Makefile

SRC_DIR     := src
LIB_DIR     := include
BUILD_DIR   := build
TMP_DIR     := tmp
PROGRAM     := minqp
PROBLEMS    := problems
BENCHMARKS  := benchmarks
SCRIPTS     := scripts

ALGLIB_VERSION  := 4.06.0
ALGLIB_ZIP      := alglib-$(ALGLIB_VERSION).cpp.gpl.zip
ALGLIB_URL      := https://www.alglib.net/translator/re/$(ALGLIB_ZIP)

#
# Parameters to pass to the makefile
#

# Condition numbers (relative to norm2) of the matrix Q to use 
COND_Q := 1.01 1.05 2.50 5.50 10.00 20.00

# Problem dimensions
N := 50 100 200 500 750 1000 1200 1500

# Linear constraints count
K := 10 25 50 75 100 150 200 250 300 350 400 500 600

# Number of problems to generate for each N,K,cond2(Q) combination
COUNT := 2

# Barrier reduction parameter
SIGMA := 0.2

# Solvers to study
SOLVERS := ipm-newton ipm-prediction ipm-prediction-normal

# Reference solver for comparisons
REFERENCE_SOLVER := alglib-ipm

# Cores to use for problems/benchmarks generation
CORES := $(MAKE_JOBS)
CORES := $(if $(CORES),$(CORES),2)

PROBLEMS_PARAMETERS   = --cores $(CORES) --prob-dims $(N) --constraints $(K) --matrix-conds $(COND_Q) --count $(COUNT)
BENCHMARKS_PARAMETERS = --cores $(CORES) --sigma $(SIGMA) --solvers $(REFERENCE_SOLVER) --solvers $(SOLVERS)
CHARTS_PARAMETERS     = --cores $(CORES)

#
# OS-specific parameters
#
ifeq ($(OS),Windows_NT)
    SHELL := powershell.exe
    CXX := cl
    OBJ_EXT := obj

    # MSVC flags
    QP_DIR := $(LIB_DIR)\qp
    CXXFLAGS := /nologo /std:c++20 /O2 /EHsc /I$(LIB_DIR) /I$(QP_DIR)
    PROJECT_FLAGS := /fp:fast

    # ALGLIB flags (assume windows is running on Intel)
    ALGLIB_FLAGS := /DAE_OS=AE_WINDOWS /W3 /arch:AVX2 /DAE_CPU=AE_INTEL
    ALGLIB_DIR   := $(LIB_DIR)\alglib

    TARGET := $(PROGRAM).exe
else
    # Linux and macOS
    CXX      := g++
    OBJ_EXT  := o

    QP_DIR := $(LIB_DIR)/qp
    CXXFLAGS := -std=c++20 -O3 -I$(LIB_DIR) -I$(QP_DIR) -D_GLIBCXX_USE_CXX11_ABI=0 -MMD -MP
    PROJECT_FLAGS := -fstack-protector -ffast-math

    ALGLIB_FLAGS := -DAE_OS=AE_POSIX
    ALGLIB_DIR   := $(LIB_DIR)/alglib

    # Check it is Intel/AMD architecture
    ARCH := $(shell uname -m)
	ifneq (,$(filter x86_64 AMD64 i386 i486 i586 i686,$(ARCH)))
        CXXFLAGS     += -mavx2 -mfma
        ALGLIB_FLAGS += -DAE_CPU=AE_INTEL
	endif

    TARGET := $(PROGRAM)
endif

#
# Project files
#
SRC_FILES := $(wildcard $(SRC_DIR)/*.cpp)
OBJ_FILES := $(patsubst $(SRC_DIR)/%.cpp,$(BUILD_DIR)/%.$(OBJ_EXT),$(SRC_FILES))
DEP_FILES := $(OBJ_FILES:.$(OBJ_EXT)=.d)

ALGLIB_SRC := $(wildcard $(ALGLIB_DIR)/*.cpp)
ALGLIB_OBJ := $(patsubst $(ALGLIB_DIR)/%.cpp,$(BUILD_DIR)/alglib/%.$(OBJ_EXT),$(ALGLIB_SRC))


#
# Build Targets
#
.PHONY: all clean_problems clean_benchmarks clean benchmarks_python_requirements_check

all: $(TARGET)

$(TARGET): $(OBJ_FILES) $(ALGLIB_OBJ)
ifeq ($(OS),Windows_NT)
	$(CXX) /Fe$(TARGET) $^
else
	$(CXX) $(CXXFLAGS) $(PROJECT_FLAGS) -o $@ $^
endif

#
# Compile rules
#

# Generate output directories
$(BUILD_DIR):
ifeq ($(OS),Windows_NT)
	@mkdir ".\$(BUILD_DIR)" -Force | Out-Null
	@mkdir ".\$(BUILD_DIR)\alglib" -Force | Out-Null
else
	@mkdir -p $(BUILD_DIR) $(BUILD_DIR)/alglib
endif

# Project files
$(BUILD_DIR)/%.$(OBJ_EXT): $(SRC_DIR)/%.cpp | $(BUILD_DIR)
ifeq ($(OS),Windows_NT)
	@$(CXX) $(CXXFLAGS) $(PROJECT_FLAGS) /c $< /Fo$@
else
	$(CXX) $(CXXFLAGS) $(PROJECT_FLAGS) -c $< -o $@
endif

# Alglib library files
$(BUILD_DIR)/alglib/%.$(OBJ_EXT): $(ALGLIB_DIR)/%.cpp | $(BUILD_DIR)
ifeq ($(OS),Windows_NT)
	@$(CXX) $(CXXFLAGS) $(ALGLIB_FLAGS) /c $< /Fo$@
else
	$(CXX) $(CXXFLAGS) $(ALGLIB_FLAGS) -c $< -o $@
endif

