Working with binary libraries for optimization in Julia

Unlike other ecosystems in the scientific programming world, scientists and engineers working with Julia usually prefer a whole stack in Julia for many reasons. The compiler is doing way better when able to infer what is going on in a piece of code; when an error is thrown, the stack trace looks much nicer when only pure Julia code is involved, functions and types can be defined as generic as wanted without hard-coded container or number types for instance.

Sometimes however, inter-operability with native code is needed to use some external native libraries. By that I mean natively built libraries (*.so files on Linux systems, *.dylib on OSX, *.dll on Windows). In this post, we will explore some tools to work with native libraries in Julia. In the last couple weeks, I tinkered a bit with the HiGHS solver developed at the University of Edinburgh, which I will use as an example throughout this post. It is still work in progress, but has nice promises as the next-generation linear optimization solver in the COIN-OR suite.

What does a native lib look like?

Looking at the repository, it is a pretty standard CMake-based C++ project producing both an executable and library which can be called through a C interface. The two initial components are:

  1. The source code producing the library, this can be written in any language producing native code (C, C++, Rust)
  2. The header file defining the C API to call the library from other programs.

This interface is defined in a single header file src/interfaces/highs_c_api.h, header files may define a bunch of types (structs, unions, enums) but most importantly they define function prototypes looking like:

int preprocess_variables(int* values, double offset, float coefficient);

When using the function from Julia, the call to the native library looks like the following:

ccall(
  (my_library_name, :preprocess_variables),
  CInt, # return type
  (Ptr{Cint}, Cdouble, Cfloat), # tuple of argument types
  (pointer(my_array), 3.5, 4.5f) # tuple of arguments
)

Let us dive in.

Solution 1: build and link

For this approach, the first step is to build the HiGHS library and have the library available. Following the documentation, the instructions are:

cd HiGHS # where HiGHS is installed
mkdir build
cd build
cmake .. # generate makefiles
make # build everything here in the build directory

Like often with native packages, some dependencies might be implicitly assumed, here is a Dockerfile building the project on an alpine machine, you should be able to reproduce this with Docker installed.

FROM alpine:3.7

RUN apk add git cmake g++ gcc clang make
WORKDIR /optpreprocess_variables
RUN git clone https://github.com/ERGO-Code/HiGHS.git
RUN mkdir -p HiGHS/build
WORKDIR /opt/HiGHS/build
RUN cmake .. && make
RUN make test
RUN make install # optional

Now back to the Julia side, say we assume the library is available at a given path, one can write the Julia functions corresponding to the interface. It is preferable not to expose error-prone C calls to the user. In the example of the preprocess_variables function defined above, a Julia wrapper would look like:

function preprocess_variables(my_array::Vector{Cint}, offset::Cdouble, coefficient::Cfloat)
    result = ccall(
        (:preprocess_variables, my_library_name),
        Cint, (Ptr{Cint}, Cdouble, Cfloat),
        (pointer(my_array), 3.5, 4.5f)
    )
    return result
end

Once these wrapper functions are defined, users can convert their values to the corresponding expected argument types and call them. The last thing needed is my_library_name, which must be the path to the library object. Hard-coding or assuming paths should be avoided, it makes software harder to install on some systems. One thing that can be done is asking the user to pass the library path as an environment variable:

ENV["HIGHS_DIR"] # should contain the path to the HIGHS directory
joinpath(ENV["HIGHS_DIR"], "build", "lib", "libhighs.so")

Doing this every time is however not convenient. Since library paths are not changing at every call, one can check for this path at the installation of the package. For this purpose, a file deps/build.jl can be added in every package and will be run at the installation of the package or when the Pkg.build command is called. A build.jl for our purpose could look like:

const highs_location = ENV["HIGHS_DIR"]
const libhighs = joinpath(highs_location, "build", "lib", "libhighs.so")
const depsfile = joinpath(@__DIR__, "deps.jl")
open(depsfile, "w") do f
    print(f, "const libhighs = ")
    print(f, libhighs)
    println(f)
end

The snippet above looks for the libhighs.so library, using the environment variable as location of the base directory of HiGHS. Placed in build.jl, the script will create a deps.jl file in the deps folder of the Julia package, and write const libhighs = "/my/path/to/highs/lib/libhighs.so". This is more or less what happens with the SCIP.jl wrapper v0.9. Once the build step succeeds, one can add in the main module in /src:

module HiGHS

const deps_file = joinpath(dirname(@__FILE__),"..","deps","deps.jl")
if isfile(deps_file)
    include(deps_file)
else
    error("HiGHS not properly installed. Please run import Pkg; Pkg.build(\"HiGHS\")")
end

