Use small_vector for VariableMatrix and Eigen::Triplet storage

The small_vector implementation had to be replaced because ubsan caught
a bug. The current implementation was chosen over LLVM's SmallVector
because the latter threw maybe-uninitialized warnings in GCC 14.

LICENSE_small_vector.txt

@@ -0,0 +1,21 @@
+MIT License
+
+Copyright (c) 2021 Gene Harvey
+
+Permission is hereby granted, free of charge, to any person obtaining a copy
+of this software and associated documentation files (the "Software"), to deal
+in the Software without restriction, including without limitation the rights
+to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
+copies of the Software, and to permit persons to whom the Software is
+furnished to do so, subject to the following conditions:
+
+The above copyright notice and this permission notice shall be included in all
+copies or substantial portions of the Software.
+
+THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
+IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
+FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
+AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
+LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
+OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
+SOFTWARE.

cart-pole-scalability-results-casadi.csv

@@ -1,6 +1,6 @@
 Samples,Setup time (ms),Solve time (ms)
-100,37.635,1860.9
-150,61.511,3595.4
-200,91.675,5057.65
-250,128.267,7215.88
-300,173.451,9321.7
+100,36.86,1792.04
+150,63.287,3599.32
+200,93.634,4801.62
+250,127.506,7008.37
+300,170.969,9147.5

cart-pole-scalability-results-sleipnir.csv

@@ -1,6 +1,6 @@
 Samples,Setup time (ms),Solve time (ms)
-100,2.227,378.752
-150,1.34,1178.74
-200,2.258,1990.53
-250,2.766,2680.43
-300,4.186,4327.73
+100,1.714,435.634
+150,1.122,1365.72
+200,1.75,2182.76
+250,2.337,2956.12
+300,3.271,4988.65

flywheel-scalability-results-casadi.csv

@@ -1,15 +1,15 @@
 Samples,Setup time (ms),Solve time (ms)
-100,2.98,22.156
-200,4.397,34.378
-300,5.326,49.44
-400,7.157,68.722
-500,8.909,86.703
-600,10.581,109.032
-700,12.057,124.431
-800,14.162,144.367
-900,17.331,157.566
-1000,19.646,182.46
-2000,36.951,447.552
-3000,55.494,810.256
-4000,73.318,1250.63
-5000,90.088,1838
+100,3.205,22.398
+200,3.696,34.257
+300,5.336,50.792
+400,7.305,68.759
+500,8.825,89.552
+600,11.271,109.922
+700,12.308,144.673
+800,14.499,142.165
+900,16.002,166.643
+1000,18.51,190.453
+2000,40.209,480.517
+3000,56.424,858.896
+4000,74.706,1329.33
+5000,92.89,1848.54

flywheel-scalability-results-sleipnir.csv

@@ -1,15 +1,15 @@
 Samples,Setup time (ms),Solve time (ms)
-100,0.261,1.763
-200,0.141,3.392
-300,0.23,4.992
-400,0.314,7.711
-500,0.419,11.769
-600,0.489,12.423
-700,0.588,14.202
-800,0.666,14.475
-900,0.804,18.397
-1000,0.879,21.635
-2000,3.426,52.533
-3000,3.411,96.243
-4000,7.933,148.911
-5000,8.694,231.574
+100,0.554,2.093
+200,0.102,4.161
+300,0.15,6.025
+400,0.225,8.271
+500,0.283,10.202
+600,0.448,17.682
+700,0.389,19.24
+800,0.649,24.48
+900,0.523,23.748
+1000,0.596,28.405
+2000,1.507,60.769
+3000,4.308,121.029
+4000,3.376,197.242
+5000,4.427,312.582

include/.styleguide

@@ -6,6 +6,10 @@ cppSrcFileInclude {
   \.cpp$
 }
 
+licenseUpdateExclude {
+  include/sleipnir/util/small_vector\.hpp$
+}
+
 includeOtherLibs {
   ^Eigen/
 }

include/sleipnir/autodiff/Expression.hpp

@@ -14,8 +14,8 @@
 #include "sleipnir/autodiff/ExpressionType.hpp"
 #include "sleipnir/util/IntrusiveSharedPtr.hpp"
 #include "sleipnir/util/Pool.hpp"
-#include "sleipnir/util/SmallVector.hpp"
 #include "sleipnir/util/SymbolExports.hpp"
+#include "sleipnir/util/small_vector.hpp"
 
