def setup_class(self):
self.cvx = Variable()**2
self.ccv = Variable()**0.5
self.aff = Variable()
self.const = Constant(5)
self.unknown_curv = log(Variable()**3)
self.pos = Constant(1)
self.neg = Constant(-1)
self.zero = Constant(0)
self.unknown_sign = Parameter()
class TestSign(BaseTest):
""" Unit tests for the expression/sign class. """
@classmethod
def setup_class(self):
self.pos = Constant(1)
self.neg = Constant(-1)
self.zero = Constant(0)
self.unknown = Variable()
def test_add(self):
self.assertEqual((self.pos + self.neg).sign, self.unknown.sign)
self.assertEqual((self.neg + self.zero).sign, self.neg.sign)
self.assertEqual((self.pos + self.pos).sign, self.pos.sign)
self.assertEqual((self.unknown + self.zero).sign, self.unknown.sign)
def test_sub(self):
self.assertEqual((self.pos - self.neg).sign, self.pos.sign)
self.assertEqual((self.neg - self.zero).sign, self.neg.sign)
self.assertEqual((self.pos - self.pos).sign, self.unknown.sign)
def test_mult(self):
self.assertEqual((self.zero * self.pos).sign, self.zero.sign)
self.assertEqual((self.unknown * self.pos).sign, self.unknown.sign)
self.assertEqual((self.pos * self.neg).sign, self.neg.sign)
self.assertEqual((self.pos * self.pos).sign, self.pos.sign)
self.assertEqual((self.pos * self.pos).sign, self.pos.sign)
self.assertEqual((self.neg * self.neg).sign, self.pos.sign)
self.assertEqual((self.zero * self.unknown).sign, self.zero.sign)
def test_neg(self):
self.assertEqual((-self.zero).sign, self.zero.sign)
self.assertEqual((-self.pos).sign, self.neg.sign)
# Tests the is_positive and is_negative methods.
def test_is_sign(self):
assert self.pos.is_positive()
assert not self.neg.is_positive()
assert not self.unknown.is_positive()
assert self.zero.is_positive()
assert not self.pos.is_negative()
assert self.neg.is_negative()
assert not self.unknown.is_negative()
assert self.zero.is_negative()
assert self.zero.is_zero()
assert not self.neg.is_zero()
assert not (self.unknown.is_positive() or self.unknown.is_negative())
def setup_class(self):
self.pos = Constant(1)
self.neg = Constant(-1)
self.zero = Constant(0)
self.unknown = Variable()
class TestCurvature(object):
""" Unit tests for the expression/curvature class. """
@classmethod
def setup_class(self):
self.cvx = Variable()**2
self.ccv = Variable()**0.5
self.aff = Variable()
self.const = Constant(5)
self.unknown_curv = log(Variable()**3)
self.pos = Constant(1)
self.neg = Constant(-1)
self.zero = Constant(0)
self.unknown_sign = Parameter()
def test_add(self):
assert_equals( (self.const + self.cvx).curvature, self.cvx.curvature)
assert_equals( (self.unknown_curv + self.ccv).curvature, self.unknown_curv.curvature)
assert_equals( (self.cvx + self.ccv).curvature, self.unknown_curv.curvature)
assert_equals( (self.cvx + self.cvx).curvature, self.cvx.curvature)
assert_equals( (self.aff + self.ccv).curvature, self.ccv.curvature)
def test_sub(self):
assert_equals( (self.const - self.cvx).curvature, self.ccv.curvature)
assert_equals( (self.unknown_curv - self.ccv).curvature, self.unknown_curv.curvature)
assert_equals( (self.cvx - self.ccv).curvature, self.cvx.curvature)
assert_equals( (self.cvx - self.cvx).curvature, self.unknown_curv.curvature)
assert_equals( (self.aff - self.ccv).curvature, self.cvx.curvature)
def test_sign_mult(self):
assert_equals( (self.zero* self.cvx).curvature, self.const.curvature)
assert_equals( (self.neg*self.cvx).curvature, self.ccv.curvature)
assert_equals( (self.neg*self.ccv).curvature, self.cvx.curvature)
assert_equals( (self.neg*self.unknown_curv).curvature, self.unknown_curv.curvature)
assert_equals( (self.pos*self.aff).curvature, self.aff.curvature)
assert_equals( (self.pos*self.ccv).curvature, self.ccv.curvature)
assert_equals( (self.unknown_sign*self.const).curvature, self.const.curvature)
assert_equals( (self.unknown_sign*self.ccv).curvature, self.unknown_curv.curvature)
def test_neg(self):
assert_equals( (-self.cvx).curvature, self.ccv.curvature)
