full rework (#14)

* add osqp based backend

* fix osqp dep

* update osqp

* ditto

* ditto

* wrap unittests

* fix 32bit osqp usage

* add boxcqp

* fix imports

* fix boxcqp

* wrap unittests

* fix imports

* remove C support

* update deps

* update mir-optim

* wip

* fix meson

* remove osqp wrap

* wip

* wip

* wip

* wip

* wip

* wip

* wip

* wip

* wip

* wip

* wip

* wip

* wip

* wip

* wip

* add debug commit

* wip

* cleanup

* clean readme

* wip

* wrap debug code

.gitignore

@@ -25,3 +25,4 @@ build/lapack/
 build/mir-random/
 *.dll
 x.txt
+subprojects/*/

.travis.yml

@@ -20,7 +20,7 @@ branches:
 
 script:
  - dub test -c unittest-blas
- - if [ "$DC" = "ldc2" ]; then rm -rf .dub && dub build -c blas --compiler=ldmd2 --build-mode=singleFile --build=better-c-release --force && g++ -std=c++1y -pthread -I./include examples/least_squares.cpp -L./ -lmir-optim -llapack -lblas && ./a.out; fi
+#  - if [ "$DC" = "ldc2" ]; then rm -rf .dub && dub build -c blas --compiler=ldmd2 --build-mode=singleFile --build=better-c-release --force && g++ -std=c++1y -pthread -I./include examples/least_squares.cpp -L./ -lmir-optim -llapack -lblas && ./a.out; fi
 #  - meson build -D with_test=true && cd build && ninja -j4 && ninja test -v && cd ..
 
 addons:

README.md

@@ -1,4 +1,3 @@
-[![Gitter](https://img.shields.io/gitter/room/libmir/public.svg)](https://gitter.im/libmir/public)
 [![Build Status](https://travis-ci.org/libmir/mir-optim.svg?branch=master)](https://travis-ci.org/libmir/mir-optim)
 [![Dub downloads](https://img.shields.io/dub/dt/mir-optim.svg)](http://code.dlang.org/packages/mir-optim)
 [![Dub downloads](https://img.shields.io/dub/dm/mir-optim.svg)](http://code.dlang.org/packages/mir-optim)
@@ -7,28 +6,22 @@
 
 # mir-optim
 
-Dlang Nonlinear Optimisers with external C API.
-
-### Konwn bugs
-
- - Random wrong results when `taskPool` is passed.
+Dlang BetterC Nonlinear Optimisers.
 
 ### Algorithms
 
  - Modified Levenberg-Marquardt Algorithm (Nonlinear Least Squares).
+ - Boxed Constrained Quadratic Problem Solver
 
-See also [online documentation](https://mir-optim.dpldocs.info/mir.html).
+See also [online documentation](https://mir-optim.dpldocs.info/mir.html) (deprecated?).
 
 ### Features
 
- - Idiomatic BetterC library. See `examples/least_squares.cpp` for compilation details.
- - C/C++ header
- - Multithread C++ examples
- - Tiny BetterC library size, <38KB
+ - Tiny BetterC library size
  - Based on LAPACK
  - Fast compilaiton speed. There are two  (for `float` and `double`) precompiled algorithm instatiations. Generic API is a thin wrappers around them.
  - Four APIs for any purpose:
-    * Extern C/C++ API
+    * Extern C API
     * Powerfull high level generic D API
     * Nothrow middle level generic D API
     * Low level nongeneric D API
@@ -37,67 +30,6 @@ See also [online documentation](https://mir-optim.dpldocs.info/mir.html).
 
 See [wiki: Link with CBLAS & LAPACK](https://github.com/libmir/mir-lapack/wiki/Link-with-CBLAS-&-LAPACK).
 
-# Examples
-
-### Least Squares. Analytical Jacobian.
-
-```d
-unittest
-{
-    import mir.optim.least_squares;
-    import mir.ndslice.allocation: slice;
-    import mir.ndslice.slice: sliced;
-    import mir.blas: nrm2;
-
-    auto lm = LeastSquaresLM!double(2, 2);
-    lm.x[] = [100, 100]; // initial X
-    // argmin_x f_0(x)^^2 + f_1(x)^^2
-    lm.optimize!(
-        (x, y) // f(x)
-        {
-            y[0] = x[0];
-            y[1] = 2 - x[1];
-        },
-        (x, J) // J(x)
-        {
-            J[0, 0] = 1;
-            J[0, 1] = 0;
-            J[1, 0] = 0;
-            J[1, 1] = -1;
-        },
-    );
-
-    assert(nrm2((lm.x - [0, 2].sliced).slice) < 1e-8);
-}
-```
-
-###  Least Squares. Multithreaded Jacobian approximation.
-
-Jacobian finite difference approximation computed in multiple threads.
-
-```d
-unittest
-{
-    import mir.optim.least_squares;
-    import mir.ndslice.allocation: slice;
-    import mir.ndslice.slice: sliced;
-    import mir.blas: nrm2;
-    import std.parallelism: taskPool;
-
-    auto lm = LeastSquaresLM!double(2, 2);
-    lm.x[] = [-1.2, 1];
-    lm.optimize!(
-        (x, y) // Rosenbrock function
-        {
-            y[0] = 10 * (x[1] - x[0]^^2);
-            y[1] = 1 - x[0];
-        },
-    )(taskPool);
-
-    assert(nrm2((lm.x - [1, 1].sliced).slice) < 1e-8);
-}
-```
-
 ### Our sponsors
 
 [<img src="https://raw.githubusercontent.com/libmir/mir-algorithm/master/images/symmetry.png" height="80" />](http://symmetryinvestments.com/) 	&nbsp; 	&nbsp;	&nbsp;	&nbsp;

dub.sdl

@@ -4,7 +4,8 @@ description "Optimisation Framework"
 copyright "Copyright © 2018, Kaleidic Associates and Symmetry Investments"
 targetType "library"
 license "BSL-1.0"
-dependency "mir-lapack" version=">=1.0.3 <1.3.0"
+dependency "mir-lapack" version="~>1.2.3"
+dependency "mir-algorithm" version=">=3.7.19"
 
 buildType "better-c-release" {
 	buildOptions "releaseMode" "inline" "noBoundsCheck"
@@ -79,31 +80,37 @@ configuration "zerolib" {
 }
 
 configuration "unittest-openblas" {
+    versions "mir_optim_test"
 	dependency "mir-random" version=">=1.0.0-beta"
 	subConfiguration "mir-lapack" "openblas"
 }
 
 configuration "unittest-threelib" {
+    versions "mir_optim_test"
 	dependency "mir-random" version=">=1.0.0-beta"
 	subConfiguration "mir-lapack" "threelib"
 }
 
 configuration "unittest-cblas" {
+    versions "mir_optim_test"
 	dependency "mir-random" version=">=1.0.0-beta"
 	subConfiguration "mir-lapack" "cblas"
 }
 
 configuration "unittest-blas" {
+    versions "mir_optim_test"
 	dependency "mir-random" version=">=1.0.0-beta"
 	subConfiguration "mir-lapack" "blas"
 }
 
 configuration "unittest-lapack" {
+    versions "mir_optim_test"
 	dependency "mir-random" version=">=1.0.0-beta"
 	subConfiguration "mir-lapack" "lapack"
 }
 
 configuration "unittest-mkl-sequential" {
+    versions "mir_optim_test"
 	dependency "mir-random" version=">=1.0.0-beta"
 	subConfiguration "mir-lapack" "mkl-sequential"
 }