def convert_problem(problem):
# NOTE(mwytock): Maximize inherits from Minimize so this clause first!
if isinstance(problem.objective, objective.Maximize):
obj_expr = -problem.objective.args[0]
elif isinstance(problem.objective, objective.Minimize):
obj_expr = problem.objective.args[0]
else:
raise RuntimeError("Unknown objective: %s" % type(problem.objective))
return expression.Problem(
objective=convert_expression(obj_expr),
constraint=[convert_constraint(c) for c in problem.constraints])
def transform_problem(problem, params):
prox_rules = PROX_RULES + BASE_RULES
# Epigraph/cone rules
if params.use_epigraph:
prox_rules.append(epigraph)
prox_rules.append(prox_non_negative)
prox_rules.append(transform_cone)
f_exprs = list(transform_expr(prox_rules, problem.objective))
for constr in problem.constraint:
f_exprs += list(transform_expr(prox_rules, constr))
return expression.Problem(objective=expression.add(*f_exprs))
def problem(self):
return expression.Problem(
objective=expression.add(*(f.expr for f in self.nodes(FUNCTION))),
constraint=[f.expr for f in self.nodes(CONSTRAINT)])