def solve(self,quiet=False,return_status=False):
"""
Solves optimization program using current
parameter values.
"""
# Check DCP
if not self.is_dcp():
raise ValueError('Program is not DCP')
# Create param-value map
replace_map = {}
for param in self.parameters:
if np.isnan(param.value):
raise ValueError('Invalid parameter value: NaN')
else:
replace_map[param] = param.value
# Create new program
new_p = cvxpy_program(self.action,
re_eval(self.objective,replace_map),
re_eval(self.constraints,replace_map),
[],self.options,'')
# Solve new program
obj,valid = solve_prog(new_p,quiet)
if return_status:
return obj,valid
else:
return obj
def solve(self, quiet=False, return_status=False):
"""
Solves optimization program using current
parameter values.
"""
# Check DCP
if not self.is_dcp():
raise ValueError('Program is not DCP')
# Create param-value map
replace_map = {}
for param in self.parameters:
if np.isnan(param.value):
raise ValueError('Invalid parameter value: NaN')
else:
replace_map[param] = param.value
# Create new program
new_p = cvxpy_program(self.action, re_eval(self.objective,
replace_map),
re_eval(self.constraints, replace_map), [],
self.options, '')
# Solve new program
obj, valid = solve_prog(new_p, quiet)
if return_status:
return obj, valid
else:
return obj
def solve(self):
"""
Description
-----------
Solve program.
"""
obj, lagrange_mul_eq = solve_prog(self)
return obj
def solve(self):
"""
Description
-----------
Solve program.
"""
obj,lagrange_mul_eq = solve_prog(self)
return obj
def _solve_isolating(self, *args):
"""
Description
-----------
Isolate parameters and then solve program.
Used by linearize method to obtain subgradient.
Arguments must be numbers. A very important
point is that solve_isolating introduces
equality constraints and places them at the
beginning of the constraint list. This is
later used to construct the subgradient.
"""
# Process input
if (len(args) != 0 and type(args[0]) is list):
args = args[0]
# Create argument list
arg_list = []
for arg in args:
if (np.isscalar(arg)):
arg_list += [arg]
elif (type(arg) is cvxpy_matrix):
(m, n) = arg.shape
for i in range(0, m, 1):
for j in range(0, n, 1):
arg_list += [arg[i, j]]
else:
raise ValueError('Arguments must be numeric')
# Check number of arguments
if (len(arg_list) != len(self.params)):
raise ValueError('Invalid number of arguments')
# Isolate parameters
p1_map = {}
new_constr = cvxpy_list([])
for p in self.params:
v = var('v_' + p.name)
p1_map[p] = v
new_constr += cvxpy_list([equal(v, p)])
new_p1 = prog((self.action, re_eval(self.obj, p1_map)),
new_constr + re_eval(self.constr, p1_map), self.params,
self.options, self.name)
# Substitute parameters with arguments
p2_map = {}
for k in range(0, len(arg_list), 1):
p2_map[new_p1.params[k]] = arg_list[k]
new_p2 = prog((new_p1.action, re_eval(new_p1.obj, p2_map)),
re_eval(new_p1.constr, p2_map), [], new_p1.options,
new_p1.name)
# Solve program
obj, lagrange_mul_eq = solve_prog(new_p2)
self.lagrange_mul_eq = lagrange_mul_eq
return obj
def _solve_isolating(self,*args):
"""
Description
-----------
Isolate parameters and then solve program.
Used by linearize method to obtain subgradient.
Arguments must be numbers. A very important
point is that solve_isolating introduces
equality constraints and places them at the
beginning of the constraint list. This is
later used to construct the subgradient.
