def graph_implementation(arg_objs, size, data=None):
"""Reduces the atom to an affine expression and list of constraints.
Parameters
----------
arg_objs : list
LinExpr for each argument.
size : tuple
The size of the resulting expression.
data :
Additional data required by the atom.
Returns
-------
tuple
(LinOp for objective, list of constraints)
"""
x = arg_objs[0]
t = lu.create_var(size)
# log(1 + exp(x)) <= t <=> exp(-t) + exp(x - t) <= 1
obj0, constr0 = exp.graph_implementation([lu.neg_expr(t)], size)
obj1, constr1 = exp.graph_implementation([lu.sub_expr(x, t)], size)
lhs = lu.sum_expr([obj0, obj1])
ones = lu.create_const(np.mat(np.ones(size)), size)
constr = constr0 + constr1 + [lu.create_leq(lhs, ones)]
return (t, constr)
def graph_implementation(arg_objs, size, data=None):
"""Reduces the atom to an affine expression and list of constraints.
Parameters
----------
arg_objs : list
LinExpr for each argument.
size : tuple
The size of the resulting expression.
data :
Additional data required by the atom.
Returns
-------
tuple
(LinOp for objective, list of constraints)
"""
x = arg_objs[0]
t = lu.create_var(size)
# log(1 + exp(x)) <= t <=> exp(-t) + exp(x - t) <= 1
obj0, constr0 = exp.graph_implementation([lu.neg_expr(t)], size)
obj1, constr1 = exp.graph_implementation([lu.sub_expr(x, t)], size)
lhs = lu.sum_expr([obj0, obj1])
ones = lu.create_const(np.mat(np.ones(size)), size)
constr = constr0 + constr1 + [lu.create_leq(lhs, ones)]
return (t, constr)
def graph_implementation(arg_objs, size, data=None):
"""Reduces the atom to an affine expression and list of constraints.
Parameters
----------
arg_objs : list
LinExpr for each argument.
size : tuple
The size of the resulting expression.
data :
Additional data required by the atom.
Returns
-------
tuple
(LinOp for objective, list of constraints)
"""
x = arg_objs[0]
axis = data[0]
t = lu.create_var(size)
# sum(exp(x - t)) <= 1
if axis is None:
prom_t = lu.promote(t, x.size)
expr = lu.sub_expr(x, prom_t)
obj, constraints = exp.graph_implementation([expr], x.size)
obj = lu.sum_entries(obj)
elif axis == 0:
prom_size = (x.size[0], 1)
ones = lu.create_const(np.ones(prom_size), prom_size)
prom_t = lu.mul_expr(ones, t, x.size)
expr = lu.sub_expr(x, prom_t)
obj, constraints = exp.graph_implementation([expr], x.size)
const_size = (1, x.size[0])
ones = lu.create_const(np.ones(const_size), const_size)
obj = lu.mul_expr(ones, obj, size)
else: # axis == 1
prom_size = (1, x.size[1])
ones = lu.create_const(np.ones(prom_size), prom_size)
prom_t = lu.rmul_expr(t, ones, x.size)
expr = lu.sub_expr(x, prom_t)
obj, constraints = exp.graph_implementation([expr], x.size)
const_size = (x.size[1], 1)
ones = lu.create_const(np.ones(const_size), const_size)
obj = lu.rmul_expr(obj, ones, size)
ones = lu.create_const(np.ones(size), size)
constraints += [lu.create_leq(obj, ones)]
return (t, constraints)
def graph_implementation(arg_objs, size, data=None):
"""Reduces the atom to an affine expression and list of constraints.
Parameters
----------
arg_objs : list
LinExpr for each argument.
size : tuple
The size of the resulting expression.
data :
Additional data required by the atom.
Returns
-------
tuple
(LinOp for objective, list of constraints)
"""
x = arg_objs[0]
axis = data[0]
t = lu.create_var(size)
# sum(exp(x - t)) <= 1
if axis is None:
prom_t = lu.promote(t, x.size)
expr = lu.sub_expr(x, prom_t)
obj, constraints = exp.graph_implementation([expr], x.size)
obj = lu.sum_entries(obj)
elif axis == 0:
prom_size = (x.size[0], 1)
ones = lu.create_const(np.ones(prom_size), prom_size)
prom_t = lu.mul_expr(ones, t, x.size)
expr = lu.sub_expr(x, prom_t)
obj, constraints = exp.graph_implementation([expr], x.size)
const_size = (1, x.size[0])
ones = lu.create_const(np.ones(const_size), const_size)
obj = lu.mul_expr(ones, obj, size)
else: # axis == 1
prom_size = (1, x.size[1])
ones = lu.create_const(np.ones(prom_size), prom_size)
prom_t = lu.rmul_expr(t, ones, x.size)
expr = lu.sub_expr(x, prom_t)
obj, constraints = exp.graph_implementation([expr], x.size)
const_size = (x.size[1], 1)
ones = lu.create_const(np.ones(const_size), const_size)
obj = lu.rmul_expr(obj, ones, size)
ones = lu.create_const(np.ones(size), size)
constraints += [lu.create_leq(obj, ones)]
return (t, constraints)
def graph_implementation(arg_objs, size, data=None):
"""Reduces the atom to an affine expression and list of constraints.
