Unintended heap allocations about proxsuite HOT 15 CLOSED

Then you can try to surround the solve() call with

Eigen::internal::set_is_malloc_allowed(false);
solver->solver();
Eigen::internal::set_is_malloc_allowed(true);

NOTE: Don't forget to compile in Debug with EIGEN_RUNTIME_NO_MALLOC defined somewhere.

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I tried with 3.4.0, allocations still happen. Here is the corresponding call graph:

@fabinsch You can find all relevant function names with allocations in the figure.

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Seems to be eigen stuff. It has the nice Eigen::internal::set_is_malloc_allowed(false); function to detect runtime allocations.

With https://gitlab.com/libeigen/eigen/-/merge_requests/1055 it even supports reallocs.

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It is definitely Eigen, as the lowest node of the call graph above already reveals. This means, that Eigen is used wrong or has some unknown version incompatibility with ProxQP.

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@fennel-labs Thanks for raising this issue.
Could you try with Eigen 3.4.0?

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With @Bambade we checked the dense backend and we could find that we actually have some allocations in the dense factorize function. It fails if we set_malloc_allowed to false here.

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@fennel-labs We have fixed the heap allocations in the code in #92.
Hope it will solve your issue.

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@jcarpent I can confirm, that this fixes the issue under Eigen 3.4.0. With 3.3.4 heap allocations are still observed.

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Could provide the call graph for 3.3.4 after the fix?

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@fennel-labs I've just updated the PR with further fixes. Should be fine hopefully.

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You were a minute faster than me, here is the call graph. I will try the new changes immediately.

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@jcarpent Some allocations are still left:

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@fennel-labs 2ec747d should fix the issue on Eigen 3.3.4

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@jcarpent Yes, allocations are gone now for both, 3.3.4 and 3.4.0. Thank you so much!

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Thanks @fennel-labs for the quick feedback. We really appreciate it.

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