Read/write problems to JSON files

.github/workflows/ci.yml

@@ -28,7 +28,7 @@ jobs:
 
     - name: Generate code coverage 
       run: |
-        cargo tarpaulin --out xml --features sdp-accelerate --exclude-files "src/python/*,src/julia/*"
+        cargo tarpaulin --out xml --features sdp-accelerate,serde --exclude-files "src/python/*,src/julia/*"
 
     - name: Upload to codecov.io
       uses: codecov/codecov-action@v4

Cargo.toml

@@ -29,6 +29,10 @@ itertools      = "0.11"
 # -------------------------------
 
 [features]
+default = ["serde"]
+
+# enable reading / writing of problems from json files 
+serde = ["dep:serde", "dep:serde_json"]
 
 # enables blas/lapack for SDP support, with blas/lapack src unspecified
 # also enable packages required for chordal decomposition 
@@ -41,14 +45,16 @@ sdp-openblas   = ["sdp", "blas-src/openblas", "lapack-src/openblas"]
 sdp-mkl        = ["sdp", "blas-src/intel-mkl", "lapack-src/intel-mkl"]
 sdp-r          = ["sdp", "blas-src/r", "lapack-src/r"]
 
+
 # build as the julia interface 
-julia = ["sdp", "dep:libc", "dep:num-derive", "dep:serde", "dep:serde_json"] 
+julia = ["sdp", "dep:libc", "dep:num-derive",  "serde"] 
 
 # build as the python interface via maturin.
 # NB: python builds use scipy shared libraries
 # for blas/lapack, and should *not* explicitly 
 # enable a blas/lapack source package 
-python = ["sdp", "dep:libc", "dep:pyo3", "dep:num-derive"]
+python = ["sdp", "dep:libc", "dep:pyo3", "dep:num-derive", "serde"]
+
 
 
 # -------------------------------
@@ -109,6 +115,12 @@ name = "sdp"
 path = "examples/rust/example_sdp.rs"
 required-features = ["sdp"]
 
+[[example]]
+name = "json"
+path = "examples/rust/example_json.rs"
+required-features = ["serde"]
+
+
 
 # -------------------------------
 # custom build profiles 
@@ -162,3 +174,8 @@ crate-type = ["lib","cdylib"]
 rustdoc-args = [ "--html-in-header", "./html/rustdocs-header.html" ]
 features = ["sdp","sdp-mkl"]
 
+
+# ------------------------------
+# testing, benchmarking etc 
+[dev-dependencies]
+tempfile = "3"

examples/data/hs35.json

@@ -0,0 +1 @@
+{"P":{"m":3,"n":3,"colptr":[0,1,3,5],"rowval":[0,0,1,0,2],"nzval":[4.000000000000001,2.0000000000000004,4.000000000000001,2.0,2.0]},"q":[-8.0,-6.0,-4.0],"A":{"m":4,"n":3,"colptr":[0,2,4,6],"rowval":[0,1,0,2,0,3],"nzval":[1.0,-1.0,1.0,-1.0,2.0,-1.0]},"b":[3.0,0.0,0.0,0.0],"cones":[{"NonnegativeConeT":4}],"settings":{"max_iter":200,"time_limit":1.7976931348623157e308,"verbose":true,"max_step_fraction":0.99,"tol_gap_abs":1e-8,"tol_gap_rel":1e-8,"tol_feas":1e-8,"tol_infeas_abs":1e-8,"tol_infeas_rel":1e-8,"tol_ktratio":1e-6,"reduced_tol_gap_abs":0.00005,"reduced_tol_gap_rel":0.00005,"reduced_tol_feas":0.0001,"reduced_tol_infeas_abs":0.00005,"reduced_tol_infeas_rel":0.00005,"reduced_tol_ktratio":0.0001,"equilibrate_enable":true,"equilibrate_max_iter":10,"equilibrate_min_scaling":0.0001,"equilibrate_max_scaling":10000.0,"linesearch_backtrack_step":0.8,"min_switch_step_length":0.1,"min_terminate_step_length":0.0001,"direct_kkt_solver":true,"direct_solve_method":"qdldl","static_regularization_enable":true,"static_regularization_constant":1e-8,"static_regularization_proportional":4.930380657631324e-32,"dynamic_regularization_enable":true,"dynamic_regularization_eps":1e-13,"dynamic_regularization_delta":2e-7,"iterative_refinement_enable":true,"iterative_refinement_reltol":1e-13,"iterative_refinement_abstol":1e-12,"iterative_refinement_max_iter":10,"iterative_refinement_stop_ratio":5.0,"presolve_enable":true,"chordal_decomposition_enable":true,"chordal_decomposition_merge_method":"clique_graph","chordal_decomposition_compact":true,"chordal_decomposition_complete_dual":true}}

