OSDP: Semi-definite programming (SDP) in OCaml

OSDP is an OCaml frontend library to semi-definite programming (SDP) solvers.
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Table of Contents

1. About The Project
   • Built With
2. Getting Started
   • Prerequisites
   • Installation
3. Usage
4. Documentation
5. Troubles
6. License

About OSDP

OSDP is an OCaml frontend library to semi-definite programming (SDP) solvers.

See directory example for how to use the library.

Getting Started

Prerequisites

OSDP relies on external optimization tools

• Csdp
• Mosek
• SDPA

and on the following opam packages:

opam install ocamlfind dune conf-autoconf zarith ocplib-simplex.0.5 conf-csdp

Csdp

Csdp is free software and is available in most Unix systems. Eg. on Debian-based systems

apt-get install csdp

or, on OSX

brew install csdp

Csdp binary has to be available in the path.

Mosek

Mosek is a commercial tool available at www.mosek.com. OSDP is linked against the dynamic library of Mosek. Make sure that the library is available in the dynamic library environment variable.

Let PATH_TO_MOSEKDIR be path that contains the dynamic library, eg. libmosek64.so on Linux and libmosek64.dylib on OSX.

• On Linux

 export LD_LIBRARY_PATH = PATH_TO_MOSEKDIR:$LD_LIBRARY_PATH

• On OSX

 export DYLD_LIBRARY_PATH = PATH_TO_MOSEKDIR:$DYLD_LIBRARY_PATH

SDPA

Csdp is free software and is available in most Unix systems. Eg. on Debian-based systems

apt-get install sdpa

Like CSDP, it has to be available as a binary in the user path.

Installation

See INSTALL.

Using opam:

opam install osdp

Using the source:

1. Clone the repo

   git clone https://github.com/Embedded-SW-VnV/osdp.git

2. Install dependencies

   opam install ocamlfind dune conf-autoconf zarith ocplib-simplex.0.5 conf-csdp

3. Compile

   autoconf
   ./configure
   make
   make install

Usage

As library

open Osdp

Ocaml toplevel

To use with the ocaml toplevel

% rlwrap ocaml
# #use "topfind";;
# #require "osdp";;

These last two lines can be added to ~/.ocamlinit to avoid typing them again and again.

Documentation

Type

% make doc

to generate documentation (then see doc/index.html) or visit https://embedded-sw-vnv.github.io/osdp/doc/

Troubles

When running with OSX, some issues with the link of moseklib:

• either run the final binary with

  DYLD_LIBRARY_PATH="$DYLD_LIBRARY_PATH:`dirname \`which mosek\``" my_new_binary

• or use install_name_tool to provide the absolute path in the dynamic linking lib. It has to be done for every binary using Osdp, even indirectly.

License

Distributed under the LGPL-v2.1 License.