from cvxpy.problems.solvers.ecos_intf import ECOS
from cvxpy.problems.solvers.ecos_bb_intf import ECOS_BB
from cvxpy.problems.solvers.cvxopt_intf import CVXOPT
from cvxpy.problems.solvers.glpk_intf import GLPK
from cvxpy.problems.solvers.glpk_mi_intf import GLPK_MI
from cvxpy.problems.solvers.cbc_intf import CBC
from cvxpy.problems.solvers.scs_intf import SCS
from cvxpy.problems.solvers.gurobi_intf import GUROBI
from cvxpy.problems.solvers.elemental_intf import Elemental
from cvxpy.problems.solvers.mosek_intf import MOSEK
from cvxpy.problems.solvers.ls_intf import LS
from cvxpy.problems.solvers.julia_opt_intf import JuliaOpt
from cvxpy.problems.solvers.xpress_intf import XPRESS
solver_intf = [
ECOS(),
ECOS_BB(),
CVXOPT(),
GLPK(),
GLPK_MI(),
CBC(),
SCS(),
GUROBI(),
Elemental(),
MOSEK(),
LS(),
JuliaOpt(),
XPRESS()
]
SOLVERS = {solver.name(): solver for solver in solver_intf}
the Free Software Foundation, either version 3 of the License, or
(at your option) any later version.
CVXPY is distributed in the hope that it will be useful,
but WITHOUT ANY WARRANTY; without even the implied warranty of
MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
GNU General Public License for more details.
You should have received a copy of the GNU General Public License
along with CVXPY. If not, see <http://www.gnu.org/licenses/>.
"""
from cvxpy.problems.solvers.ecos_intf import ECOS
from cvxpy.problems.solvers.ecos_bb_intf import ECOS_BB
from cvxpy.problems.solvers.cvxopt_intf import CVXOPT
from cvxpy.problems.solvers.glpk_intf import GLPK
from cvxpy.problems.solvers.scs_intf import SCS
solver_intf = [ECOS(), ECOS_BB(), CVXOPT(), GLPK(), SCS()]
SOLVERS = {solver.name(): solver for solver in solver_intf}
def installed_solvers():
"""List the installed solvers.
"""
installed = []
for name, solver in SOLVERS.items():
if solver.is_installed():
installed.append(name)
return installed
import unittest
import cvxpy_codegen.tests.utils as tu
import cvxpy_codegen as cg
import numpy as np
import json
from cvxpy_codegen.linop_sym.linop_handler_sym import LinOpHandlerSym
from jinja2 import Environment, PackageLoader, contextfilter
from cvxpy_codegen.utils.utils import render, make_target_dir
import scipy.sparse as sp
import cvxpy.settings as s
from cvxpy.problems.solvers.ecos_intf import ECOS
import cvxpy
from cvxpy.problems.problem_data.sym_data import SymData
from cvxpy_codegen.code_generator import CodeGenerator
ECOS = ECOS()
HARNESS_C = 'tests/linop_handler/harness.c.jinja'
CODEGEN_H = 'tests/linop_handler/codegen.h.jinja'
target_dir = tu.TARGET_DIR
class TestLinopHandler(tu.CodegenTestCase):
# Define some Parameters and Constants to build tests with.
def setUp(self):
np.random.seed(0)
m = 10
n = 20
p = 15
self.m = m
def _test_expr(self, expr, printing=False):
# Get Callback param.
prob = cg.Problem(cvxpy.Minimize(expr))
obj, constrs = expr.canonicalize()
data = ECOS.get_problem_data(obj, constrs, prob._cached_data)
true_obj_coeff = data[s.C]
true_obj_offset = data[s.OFFSET]
true_eq_coeff = data[s.A]
true_eq_offset = data[s.B]
true_leq_coeff = data[s.G]
true_leq_offset = data[s.H]
# Do code generation
vars = prob.variables()
params = prob.parameters()
obj, constraints = prob.canonical_form
code_generator = CodeGenerator(obj, constraints, vars, params)
code_generator.codegen(target_dir)
template_vars = code_generator.template_vars
# Set up test harness.
render(target_dir, template_vars, HARNESS_C, 'harness.c')
render(target_dir, template_vars, CODEGEN_H, 'codegen.h')
test_data = self._run_test(target_dir)
test_obj_coeff = np.array(test_data['obj_coeff'])
test_obj_offset = np.array(test_data['obj_offset'])
test_eq_coeff = sp.csc_matrix((test_data['eq_nzval'],
test_data['eq_rowidx'],
test_data['eq_colptr']),
shape = (test_data['eq_size0'],
test_data['eq_size1']))
test_eq_offset = np.array(test_data['eq_offset'])
test_leq_coeff = sp.csc_matrix((test_data['eq_nzval'],
test_data['eq_rowidx'],
test_data['eq_colptr']),
shape = (test_data['eq_size0'],
test_data['eq_size1']))
test_leq_offset = np.array(test_data['leq_offset'])
if printing:
print('\nTest objective coeff :\n', test_obj_coeff)
print('\nTrue objective coeff :\n', true_obj_coeff)
print('\nTest objective offset :\n', test_obj_offset)
print('\nTrue objective offset :\n', true_obj_offset)
print('\nTest equality offset :\n', test_eq_coeff)
print('\nTrue equality offset :\n', true_eq_coeff)
print('\nTest equality offset :\n', test_eq_offset)
print('\nTrue equality offset :\n', true_eq_offset)
print('\nTest inequality offset :\n', test_leq_coeff)
print('\nTrue inequality offset :\n', true_leq_coeff)
print('\nTest inequality offset :\n', test_leq_offset)
print('\nTrue inequality offset :\n', true_leq_offset)
self.assertAlmostEqualMatrices(true_obj_coeff, test_obj_coeff)
self.assertAlmostEqualMatrices(true_obj_offset, test_obj_offset)
self.assertAlmostEqualMatrices(true_eq_coeff, test_eq_coeff)
self.assertAlmostEqualMatrices(true_eq_offset, test_eq_offset)
self.assertAlmostEqualMatrices(true_leq_coeff, test_leq_coeff)
self.assertAlmostEqualMatrices(true_leq_offset, test_leq_offset)
"""
Copyright 2013 Steven Diamond
This file is part of CVXPY.
CVXPY is free software: you can redistribute it and/or modify
it under the terms of the GNU General Public License as published by
the Free Software Foundation, either version 3 of the License, or
(at your option) any later version.
CVXPY is distributed in the hope that it will be useful,
but WITHOUT ANY WARRANTY; without even the implied warranty of
MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
GNU General Public License for more details.
You should have received a copy of the GNU General Public License
along with CVXPY. If not, see <http://www.gnu.org/licenses/>.
"""
from cvxpy.problems.solvers.ecos_intf import ECOS
from cvxpy.problems.solvers.cvxopt_intf import CVXOPT
from cvxpy.problems.solvers.scs_intf import SCS
solver_intf = [ECOS(), CVXOPT(), SCS()]
SOLVERS = {solver.name():solver for solver in solver_intf}