examples/python/example_json.py

@@ -0,0 +1,14 @@
+import clarabel
+import os
+
+thisdir = os.path.dirname(__file__)
+filename = os.path.join(thisdir, "../data/hs35.json")
+print(filename)
+
+# Load problem data from JSON file
+solver = clarabel.read_from_file(filename)
+solution = solver.solve()
+
+# export problem data to JSON file
+# filename = os.path.join(thisdir, "../data/out.json")
+# solver.write_to_file(filename)

examples/rust/example_json.rs

@@ -0,0 +1,19 @@
+#![allow(non_snake_case)]
+use clarabel::solver::*;
+use std::fs::File;
+
+fn main() {
+    // HS35 is a small problem QP problem
+    // from the Maros-Meszaros test set
+
+    let filename = "./examples/data/hs35.json";
+    let mut file = File::open(filename).unwrap();
+    let mut solver = DefaultSolver::<f64>::read_from_file(&mut file).unwrap();
+    solver.solve();
+
+    // to write the back to a new file
+
+    // let outfile = "./examples/data/output.json";
+    // let mut file = File::create(outfile).unwrap();
+    // solver.write_to_file(&mut file).unwrap();
+}

src/algebra/csc/core.rs

@@ -6,6 +6,9 @@ use crate::algebra::{Adjoint, MatrixShape, ShapedMatrix, SparseFormatError, Symm
 use num_traits::Num;
 use std::iter::{repeat, zip};
 
+#[cfg(feature = "serde")]
+use serde::{de::DeserializeOwned, Deserialize, Serialize};
+
 /// Sparse matrix in standard Compressed Sparse Column (CSC) format
 ///
 /// __Example usage__ : To construct the 3 x 3 matrix
@@ -38,6 +41,8 @@ use std::iter::{repeat, zip};
 /// ```
 ///
 
+#[cfg_attr(feature = "serde", derive(Serialize, Deserialize))]
+#[serde(bound = "T: Serialize + DeserializeOwned")]
 #[derive(Debug, Clone, PartialEq, Eq)]
 pub struct CscMatrix<T = f64> {
     /// number of rows

src/algebra/utils.rs

@@ -106,8 +106,8 @@ fn test_position_all() {
     let idx = test.iter().position_all(|&v| *v > 2);
     assert_eq!(idx, vec![0, 3, 4]);
 
-    let idx = test.iter().position_all(|&v| *v == 2);
-    assert_eq!(idx, vec![]);
+    let idx: Vec<usize> = test.iter().position_all(|&v| *v == 2);
+    assert_eq!(idx, Vec::<usize>::new());
 }
 
 #[test]

src/julia/ClarabelRs/src/interface.jl

@@ -39,6 +39,19 @@ function print_timers(solver::Solver)
 
 end
 
+function write_to_file(solver::Solver, filename::String)
+
+    solver_write_to_file_jlrs(solver::Solver, filename::String)
+
+end
+
+function read_from_file(filename::String)
+
+    solver_read_from_file_jlrs(filename::String)
+
+end
+
+
 # -------------------------------------
 # Wrappers for rust-side interface  
 #--------------------------------------
@@ -77,6 +90,7 @@ function solver_solve_jlrs(solver::Solver)
 
 end 
 
+
 function solver_get_info_jlrs(solver::Solver)
 
     ccall(Libdl.dlsym(librust,:solver_get_info_jlrs),Clarabel.DefaultInfo{Float64},
@@ -92,6 +106,39 @@ function solver_print_timers_jlrs(solver::Solver)
 
 end
 
+function solver_write_to_file_jlrs(solver::Solver, filename::String)
+
+    status = ccall(Libdl.dlsym(librust,:solver_write_to_file_jlrs),Cint,
+    (
+        Ptr{Cvoid},
+        Cstring
+    ), 
+        solver.ptr,
+        filename,
+    )
+
+    if status != 0
+        error("Error writing to file $filename")
+    end
+
+end
+
+function solver_read_from_file_jlrs(filename::String)
+
+    ptr = ccall(Libdl.dlsym(librust,:solver_read_from_file_jlrs),Ptr{Cvoid},
+    (
+        Cstring,
+    ), 
+        filename,
+    )
+
+    if ptr == C_NULL
+        error("Error reading from file $filename")
+    end
+    return Solver{Float64}(ptr)
+
+end
+
 function solver_drop_jlrs(solver::Solver)
     ccall(Libdl.dlsym(librust,:solver_drop_jlrs),Cvoid,
         (Ptr{Cvoid},), solver.ptr)

src/julia/interface.rs

@@ -10,7 +10,11 @@ use crate::solver::{
 };
 use num_traits::FromPrimitive;
 use serde_json::*;
-use std::{ffi::CStr, os::raw::c_void};
+use std::fs::File;
+use std::{
+    ffi::CStr,
+    os::raw::{c_char, c_int, c_void},
+};
 