"""
# Process input
if(len(args) != 0 and type(args[0]) is list):
args = args[0]
# Create argument list
arg_list = []
for arg in args:
if(np.isscalar(arg)):
arg_list += [arg]
elif(type(arg) is cvxpy_matrix):
(m,n) = arg.shape
for i in range(0,m,1):
for j in range(0,n,1):
arg_list += [arg[i,j]]
else:
raise ValueError('Arguments must be numeric')
# Check number of arguments
if(len(arg_list) != len(self.params)):
raise ValueError('Invalid number of arguments')
# Isolate parameters
p1_map = {}
new_constr = cvxpy_list([])
for p in self.params:
v = var('v_'+p.name)
p1_map[p] = v
new_constr += cvxpy_list([equal(v,p)])
new_p1 = prog((self.action,re_eval(self.obj,p1_map)),
new_constr+re_eval(self.constr,p1_map),
self.params, self.options,self.name)
# Substitute parameters with arguments
p2_map = {}
for k in range(0,len(arg_list),1):
p2_map[new_p1.params[k]] = arg_list[k]
new_p2 = prog((new_p1.action,re_eval(new_p1.obj,p2_map)),
re_eval(new_p1.constr,p2_map),
[],new_p1.options,new_p1.name)
# Solve program
obj,lagrange_mul_eq = solve_prog(new_p2)
self.lagrange_mul_eq = lagrange_mul_eq
return obj
def __call__(self, *args):
"""
Description
-----------
Call program with specified arguments.
Parameters are substituted with arguments.
If all arguments are numeric, the resulting
optimization program is solved. If some
arguments are object, a tree is returned.
Arguments
---------
args: List of arguments.
(Can be numbers or objects)
"""
# Process input
if (len(args) != 0 and type(args[0]) is list):
args = args[0]
# Create argument list
arg_list = []
for arg in args:
if (np.isscalar(arg) or type(arg).__name__ in SCALAR_OBJS):
arg_list += [arg]
elif (type(arg) is cvxpy_matrix
or type(arg).__name__ in ARRAY_OBJS):
(m, n) = arg.shape
for i in range(0, m, 1):
for j in range(0, n, 1):
arg_list += [arg[i, j]]
else:
raise ValueError('Invalid argument type')
# Check number of arguments
if (len(arg_list) != len(self.params)):
raise ValueError('Invalid argument syntax')
# Solve if numeric
if (len(arg_list) == 0
or reduce(lambda x, y: x and y,
map(lambda x: np.isscalar(x), arg_list))):
# Substitute parameters with arguments
p1_map = {}
for k in range(0, len(arg_list), 1):
p1_map[self.params[k]] = arg_list[k]
new_p = prog((self.action, re_eval(self.obj, p1_map)),
re_eval(self.constr, p1_map), [], self.options,
self.name)
# Solve program
obj, lagrange_mul_eq = solve_prog(new_p)
return obj
# Upgrade numbers to objects
for i in range(0, len(arg_list), 1):
if (np.isscalar(arg_list[i])):
arg_list[i] = cvxpy_obj(CONSTANT, arg_list[i],
str(arg_list[i]))
# Return tree
return cvxpy_tree(self, arg_list)
def __call__(self,*args):
"""
Description
-----------
Call program with specified arguments.
Parameters are substituted with arguments.
If all arguments are numeric, the resulting
optimization program is solved. If some
arguments are object, a tree is returned.
Arguments
---------
args: List of arguments.
(Can be numbers or objects)
"""
# Process input
if(len(args) != 0 and type(args[0]) is list):
args = args[0]
# Create argument list
arg_list = []
for arg in args:
if(np.isscalar(arg) or
type(arg).__name__ in SCALAR_OBJS):
arg_list += [arg]
elif(type(arg) is cvxpy_matrix or
type(arg).__name__ in ARRAY_OBJS):
(m,n) = arg.shape
for i in range(0,m,1):
for j in range(0,n,1):
arg_list += [arg[i,j]]
else:
raise ValueError('Invalid argument type')
# Check number of arguments
if(len(arg_list) != len(self.params)):
raise ValueError('Invalid argument syntax')
# Solve if numeric
if(len(arg_list) == 0 or
reduce(lambda x,y: x and y,
map(lambda x: np.isscalar(x),arg_list))):
# Substitute parameters with arguments
p1_map = {}
for k in range(0,len(arg_list),1):
p1_map[self.params[k]] = arg_list[k]
new_p = prog((self.action,re_eval(self.obj,p1_map)),
re_eval(self.constr,p1_map),[],
self.options,self.name)
# Solve program
obj,lagrange_mul_eq = solve_prog(new_p)
return obj
# Upgrade numbers to objects
for i in range(0,len(arg_list),1):
if(np.isscalar(arg_list[i])):
arg_list[i] = cvxpy_obj(CONSTANT,
arg_list[i],
str(arg_list[i]))
# Return tree
return cvxpy_tree(self,arg_list)