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Changes #1

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07a8be0
Add binding for solve_kkt function.
Jan 15, 2026
71e87bd
Add example that uses factorized kkt system.
Jan 15, 2026
b1901cf
Add kkt_multiply function to the solver.
Feb 23, 2026
ee2d1a1
Added update_vector_data and update_matrix_data functions.
Feb 23, 2026
8bac1ef
Added test files.
Mar 4, 2026
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3 changes: 2 additions & 1 deletion .gitignore
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Original file line number Diff line number Diff line change
Expand Up @@ -4,4 +4,5 @@ build/
__pycache__/
qoco_custom*/
src/bindings.cpp
dist/
dist/
myvenv
6 changes: 4 additions & 2 deletions CMakeLists.txt
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Original file line number Diff line number Diff line change
Expand Up @@ -22,8 +22,10 @@ list(APPEND CMAKE_MESSAGE_INDENT " ")
include(FetchContent)
FetchContent_Declare(
qoco
GIT_REPOSITORY https://github.com/qoco-org/qoco.git
GIT_TAG 25ee8d63f1a96ffe96c5162089bd746b5947a282
#GIT_REPOSITORY https://github.com/qoco-org/qoco.git
# GIT_TAG 25ee8d63f1a96ffe96c5162089bd746b5947a282
GIT_REPOSITORY https://github.com/JonasBreuling/qoco.git
GIT_TAG main
)

list(POP_BACK CMAKE_MESSAGE_INDENT)
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60 changes: 60 additions & 0 deletions examples/simple_socp1.py
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@@ -0,0 +1,60 @@
import qoco
import numpy as np
from scipy import sparse


if __name__ == "__main__":
# Define problem data
P = sparse.diags([1, 2, 3, 4, 5, 6], 0, dtype=None)
P = P.tocsc()

c = np.array([1, 2, 3, 4, 5, 6], dtype=float)
G = -sparse.identity(6)
G = G.tocsc()
h = np.zeros(6)
A = sparse.csc_matrix([[1, 1, 0, 0, 0, 0], [0, 1, 2, 0, 0, 0]])
A = A.tocsc()
b = np.array([1, 2])

l = 3
n = 6
m = 6
p = 2
nsoc = 1
q = np.array([3], dtype=float)

# Create an QOCO object.
prob = qoco.QOCO()

# Setup workspace.
prob.setup(n, m, p, P, c, A, b, G, h, l, nsoc, q)

# Solve problem.
res = prob.solve()

opt_obj = 4.042
assert res.status == "QOCO_SOLVED"
assert abs(res.obj - opt_obj) <= 1e-4

# solve regularized KKT system with the existing LDL factorization
rhs = np.ones(prob.n + prob.m + prob.p)
sol = prob.solve_kkt(rhs)

# multiply original KKT matrix by some vector
product = prob.kkt_multiply(sol)
assert np.allclose(product, rhs, atol=1e-8)

# print("res.x:", res.x)
print("sol:", sol)
print("KKT @ sol:", product)
print("res:", res)

# possibly update settings
prob.update_settings(max_iters=1000, tol=1e-8)

# update vector data and solve KKT system again
# (None means that the corresponding data is not updated)
prob.update_vector_data(c=None, h=h + 1, b=None)
res = prob.solve()
print("res:", res)

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