Auto-generated by CVXPYgen $DATE.

Generated Code for Solving Your CVXPY Problem

Problem Summary

Your optimization problem has the following parameters, primal and dual variables. Dual variable di corresponds to the i-th constraint in your problem formulation. The dimensions after flattening (and considering sparsity) are given in parentheses.

File Tree

Your generated code is structured as follows inside your chosen $CODEDIR directory:

$CODEDIR
    c
      solver_code
        ...
      include
        cpg_workspace.h
        cpg_solve.h
      src
        cpg_workspace.c
        cpg_solve.c
        cpg_example.c
      build
      CMakeLists.txt
    cpp
      include
        cpg_module.hpp
      src
        cpg_module.cpp
    setup.py
    cpg_solver.py
    problem.pickle
    LICENSE
    README.html
  

The c/solver_code subdirectory contains all code from the chosen numerical solver ($CPGSOLVERNAME). For documentation on this part, please have a look here.

To make this solver usable, your problem needs to be converted to the standard form accepted by $CPGSOLVERNAME. This is done by all the other source files inside the $CODEDIR directory.

File Contents

c/include/cpg_workspace.h contains type definitions and variable declarations. The following types are part of the C interface:

$CPGPRIMTYPEDEF
$CPGDUALTYPEDEF
$CPGINFOTYPEDEF
$CPGRESULTTYPEDEF
          

c/include/cpg_solve.h contains function prototypes. Relevant for the C interface are:

$CPGUPDATEDECLARATIONS
$CPGSOLVEDECLARATIONS
$CPGSETTINGSDECLARATIONS
          

where <setting_name> and <setting_type> are the name and type of the solver setting to be updated, respectively.

c/src/cpg_workspace.c contains the static allocation of the C variables declared in include/cpg_workspace.h.

c/src/cpg_solve.c contains the definition of functions declared in include/cpg_solve.h.

c/src/cpg_example.c contains example code that initializes the problem data and solves a problem instance.

c/CMakeLists.txt contains instructions for build file generation inside the c/build directory with CMake.

cpp/ contains binding code for the python wrapper generated with pybind11 and setup.py.

cpg_solver.py contains a custom CVXPY solve method that uses the python wrapper to solve your problem.

Finally, problem.pickle is the serialized version of your CVXPY problem object.

Using Generated Code

CVXPY

To use the CVXPY interface, run exemplarily,

import pickle
from $CDPYTHON.cpg_solver import cpg_solve

with open('$CODEDIR/problem.pickle', 'rb') as f:
    prob = pickle.load(f)

prob.param_dict['<p_name>'].value = <p_value>
prob.register_solve('CPG', cpg_solve)

obj = prob.solve(method='CPG')
print(prob.var_dict['<v_name>'].value)
    

where <p_name> and <p_value> are parameter name and value, respectively. After registering <cpg_solve> as custom solve method, the problem can be solved and the objective value obj and solution in terms of variable <v_name> can be inspected.

Example Executable

Before compiling the example executable, remember to activate the cpg_env environment.

conda activate cpg_env
    

On Unix platforms, run the following commands in your terminal to compile and run the program:

cd $CODEDIR/c/build
cmake ..
cmake --build . --target cpg_example
./cpg_example
    

On Windows, type:

cd $CODEDIR\c\build
cmake ..
cmake --build . --target cpg_example --config release
Release\cpg_example
    

Existing C/C++ Project

To use the generated code in an existing CMake project, copy the following to a subdirectory <subdir> of your project:

$CODEDIR/c/CMakeLists.txt
$CODEDIR/c/src/
$CODEDIR/c/include/
$CODEDIR/c/solver_code/
    

In your top-level CMakeLists.txt, add the subdirectory via

add_subdirectory(<subdir>)
include_directories(<existing_dirs> ${$CPGCMAKELISTS_include})
    

where <existing_dirs> is your existing include directories and ${$CPGCMAKELISTS_include} lists the include directories used by the generated code. Add ${$CPGCMAKELISTS_head} and ${$CPGCMAKELISTS_src} to all targets that use the generated code. If not needed, you can remove the cpg_example and cpg targets from $CODEDIR/c/CMakeLists.txt.