Source code for picos.constraints.con_extremum

# ------------------------------------------------------------------------------
# Copyright (C) 2020 Maximilian Stahlberg
# This file is part of PICOS.
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"""Implementation of :class:`ExtremumConstraint`."""

import operator
from collections import namedtuple

from .. import glyphs
from ..apidoc import api_end, api_start
from .constraint import Constraint, ConstraintConversion

_API_START = api_start(globals())
# -------------------------------

[docs]class ExtremumConstraint(Constraint): """Bound on a maximum (minimum) over convex (concave) functions."""
[docs] class Conversion(ConstraintConversion): """Bound on a maximum or minimum of functions conversion."""
[docs] @classmethod def predict(cls, subtype, options): """Implement :meth:`~.constraint.ConstraintConversion.predict`.""" if subtype.relation == Constraint.LE: relation = operator.__le__ else: relation = operator.__ge__ for lhs_type in subtype.lhs_types: yield ("con", lhs_type.predict(relation, subtype.rhs_type), 1)
[docs] @classmethod def convert(cls, con, options): """Implement :meth:`~.constraint.ConstraintConversion.convert`.""" from ..modeling import Problem P = Problem() if con.relation == Constraint.LE: for x in con.extremum.expressions: P.add_constraint(x <= con.rhs) else: for x in con.extremum.expressions: P.add_constraint(x >= con.rhs) return P
[docs] def __init__(self, extremum, relation, rhs): """Construct a :class:`ExtremumConstraint`. :param ~picos.expressions.Extremum extremum: Left hand side expression. :param str relation: Constraint relation symbol. :param ~picos.expressions.AffineExpression rhs: Right hand side expression. """ from ..expressions import (AffineExpression, Extremum, MaximumConvex, MinimumConcave) assert isinstance(extremum, Extremum) assert isinstance(rhs, AffineExpression) assert relation in self.LE + self.GE if relation == self.LE: assert isinstance(extremum, MaximumConvex) else: assert isinstance(extremum, MinimumConcave) assert len(rhs) == 1 self.extremum = extremum self.relation = relation self.rhs = rhs super(ExtremumConstraint, self).__init__(extremum._typeStr)
Subtype = namedtuple("Subtype", ("lhs_types", "relation", "rhs_type")) def _subtype(self): return self.Subtype( lhs_types=self.extremum.subtype.types, relation=self.relation, rhs_type=self.rhs.type) @classmethod def _cost(cls, subtype): return len(subtype.lhs_types) def _expression_names(self): yield "extremum" yield "rhs" def _str(self): if self.relation == self.LE: return glyphs.le(self.extremum.string, self.rhs.string) else: return, self.rhs.string) def _get_slack(self): if self.relation == self.LE: return self.rhs.safe_value - self.extremum.safe_value else: return self.extremum.safe_value - self.rhs.safe_value
# -------------------------------------- __all__ = api_end(_API_START, globals())