[Small Feature] OSQP Support in Solver Interface

Documentation/doc/Documentation/Third_party.txt

@@ -297,24 +297,27 @@ If you experience such an issue, we recommand to compile \ceres without `glog` s
 
 \glpk (GNU Linear Programming Kit) is a library for solving linear programming (LP), mixed integer programming (MIP), and other related problems.
 
-In \cgal, \glpk provides an optional linear integer program solver
-in the \ref PkgPolygonalSurfaceReconstruction package. In order to use
-\glpk in \cgal programs, the executables should be linked with the
-CMake imported target `CGAL::GLPK_support` provided in
-`CGAL_GLPK_support.cmake`.
+In \cgal, \glpk provides an optional linear integer program solver in the \ref PkgPolygonalSurfaceReconstruction package.
+In order to use \glpk in \cgal programs, the executables should be linked with the CMake imported target `CGAL::GLPK_support` provided in `CGAL_GLPK_support.cmake`.
 
 The \glpk web site is <A HREF="https://www.gnu.org/software/glpk/">`https://www.gnu.org/software/glpk/`</A>.
 
 \subsection thirdpartySCIP SCIP
 
 \scip (Solving Constraint Integer Programs) is currently one of the fastest open source solvers for mixed integer programming (MIP) and mixed integer nonlinear programming (MINLP).
 
-In \cgal, \scip provides an optional linear integer program solver
-in the \ref PkgPolygonalSurfaceReconstruction package. In order to use
-\scip in \cgal programs, the executables should be linked with the
-CMake imported target `CGAL::SCIP_support` provided in
-`CGAL_SCIP_support.cmake`.
+In \cgal, \scip provides an optional linear integer program solver in the \ref PkgPolygonalSurfaceReconstruction package.
+In order to use \scip in \cgal programs, the executables should be linked with the CMake imported target `CGAL::SCIP_support` provided in `CGAL_SCIP_support.cmake`.
 
 The \scip web site is <A HREF="http://scip.zib.de/">`http://scip.zib.de/`</A>.
 
+\subsection thirdpartyOSQP OSQP
+
+\osqp (Operator Splitting Quadratic Program) is currently one of the fastest open source solvers for convex Quadratic Programs (QP).
+
+In \cgal, \osqp provides an optional solver for the QP problems often arising in various computational geometry algorithms.
+In order to use \osqp in \cgal programs, the executables should be linked with the CMake imported target `CGAL::OSQP_support` provided in `CGAL_OSQP_support.cmake`.
+
+The \osqp web site is <A HREF="https://osqp.org">`https://osqp.org`</A>.
+
 */

Documentation/doc/resources/1.8.13/BaseDoxyfile.in

@@ -266,6 +266,7 @@ ALIASES                = "cgal=%CGAL" \
                          "ceres=Ceres" \
                          "glpk=GLPK" \
                          "scip=SCIP" \
+                         "osqp=OSQP" \
                          "rs=RS" \
                          "rs3=RS3" \
                          "unix=Unix" \

Documentation/doc/resources/1.8.14/BaseDoxyfile.in

@@ -267,6 +267,7 @@ ALIASES                = "cgal=%CGAL" \
                          "ceres=Ceres" \
                          "glpk=GLPK" \
                          "scip=SCIP" \
+                         "osqp=OSQP" \
                          "rs=RS" \
                          "rs3=RS3" \
                          "unix=Unix" \

Documentation/doc/resources/1.8.20/BaseDoxyfile.in

@@ -289,6 +289,7 @@ ALIASES                = "cgal=%CGAL" \
                          "ceres=Ceres" \
                          "glpk=GLPK" \
                          "scip=SCIP" \
+                         "osqp=OSQP" \
                          "rs=RS" \
                          "rs3=RS3" \
                          "unix=Unix" \

Documentation/doc/resources/1.8.4/BaseDoxyfile.in

@@ -235,6 +235,7 @@ ALIASES += "zlib=zlib"
 ALIASES += "ceres=Ceres"
 ALIASES += "glpk=GLPK"
 ALIASES += "scip=SCIP"
+ALIASES += "osqp=OSQP"
 ALIASES += "rs=RS"
 ALIASES += "rs3=RS3"
 ALIASES += "unix=Unix"

