def test_socp(self):
"""Test SOCP problems.
"""
for solver in self.solvers:
# Basic.
p = Problem(Minimize(self.b), [pnorm(self.x, p=2) <= self.b])
pmod = Problem(Minimize(self.b), [SOC(self.b, self.x)])
self.assertTrue(ConeMatrixStuffing().accepts(pmod))
p_new = ConeMatrixStuffing().apply(pmod)
if not solver.accepts(p_new[0]):
return
result = p.solve(solver.name())
sltn = solve_wrapper(solver, p_new[0])
self.assertAlmostEqual(sltn.opt_val, result)
inv_sltn = ConeMatrixStuffing().invert(sltn, p_new[1])
self.assertAlmostEqual(inv_sltn.opt_val, result)
for var in p.variables():
self.assertItemsAlmostEqual(inv_sltn.primal_vars[var.id],
var.value)
# More complex.
p = Problem(Minimize(self.b), [pnorm(self.x/2 + self.y[:2], p=2) <= self.b+5,
self.x >= 1, self.y == 5])
pmod = Problem(Minimize(self.b), [SOC(self.b+5, self.x/2 + self.y[:2]),
self.x >= 1, self.y == 5])
self.assertTrue(ConeMatrixStuffing().accepts(pmod))
result = p.solve(solver.name())
p_new = ConeMatrixStuffing().apply(pmod)
sltn = solve_wrapper(solver, p_new[0])
self.assertAlmostEqual(sltn.opt_val, result, places=2)
inv_sltn = ConeMatrixStuffing().invert(sltn, p_new[1])
self.assertAlmostEqual(inv_sltn.opt_val, result, places=2)
for var in p.variables():
self.assertItemsAlmostEqual(inv_sltn.primal_vars[var.id],
var.value, places=2)
def abs_canon(expr, real_args, imag_args, real2imag):
# Imaginary.
if real_args[0] is None:
output = abs(imag_args[0])
elif imag_args[0] is None: # Real
output = abs(real_args[0])
else: # Complex.
real = real_args[0].flatten()
imag = imag_args[0].flatten()
norms = pnorm(vstack([real, imag]), p=2, axis=0)
output = reshape(norms, real_args[0].shape)
return output, None
