def eval_prox(prox_function_type, prob, v_map, lam=1, epigraph=False):
"""Evaluate a single proximal operator."""
problem = compiler.compile_problem(cvxpy_expr.convert_problem(prob))
validate.check_sum_of_prox(problem)
# Get the first non constant objective term
if len(problem.objective.arg) != 1:
raise ProblemError("prox does not have single f", problem)
if problem.constraint:
raise ProblemError("prox has constraints", problem)
f_expr = problem.objective.arg[0]
if (f_expr.expression_type != Expression.PROX_FUNCTION or
f_expr.prox_function.prox_function_type != prox_function_type or
f_expr.prox_function.epigraph != epigraph):
raise ProblemError("prox did not compile to right type", problem)
v_bytes_map = {cvxpy_expr.variable_id(var):
numpy.array(val, dtype=numpy.float64).tobytes(order="F")
for var, val in v_map.iteritems()}
values = _solve.eval_prox(
f_expr.SerializeToString(),
lam,
constant.global_data_map,
v_bytes_map)
cvxpy_solver.set_solution(prob, values)
def transform_problem(problem, params):
validate.check_sum_of_prox(problem)
graph = build_graph(problem)
if not graph.nodes(VARIABLE):
return problem
for f in GRAPH_TRANSFORMS:
f(graph)
log_debug(
lambda f, graph: "%s:\n%s" %
(f.__name__, tree_format.format_problem(graph.problem)), f, graph)
return graph.problem
def format_problem(problem):
name_map = NameMap()
validate.check_sum_of_prox(problem)
output = "objective:\n"
output += (" add(\n " + ",\n ".join(
format_expr(arg, name_map) for arg in problem.objective.arg) + ")\n")
if problem.constraint:
output += "\nconstraints:\n"
output += "".join(" " + format_expr(constr, name_map) + "\n"
for constr in problem.constraint)
return output
def transform_problem(problem):
validate.check_sum_of_prox(problem)
graph = build_graph(problem)
if not graph.nodes(VARIABLE):
return problem
for f in GRAPH_TRANSFORMS:
f(graph)
log_debug(
lambda f, graph:
"%s:\n%s" %
(f.__name__,
tree_format.format_problem(graph.problem)),
f, graph)
return graph.problem
def format_problem(problem):
name_map = NameMap()
validate.check_sum_of_prox(problem)
output = "objective:\n"
output += (" add(\n " +
",\n ".join(
format_expr(arg, name_map) for arg in problem.objective.arg) +
")\n")
if problem.constraint:
output += "\nconstraints:\n"
output += "".join(" " + format_expr(constr, name_map) + "\n"
for constr in problem.constraint)
return output
def eval_prox_impl(prob,
v_map,
lam=1,
prox_function_type=None,
epigraph=False):
"""Evaluate a single proximal operator."""
problem = compiler.compile_problem(cvxpy_expr.convert_problem(prob))
validate.check_sum_of_prox(problem)
# Get the first non constant objective term
if len(problem.objective.arg) != 1:
raise ProblemError("prox does not have single f", problem)
if problem.constraint:
raise ProblemError("prox has constraints", problem)
f_expr = problem.objective.arg[0]
if f_expr.expression_type != Expression.PROX_FUNCTION:
raise ProblemError("prox did not compile to right type", problem)
if prox_function_type is not None and (
f_expr.prox_function.prox_function_type != prox_function_type
or f_expr.prox_function.epigraph != epigraph):
raise ProblemError("prox did not compile to right type", problem)
v_bytes_map = {
cvxpy_expr.variable_id(var):
numpy.array(val, dtype=numpy.float64).tobytes(order="F")
for var, val in v_map.iteritems()
}
values = _solve.eval_prox(f_expr.SerializeToString(), lam,
problem.expression_data(), v_bytes_map)
cvxpy_solver.set_solution(prob, values)
def transform_problem(problem):
validate.check_sum_of_prox(problem)
constrs = []
obj = transform_expr(problem.objective, constrs)
return expression.Problem(objective=obj, constraint=constrs)
