def testqp(opts):
A = matrix([[.3, -.4, -.2, -.4, 1.3], [.6, 1.2, -1.7, .3, -.3],
[-.3, .0, .6, -1.2, -2.0]])
b = matrix([1.5, .0, -1.2, -.7, .0])
m, n = A.size
I = matrix(0.0, (n, n))
I[::n + 1] = 1.0
G = matrix([-I, matrix(0.0, (1, n)), I])
h = matrix(n * [0.0] + [1.0] + n * [0.0])
dims = {'l': n, 'q': [n + 1], 's': []}
P = A.T * A
q = -A.T * b
solvers.options.update(opts)
sol = solvers.coneqp(P, q, G, h, dims, kktsolver='ldl')
if sol['status'] == 'optimal':
print "x=\n", helpers.str2(sol['x'], "%.9f")
print "s=\n", helpers.str2(sol['s'], "%.9f")
print "z=\n", helpers.str2(sol['z'], "%.9f")
helpers.run_go_test("../testconeqp", {
'x': sol['x'],
's': sol['s'],
'z': sol['z']
})
def testsimple(opts):
c = matrix([0., 1., 0.])
A = matrix([[1., -1.], [0., 1.], [0., 1.0]])
b = matrix([1., 0.])
G = matrix([[0], [-1.], [1.]])
h = matrix([0.])
print "c=\n", c
print "A=\n", A
print "b=\n", b
print "G=\n", G
print "h=\n", h
#localcones.options.update(opts)
#sol = localcones.lp(c, G, h, A, b)
solvers.options.update(opts)
sol = solvers.lp(c, G, h, A, b)
print "x = \n", helpers.str2(sol['x'], "%.9f")
print "s = \n", helpers.str2(sol['s'], "%.9f")
print "z = \n", helpers.str2(sol['z'], "%.9f")
print "\n *** running GO test ***"
helpers.run_go_test("../testsimple", {
'x': sol['x'],
's': sol['s'],
'z': sol['z']
})
def testsocp(opts):
c = matrix([-2., 1., 5.])
G = [matrix( [[12., 13., 12.],
[ 6., -3., -12.],
[-5., -5., 6.]] ) ]
G += [matrix( [[ 3., 3., -1., 1.],
[-6., -6., -9., 19.],
[10., -2., -2., -3.]] ) ]
h = [ matrix( [-12., -3., -2.] ),
matrix( [27., 0., 3., -42.] ) ]
solvers.options.update(opts)
sol = solvers.socp(c, Gq = G, hq = h)
print "x = \n", helpers.str2(sol['x'], "%.9f")
print "zq[0] = \n", helpers.str2(sol['zq'][0], "%.9f")
print "zq[1] = \n", helpers.str2(sol['zq'][1], "%.9f")
print "\n *** running GO test ***"
helpers.run_go_test("../testsocp", {'x': sol['x'],
'sq0': sol['sq'][0],
'sq1': sol['sq'][1],
'zq0': sol['zq'][0],
'zq1': sol['zq'][1]})
def testsocp(opts):
c = matrix([-2., 1., 5.])
G = [matrix([[12., 13., 12.], [6., -3., -12.], [-5., -5., 6.]])]
G += [
matrix([[3., 3., -1., 1.], [-6., -6., -9., 19.], [10., -2., -2., -3.]])
]
h = [matrix([-12., -3., -2.]), matrix([27., 0., 3., -42.])]
solvers.options.update(opts)
sol = solvers.socp(c, Gq=G, hq=h)
print "x = \n", helpers.str2(sol['x'], "%.9f")
print "zq[0] = \n", helpers.str2(sol['zq'][0], "%.9f")
print "zq[1] = \n", helpers.str2(sol['zq'][1], "%.9f")
helpers.run_go_test(
"../testsocp", {
'x': sol['x'],
'sq0': sol['sq'][0],
'sq1': sol['sq'][1],
'zq0': sol['zq'][0],
'zq1': sol['zq'][1]
})
def testsdp(opts):
c = matrix([1., -1., 1.])
