def test_pi(self): for _ in range(10): zero_dim = np.random.randint(1, 10) pos_dim = np.random.randint(1, 10) soc_dim = [ np.random.randint(1, 10) for _ in range(np.random.randint(1, 10)) ] psd_dim = [ np.random.randint(1, 10) for _ in range(np.random.randint(1, 10)) ] exp_dim = np.random.randint(3, 18) exp_dim -= (exp_dim % 3) cones = [(cone_lib.ZERO, zero_dim), (cone_lib.POS, pos_dim), (cone_lib.SOC, soc_dim), (cone_lib.PSD, psd_dim), (cone_lib.EXP, exp_dim)] size = zero_dim + pos_dim + sum(soc_dim) + sum( [cone_lib.vec_psd_dim(d) for d in psd_dim]) + exp_dim x = np.random.randn(size) for dual in [False, True]: proj = cone_lib.pi(x, cones, dual=dual) offset = 0 np.testing.assert_allclose( proj[:zero_dim], cone_lib._proj(x[:zero_dim], cone_lib.ZERO, dual=dual)) offset += zero_dim np.testing.assert_allclose( proj[offset:offset + pos_dim], cone_lib._proj(x[offset:offset + pos_dim], cone_lib.POS, dual=dual)) offset += pos_dim for dim in soc_dim: np.testing.assert_allclose( proj[offset:offset + dim], cone_lib._proj(x[offset:offset + dim], cone_lib.SOC, dual=dual)) offset += dim for dim in psd_dim: dim = cone_lib.vec_psd_dim(dim) np.testing.assert_allclose( proj[offset:offset + dim], cone_lib._proj(x[offset:offset + dim], cone_lib.PSD, dual=dual)) offset += dim np.testing.assert_allclose( proj[offset:], cone_lib._proj(x[offset:], cone_lib.EXP, dual=dual))
def test_dpi(self): np.random.seed(0) for _ in range(10): zero_dim = np.random.randint(1, 10) pos_dim = np.random.randint(1, 10) soc_dim = [ np.random.randint(1, 10) for _ in range(np.random.randint(1, 10)) ] psd_dim = [ np.random.randint(1, 10) for _ in range(np.random.randint(1, 10)) ] exp_dim = np.random.randint(3, 18) cones = [(cone_lib.ZERO, zero_dim), (cone_lib.POS, pos_dim), (cone_lib.SOC, soc_dim), (cone_lib.PSD, psd_dim), (cone_lib.EXP, exp_dim), (cone_lib.EXP_DUAL, exp_dim)] size = zero_dim + pos_dim + sum(soc_dim) + sum( [cone_lib.vec_psd_dim(d) for d in psd_dim]) + 2 * 3 * exp_dim x = np.random.randn(size) for dual in [False, True]: cone_list_cpp = cone_lib.parse_cone_dict_cpp(cones) proj_x = cone_lib.pi(x, cones, dual=dual) dx = 1e-7 * np.random.randn(size) z = cone_lib.pi(x + dx, cones, dual=dual) Dpi = _diffcp.dprojection(x, cone_list_cpp, dual) np.testing.assert_allclose(Dpi.matvec(dx), z - proj_x, atol=1e-6) Dpi = _diffcp.dprojection_dense(x, cone_list_cpp, dual) np.testing.assert_allclose(Dpi @ dx, z - proj_x, atol=1e-6)
def test_dpi(self): for _ in range(10): zero_dim = np.random.randint(1, 10) pos_dim = np.random.randint(1, 10) soc_dim = [ np.random.randint(1, 10) for _ in range(np.random.randint(1, 10)) ] psd_dim = [ np.random.randint(1, 10) for _ in range(np.random.randint(1, 10)) ] exp_dim = np.random.randint(3, 18) exp_dim -= (exp_dim % 3) cones = [(cone_lib.ZERO, zero_dim), (cone_lib.POS, pos_dim), (cone_lib.SOC, soc_dim), (cone_lib.PSD, psd_dim), (cone_lib.EXP, exp_dim)] size = zero_dim + pos_dim + sum(soc_dim) + sum( [cone_lib.vec_psd_dim(d) for d in psd_dim]) + exp_dim x = np.random.randn(size) for dual in [False, True]: Dpi = cone_lib.dpi(x, cones, dual=dual) proj_x = cone_lib.pi(x, cones, dual=dual) dx = 1e-6 * np.random.randn(size) z = cone_lib.pi(x + dx, cones, dual=dual) np.testing.assert_allclose(Dpi @ dx, z - proj_x, atol=1e-3, rtol=1e-4)
def test_vec_symm(self): np.random.seed(0) n = 5 x = np.random.randn(cone_lib.vec_psd_dim(n)) np.testing.assert_allclose( cone_lib.vec_symm(cone_lib.unvec_symm(x, n)), x)
def test_psd_dim(self): n = 4096 self.assertEqual(cone_lib.psd_dim(cone_lib.vec_psd_dim(n)), n)
def test_vec_psd_dim(self): self.assertEqual(cone_lib.vec_psd_dim(10), (10) * (10 + 1) / 2)
def test_psd_dim(): n = 4096 assert cone_lib.psd_dim(cone_lib.vec_psd_dim(n)) == n
def test_vec_psd_dim(): assert cone_lib.vec_psd_dim(10) == (10) * (10 + 1) / 2