Installation/CHANGES.md

@@ -1,6 +1,11 @@
 Release History
 ===============
 
+###  [CGAL and Solvers](https://doc.cgal.org/5.4/Manual/packages.html#PkgSolverInterface)
+
+-   Added the [OSQP solver](https://osqp.org/) support. This solver enables to efficiently compute the convex Quadratic Programming (QP) problems arising in the context of several packages.
+
+
 [Release 5.3](https://github.com/CGAL/cgal/releases/tag/v5.3)
 -----------
 

Installation/cmake/modules/CGAL_OSQP_support.cmake

@@ -0,0 +1,7 @@
+if(OSQP_FOUND AND NOT TARGET CGAL::OSQP_support)
+  add_library(CGAL::OSQP_support INTERFACE IMPORTED)
+  set_target_properties(CGAL::OSQP_support PROPERTIES
+    INTERFACE_COMPILE_DEFINITIONS "CGAL_USE_OSQP"
+    INTERFACE_INCLUDE_DIRECTORIES "${OSQP_INCLUDE_DIR}"
+    INTERFACE_LINK_LIBRARIES "${OSQP_LIBRARIES}")
+endif()

Installation/cmake/modules/FindOSQP.cmake

@@ -0,0 +1,23 @@
+# This file sets up OSQP for CMake. Once done this will define
+#  OSQP_FOUND       - system has OSQP lib
+#  OSQP_INCLUDE_DIR - the OSQP include directory
+#  OSQP_LIBRARIES   - link these to use OSQP
+
+if(NOT OSQP_FOUND)
+  find_path(OSQP_INCLUDE_DIR
+    NAMES osqp.h
+    PATHS /usr/local/include/osqp/
+    ENV OSQP_INC_DIR)
+
+  find_library(OSQP_LIBRARIES
+    NAMES libosqp osqp
+    PATHS ENV LD_LIBRARY_PATH
+    ENV LIBRARY_PATH
+    /usr/local/lib
+    ${OSQP_INCLUDE_DIR}/../lib
+    ENV OSQP_LIB_DIR)
+
+  if(OSQP_LIBRARIES AND OSQP_INCLUDE_DIR)
+    set(OSQP_FOUND TRUE)
+  endif()
+endif()

Solver_interface/doc/Solver_interface/Concepts/LinearProgramTraits.h

@@ -0,0 +1,91 @@
+/*!
+\ingroup PkgSolverInterfaceConcepts
+\cgalConcept
+
+A concept that describes the set of methods used to define and solve a
+linear programming (`lp`) problem of the general form:
+<center>
+\f{eqnarray*}{
+& \mbox{minimize} & \mathbf{q}^{T}\mathbf{x} + r \\
+& \mbox{subject to} & \mathbf{l} \leq A\mathbf{x} \leq \mathbf{u}
+\f}
+</center>
+in \f$ n \f$ real variables \f$ \mathbf{x} = (x_0, \ldots, x_{n-1}) \f$ and \f$ m \f$ constraints.
+
+Here,
+<UL>
+<LI>\f$ \mathbf{q} \f$ is an \f$ n \f$-dimensional vector (the linear objective function),
+<LI>\f$ r \f$ is a constant,
+<LI>\f$ A \f$ is an \f$ m\times n\f$ matrix (the constraint matrix),
+<LI>\f$ \mathbf{l} \f$ is an \f$ m \f$-dimensional vector of lower constraint bounds,
+where \f$ l_i \in \mathbb{R} \cup \{-\infty\} \f$ for all \f$ i \f$,
+<LI>\f$ \mathbf{u} \f$ is an \f$ m \f$-dimensional vector of upper constraint bounds,
+where \f$ u_i \in \mathbb{R} \cup \{+\infty\} \f$ for all \f$ i \f$.
+</UL>
+*/
+class LinearProgramTraits {
+
+public:
+
+  /// \name Memory
+  /// @{
+
+  /*!
+    Allocates memory for `n` variables and `m` constraints in `lp`.
+  */
+  void resize(const std::size_t n, const std::size_t m) { }
+
+  /// @}
+
+  /// \name Initialization
+  /// @{
+
+  /*!
+    Sets the entry `qi` of `lp` to `value`.
+  */
+  void set_q(const std::size_t i, const FT value) { }
+
+  /*!
+    Sets the entry `r` of `lp` to `value`.
+  */
+  void set_r(const FT value) { }
+
+  /*!
+    Sets the entry `Aij` in the row `i` and column `j` of
+    the constraint matrix `A` of `lp` to `value`.
+  */
+  void set_A(const std::size_t i, const std::size_t j, const FT value) { }
+
+  /*!
+    Sets the entry `li` of `lp` to `value`.
+  */
+  void set_l(const std::size_t i, const FT value) { }
+
+  /*!
+    Sets the entry `ui` of `lp` to `value`.
+  */
+  void set_u(const std::size_t i, const FT value) { }
+
+  /// @}
+
+  /// \name Solution
+  /// @{
+
+  /*!
+    \brief solves the linear program.
+
+    Number of values in `solution` equals to the number `n` of values in the vector `x`.
+
+    \tparam OutIterator
+    a model of `OutputIterator` that accepts values of type `FieldNumberType`
+
+    \param solution
+    an output iterator with the solution
+
+    \returns a status of the computation `success == true`
+  */
+  template<typename OutIterator>
+  bool solve(OutIterator solution) { }
+
+  /// @}
+};

