How to use the qpsolvers.available_solvers function in qpsolvers

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github stephane-caron / qpsolvers / examples / test_solvers.py View on Github external
if __name__ == "__main__":
    cases = [
        {'P': P, 'q': q},
        {'P': P, 'q': q, 'G': G, 'h': h},
        {'P': P, 'q': q, 'A': A, 'b': b},
        {'P': P, 'q': q, 'G': G[0], 'h': h0},
        {'P': P, 'q': q, 'A': A[0], 'b': b0},
        {'P': P, 'q': q, 'G': G, 'h': h, 'A': A, 'b': b},
        {'P': P, 'q': q, 'G': G[0], 'h': h0, 'A': A, 'b': b},
        {'P': P, 'q': q, 'G': G, 'h': h, 'A': A[0], 'b': b0},
        {'P': P, 'q': q, 'G': G[0], 'h': h0, 'A': A[0], 'b': b0},
    ]

    for (i, case) in enumerate(cases):
        print("\nTest %1d\n======\n" % i)
        expected_sol = solve_qp(solver=available_solvers[0], **case)
        for solver in available_solvers:
            sol = solve_qp(solver=solver, **case)
            delta = norm(sol - expected_sol)
            print("%9s's solution: %s" % (solver, sol.round(decimals=5)))
            assert delta < 1e-4, \
                "%s's solution offset by %.1e on test #%d" % (solver, delta, i)
github stephane-caron / qpsolvers / examples / random_problems.py View on Github external
plot(sizes, perfs[solver], lw=2, color=colors[solver])
    grid(True)
    legend(list(perfs.keys()), loc='lower right')
    xscale('log')
    yscale('log')
    for solver in perfs:
        plot(sizes, perfs[solver], marker='o', color=colors[solver])


if __name__ == "__main__":
    if get_ipython() is None:
        print("Usage: ipython -i %s" % basename(__file__))
        exit()
    perfs = {}
    print("\nTesting all QP solvers on a random quadratic programs...\n")
    for solver in available_solvers:
        try:
            perfs[solver] = []
            for size in sizes:
                print("Running %s on problem size %d..." % (solver, size))
                cum_time = timeit(
                    stmt="solve_random_qp(%d, '%s')" % (size, solver),
                    setup="from __main__ import solve_random_qp",
                    number=nb_iter)
                perfs[solver].append(cum_time / nb_iter)
        except Exception as e:
            print("Warning: %s" % str(e))
            if solver in perfs:
                del perfs[solver]
    plot_results(perfs)
github robotlearn / pyrobolearn / pyrobolearn / optimizers / qpsolvers_optimizer.py View on Github external
def __init__(self, method='quadprog', *args, **kwargs):
        """
        Initialize the QP solver.

        Args:
            method (str): QP method/library to use. Select between ['cvxopt', 'cvxpy', 'ecos', 'gurobi', 'mosek',
                'osqp', 'qpoases', 'quadprog']
        """
        super(QP, self).__init__(*args, **kwargs)

        solvers = set(qpsolvers.available_solvers)
        if len(solvers) == 0:
            raise ValueError("No QP solvers have been found on this computer. Please install one of the QP modules")
        if method not in solvers:
            method = 'quadprog'
        self.method = method

        # check methods that require a symmetric matrix for P
        methods = ['cvxopt', 'osqp', 'quadprog']
        self.sym_proj = True if self.method in set(methods) else False

qpsolvers

Quadratic programming solvers in Python with a unified API.

LGPL-3.0
Latest version published 2 months ago

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