Source code for picos.constraints.con_wsum

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# Copyright (C) 2021 Maximilian Stahlberg
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"""Implementation of :class:`WeightedSumConstraint`."""

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 WeightedSumConstraint(Constraint): """Bound on a convex or concave weighted sum of expressions."""
[docs] class Conversion(ConstraintConversion): """Bound on a weighted sum of expressions conversion."""
[docs] @classmethod def predict(cls, subtype, options): """Implement :meth:`~.constraint.ConstraintConversion.predict`.""" from ..expressions import AffineExpression, RealVariable from . import AffineConstraint if subtype.relation == Constraint.LE: fwdrel, bckrel = operator.__le__, operator.__ge__ else: fwdrel, bckrel = operator.__ge__, operator.__le__ n = len(subtype.lhs_types) assert n > 0 yield ("var", RealVariable.make_var_type(dim=n, bnd=0), 1) yield ("con", AffineConstraint.make_type(dim=1, eq=False), 1) rhs_type = AffineExpression.make_type( # Element of aux. variable. shape=(1, 1), constant=False, nonneg=False ) for lhs_type, nnw in zip(subtype.lhs_types, subtype.nonneg_weights): if nnw: yield ("con", lhs_type.predict(fwdrel, rhs_type), 1) else: yield ("con", lhs_type.predict(bckrel, rhs_type), 1)
[docs] @classmethod def convert(cls, con, options): """Implement :meth:`~.constraint.ConstraintConversion.convert`.""" from ..expressions import RealVariable from ..modeling import Problem n = len(con.wsum.expressions) w = con.wsum.weights assert n > 0 t = RealVariable("__t", len(con.wsum.expressions)) P = Problem() if con.relation == Constraint.LE: P += w.T * t <= con.rhs for i, x in enumerate(con.wsum.expressions): if w[i].value >= 0: P.add_constraint(x <= t[i]) else: P.add_constraint(x >= t[i]) else: P += w.T * t >= con.rhs for i, x in enumerate(con.wsum.expressions): if w[i].value >= 0: P.add_constraint(x >= t[i]) else: P.add_constraint(x <= t[i]) return P
[docs] def __init__(self, wsum, relation, rhs): """Construct a :class:`WeightedSumConstraint`. :param ~picos.expressions.WeightedSum wsum: Left hand side expression. :param str relation: Constraint relation symbol. :param ~picos.expressions.AffineExpression rhs: Right hand side expression. """ from ..expressions import AffineExpression, WeightedSum assert isinstance(wsum, WeightedSum) assert isinstance(rhs, AffineExpression) assert relation in self.LE + self.GE if relation == self.LE: assert wsum.convex else: assert wsum.concave assert len(rhs) == 1 self.wsum = wsum self.relation = relation self.rhs = rhs super(WeightedSumConstraint, self).__init__(wsum._typeStr)
Subtype = namedtuple("Subtype", ( "lhs_types", "relation", "rhs_type", "nonneg_weights")) def _subtype(self): return self.Subtype( lhs_types=self.wsum.subtype.types, relation=self.relation, rhs_type=self.rhs.type, nonneg_weights=tuple( >= 0)) @classmethod def _cost(cls, subtype): return len(subtype.lhs_types) def _expression_names(self): yield "wsum" yield "rhs" def _str(self): if self.relation == self.LE: return glyphs.le(self.wsum.string, self.rhs.string) else: return, self.rhs.string) def _get_slack(self): if self.relation == self.LE: return self.rhs.safe_value - self.wsum.safe_value else: return self.wsum.safe_value - self.rhs.safe_value
# -------------------------------------- __all__ = api_end(_API_START, globals())