test/: dense and sparse maros meszaros: Redefine function load_qp with intern skipping of large problems, to avoid useless computations (adapt from Eigen 3 to Eigen5)

Author: Lucas-Haubert

test/include/maros_meszaros.hpp

@@ -16,10 +16,12 @@ struct MarosMeszarosQp
   Mat A;
   Vec l;
   Vec u;
+
+  bool skip = false;
 };
 
 auto
-load_qp(char const* filename) -> MarosMeszarosQp
+load_qp(char const* filename, bool check_size = false) -> MarosMeszarosQp
 {
   using Mat = MarosMeszarosQp::Mat;
   using Vec = MarosMeszarosQp::Vec;
@@ -30,6 +32,8 @@ load_qp(char const* filename) -> MarosMeszarosQp
     proxsuite::linalg::veg::defer([&] { Mat_Close(mat_fp); });
   proxsuite::linalg::veg::unused(_mat_fp_cleanup);
 
+  bool skip = false;
+
   auto load_mat = [&](char const* name) -> Mat {
     matvar_t* mat_var = Mat_VarRead(mat_fp, name);
     VEG_ASSERT(mat_var != nullptr);
@@ -44,27 +48,30 @@ load_qp(char const* filename) -> MarosMeszarosQp
 
     isize nrows = isize(mat_var->dims[0]);
     isize ncols = isize(mat_var->dims[1]);
+    Mat out;
 
-    auto optr = reinterpret_cast<mat_int32_t const*>(ptr->jc); // NOLINT
-    auto iptr = reinterpret_cast<mat_int32_t const*>(ptr->ir); // NOLINT
-    auto vptr = static_cast<double const*>(ptr->data);         // NOLINT
+    if (!check_size || (nrows <= 1000 && ncols <= 1000)) {
+      auto optr = reinterpret_cast<mat_int32_t const*>(ptr->jc); // NOLINT
+      auto iptr = reinterpret_cast<mat_int32_t const*>(ptr->ir); // NOLINT
+      auto vptr = static_cast<double const*>(ptr->data);         // NOLINT
 
-    Mat out;
-    out.resize(nrows, ncols);
-    out.reserve(ptr->nzmax);
-    for (isize j = 0; j < ncols; ++j) {
-      isize col_start = optr[j];
-      isize col_end = optr[j + 1];
+      out.resize(nrows, ncols);
+      out.reserve(ptr->nzmax);
+      for (isize j = 0; j < ncols; ++j) {
+        isize col_start = optr[j];
+        isize col_end = optr[j + 1];
 
-      for (isize p = col_start; p < col_end; ++p) {
+        for (isize p = col_start; p < col_end; ++p) {
 
-        isize i = iptr[p];
-        double v = vptr[p];
+          isize i = iptr[p];
+          double v = vptr[p];
 
-        out.insert(i, j) = v;
+          out.insert(i, j) = v;
+        }
       }
+    } else {
+      skip = true;
     }
-
     return out;
   };
 
@@ -86,8 +93,8 @@ load_qp(char const* filename) -> MarosMeszarosQp
   };
 
   return {
-    filename,      load_mat("P"), load_vec("q"),
-    load_mat("A"), load_vec("l"), load_vec("u"),
+    filename,      load_mat("P"), load_vec("q"), load_mat("A"),
+    load_vec("l"), load_vec("u"), skip,
   };
 }
 

test/src/dense_maros_meszaros.cpp

@@ -90,20 +90,19 @@ TEST_CASE("dense maros meszaros using the api")
   T elapsed_time = 0.0;
 
   for (auto const* file : files) {
-    auto qp = load_qp(file);
+    auto qp = load_qp(file, true);
     isize n = qp.P.rows();
     isize n_eq_in = qp.A.rows();
 
-    const bool skip = n > 1000 || n_eq_in > 1000;
-    if (skip) {
+    if (qp.skip) {
       std::cout << " path: " << qp.filename << " n: " << n
                 << " n_eq+n_in: " << n_eq_in << " - skipping" << std::endl;
     } else {
       std::cout << " path: " << qp.filename << " n: " << n
                 << " n_eq+n_in: " << n_eq_in << std::endl;
     }
 
-    if (!skip) {
+    if (!qp.skip) {
 
       auto preprocessed = preprocess_qp(qp);
       auto& H = preprocessed.H;

test/src/sparse_maros_meszaros.cpp

@@ -117,20 +117,19 @@ TEST_CASE("sparse maros meszaros using the API")
   const T eps_abs_with_duality_gap = 1e-5;
 
   for (auto const* file : files) {
-    auto qp_raw = load_qp(file);
+    auto qp_raw = load_qp(file, true);
     isize n = qp_raw.P.rows();
     isize n_eq_in = qp_raw.A.rows();
 
-    bool skip = (n > 1000 || n_eq_in > 1000);
-    if (skip) {
+    if (qp_raw.skip) {
       std::cout << " path: " << qp_raw.filename << " n: " << n
                 << " n_eq+n_in: " << n_eq_in << " - SKIPPING" << std::endl;
     } else {
       std::cout << " path: " << qp_raw.filename << " n: " << n
                 << " n_eq+n_in: " << n_eq_in << std::endl;
     }
 
-    if (!skip) {
+    if (!qp_raw.skip) {
 
       auto preprocessed = preprocess_qp_sparse(VEG_FWD(qp_raw));
       auto& H = preprocessed.H;