Source code for picos.modeling.quicksolve

# coding: utf-8

# ------------------------------------------------------------------------------
# Copyright (C) 2019 Maximilian Stahlberg
#
# This file is part of PICOS.
#
# PICOS is free software: you can redistribute it and/or modify
# it under the terms of the GNU General Public License as published by
# the Free Software Foundation, either version 3 of the License, or
# (at your option) any later version.
#
# PICOS is distributed in the hope that it will be useful,
# but WITHOUT ANY WARRANTY; without even the implied warranty of
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
# GNU General Public License for more details.
#
# You should have received a copy of the GNU General Public License
# along with this program.  If not, see <http://www.gnu.org/licenses/>.
# ------------------------------------------------------------------------------

"""Functions to quickly solve a problem."""

from . import Problem
from ..apidoc import api_end, api_start

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


def _make_doc(minimize):
    """Create the docstring for :func:`minimize` and :func:`maximize`."""
    lower = "minimize" if minimize else "maximize"
    capital = lower.capitalize()
    sign = "" if minimize else "-"

    return \
    """{capital} a scalar expression subject to constraints.

    Internally, this creates a :class:`~picos.Problem`,
    :meth:`sets an objective <picos.Problem.set_objective>`,
    :meth:`adds constraints <picos.Problem.add_list_of_constraints>`, performs a
    :meth:`solution search <picos.Problem.solve>` and returns an optimum value
    found.

    :param ~picos.expressions.Expression function:
        The objective function to {lower}.

    :param list(~picos.constraints.Constraint) subject_to:
        A collection of constraints to obey.

    :param options:
        A keyword argument sequence of solver options to use. See
        :class:`~picos.Options`.

    :returns:
        The optimum value, as computed from an applied solution.

    :raises ~picos.SolutionFailure:
        See :meth:`~picos.Problem.solve`.

    :Example:

    >>> from picos import {lower}, RealVariable
    >>> x = RealVariable("x")
    >>> p = {lower}({sign}x**2, [(x - 2)**2 <= x - 2], solver="cvxopt")
    >>> round(p, 5)
    {sign}4.0
    >>> round(x, 5)
    2.0
    """.format(capital=capital, lower=lower, sign=sign)


[docs]def minimize(function, subject_to = [], **options): # noqa P = Problem(**options) P.set_objective("min", function) P.add_list_of_constraints(subject_to) P.solve() return P.value
[docs]def maximize(function, subject_to = [], **options): # noqa P = Problem(**options) P.set_objective("max", function) P.add_list_of_constraints(subject_to) P.solve() return P.value
minimize.__doc__ = _make_doc(minimize=True) maximize.__doc__ = _make_doc(minimize=False)
[docs]def find_assignment(subject_to=[], **options): """Find a feasible variable assignment. Internally, this creates a :class:`~picos.Problem`, :meth:`adds constraints <picos.Problem.add_list_of_constraints>` and performs a :meth:`solution search <picos.Problem.solve>`. :param list(~picos.constraints.Constraint) subject_to: A collection of constraints to obey. :param options: A keyword argument sequence of solver options to use. See :class:`~picos.Options`. :returns: Nothing. Check the concerned variables' :attr:`values <picos.expressions.Expression.value>`. :raises ~picos.SolutionFailure: See :meth:`~picos.Problem.solve`. :Example: >>> from picos import find_assignment, RealVariable >>> x = RealVariable("x") >>> values = find_assignment([x**2 + 1 <= x], solver="cvxopt") ... # doctest: +ELLIPSIS Traceback (most recent call last): ... picos.modeling.problem.SolutionFailure: Code 3: ... >>> x.value >>> find_assignment([x**2 + 0.25 <= x], solver="cvxopt") >>> round(x.value, 5) 0.5 """ P = Problem(**options) P.add_list_of_constraints(subject_to) P.solve()
# -------------------------------------- __all__ = api_end(_API_START, globals())