Solver_interface/doc/Solver_interface/Concepts/QuadraticProgramTraits.h

@@ -0,0 +1,100 @@
+/*!
+\ingroup PkgSolverInterfaceConcepts
+\cgalConcept
+
+A concept that describes the set of methods used to define and solve a
+quadratic programming (`qp`) problem of the general form:
+<center>
+\f{eqnarray*}{
+& \mbox{minimize} & \frac{1}{2}\mathbf{x}^{T}P\mathbf{x} + \mathbf{q}^{T}\mathbf{x} + r \\
+& \mbox{subject to} & \mathbf{l} \leq A\mathbf{x} \leq \mathbf{u}
+\f}
+</center>
+in \f$ n \f$ real variables \f$ \mathbf{x} = (x_0, \ldots, x_{n-1}) \f$ and \f$ m \f$ constraints.
+
+Here,
+<UL>
+<LI>\f$ P \f$ is a symmetric positive-semidefinite \f$ n \times n\f$ matrix (the quadratic objective function),
+<LI>\f$ \mathbf{q} \f$ is an \f$ n \f$-dimensional vector (the linear objective function),
+<LI>\f$ r \f$ is a constant,
+<LI>\f$ A \f$ is an \f$ m\times n\f$ matrix (the constraint matrix),
+<LI>\f$ \mathbf{l} \f$ is an \f$ m \f$-dimensional vector of lower constraint bounds,
+where \f$ l_i \in \mathbb{R} \cup \{-\infty\} \f$ for all \f$ i \f$,
+<LI>\f$ \mathbf{u} \f$ is an \f$ m \f$-dimensional vector of upper constraint bounds,
+where \f$ u_i \in \mathbb{R} \cup \{+\infty\} \f$ for all \f$ i \f$.
+</UL>
+
+\cgalHasModel
+`CGAL::OSQP_quadratic_program_traits<T>`
+*/
+class QuadraticProgramTraits {
+
+public:
+
+  /// \name Memory
+  /// @{
+
+  /*!
+    Allocates memory for `n` variables and `m` constraints in `qp`.
+  */
+  void resize(const std::size_t n, const std::size_t m) { }
+
+  /// @}
+
+  /// \name Initialization
+  /// @{
+
+  /*!
+    Sets the entries `Pij` and `Pji` of `qp` to `value`.
+  */
+  void set_P(const std::size_t i, const std::size_t j, const FT value) { }
+
+  /*!
+    Sets the entry `qi` of `qp` to `value`.
+  */
+  void set_q(const std::size_t i, const FT value) { }
+
+  /*!
+    Sets the entry `r` of `qp` to `value`.
+  */
+  void set_r(const FT value) { }
+
+  /*!
+    Sets the entry `Aij` in the row `i` and column `j` of
+    the constraint matrix `A` of `qp` to `value`.
+  */
+  void set_A(const std::size_t i, const std::size_t j, const FT value) { }
+
+  /*!
+    Sets the entry `li` of `qp` to `value`.
+  */
+  void set_l(const std::size_t i, const FT value) { }
+
+  /*!
+    Sets the entry `ui` of `qp` to `value`.
+  */
+  void set_u(const std::size_t i, const FT value) { }
+
+  /// @}
+
+  /// \name Solution
+  /// @{
+
+  /*!
+    \brief solves the quadratic program.
+
+    Number of values in `solution` equals to the number `n` of values in the vector `x`.
+
+    \tparam OutIterator
+    a model of `OutputIterator` that accepts values of type `FieldNumberType`
+
+    \param solution
+    an output iterator with the solution
+
+    \returns a status of the computation `success == true`
+  */
+  template<typename OutIterator>
+  bool solve(OutIterator solution) { }
+
+  /// @}
+};