# Include generated dependencies (not on Windows, as it doesn't generate them)
ifneq ($(OS),Windows_NT)
    -include $(DEP_FILES)
endif

#
# Download and extract ALGLIB library
#
$(ALGLIB_DIR):
ifeq ($(OS),Windows_NT)
	@mkdir ".\$(TMP_DIR)" -Force | Out-Null
	@Write-Output "Downloading ALGLIB $(ALGLIB_VERSION)..."
	@Invoke-WebRequest -OutFile ".\$(TMP_DIR)\$(ALGLIB_ZIP)" -Uri "$(ALGLIB_URL)"
	@Expand-Archive -LiteralPath ".\$(TMP_DIR)\$(ALGLIB_ZIP)" -DestinationPath ".\$(TMP_DIR)" -Force
	@Write-Output "Library downloaded and extracted"
	@Move-Item -Path ".\$(TMP_DIR)\alglib-cpp\src" -Destination ".\$(ALGLIB_DIR)"
	@Remove-Item ".\$(TMP_DIR)" -Recurse -Force
	@Write-Output "Now you can compile the whole project with 'make'"
else
	@mkdir -p $(TMP_DIR)
	@echo Downloading ALGLIB $(ALGLIB_VERSION)...
	@curl -s -o $(TMP_DIR)/$(ALGLIB_ZIP) $(ALGLIB_URL)
	@unzip -q $(TMP_DIR)/$(ALGLIB_ZIP) -d $(TMP_DIR)
	@echo Library downloaded and extracted
	@mv $(TMP_DIR)/alglib-cpp/src $(ALGLIB_DIR)
	@rm -rf $(TMP_DIR)
	@echo "Now you can compile the whole project with 'make'"
endif

#
# Generate and solve problems
#

GEN_PROBLEMS   = generate_problems.py
GEN_BENCHMARKS = generate_benchmarks.py
GEN_CHARTS     = generate_charts.py
GEN_PROBLEMS_HELPER   = benchmark_problems.py
GEN_BENCHMARKS_HELPER = benchmark_status.py

# Python scripts dependencies
$(SCRIPTS)/$(GEN_PROBLEMS):   $(SCRIPTS)/$(GEN_PROBLEMS_HELPER)
$(SCRIPTS)/$(GEN_BENCHMARKS): $(SCRIPTS)/$(GEN_BENCHMARKS_HELPER) $(SCRIPTS)/$(GEN_PROBLEMS_HELPER)
$(SCRIPTS)/$(GEN_CHARTS):     $(SCRIPTS)/$(GEN_BENCHMARKS)

$(PROBLEMS): $(SCRIPTS)/$(GEN_PROBLEMS)
ifeq ($(OS),Windows_NT)
	@python ".\$(SCRIPTS)\$(GEN_PROBLEMS)" --minqp=".\$(TARGET)" $(PROBLEMS_PARAMETERS)
else
	@python3 $(SCRIPTS)/$(GEN_PROBLEMS) --minqp="./$(TARGET)" $(PROBLEMS_PARAMETERS)
endif

# Python modules checker
benchmarks_python_requirements_check: $(SCRIPTS)/$(GEN_CHARTS)
ifeq ($(OS),Windows_NT)
	@python -c "import numpy, pandas, matplotlib, rich" *> $$null; if ($$LASTEXITCODE -ne 0) { Write-Host "Missing python dependencies: run 'pip install -r scripts/requirements.txt'"; exit 1 }
else
	@python3 -c "import numpy, pandas, matplotlib, rich" >/dev/null 2>&1 \
		|| (echo "Missing python dependencies: 'pip install -r $(SCRIPTS)/requirements.txt'"; exit 1)
endif


$(BENCHMARKS): all $(PROBLEMS) benchmarks_python_requirements_check
ifeq ($(OS),Windows_NT)
	@python ".\$(SCRIPTS)\$(GEN_BENCHMARKS)" --minqp=".\$(TARGET)" $(BENCHMARKS_PARAMETERS)
	@python ".\$(SCRIPTS)\$(GEN_CHARTS)" $(CHARTS_PARAMETERS)
else
	@python3 $(SCRIPTS)/$(GEN_BENCHMARKS) --minqp="./$(TARGET)" $(BENCHMARKS_PARAMETERS)
	@python3 $(SCRIPTS)/$(GEN_CHARTS) $(CHARTS_PARAMETERS)
endif

#
# Clean builds, problems and benchmarks
#
clean_benchmarks:
ifeq ($(OS),Windows_NT)
	@if (Test-Path ".\$(BENCHMARKS)") { Remove-Item ".\$(BENCHMARKS)" -Recurse -Force; }
else
	@rm -rf $(BENCHMARKS)
endif

clean_problems: clean_benchmarks
ifeq ($(OS),Windows_NT)
	@if (Test-Path ".\$(PROBLEMS)") { Remove-Item ".\$(PROBLEMS)" -Recurse -Force; }
else
	@rm -rf $(PROBLEMS)
endif

clean: clean_problems
ifeq ($(OS),Windows_NT)
	@if (Test-Path ".\$(BUILD_DIR)") { Remove-Item ".\$(BUILD_DIR)" -Recurse -Force; }
	@if (Test-Path ".\$(TARGET)") { Remove-Item ".\$(TARGET)" -Force; }
else
	@find $(BUILD_DIR) -maxdepth 1 -type f -name "*.o" -delete
	@rm -f $(TARGET)
endif

docs:
	@doxygen