Fix and test the inclusion problem of both fast and rt.

Add a unittest showing the problem with classical use of the library.

Author: olivier-stasse

include/eiquadprog/eiquadprog-fast.hxx

@@ -22,21 +22,7 @@
 namespace eiquadprog {
 namespace solvers {
 
-/// Compute sqrt(a^2 + b^2)
-template <typename Scalar>
-inline Scalar distance(Scalar a, Scalar b) {
-  Scalar a1, b1, t;
-  a1 = std::abs(a);
-  b1 = std::abs(b);
-  if (a1 > b1) {
-    t = (b1 / a1);
-    return a1 * std::sqrt(1.0 + t * t);
-  } else if (b1 > a1) {
-    t = (a1 / b1);
-    return b1 * std::sqrt(1.0 + t * t);
-  }
-  return a1 * std::sqrt(2.0);
-}
+#include "eiquadprog/eiquadprog-utils.hxx"
 
 EiquadprogFast::EiquadprogFast() {
   m_maxIter = DEFAULT_MAX_ITER;
@@ -216,14 +202,6 @@ void EiquadprogFast::delete_constraint(MatrixXd& R, MatrixXd& J, VectorXi& A, Ve
   }
 }
 
-template <class Derived>
-void print_vector(const char* name, Eigen::MatrixBase<Derived>& x, int n) {
-  //  std::cerr << name << x.transpose() << std::endl;
-}
-template <class Derived>
-void print_matrix(const char* name, Eigen::MatrixBase<Derived>& x, int n) {
-  //  std::cerr << name << std::endl << x << std::endl;
-}
 
 EiquadprogFast_status EiquadprogFast::solve_quadprog(const MatrixXd& Hess, const VectorXd& g0, const MatrixXd& CE,
                                                      const VectorXd& ce0, const MatrixXd& CI, const VectorXd& ci0,
@@ -634,4 +612,5 @@ l2a: /* Step 2a: determine step direction */
 } /* namespace solvers */
 } /* namespace eiquadprog */
 
+
 #endif /* EIQUADPROGFAST_HXX_ */

include/eiquadprog/eiquadprog-rt.hxx

@@ -19,6 +19,8 @@
 #ifndef __eiquadprog_rt_hxx__
 #define __eiquadprog_rt_hxx__
 
+#include "eiquadprog/eiquadprog-utils.hxx"
+
 namespace eiquadprog {
 
 namespace solvers {
@@ -182,15 +184,6 @@ void RtEiquadprog<nVars, nEqCon, nIneqCon>::delete_constraint(typename RtMatrixX
   }
 }
 
-template <class Derived>
-void print_vector(const char* name, Eigen::MatrixBase<Derived>& x, int n) {
-  //  std::cerr << name << x.transpose() << std::endl;
-}
-template <class Derived>
-void print_matrix(const char* name, Eigen::MatrixBase<Derived>& x, int n) {
-  //  std::cerr << name << std::endl << x << std::endl;
-}
-
 template <int nVars, int nEqCon, int nIneqCon>
 RtEiquadprog_status RtEiquadprog<nVars, nEqCon, nIneqCon>::solve_quadprog(
     const typename RtMatrixX<nVars, nVars>::d& Hess, const typename RtVectorX<nVars>::d& g0,

include/eiquadprog/eiquadprog-utils.hxx

@@ -0,0 +1,29 @@
+#ifndef EIQUADPROG_UTILS_HPP_
+#define EIQUADPROG_UTILS_HPP_
+
+/// Compute sqrt(a^2 + b^2)
+template <typename Scalar>
+inline Scalar distance(Scalar a, Scalar b) {
+  Scalar a1, b1, t;
+  a1 = std::abs(a);
+  b1 = std::abs(b);
+  if (a1 > b1) {
+    t = (b1 / a1);
+    return a1 * std::sqrt(1.0 + t * t);
+  } else if (b1 > a1) {
+    t = (a1 / b1);
+    return b1 * std::sqrt(1.0 + t * t);
+  }
+  return a1 * std::sqrt(2.0);
+}
+
+template <class Derived>
+void print_vector(const char* name, Eigen::MatrixBase<Derived>& x, int n) {
+  //  std::cerr << name << x.transpose() << std::endl;
+}
+template <class Derived>
+void print_matrix(const char* name, Eigen::MatrixBase<Derived>& x, int n) {
+  //  std::cerr << name << std::endl << x << std::endl;
+}
+
+#endif

tests/CMakeLists.txt

@@ -22,9 +22,16 @@ SET(TESTS
   eiquadprog-basic
   eiquadprog-fast
   eiquadprog-rt
+  eiquadprog-both
   )
 