G = [
matrix([[-7., -11., -11., 3.], [7., -18., -18., 8.],
[-2., -8., -8., 1.]])
]
G += [
matrix([[-21., -11., 0., -11., 10., 8., 0., 8., 5.],
[0., 10., 16., 10., -10., -10., 16., -10., 3.],
[-5., 2., -17., 2., -6., 8., -17., -7., 6.]])
]
h = [matrix([[33., -9.], [-9., 26.]])]
h += [matrix([[14., 9., 40.], [9., 91., 10.], [40., 10., 15.]])]
sol = solvers.sdp(c, Gs=G, hs=h)
print "x = \n", str2(sol['x'], "%.9f")
print "zs[0] = \n", helpers.str2(sol['zs'][0], "%.9f")
print "zs[1] = \n", helpers.str2(sol['zs'][1], "%.9f")
helpers.run_go_test(
"../testsdp", {
'x': sol['x'],
'ss0': sol['ss'][0],
'ss1': sol['ss'][1],
'zs0': sol['zs'][0],
'zs0': sol['zs'][1]
})
def testlp(opts):
c = matrix([-4., -5.])
G = matrix([[2., 1., -1., 0.], [1., 2., 0., -1.]])
h = matrix([3., 3., 0., 0.])
solvers.options.update(opts)
sol = solvers.lp(c, G, h)
print"x = \n", helpers.str2(sol['x'], "%.9f")
print"s = \n", helpers.str2(sol['s'], "%.9f")
print"z = \n", helpers.str2(sol['z'], "%.9f")
helpers.run_go_test("../testlp", {'x': sol['x'], 's': sol['s'], 'z': sol['z']})
def testlp(opts):
c = matrix([-4., -5.])
G = matrix([[2., 1., -1., 0.], [1., 2., 0., -1.]])
h = matrix([3., 3., 0., 0.])
solvers.options.update(opts)
sol = solvers.lp(c, G, h)
print "x = \n", helpers.str2(sol['x'], "%.9f")
print "s = \n", helpers.str2(sol['s'], "%.9f")
print "z = \n", helpers.str2(sol['z'], "%.9f")
helpers.run_go_test("../testlp", {
'x': sol['x'],
's': sol['s'],
'z': sol['z']
})
def main(args):
# Generate an analytic centering problem
#
# -b1 <= Ar*x <= b2
#
# with random mxn Ar and random b1, b2.
if len(args[0]) > 0 and args[0] == "reftest":
m, n = 10, 5
# matrix in column order
A0 = matrix([[-7.44e-01, 4.59e-01, -2.95e-02, -7.75e-01, -1.80e+00],
[1.11e-01, 7.06e-01, -2.22e-01, 1.03e-01, 1.24e+00],
[1.29e+00, 3.16e-01, -2.07e-01, -1.22e+00, -2.61e+00],
[2.62e+00, -1.06e-01, -9.11e-01, -5.74e-01, -9.31e-01],
[-1.82e+00, 7.80e-01, -3.92e-01, -3.32e-01, -6.38e-01]])
b0 = matrix([
8.38e-01, 9.92e-01, 9.56e-01, 6.14e-01, 6.56e-01, 3.57e-01,
6.36e-01, 5.08e-01, 8.81e-03, 7.08e-02
])
A = matrix([A0, -A0])
b = b0
else:
m, n = 500, 500
Ar = base.normal(m, n)
A = matrix([Ar, -Ar])
b = base.uniform(2 * m, 1)
x, ntdecrs = acent(A, b)
print "solution:\n", helpers.str2(x, "%.17f")
print "ntdecrs :\n", ntdecrs
def testsdp(opts):
c = matrix([1.,-1.,1.])