 // functions for converting solver to / from c void pointers
 
@@ -54,7 +58,7 @@ pub(crate) extern "C" fn solver_new_jlrs(
     A: &CscMatrixJLRS,
     b: &VectorJLRS<f64>,
     jlcones: &VectorJLRS<ConeDataJLRS>,
-    json_settings: *const std::os::raw::c_char,
+    json_settings: *const c_char,
 ) -> *mut c_void {
     let P = P.to_CscMatrix();
     let A = A.to_CscMatrix();
@@ -118,6 +122,69 @@ pub(crate) extern "C" fn solver_print_timers_jlrs(ptr: *mut c_void) {
     std::mem::forget(solver);
 }
 
+// dump problem data to a file
+// returns -1 on failure, 0 on success
+#[no_mangle]
+pub(crate) extern "C" fn solver_write_to_file_jlrs(
+    ptr: *mut c_void,
+    filename: *const std::os::raw::c_char,
+) -> c_int {
+    let slice = unsafe { CStr::from_ptr(filename) };
+
+    let filename = match slice.to_str() {
+        Ok(s) => s,
+        Err(_) => {
+            return -1;
+        }
+    };
+
+    let mut file = match File::create(&filename) {
+        Ok(f) => f,
+        Err(_) => {
+            return -1;
+        }
+    };
+
+    let solver = from_ptr(ptr);
+    let status = solver.write_to_file(&mut file).is_ok();
+    let status = if status { 0 } else { -1 } as c_int;
+
+    // don't drop, since the memory is owned by Julia
+    std::mem::forget(solver);
+
+    return status;
+}
+
+// dump problem data to a file
+// returns NULL on failure, pointer to solver on success
+#[no_mangle]
+pub(crate) extern "C" fn solver_read_from_file_jlrs(
+    filename: *const std::os::raw::c_char,
+) -> *const c_void {
+    let slice = unsafe { CStr::from_ptr(filename) };
+
+    let filename = match slice.to_str() {
+        Ok(s) => s,
+        Err(_) => {
+            return std::ptr::null();
+        }
+    };
+
+    let mut file = match File::open(&filename) {
+        Ok(f) => f,
+        Err(_) => {
+            return std::ptr::null();
+        }
+    };
+
+    let solver = DefaultSolver::read_from_file(&mut file);
+
+    match solver {
+        Ok(solver) => to_ptr(Box::new(solver)),
+        Err(_) => std::ptr::null(),
+    }
+}
+
 // safely drop a solver object through its pointer.
 // called by the Julia side finalizer when a solver
 // is out of scope

src/python/impl_default_py.rs

@@ -448,4 +448,17 @@ impl PyDefaultSolver {
             None => println!("no timers enabled"),
         };
     }
+
+    fn write_to_file(&self, filename: &str) -> PyResult<()> {
+        let mut file = std::fs::File::create(filename)?;
+        self.inner.write_to_file(&mut file)?;
+        Ok(())
+    }
+}
+
+#[pyfunction(name = "read_from_file")]
+pub fn read_from_file_py(filename: &str) -> PyResult<PyDefaultSolver> {
+    let mut file = std::fs::File::open(filename)?;
+    let solver = DefaultSolver::<f64>::read_from_file(&mut file)?;
+    Ok(PyDefaultSolver { inner: solver })
 }

src/python/module_py.rs

@@ -39,6 +39,8 @@ fn clarabel(_py: Python, m: &PyModule) -> PyResult<()> {
         .unwrap();
     m.add_function(wrap_pyfunction!(default_infinity_py, m)?)
         .unwrap();
+    m.add_function(wrap_pyfunction!(read_from_file_py, m)?)
+        .unwrap();
 
     // API Cone types
     m.add_class::<PyZeroConeT>()?;

src/solver/core/cones/supportedcone.rs

@@ -2,14 +2,17 @@ use super::*;
 
 #[cfg(feature = "sdp")]
 use crate::algebra::triangular_number;
+#[cfg(feature = "serde")]
+use serde::{Deserialize, Serialize};
 
 // ---------------------------------------------------
 // We define some machinery here for enumerating the
 // different cone types that can live in the composite cone
 // ---------------------------------------------------
 
 /// API type describing the type of a conic constraint.
-///  
+///
+#[cfg_attr(feature = "serde", derive(Serialize, Deserialize))]
 #[derive(Debug, Clone)]
 pub enum SupportedConeT<T> {
     /// The zero cone (used for equality constraints).