 FOREACH(test ${TESTS})
   ADD_UNIT_TEST(${test} ${test}.cpp)
   TARGET_LINK_LIBRARIES(${test} ${PROJECT_NAME} ${Boost_UNIT_TEST_FRAMEWORK_LIBRARY})
 ENDFOREACH(test ${TESTS})
+
+ADD_LIBRARY(testab SHARED TestA.cpp TestB.cpp)
+TARGET_INCLUDE_DIRECTORIES(testab SYSTEM PRIVATE ${EIGEN3_INCLUDE_DIR})
+
+#ADD_UNIT_TEST(test-integration test-integration.cpp )
+#TARGET_LINK_LIBRARIES(test-integration ${PROJECT_NAME} ${Boost_UNIT_TEST_FRAMEWORK_LIBRARY} testab)

tests/TestA.cpp

@@ -0,0 +1,41 @@
+#include <iostream>
+
+#include <Eigen/Core>
+
+#include <boost/test/unit_test.hpp>
+
+#include "TestA.hpp"
+
+using namespace eiquadprog::solvers;
+using namespace eiquadprog::tests;
+
+A::A():
+    Q_(2, 2),
+    C_(2),
+    Aeq_(0,2),
+    Beq_(0),
+    Aineq_(0,2),
+    Bineq_(0),
+    solution_(2),
+    QP_()
+{
+  
+  QP_.reset(2, 0, 0);
+  
+  Q_.setZero();
+  Q_(0, 0) = 1.0;
+  Q_(1, 1) = 1.0;
+
+
+  C_.setZero();
+
+  solution_.setZero();
+
+  expected_ = EIQUADPROG_FAST_OPTIMAL;
+
+}
+
+EiquadprogFast_status A::solve(Eigen::VectorXd &x)
+{
+  return QP_.solve_quadprog(Q_, C_, Aeq_, Beq_, Aineq_, Bineq_, x);
+}

tests/TestB.cpp

@@ -0,0 +1,18 @@
+#include <iostream>
+
+#include <Eigen/Core>
+
+#include <boost/test/unit_test.hpp>
+
+#include "TestB.hpp"
+using namespace eiquadprog::solvers;
+using namespace eiquadprog::tests;
+
+B::B()
+{
+}
+
+bool B::do_something()
+{
+  
+}

