print "lambda=", lambd, ": ctrl.alpha=", ctrl.alpha
XEmb = El.LeastSquares(AEmb, D, ctrl)
X = XEmb[0:n0 * n1, 0:numRHS]
Y = XEmb[n0 * n1:n0 * n1 + numColsB, 0:numRHS]
El.Scale(lambd, X)
YNorm = El.FrobeniusNorm(Y)
if worldRank == 0:
print "lambda=", lambd, ": || Y ||_F =", YNorm
El.Copy(D, E)
El.Multiply(El.NORMAL, -1., A, X, 1., E)
El.Multiply(El.NORMAL, -1., B, Y, 1., E)
residNorm = El.FrobeniusNorm(E)
if worldRank == 0:
print "lambda=", lambd, ": || D - A X - B Y ||_F / || D ||_F =", residNorm / DNorm
SolveWeighted(A, B, D, 1)
SolveWeighted(A, B, D, 10)
SolveWeighted(A, B, D, 100)
SolveWeighted(A, B, D, 1000)
SolveWeighted(A, B, D, 10000)
SolveWeighted(A, B, D, 100000)
# Require the user to press a button before the figures are closed
El.Finalize()
if worldSize == 1:
raw_input('Press Enter to exit')
def solve(self, objective, constraints, cached_data, warm_start, verbose,
solver_opts):
"""Returns the result of the call to the solver.
Parameters
----------
objective : LinOp
The canonicalized objective.
constraints : list
The list of canonicalized cosntraints.
cached_data : dict
A map of solver name to cached problem data.
warm_start : bool
Not used.
verbose : bool
Should the solver print output?
solver_opts : dict
Additional arguments for the solver.
Returns
-------
tuple
(status, optimal value, primal, equality dual, inequality dual)
"""
import El
data = self.get_problem_data(objective, constraints, cached_data)
El.Initialize()
# Package data.
c = self.distr_vec(data["c"], El.dTag)
A = self.distr_mat(data["A"])
b = self.distr_vec(data["b"], El.dTag)
G = self.distr_mat(data["G"])
h = self.distr_vec(data["h"], El.dTag)
dims = data["dims"]
# Cone information.
offset = 0
orders = []
firstInds = []
for i in range(dims[s.LEQ_DIM]):
orders.append(1)
firstInds.append(offset)
offset += 1
for cone_len in dims[s.SOC_DIM]:
for i in range(cone_len):
orders.append(cone_len)
firstInds.append(offset)
offset += cone_len
orders = self.distr_vec(np.array(orders), El.iTag)
firstInds = self.distr_vec(np.array(firstInds), El.iTag)
# Initialize empty vectors for solutions.
x = El.DistMultiVec()
y = El.DistMultiVec()
z = El.DistMultiVec()
s_var = El.DistMultiVec()
if verbose:
ctrl = El.SOCPAffineCtrl_d()
ctrl.mehrotraCtrl.progress = True
ctrl.mehrotraCtrl.time = True
else:
ctrl = None
El.SOCPAffine(A, G, b, c, h, orders, firstInds, x, y, z, s_var, ctrl)
local_c = data['c']
local_x = self.local_vec(x)
local_y = self.local_vec(y)
local_z = self.local_vec(z)
El.Finalize()
results_dict = {
'info': {
'exitFlag': 0,
'pcost': local_c.dot(local_x)
},
'x': local_x,
'y': local_y,
'z': local_z
}
return self.format_results(results_dict, data, cached_data)