G = [ matrix([[-7., -11., -11., 3.],
[ 7., -18., -18., 8.],
[-2., -8., -8., 1.]]) ]
G += [ matrix([[-21., -11., 0., -11., 10., 8., 0., 8., 5.],
[ 0., 10., 16., 10., -10., -10., 16., -10., 3.],
[ -5., 2., -17., 2., -6., 8., -17., -7., 6.]]) ]
h = [ matrix([[33., -9.], [-9., 26.]]) ]
h += [ matrix([[14., 9., 40.], [9., 91., 10.], [40., 10., 15.]]) ]
sol = solvers.sdp(c, Gs=G, hs=h)
print "x = \n", str2(sol['x'], "%.9f")
print "zs[0] = \n", helpers.str2(sol['zs'][0], "%.9f")
print "zs[1] = \n", helpers.str2(sol['zs'][1], "%.9f")
helpers.run_go_test("../testsdp", {'x': sol['x'],
'ss0': sol['ss'][0],
'ss1': sol['ss'][1],
'zs0': sol['zs'][0],
'zs0': sol['zs'][1]})
def testsimple(opts):
c = matrix([0., 1., 0.])
A = matrix([[1., -1.], [0., 1.], [0., 1.0]])
b = matrix([1., 0.])
G = matrix([[0], [-1.], [1.]])
h = matrix([0.])
print "c=\n", c
print "A=\n", A
print "b=\n", b
print "G=\n", G
print "h=\n", h
#localcones.options.update(opts)
#sol = localcones.lp(c, G, h, A, b)
solvers.options.update(opts)
sol = solvers.lp(c, G, h, A, b)
print"x = \n", helpers.str2(sol['x'], "%.9f")
print"s = \n", helpers.str2(sol['s'], "%.9f")
print"z = \n", helpers.str2(sol['z'], "%.9f")
print "\n *** running GO test ***"
helpers.run_go_test("../testsimple", {'x': sol['x'], 's': sol['s'], 'z': sol['z']})
def testqp(opts):
A = matrix([ [ .3, -.4, -.2, -.4, 1.3 ],
[ .6, 1.2, -1.7, .3, -.3 ],
[-.3, .0, .6, -1.2, -2.0 ] ])
b = matrix([ 1.5, .0, -1.2, -.7, .0])
m, n = A.size
I = matrix(0.0, (n,n))
I[::n+1] = 1.0
G = matrix([-I, matrix(0.0, (1,n)), I])
h = matrix(n*[0.0] + [1.0] + n*[0.0])
dims = {'l': n, 'q': [n+1], 's': []}
P = A.T*A
q = -A.T*b
solvers.options.update(opts)
sol = solvers.coneqp(P, q, G, h, dims, kktsolver='ldl')
if sol['status'] == 'optimal':
print "x=\n", helpers.str2(sol['x'], "%.9f")
print "s=\n", helpers.str2(sol['s'], "%.9f")
print "z=\n", helpers.str2(sol['z'], "%.9f")
helpers.run_go_test("../testconeqp", {'x': sol['x'], 's': sol['s'], 'z': sol['z']})
def testsdp(opts):
c = matrix([1., -1., 1.])
G = [
matrix([[-7., -11., -11., 3.], [7., -18., -18., 8.],
[-2., -8., -8., 1.]])
]
G += [
matrix([[-21., -11., 0., -11., 10., 8., 0., 8., 5.],
[0., 10., 16., 10., -10., -10., 16., -10., 3.],
[-5., 2., -17., 2., -6., 8., -17., -7., 6.]])
]
h = [matrix([[33., -9.], [-9., 26.]])]
h += [matrix([[14., 9., 40.], [9., 91., 10.], [40., 10., 15.]])]
solvers.options.update(opts)
sol = solvers.sdp(c, Gs=G, hs=h)
#localcones.options.update(opts)
#sol = localcones.sdp(c, Gs=G, hs=h)
print "x = \n", helpers.str2(sol['x'], "%.9f")
print "zs[0] = \n", helpers.str2(sol['zs'][0], "%.9f")
print "zs[1] = \n", helpers.str2(sol['zs'][1], "%.9f")
print "\n *** running GO test ***"
rungo(sol)
def solve(opts):
c = matrix([-6., -4., -5.])