Solver_interface/doc/Solver_interface/PackageDescription.txt

@@ -1,17 +1,35 @@
-/// \defgroup PkgSolverInterfaceRef CGAL and Solvers Reference
+/*!
+\defgroup PkgSolverInterfaceRef CGAL and Solvers Reference
 
-/// \defgroup PkgSolverInterfaceConcepts Concepts
-/// \ingroup PkgSolverInterfaceRef
-///
+\defgroup PkgSolverInterfaceConcepts Concepts
+\ingroup PkgSolverInterfaceRef
+
+Concepts that describe various solvers.
+
+\defgroup PkgSolverInterfaceLS Linear Systems
+\ingroup PkgSolverInterfaceRef
+
+Classes to define and solve linear systems.
+
+\defgroup PkgSolverInterfaceMIP Mixed Integer Programming
+\ingroup PkgSolverInterfaceRef
+
+Classes to define and solve mixed integer programs.
+
+\defgroup PkgSolverInterfaceNLP Nonlinear Programming
+\ingroup PkgSolverInterfaceRef
+
+Classes to define and solve nonlinear programs.
 
-/*!
 \addtogroup PkgSolverInterfaceRef
-\cgalPkgDescriptionBegin{CGAL and Solvers,PkgSolverInterface}
+\cgalPkgDescriptionBegin{CGAL and Solvers, PkgSolverInterface}
 \cgalPkgPicture{solver.png}
 \cgalPkgSummaryBegin
 \cgalPkgAuthors{Simon Giraudot, Pierre Alliez, Frédéric Cazals, Gaël Guennebaud, Bruno Lévy, Marc Pouget, Laurent Saboret, and Liangliang Nan}
-\cgalPkgDesc{This package provides concepts and models for solving linear systems with dense or sparse matrices, Mixed Integer Programming (MIP) problems with or without constraints.}
-\cgalPkgManuals{Chapter_CGAL_and_Solvers,PkgSolverInterfaceRef}
+\cgalPkgDesc{This package provides concepts and models for solving linear systems with
+dense or sparse matrices, mixed integer programming problems with or without constraints,
+and nonlinear programming problems with or without constraints.}
+\cgalPkgManuals{Chapter_CGAL_and_Solvers, PkgSolverInterfaceRef}
 \cgalPkgSummaryEnd
 \cgalPkgShortInfoBegin
 \cgalPkgSince{4.8}
@@ -23,27 +41,32 @@
 \cgalClassifedRefPages
 
 \cgalCRPSection{Concepts}
-
 - `DiagonalizeTraits`
 - `NormalEquationSparseLinearAlgebraTraits_d`
 - `SparseLinearAlgebraTraits_d`
 - `SparseLinearAlgebraWithFactorTraits_d`
 - `SvdTraits`
 - `MixedIntegerProgramTraits`
+- `LinearProgramTraits`
+- `QuadraticProgramTraits`
 
-\cgalCRPSection{Classes}
-
+\cgalCRPSection{Linear Systems}
 - `CGAL::Eigen_solver_traits`
 - `CGAL::Eigen_diagonalize_traits`
 - `CGAL::Eigen_vector`
 - `CGAL::Eigen_matrix`
 - `CGAL::Eigen_sparse_matrix`
 - `CGAL::Eigen_sparse_symmetric_matrix`
 - `CGAL::Eigen_svd`
-- `CGAL::Mixed_integer_program_traits`
-- `CGAL::GLPK_mixed_integer_program_traits`
-- `CGAL::SCIP_mixed_integer_program_traits`
+
+\cgalCRPSection{Mixed Integer Programming}
 - `CGAL::Variable`
 - `CGAL::Linear_constraint`
 - `CGAL::Linear_objective`
+- `CGAL::Mixed_integer_program_traits`
+- `CGAL::GLPK_mixed_integer_program_traits`
+- `CGAL::SCIP_mixed_integer_program_traits`
+
+\cgalCRPSection{Nonlinear Programming}
+- `CGAL::OSQP_quadratic_program_traits`
 */