 namespace sleipnir::detail {
 

include/sleipnir/autodiff/ExpressionGraph.hpp

@@ -6,8 +6,8 @@
 
 #include "sleipnir/autodiff/Expression.hpp"
 #include "sleipnir/util/FunctionRef.hpp"
-#include "sleipnir/util/SmallVector.hpp"
 #include "sleipnir/util/SymbolExports.hpp"
+#include "sleipnir/util/small_vector.hpp"
 
 namespace sleipnir::detail {
 

include/sleipnir/autodiff/Hessian.hpp

@@ -12,8 +12,8 @@
 #include "sleipnir/autodiff/Profiler.hpp"
 #include "sleipnir/autodiff/Variable.hpp"
 #include "sleipnir/autodiff/VariableMatrix.hpp"
-#include "sleipnir/util/SmallVector.hpp"
 #include "sleipnir/util/SymbolExports.hpp"
+#include "sleipnir/util/small_vector.hpp"
 
 namespace sleipnir {
 

include/sleipnir/autodiff/Jacobian.hpp

@@ -10,8 +10,8 @@
 #include "sleipnir/autodiff/Profiler.hpp"
 #include "sleipnir/autodiff/Variable.hpp"
 #include "sleipnir/autodiff/VariableMatrix.hpp"
-#include "sleipnir/util/SmallVector.hpp"
 #include "sleipnir/util/SymbolExports.hpp"
+#include "sleipnir/util/small_vector.hpp"
 
 namespace sleipnir {
 

include/sleipnir/autodiff/VariableMatrix.hpp

@@ -17,6 +17,7 @@
 #include "sleipnir/util/Assert.hpp"
 #include "sleipnir/util/FunctionRef.hpp"
 #include "sleipnir/util/SymbolExports.hpp"
+#include "sleipnir/util/small_vector.hpp"
 
 namespace sleipnir {
 
@@ -883,7 +884,7 @@ class SLEIPNIR_DLLEXPORT VariableMatrix {
   }
 
  private:
-  std::vector<Variable> m_storage;
+  small_vector<Variable> m_storage;
   int m_rows = 0;
   int m_cols = 0;
 };

include/sleipnir/optimization/Constraints.hpp

@@ -8,8 +8,8 @@
 #include "sleipnir/autodiff/Variable.hpp"
 #include "sleipnir/util/Assert.hpp"
 #include "sleipnir/util/Concepts.hpp"
-#include "sleipnir/util/SmallVector.hpp"
 #include "sleipnir/util/SymbolExports.hpp"
+#include "sleipnir/util/small_vector.hpp"
 
 namespace sleipnir {
 

include/sleipnir/optimization/Multistart.hpp

@@ -8,7 +8,7 @@
 
 #include "sleipnir/optimization/SolverStatus.hpp"
 #include "sleipnir/util/FunctionRef.hpp"
-#include "sleipnir/util/SmallVector.hpp"
+#include "sleipnir/util/small_vector.hpp"
 
 namespace sleipnir {
 

include/sleipnir/optimization/OptimizationProblem.hpp

@@ -22,8 +22,8 @@
 #include "sleipnir/optimization/SolverStatus.hpp"
 #include "sleipnir/optimization/solver/InteriorPoint.hpp"
 #include "sleipnir/util/Print.hpp"
-#include "sleipnir/util/SmallVector.hpp"
 #include "sleipnir/util/SymbolExports.hpp"
+#include "sleipnir/util/small_vector.hpp"
 
 namespace sleipnir {
 

include/sleipnir/util/Pool.hpp

@@ -5,8 +5,8 @@
 #include <cstddef>
 #include <memory>
 
-#include "sleipnir/util/SmallVector.hpp"
 #include "sleipnir/util/SymbolExports.hpp"
+#include "sleipnir/util/small_vector.hpp"
 
 namespace sleipnir {
 

include/sleipnir/util/Spy.hpp

@@ -8,8 +8,8 @@
 
 #include <Eigen/SparseCore>
 
-#include "sleipnir/util/SmallVector.hpp"
 #include "sleipnir/util/SymbolExports.hpp"
+#include "sleipnir/util/small_vector.hpp"
 
 namespace sleipnir {