Ejemplo n.º 1
0
 def test_paper_example_eye_minus_inv(self):
     X = cvxpy.Variable((2, 2), pos=True)
     obj = cvxpy.Minimize(cvxpy.trace(cvxpy.eye_minus_inv(X)))
     constr = [cvxpy.geo_mean(cvxpy.diag(X)) == 0.1]
     problem = cvxpy.Problem(obj, constr)
     # smoke test.
     problem.solve(gp=True, solver="SCS")
Ejemplo n.º 2
0
 def test_simpler_eye_minus_inv(self):
     X = cvxpy.Variable((2, 2), pos=True)
     obj = cvxpy.Minimize(cvxpy.trace(cvxpy.eye_minus_inv(X)))
     constr = [cvxpy.diag(X) == 0.1,
               cvxpy.hstack([X[0, 1], X[1, 0]]) == 0.1]
     problem = cvxpy.Problem(obj, constr)
     problem.solve(gp=True, solver="ECOS")
     np.testing.assert_almost_equal(X.value, 0.1*np.ones((2, 2)), decimal=3)
     self.assertAlmostEqual(problem.value, 2.25)