# other things

end # module

The global constant libhighs can then be used for ccall. We now have a functional package wrapping a native library downloaded and built separately. Summing up what we have, the Julia wrapper package looks as follows:

$ tree
.
├── Project.toml
├── README.md
├── deps
│   ├── build.jl
│   ├── build.log
│   ├── deps.jl
├── src
│   └── HiGHS.jl
└── test
    └── runtests.jl

deps/build.log and deps/deps.jl are not committed in the repository but generated when installing and/or building the Julia package.

Lifting maintainers’ burden: generating wrapper functions with Clang.jl

One time-consuming task in the previous steps is going from the C header file describing the API to Julia functions wrapping the ccall. The task is mostly repetitive and can be automated using Clang.jl. This package will generate the appropriate functions from a header file, a reduced example looks like:

import Clang

# HIGHS_DIR = "path/to/highs/dir"
const header_file = joinpath(HIGHS_DIR, "include", "interfaces", "highs_c_api.h")
const LIB_HEADERS = [header_file]

const ctx = Clang.DefaultContext()

Clang.parse_headers!(ctx, LIB_HEADERS,
    includes=[Clang.CLANG_INCLUDE],
)

ctx.libname = "libhighs"
ctx.options["is_function_strictly_typed"] = true
ctx.options["is_struct_mutable"] = false

const api_file = joinpath(@__DIR__, "../src/wrapper", "$(ctx.libname)_api.jl")

open(api_file, "w") do f
    # write each generated function
    # ...
end

This snippet can be placed in a /gen folder of the Julia wrapper package and writes to src/wrapper all the functions wrapping C calls. It is less error-prone compared to manually writing the Julia interface and can save a great deal of time when managing updates of the native library. Again, the SCIP.jl wrapper uses this method and can be used as example. Since the wrapper generation has different requirements than the package itself, we can provide it a Project.toml. Our package structure now looks like this:

$ tree
.
├── Project.toml
├── README.md
├── deps
│   ├── build.jl
│   ├── build.log
│   ├── deps.jl
├── gen
│   ├── Project.toml
│   └── gen.jl
├── src
│   ├── HiGHS.jl
│   └── wrapper
│       ├── libhighs_api.jl
│       └── libhighs_common.jl
└── test
    └── runtests.jl

Lifting the user’s burden: BinaryBuilder & BinaryProvider

For non-open-source software, what we did up to here this is the best you can get: let users download and install the library, pass the path once at build time and partly generate the Julia wrapper for ccall through Clang.jl. For open-source libraries however, could we go a step further and do everything for the user when they install the Julia package?

That’s where BinaryBuilder and BinaryProvider come in. See the Docker file above, BinaryBuilder uses the same technology and arcane tricks to cross-compile the binary artifacts (executables and libraries) natively. It does so by letting you install the library as you would on your own machine, using cmake, make, make install, etc. The result of running BinaryBuilder is a single Julia script build_tarballs.jl describing the commands run to produce the artifacts. This is placed in a repository with Continuous Integration support, which creates releases for all specified architectures, OS, compilers. You can see examples for the Clp solver here and for HiGHS there.

Back to the Julia package, we can now modify the deps/build.jl script to use BinaryProvider, fetching the binaries corresponding to the current system. Without knowing anything about what’s going under the hood and how the library is built, users can simply perform Pkg.add("ThePackage") which will build automatically and explicitly specify when a given OS or architecture is not supported. Take a look at the modified build file using BinaryProvider.

They don’t need to guarantee that they have the same compiler, make and cmake version to have a repeatable & smooth installation of the package.

Wrapping up

The process from 0 to a fully ready Julia package built on top of a binary library is still not straightforward. Special appreciation goes to the BinaryBuilder developers and contributors who helped me figure out some tricky bits. But the key take-away of this is that once the pipeline is built, updating the binary version or Julia wrapper is the same workflow one is used to with standard Julia packages. Keep building pure Julia software for all its benefits, but these tools I presented make it as great as possible to work with binaries.

Edits

Some design work is in progress on the Pkg side to be able to reason with artifacts, a post can be found here.

Many thanks to staticfloat and giordano for the feedback and additional information.

Avatar
Mathieu Besançon
PhD candidate in mathematical optimization

My research interests include bilevel optimization, demand response and pricing.

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