Update

Author: odow

src/DSDP.jl

@@ -7,11 +7,12 @@ module DSDP
 
 using CEnum: @cenum
 using DSDP_jll: libdsdp
-
-using LinearAlgebra
+import LinearAlgebra
+import MathOptInterface as MOI
 
 include("libdsdp.jl")
 
+# This one is named poorly in the upstream C API
 const DSDPSetReuseMatrix = DSDPReuseMatrix
 
 include("MOI_wrapper.jl")

src/MOI_wrapper.jl

@@ -3,7 +3,15 @@
 # Use of this source code is governed by an MIT-style license that can be found
 # in the LICENSE.md file or at https://opensource.org/licenses/MIT.
 
-import MathOptInterface as MOI
+macro check(expr)
+    @assert expr.head == :call
+    msg = "Error calling $(expr.args[1])"
+    return quote
+        if (ret = $(esc(expr))) != 0
+            error($msg)
+        end
+    end
+end
 
 mutable struct Optimizer <: MOI.AbstractOptimizer
     dsdp::Ptr{Cvoid}
@@ -63,6 +71,8 @@ end
 
 varmap(optimizer::Optimizer, vi::MOI.VariableIndex) = optimizer.varmap[vi.value]
 
+# MOI.Silent
+
 MOI.supports(::Optimizer, ::MOI.Silent) = true
 
 function MOI.set(optimizer::Optimizer, ::MOI.Silent, value::Bool)
@@ -72,6 +82,8 @@ end
 
 MOI.get(optimizer::Optimizer, ::MOI.Silent) = optimizer.silent
 
+# MOI.SolverName
+
 MOI.get(::Optimizer, ::MOI.SolverName) = "DSDP"
 
 function MOI.empty!(optimizer::Optimizer)
@@ -182,13 +194,13 @@ for (param, default) in gettable_options
         struct $param <: GettableOption end
         function _call_get(dsdp, ::$param)
             ret = Ref{$T}()
-            $getter(dsdp, ret)
+            @check $getter(dsdp, ret)
             return ret[]
         end
         options_setters[$sym] = $setter
         _dict_set!(options, ::$param, val) = options[$sym] = val
         _dict_get(options, ::$param) = get(options, $sym, $default)
-        _call_set!(dsdp, ::$param, val) = $setter(dsdp, val)
+        _call_set!(dsdp, ::$param, val) = @check $setter(dsdp, val)
     end
 end
 
@@ -200,7 +212,7 @@ for (param, default) in options
         options_setters[$sym] = $setter
         _dict_set!(options, ::$param, val) = options[$sym] = val
         _dict_get(options, ::$param) = get(options, $sym, $default)
-        _call_set!(dsdp, ::$param, val) = $setter(dsdp, val)
+        _call_set!(dsdp, ::$param, val) = @check $setter(dsdp, val)
     end
 end
 
@@ -421,14 +433,14 @@ function MOI.copy_to(dest::Optimizer, src::MOI.ModelLike)
     dest.lpdrows = Int[]
     dest.lpcoefs = Cdouble[]
     p = Ref{Ptr{Cvoid}}()
-    DSDPCreate(length(dest.b), p)
+    @check DSDPCreate(length(dest.b), p)
     dest.dsdp = p[]
     for (option, value) in dest.options
         options_setters[option](dest.dsdp, value)
     end
     if !iszero(num_sdp)
         sdpcone = Ref{Ptr{Cvoid}}()
-        DSDPCreateSDPCone(dest.dsdp, num_sdp, sdpcone)
+        @check DSDPCreateSDPCone(dest.dsdp, num_sdp, sdpcone)
         dest.sdpcone = sdpcone[]
         for i in eachindex(dest.blockdims)
             if dest.blockdims[i] < 0
@@ -444,7 +456,7 @@ function MOI.copy_to(dest::Optimizer, src::MOI.ModelLike)
     for constr in eachindex(dest.b)
         # TODO in examples/readsdpa.c line 162,
         # -0.0 is used instead of 0.0 if the dual obj is <= 0., check if it has impact
-        DSDPSetY0(dest.dsdp, constr, 0.0)
+        @check DSDPSetY0(dest.dsdp, constr, 0.0)
     end
     # TODO ComputeY0 as in examples/readsdpa.c
     empty!(dest.y)
@@ -462,7 +474,7 @@ function MOI.copy_to(dest::Optimizer, src::MOI.ModelLike)
                 ),
             )
         end
-        DSDPSetDualObjective(dest.dsdp, k, MOI.constant(set))
+        @check DSDPSetDualObjective(dest.dsdp, k, MOI.constant(set))
         _new_A_matrix(dest)
         for t in func.terms
             if !iszero(t.coefficient)
@@ -521,7 +533,7 @@ function MOI.copy_to(dest::Optimizer, src::MOI.ModelLike)
     # Pass info to `dest.dsdp`
     if !isempty(dest.lpdvars)
         lpcone = Ref{Ptr{Cvoid}}()
-        DSDPCreateLPCone(dest.dsdp, lpcone)
+        @check DSDPCreateLPCone(dest.dsdp, lpcone)
         dest.lpcone = lpcone[]
         nnzin, row, aval = _buildlp(
             length(dest.b) + 1,
@@ -531,7 +543,7 @@ function MOI.copy_to(dest::Optimizer, src::MOI.ModelLike)
         )
         LPConeSetData(dest.lpcone, dest.nlpdrows, nnzin, row, aval)
     end
-    DSDPSetup(dest.dsdp)
+    @check DSDPSetup(dest.dsdp)
     return index_map
 end
 