assert_equals( (-self.aff).curvature, self.aff.curvature)
# Tests the is_affine, is_convex, and is_concave methods
def test_is_curvature(self):
assert self.const.is_affine()
assert self.aff.is_affine()
assert not self.cvx.is_affine()
assert not self.ccv.is_affine()
assert not self.unknown_curv.is_affine()
assert self.const.is_convex()
assert self.aff.is_convex()
assert self.cvx.is_convex()
assert not self.ccv.is_convex()
assert not self.unknown_curv.is_convex()
assert self.const.is_concave()
assert self.aff.is_concave()
assert not self.cvx.is_concave()
assert self.ccv.is_concave()
assert not self.unknown_curv.is_concave()
Q = sparse.diags([0.2, 0.3])
QN = sparse.diags([0.4, 0.5]) # final cost
R = 0.1 * sparse.eye(1)
# Initial and reference states
x0 = np.array([0.1, 0.2]) # initial state
# Reference input and states
pref = 7.0
vref = 0
xref = np.array([pref, vref]) # reference state
# Prediction horizon
Np = 20
# Define problem
u = Variable((nu, Np))
x = Variable((nx, Np + 1))
x_init = Parameter(nx)
objective = 0
constraints = [x[:, 0] == x_init]
for k in range(Np):
objective += quad_form(x[:, k] - xref, Q) + quad_form(u[:, k], R)
constraints += [x[:, k + 1] == Ad * x[:, k] + Bd * u[:, k]]
constraints += [xmin <= x[:, k], x[:, k] <= xmax]
constraints += [umin <= u[:, k], u[:, k] <= umax]
objective += quad_form(x[:, Np] - xref, QN)
prob = Problem(Minimize(objective), constraints)
# Simulate in closed loop
# Simulate in closed loop
len_sim = 15 # simulation length (s)
def __init__(self, inputs, values, indicies=None, **kwargs):
MIPConstraint.__init__(self, inputs, **kwargs)
self._choices = values
self._indices = indicies
self._internal_vars = Variable(shape=(4, len(inputs)), boolean=True)
def setup_class(self):
self.pos = Constant(1)
self.neg = Constant(-1)
self.zero = Constant(0)
self.unknown = Variable()
data += [(-1, offset + np.random.normal(-1.0, 2.0, (n, 1)))]
data_splits = [data[i:i + SPLIT_SIZE] for i in range(0, N, SPLIT_SIZE)]
# Count misclassifications.
def get_error(w):
error = 0
for label, sample in data:
if not label * (np.dot(w[:-1].T, sample) - w[-1])[0] > 0:
error += 1
return "%d misclassifications out of %d samples" % (error, N)
# Construct problem.
rho = 1.0
w = Variable(n + 1)
def prox(args):
f, w_avg = args
f += (rho / 2) * sum_squares(w - w_avg)
Problem(Minimize(f)).solve()
return w.value
def svm(data):
slack = [pos(1 - b * (a.T * w[:-1] - w[-1])) for (b, a) in data]
return norm(w, 2) + sum(slack)
fi = map(svm, data_splits)
print "[INFO] f_all_points.shape (E-DMD): " + repr(f_all_points.shape)
solver_instance = cvxpy.CVXOPT
f_dimensions = f_all_points.shape[1]
num_product_terms = f_dimensions
num_logistic_functions = 3
#this hyperparameter needs to be generalized
all_center_handles = [None] * num_logistic_functions
all_weight_handles = [None] * num_logistic_functions
approximator = 0.0
for j in range(0, x_all_points.shape[0]):
for k in range(0, num_logistic_functions):
all_weight_handles[k] = Variable(1, 1)
all_center_handles[k] = Variable(num_product_terms, 1)
prod_log_functions = 1.0
for i in range(0, num_product_terms):
prod_log_functions = prod_log_functions * 1.0 / (
1.0 + cvxpy.exp(alpha *
(x_all_points[j] - all_center_handles[k][i])))
approximator = approximator + cvxpy.norm1(f_all_points[j] -
prod_log_functions)
# # # - - - - - Koopman calculation - - - - - # # #
def calc_Koopman(Yf, Yp, flag=1):
# Taken from CVX website http://cvxr.com/cvx/examples/
# Exercise 5.1d: Sensitivity analysis for a simple QCQP
# Ported from cvx matlab to cvxpy by Misrab Faizullah-Khan
# Original comments below
# Boyd & Vandenberghe, "Convex Optimization"
# Joelle Skaf - 08/29/05
# (a figure is generated)
#
# Let p_star(u) denote the optimal value of:
# minimize x^2 + 1
# s.t. (x-2)(x-2)<=u
# Finds p_star(u) and plots it versus u
u = Parameter()
x = Variable()
objective = Minimize(quad_form(x, 1) + 1)
constraint = [quad_form(x, 1) - 6 * x + 8 <= u]
p = Problem(objective, constraint)
