Source code for picos.reforms.reform_epigraph

# ------------------------------------------------------------------------------
# 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 <>.
# ------------------------------------------------------------------------------

"""Implementation of :class:`EpigraphReformulation`."""

import operator

from ..apidoc import api_end, api_start
from ..expressions import AffineExpression, PredictedFailure, RealVariable
from .reformulation import Reformulation

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

[docs]class EpigraphReformulation(Reformulation): """Epigraph reformulation.""" NEW_OBJECTIVE = AffineExpression.make_type( shape=(1, 1), constant=False, nonneg=False)
[docs] @classmethod def supports(cls, footprint): """Implement :meth:`~.reformulation.Reformulation.supports`.""" if footprint.objective.clstype is AffineExpression: return False dir, obj = footprint.direction, footprint.objective relation = operator.__ge__ if dir == "max" else operator.__le__ try: obj.predict(relation, cls.NEW_OBJECTIVE) except PredictedFailure: return False return True
[docs] @classmethod def predict(cls, footprint): """Implement :meth:`~.reformulation.Reformulation.predict`.""" dir, obj = footprint.direction, footprint.objective relation = operator.__ge__ if dir == "max" else operator.__le__ constraint = obj.predict(relation, cls.NEW_OBJECTIVE) return footprint.updated(( ("obj", footprint.NONE), ("obj", cls.NEW_OBJECTIVE, None), ("var", RealVariable.make_var_type(dim=1, bnd=0), 1), ("con", constraint, 1)))
[docs] def forward(self): """Implement :meth:`~.reformulation.Reformulation.forward`.""" self.output = self.input.clone(copyOptions=False) direction, objective = self.output.objective self.t = self.output.add_variable("__t") self.C = self.output.add_constraint( objective <= self.t if direction == "min" else objective >= self.t) self.output.set_objective(direction, self.t)
[docs] def update(self): """Implement :meth:`~.reformulation.Reformulation.update`.""" if self._objective_has_changed(): # Remove the old auxilary constraint. self.output.remove_constraint( # Add a new one, using the existing variable. newDir, newObj = self.input.objective self.C = self.output.add_constraint( newObj <= self.t if newDir == "min" else newObj >= self.t) self._pass_updated_vars() self._pass_updated_cons() self._pass_updated_options()
[docs] def backward(self, solution): """Implement :meth:`~.reformulation.Reformulation.backward`.""" if self.t in solution.primals: solution.primals.pop(self.t) if self.C in solution.duals: solution.duals.pop(self.C) return solution
# -------------------------------------- __all__ = api_end(_API_START, globals())