tests/eiquadprog-both.cpp

@@ -0,0 +1,165 @@
+//
+// Copyright (c) 2019 CNRS
+//
+// This file is part of eiquadprog.
+//
+// eiquadprog is free software: you can redistribute it and/or modify
+// it under the terms of the GNU Lesser General Public License as published by
+// the Free Software Foundation, either version 3 of the License, or
+//(at your option) any later version.
+
+// eiquadprog is distributed in the hope that it will be useful,
+// but WITHOUT ANY WARRANTY; without even the implied warranty of
+// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+// GNU Lesser General Public License for more details.
+
+// You should have received a copy of the GNU Lesser General Public License
+// along with eiquadprog.  If not, see <https://www.gnu.org/licenses/>.
+
+#include <iostream>
+
+#include <Eigen/Core>
+
+#include <boost/test/unit_test.hpp>
+
+#include "eiquadprog/eiquadprog-fast.hpp"
+#include "eiquadprog/eiquadprog-rt.hpp"
+
+using namespace eiquadprog::solvers;
+
+/**
+ * solves the problem
+ * min. 0.5 * x' Hess x + g0' x
+ * s.t. CE x + ce0 = 0
+ *      CI x + ci0 >= 0
+ */
+
+BOOST_AUTO_TEST_SUITE(BOOST_TEST_MODULE)
+
+// min ||x||^2
+
+BOOST_AUTO_TEST_CASE(test_unbiased) {
+  EiquadprogFast qp;
+  qp.reset(2, 0, 0);
+
+  Eigen::MatrixXd Q(2, 2);
+  Q.setZero();
+  Q(0, 0) = 1.0;
+  Q(1, 1) = 1.0;
+
+  Eigen::VectorXd C(2);
+  C.setZero();
+
+  Eigen::MatrixXd Aeq(0, 2);
+
+  Eigen::VectorXd Beq(0);
+
+  Eigen::MatrixXd Aineq(0, 2);
+
+  Eigen::VectorXd Bineq(0);
+
+  Eigen::VectorXd x(2);
+
+  Eigen::VectorXd solution(2);
+  solution.setZero();
+
+  double val = 0.0;
+
+  EiquadprogFast_status expected = EIQUADPROG_FAST_OPTIMAL;
+
+  EiquadprogFast_status status = qp.solve_quadprog(Q, C, Aeq, Beq, Aineq, Bineq, x);
+
+  BOOST_CHECK_EQUAL(status, expected);
+
+  BOOST_CHECK_CLOSE(qp.getObjValue(), val, 1e-6);
+
+  BOOST_CHECK(x.isApprox(solution));
+}
+
+// min ||x-x_0||^2, x_0 = (1 1)^T
+
+BOOST_AUTO_TEST_CASE(test_biased) {
+  RtEiquadprog<2, 0, 0> qp;
+
+  RtMatrixX<2, 2>::d Q;
+  Q.setZero();
+  Q(0, 0) = 1.0;
+  Q(1, 1) = 1.0;
+
+  RtVectorX<2>::d C;
+  C(0) = -1.;
+  C(1) = -1.;
+
+  RtMatrixX<0, 2>::d Aeq;
+
+  RtVectorX<0>::d Beq;
+
+  RtMatrixX<0, 2>::d Aineq;
+
+  RtVectorX<0>::d Bineq;
+
+  RtVectorX<2>::d x;
+
+  RtVectorX<2>::d solution;
+  solution(0) = 1.;
+  solution(1) = 1.;
+
+  double val = -1.;
+
+  RtEiquadprog_status expected = RT_EIQUADPROG_OPTIMAL;
+
+  RtEiquadprog_status status = qp.solve_quadprog(Q, C, Aeq, Beq, Aineq, Bineq, x);
+
+  BOOST_CHECK_EQUAL(status, expected);
+
+  BOOST_CHECK_CLOSE(qp.getObjValue(), val, 1e-6);
+
+  BOOST_CHECK(x.isApprox(solution));
+}
+
+// min ||x||^2
+//    s.t.
+// x[1] = 1 - x[0]
+
+BOOST_AUTO_TEST_CASE(test_equality_constraints) {
+  RtEiquadprog<2, 1, 0> qp;
+
+  RtMatrixX<2, 2>::d Q;
+  Q.setZero();
+  Q(0, 0) = 1.0;
+  Q(1, 1) = 1.0;
+
+  RtVectorX<2>::d C;
+  C.setZero();
+
+  RtMatrixX<1, 2>::d Aeq;
+  Aeq(0, 0) = 1.;
+  Aeq(0, 1) = 1.;
+
+  RtVectorX<1>::d Beq;
+  Beq(0) = -1.;
+
+  RtMatrixX<0, 2>::d Aineq;
+
+  RtVectorX<0>::d Bineq;
+
+  RtVectorX<2>::d x;
+
+  RtVectorX<2>::d solution;
+  solution(0) = 0.5;
+  solution(1) = 0.5;
+
+  double val = 0.25;
+
+  RtEiquadprog_status expected = RT_EIQUADPROG_OPTIMAL;
+
+  RtEiquadprog_status status = qp.solve_quadprog(Q, C, Aeq, Beq, Aineq, Bineq, x);
+
+  BOOST_CHECK_EQUAL(status, expected);
+
+  BOOST_CHECK_CLOSE(qp.getObjValue(), val, 1e-6);
+
+  BOOST_CHECK(x.isApprox(solution));
+}
+
+BOOST_AUTO_TEST_SUITE_END()

tests/test-integration.cpp

@@ -0,0 +1,18 @@
+#include <iostream>
+
+#include <Eigen/Core>
+
+#include <boost/test/unit_test.hpp>
+
+#include "TestA.hpp"
+#include "TestB.hpp"
+
+BOOST_AUTO_TEST_SUITE(BOOST_TEST_MODULE)
+
+BOOST_AUTO_TEST_CASE(test_class_A_and_class_B) {
+  eiquadprog::tests::B aB;
+
+  BOOST_CHECK(aB.do_something());
+}
+
+BOOST_AUTO_TEST_SUITE_END()