def _setup(lb=None, ub=None,
G=None, h=None,
A=None, b=None):
if lb is not None and ub is not None:
if lb is None:
lb = numpy.nan_to_num(numpy.ones(ub.shape) * - numpy.inf)
if ub is None:
ub = numpy.nan_to_num(numpy.ones(lb.shape) * numpy.inf)
G, h = addLBUBToInequality(lb,ub,G,h)
if G is not None:
m,p = G.shape
z = numpy.ones((m,1))
h = h.reshape(len(h),1)
else:
m = 1.0
z = None
if A is not None:
y = numpy.ones((A.shape[0],1))
b = b.reshape(len(b),1)
else:
y = None
return z, G, h, y, A, b
xhat,output = ip(objFH.cost,
objFH.gradient,
hessian=objFH.jtj,
x0=[0.5,0.5,0.5],
lb=lb, ub=ub,
method='bar',
disp=3, full_output=True)
xhat,output = ip(objFH.cost, objFH.gradient, hessian=None, x0=[0.5,0.5,0.5], lb=lb, ub=ub,disp=3,full_output=True)
xhat,output = ipD(objFH.cost, objFH.gradient, hessian=objFH.jtj, x0=[0.5,0.5,0.5], lb=lb, ub=ub,disp=3,full_output=True)
xhat,output = ipD(objFH.cost, objFH.gradient, hessian=None, x0=[0.5,0.5,0.5], lb=lb, ub=ub,disp=3,full_output=True)
from pygotools.optutils.consMani import addLBUBToInequality
G,h = addLBUBToInequality(lb,ub)
G = matrix(G)
h = matrix(h)
z = qpOut['z']
numpy.einsum('ji,ik->jk',G.T, G*z )
print mul(matrix(G),matrix(z)[:,matrix(0,(1,len(G[0])))])
numpy.einsum('ji,ik->jk',G.T, mul(matrix(G),matrix(z)[:,matrix(0,(1,G.size[1]))]))
from cvxopt import blas
y = matrix(0.0,(G.size[1],1))
blas.gemv(Gs, matrix(1.0,(G.size[0],1)),y,'T')
C = numpy.zeros((4,4))
for i in range(3):