G = matrix([[ 16., 7., 24., -8., 8., -1., 0., -1., 0., 0., 7.,
-5., 1., -5., 1., -7., 1., -7., -4.],
[-14., 2., 7., -13., -18., 3., 0., 0., -1., 0., 3.,
13., -6., 13., 12., -10., -6., -10., -28.],
[ 5., 0., -15., 12., -6., 17., 0., 0., 0., -1., 9.,
6., -6., 6., -7., -7., -6., -7., -11.]])
h = matrix([-3., 5., 12., -2., -14., -13., 10., 0., 0., 0., 68.,
-30., -19., -30., 99., 23., -19., 23., 10.] )
A = matrix(0.0, (0, c.size[0]))
b = matrix(0.0, (0, 1))
dims = {'l': 2, 'q': [4, 4], 's': [3]}
solvers.options.update(opts)
sol = solvers.conelp(c, G, h, dims, kktsolver='ldl')
print("\nStatus: " + sol['status'])
if sol['status'] == 'optimal':
print "x=\n", helpers.str2(sol['x'])
print "s=\n", helpers.str2(sol['s'])
print "z=\n", helpers.str2(sol['z'])
helpers.run_go_test("../testconelp", {'x': sol['x'], 's': sol['s'], 'z': sol['z']})
def testsdp(opts):
c = matrix([1.0, -1.0, 1.0])
G = [matrix([[-7.0, -11.0, -11.0, 3.0], [7.0, -18.0, -18.0, 8.0], [-2.0, -8.0, -8.0, 1.0]])]
G += [
matrix(
[
[-21.0, -11.0, 0.0, -11.0, 10.0, 8.0, 0.0, 8.0, 5.0],
[0.0, 10.0, 16.0, 10.0, -10.0, -10.0, 16.0, -10.0, 3.0],
[-5.0, 2.0, -17.0, 2.0, -6.0, 8.0, -17.0, -7.0, 6.0],
]
)
]
h = [matrix([[33.0, -9.0], [-9.0, 26.0]])]
h += [matrix([[14.0, 9.0, 40.0], [9.0, 91.0, 10.0], [40.0, 10.0, 15.0]])]
solvers.options.update(opts)
sol = solvers.sdp(c, Gs=G, hs=h)
# localcones.options.update(opts)
# sol = localcones.sdp(c, Gs=G, hs=h)
print "x = \n", helpers.str2(sol["x"], "%.9f")
print "zs[0] = \n", helpers.str2(sol["zs"][0], "%.9f")
print "zs[1] = \n", helpers.str2(sol["zs"][1], "%.9f")
print "\n *** running GO test ***"
rungo(sol)
def main(args):
# Generate an analytic centering problem
#
# -b1 <= Ar*x <= b2
#
# with random mxn Ar and random b1, b2.
if len(args[0]) > 0 and args[0] == "reftest":
m, n = 10, 5
# matrix in column order
A0 = matrix([[-7.44e-01, 4.59e-01, -2.95e-02, -7.75e-01, -1.80e+00],
[ 1.11e-01, 7.06e-01, -2.22e-01, 1.03e-01, 1.24e+00],
[ 1.29e+00, 3.16e-01, -2.07e-01, -1.22e+00, -2.61e+00],
[ 2.62e+00, -1.06e-01, -9.11e-01, -5.74e-01, -9.31e-01],
[-1.82e+00, 7.80e-01, -3.92e-01, -3.32e-01, -6.38e-01]])
b0 = matrix([8.38e-01,
9.92e-01,
9.56e-01,
6.14e-01,
6.56e-01,
3.57e-01,
6.36e-01,
5.08e-01,
8.81e-03,
7.08e-02])
A = matrix([A0, -A0])
b = b0
else:
m, n = 500, 500
Ar = base.normal(m,n);
A = matrix([Ar, -Ar])
b = base.uniform(2*m,1)
x, ntdecrs = acent(A, b)
print "solution:\n", helpers.str2(x, "%.17f")
print "ntdecrs :\n", ntdecrs
# -w4 + h4/gamma <= 0
G[22, [15, 19]] = -1.0, 1.0 / gamma
# w4 - gamma * h4 <= 0
G[23, [15, 20]] = 1.0, -gamma
# -w5 + h5/gamma <= 0
G[24, [16, 21]] = -1.0, 1.0 / gamma
# w5 - gamma * h5 <= 0.0
G[25, [16, 21]] = 1.0, -gamma
# solve and return W, H, x, y, w, h
solvers.options.update(opts)
sol = solvers.cpl(c, F, G, h)
return sol['x'][0], sol['x'][1], sol['x'][2:7], sol['x'][7:12], \
sol['x'][12:17], sol['x'][17:], sol['x']
Amin = matrix([100., 100., 100., 100., 100.])