@@ -559,12 +571,13 @@ function _buildlp(nvars, lpdvars, lpdrows, lpcoefs)
 end
 
 function MOI.optimize!(m::Optimizer)
-    DSDPSolve(m.dsdp)
+    @check DSDPSetStandardMonitor(m.dsdp, !m.silent ? 1 : 0)
+    @check DSDPSolve(m.dsdp)
     # Calling `ComputeX` not right after `Solve` seems to sometime cause segfaults or weird Heisenbug's
     # let's call it directly what `DSDP/examples/readsdpa.c` does
-    DSDPComputeX(m.dsdp)
+    @check DSDPComputeX(m.dsdp)
     m.y = zeros(Cdouble, length(m.b))
-    DSDPGetY(m.dsdp, m.y, length(m.y))
+    @check DSDPGetY(m.dsdp, m.y, length(m.y))
     map!(-, m.y, m.y) # The primal objective is Max in SDOI but Min in DSDP
     return
 end
@@ -574,7 +587,7 @@ function MOI.get(m::Optimizer, ::MOI.RawStatusString)
         return "`optimize!` not called"
     end
     stop = Ref{DSDPTerminationReason}()
-    DSDPStopReason(m.dsdp, stop)
+    @check DSDPStopReason(m.dsdp, stop)
     status = stop[]
     if status == DSDP_CONVERGED
         return "Converged"
@@ -603,11 +616,11 @@ function MOI.get(m::Optimizer, ::MOI.TerminationStatus)
         return MOI.OPTIMIZE_NOT_CALLED
     end
     stop = Ref{DSDPTerminationReason}()
-    DSDPStopReason(m.dsdp, stop)
+    @check DSDPStopReason(m.dsdp, stop)
     status = stop[]
     if status == DSDP_CONVERGED
         sol = Ref{DSDPSolutionType}()
-        DSDPGetSolutionType(m.dsdp, sol)
+        @check DSDPGetSolutionType(m.dsdp, sol)
         sol_status = sol[]
         if sol_status == DSDP_PDFEASIBLE
             return MOI.OPTIMAL
@@ -645,7 +658,7 @@ function MOI.get(m::Optimizer, attr::MOI.PrimalStatus)
         return MOI.NO_SOLUTION
     end
     sol = Ref{DSDPSolutionType}()
-    DSDPGetSolutionType(m.dsdp, sol)
+    @check DSDPGetSolutionType(m.dsdp, sol)
     status = sol[]
     if status == DSDP_PDUNKNOWN
         return MOI.UNKNOWN_RESULT_STATUS
@@ -664,7 +677,7 @@ function MOI.get(m::Optimizer, attr::MOI.DualStatus)
         return MOI.NO_SOLUTION
     end
     sol = Ref{DSDPSolutionType}()
-    DSDPGetSolutionType(m.dsdp, sol)
+    @check DSDPGetSolutionType(m.dsdp, sol)
     status = sol[]
     if status == DSDP_PDUNKNOWN
         return MOI.UNKNOWN_RESULT_STATUS
@@ -684,14 +697,14 @@ MOI.get(m::Optimizer, ::MOI.ResultCount) = m.dsdp == C_NULL ? 0 : 1
 function MOI.get(m::Optimizer, attr::MOI.ObjectiveValue)
     MOI.check_result_index_bounds(m, attr)
     ret = Ref{Cdouble}()
-    DSDPGetPPObjective(m.dsdp, ret)
+    @check DSDPGetPPObjective(m.dsdp, ret)
     return m.objective_sign * ret[] + m.objective_constant
 end
 
 function MOI.get(m::Optimizer, attr::MOI.DualObjectiveValue)
     MOI.check_result_index_bounds(m, attr)
     ret = Ref{Cdouble}()
-    DSDPGetDDObjective(m.dsdp, ret)
+    @check DSDPGetDDObjective(m.dsdp, ret)
     return m.objective_sign * ret[] + m.objective_constant
 end
 
@@ -826,7 +839,7 @@ function block(
 end
 
 function vectorize_block(M, blk::Integer, ::Type{MOI.Nonnegatives})
-    return diag(block(M, blk))
+    return LinearAlgebra.diag(block(M, blk))
 end
 
 function vectorize_block(