = mat_emosqp.solve()
# Assert close
nptest.assert_array_almost_equal(x, np.array([4.25, 3.25]), decimal=5)
nptest.assert_array_almost_equal(y, np.array([0., 0., 3.625, 0., 0.]), decimal=5)
# Update matrices P and A to the original values
Px = self.P.data
Ax = self.A.data
mat_emosqp.update_P_A(Px, None, 0, Ax, None, 0)
