Source code for picos.constraints.con_prodcone

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

import operator
from collections import namedtuple

from .. import glyphs
from ..apidoc import api_end, api_start
from ..caching import cached_property
from .constraint import ConicConstraint, ConstraintConversion

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

[docs]class ProductConeConstraint(ConicConstraint): """Confines an element inside a real Cartesian product cone."""
[docs] class Conversion(ConstraintConversion): """Cartesian product cone membership conversion."""
[docs] @classmethod def predict(cls, subtype, options): """Implement :meth:`~.constraint.ConstraintConversion.predict`.""" from ..expressions import AffineExpression for cone_type in subtype.cones: shape = (cone_type.subtype.dim, 1) # HACK: Assume that every relevant slice of the product cone # member is nonconstant. # NOTE: This works as long as the detailed type of any # constraint created via the membership operator << on a # cone depends only on the member's dimensionality. member_type = AffineExpression.make_type( shape=shape, constant=False, nonneg=False) constraint = member_type.predict(operator.__lshift__, cone_type) yield ("con", constraint, 1)
[docs] @classmethod def convert(cls, con, options): """Implement :meth:`~.constraint.ConstraintConversion.convert`.""" # NOTE: Clone problem for extra safety. This is probably not needed. return con._conversion.clone()
[docs] @classmethod def dual(cls, auxVarPrimals, auxConDuals, options): """Implement :meth:`~.constraint.ConstraintConversion.dual`.""" from import cvxopt_vcat if None in auxConDuals: return None return cvxopt_vcat(auxConDuals)
[docs] def __init__(self, element, cone): """Construct a :class:`ProductConeConstraint`. :param ~picos.expressions.AffineExpression element: The element confined in the product cone. :param ~picos.expressions.ProductCone cone: The product cone. """ from ..expressions import AffineExpression, ProductCone assert isinstance(element, AffineExpression) assert isinstance(cone, ProductCone) self.element = element.vec self.cone = cone super(ProductConeConstraint, self).__init__("Product Cone")
[docs] @cached_property def conic_membership_form(self): """Implement for :class:`~.constraint.ConicConstraint`.""" return self.element, self.cone
Subtype = namedtuple("Subtype", ("dim", "cones")) # Same as ProductCone. def _subtype(self): return self.Subtype(*self.cone.subtype) @classmethod def _cost(cls, subtype): return subtype.dim def _expression_names(self): yield "element" yield "cone" def _str(self): return glyphs.element(self.element.string, self.cone.string) def _get_size(self): return (self.cone.dim, 1) def _get_slack(self): return min(con.slack for con in self._conversion.constraints.values()) @cached_property def _conversion(self): """Cached version of Conversion.convert as _get_slack also needs it.""" from ..expressions import ProductCone from ..modeling import Problem x = self.element C = self.cone P = Problem() offset = 0 for Ci in C.cones: assert not isinstance(Ci, ProductCone), \ "Product cones are supposed to not contain other product cones." xi = x[offset:offset + Ci.dim] offset += Ci.dim P.add_constraint(xi << Ci) return P
# -------------------------------------- __all__ = api_end(_API_START, globals())