W, H, x, y, w, h, Xall = floorplan(Amin, {'maxiters': 50})
print "W = %.5f H = %.5f" % (W, H)
print "x=\n", helpers.str2(x, "%.5f")
print "y=\n", helpers.str2(y, "%.5f")
print "w=\n", helpers.str2(w, "%.5f")
print "h=\n", helpers.str2(h, "%.5f")
print "\n *** running GO test ***"
helpers.run_go_test("../testcpl", {'x': Xall})
print "\n ** running Go test ..."
helpers.run_go_test("../testqcl1", {'x': x, 'z': z, 'A': A, 'b': b})
setseed()
#m, n = 100, 100
m, n = 10, 10
A, b = normal(m,n), normal(m,1)
run_go = True
if len(sys.argv[1:]) > 0 and sys.argv[1] == '-sp':
helpers.sp_reset("./sp.data")
helpers.sp_activate()
run_go = False
x, z = qcl1(A, b)
if x is None:
print("infeasible")
x = matrix(0.0, (0, 1))
z = matrix(0.0, (0, 1))
else:
print "x\n", helpers.str2(x, "%.9f")
print "z\n", helpers.str2(z, "%.9f")
if run_go:
rungo(A, b, x, z)
else:
print "A ", helpers.strSpe(A)
print "b ", helpers.strSpe(b)
def rungo(A, b, x, z):
print "\n ** running Go test ..."
helpers.run_go_test("../testqcl1", {'x': x, 'z': z, 'A': A, 'b': b})
setseed()
#m, n = 100, 100
m, n = 10, 10
A, b = normal(m, n), normal(m, 1)
run_go = True
if len(sys.argv[1:]) > 0 and sys.argv[1] == '-sp':
helpers.sp_reset("./sp.data")
helpers.sp_activate()
run_go = False
x, z = qcl1(A, b)
if x is None:
print("infeasible")
x = matrix(0.0, (0, 1))
z = matrix(0.0, (0, 1))
else:
print "x\n", helpers.str2(x, "%.9f")
print "z\n", helpers.str2(z, "%.9f")
if run_go:
rungo(A, b, x, z)
else:
print "A ", helpers.strSpe(A)
print "b ", helpers.strSpe(b)
G[21, [14, 19]] = 1.0, -gamma
# -w4 + h4/gamma <= 0
G[22, [15, 19]] = -1.0, 1.0 / gamma
# w4 - gamma * h4 <= 0
G[23, [15, 20]] = 1.0, -gamma
# -w5 + h5/gamma <= 0
G[24, [16, 21]] = -1.0, 1.0 / gamma
# w5 - gamma * h5 <= 0.0
G[25, [16, 21]] = 1.0, -gamma
# solve and return W, H, x, y, w, h
solvers.options.update(opts)
sol = solvers.cpl(c, F, G, h)
return sol["x"][0], sol["x"][1], sol["x"][2:7], sol["x"][7:12], sol["x"][12:17], sol["x"][17:], sol["x"]
Amin = matrix([100.0, 100.0, 100.0, 100.0, 100.0])
W, H, x, y, w, h, Xall = floorplan(Amin, {"maxiters": 50})
print "W = %.5f H = %.5f" % (W, H)
print "x=\n", helpers.str2(x, "%.5f")
print "y=\n", helpers.str2(y, "%.5f")
print "w=\n", helpers.str2(w, "%.5f")
print "h=\n", helpers.str2(h, "%.5f")
print "\n *** running GO test ***"
helpers.run_go_test("../testcpl", {"x": Xall})