# Assign a value to gamma and find the optimal x.
def get_x(u_value):
u.value = u_value
result = p.solve()
return x.value
u_values = np.linspace(-0.9, 10, num=50)
# Serial computation.
def compute_edge_curv(self,
vertex_a,
vertex_b,
direction=None,
alpha=0.0,
vertex_weight=None,
measure_dir=None,
dist_dir='OUT',
weighted_distance=False,
solver=None,
solver_options={},
verbose=False):
"""
NB: dist_dir='OUT', weighted_distance=False are very important
:param vertex_a:
:param vertex_b:
:param direction:
:param alpha:
:param vertex_weight:
:param measure_dir:
:param solver:
:param solver_options:
:param verbose:
:return:
"""
if vertex_a == vertex_b:
return 1.
nei_a, mx = self.measure(vertex_a, direction, alpha, vertex_weight,
measure_dir)
nei_b, my = self.measure(vertex_b, direction, alpha, vertex_weight,
measure_dir)
if verbose:
print(f'a: {vertex_a}, nei: {nei_a}, measure: {mx}')
print(f'b: {vertex_b}, nei: {nei_b}, measure: {my}')
if (vertex_a not in nei_b) and (vertex_b not in nei_a):
print(f'a: {vertex_a}, nei: {nei_a}, measure: {mx}')
print(f'b: {vertex_b}, nei: {nei_b}, measure: {my}')
raise ValueError('x and y are not neighbours')
if verbose:
print(len(nei_a), len(nei_b), len(set(nei_a) & set(nei_b)))
dist = self.distance_matrix(nei_a,
nei_b,
dist_dir,
weighted=weighted_distance)
dist0 = self.distance_matrix([vertex_a], [vertex_b],
dist_dir,
weighted=weighted_distance)
if verbose:
print(dist)
plan = Variable((len(nei_a), len(nei_b)))
mx_trans = mx.reshape(-1, 1) * dist
mu_trans_param = Parameter(mx_trans.shape, value=mx_trans)
obj = Minimize(cvx_sum(cvx_mul(plan, mu_trans_param)))
plan_i = cvx_sum(plan, axis=1)
my_constraint = mx * plan
constraints = [
my_constraint == my, plan >= 0, plan <= 1,
plan_i == np.ones(len(nei_a))
]
problem = Problem(obj, constraints)
try:
wd = problem.solve(solver=solver, **solver_options)
curv = 1. - wd / dist0[0, 0]
except:
curv = 'failed'
print(
f'fail: '
f'va: {vertex_a} : {nei_a} \n'
f'vb: {vertex_b} : {nei_b}\n'
f'solver options: {solver} with {solver_options}; val = {curv}'
)
solvers = list(self.solvers)
print(solvers)
while curv == 'failed' and solvers:
try:
solver = solvers.pop()
wd = problem.solve(solver=solver, **solver_options)
curv = 1. - wd / dist0[0, 0]
print(
f'succeed: '
f'va: {vertex_a} : {nei_a} \n'
f'vb: {vertex_b} : {nei_b}\n'
f'solver options: {solver} with {solver_options}; val = {curv}'
)
except:
print(
f'fail: '
f'va: {vertex_a} : {nei_a} \n'
f'vb: {vertex_b} : {nei_b}\n'
f'solver options: {solver} with {solver_options}; val = {curv}'
)
return curv