Parameters
----------
arg_objs : list
LinExpr for each argument.
size : tuple
The size of the resulting expression.
data :
Additional data required by the atom.
Returns
-------
tuple
(LinOp for objective, list of constraints)
"""
x = arg_objs[0]
t = lu.create_var((1, 1))
# sum(exp(x - t))
prom_t = lu.promote(t, x.size)
expr = lu.sub_expr(x, prom_t)
obj, constraints = exp.graph_implementation([expr], x.size)
obj, constr = sum_entries.graph_implementation([obj], (1, 1))
# obj <= 1
one = lu.create_const(1, (1, 1))
constraints += constr + [lu.create_leq(obj, one)]
return (t, constraints)
def graph_implementation(arg_objs, size, data=None):
"""Reduces the atom to an affine expression and list of constraints.
Parameters
----------
arg_objs : list
LinExpr for each argument.
size : tuple
The size of the resulting expression.
data :
Additional data required by the atom.
Returns
-------
tuple
(LinOp for objective, list of constraints)
"""
x = arg_objs[0]
t = lu.create_var((1, 1))
# sum(exp(x - t))
prom_t = lu.promote(t, x.size)
expr = lu.sub_expr(x, prom_t)
obj, constraints = exp.graph_implementation([expr], x.size)
obj, constr = sum_entries.graph_implementation([obj], (1, 1))
# obj <= 1
one = lu.create_const(1, (1, 1))
constraints += constr + [lu.create_leq(obj, one)]
return (t, constraints)
def graph_implementation(arg_objs, size, data=None):
"""Reduces the atom to an affine expression and list of constraints.
Parameters
----------
arg_objs : list
LinExpr for each argument.
size : tuple
The size of the resulting expression.
data :
Additional data required by the atom.
Returns
-------
tuple
(LinOp for objective, list of constraints)
"""
x = arg_objs[0]
t = lu.create_var(size)
# log(1 + exp(x)) <= t <=> exp(-t) + exp(x - t) <= 1
'''
obj0, constr0 = exp.graph_implementation([lu.neg_expr(t)], size)
obj1, constr1 = exp.graph_implementation([lu.sub_expr(x, t)], size)
lhs = lu.sum_expr([obj0, obj1])
ones = lu.create_const(np.mat(np.ones(size)), size)
constr = constr0 + constr1 + [lu.create_leq(lhs, ones)]
'''
s = data[0]
if isinstance(s, Parameter):
s = lu.create_param(s, (1, 1))
else: # M is constant.
s = lu.create_const(s, (1, 1))
#Wrong sign?
obj0, constr0 = exp.graph_implementation([lu.neg_expr(t)], size)
obj1, constr1 = exp.graph_implementation([lu.sub_expr(s, lu.sum_expr([t, x]))], size)
obj2, constr2 = exp.graph_implementation([lu.sub_expr(lu.neg_expr(s), lu.sum_expr([t, x]))], size)
obj3, constr3 = exp.graph_implementation([lu.sub_expr(lu.neg_expr(t), lu.mul_expr(2, x, size))], size)
lhs = lu.sum_expr([obj0, obj1, obj2, obj3])
ones = lu.create_const(np.mat(np.ones(size)), size)
constr = constr0 + constr1 + constr2 + constr3 + [lu.create_leq(lhs, ones)]
return (t, constr)
def graph_implementation(arg_objs,size,data=None):
x = arg_objs[0]
beta,x0 = data[0],data[1]
beta_val,x0_val = beta.value,x0.value
if isinstance(beta,Parameter):
beta = lu.create_param(beta,(1,1))
else:
beta = lu.create_const(beta.value,(1,1))
if isinstance(x0,Parameter):
x0 = lu.create_param(x0,(1,1))
else:
x0 = lu.create_const(x0.value,(1,1))
xi,psi = lu.create_var(size),lu.create_var(size)
one = lu.create_const(1,(1,1))
one_over_beta = lu.create_const(1/beta_val,(1,1))
k = np.exp(-beta_val*x0_val)
k = lu.create_const(k,(1,1))
# 1/beta * (1 - exp(-beta*(xi+x0)))
xi_plus_x0 = lu.sum_expr([xi,x0])
minus_beta_times_xi_plus_x0 = lu.neg_expr(lu.mul_expr(beta,xi_plus_x0,size))
exp_xi,constr_exp = exp.graph_implementation([minus_beta_times_xi_plus_x0],size)
minus_exp_minus_etc = lu.neg_expr(exp_xi)
left_branch = lu.mul_expr(one_over_beta, lu.sum_expr([one,minus_exp_minus_etc]),size)
# psi*exp(-beta*r0)
right_branch = lu.mul_expr(k,psi,size)
obj = lu.sum_expr([left_branch,right_branch])
#x-x0 == xi + psi, xi >= 0, psi <= 0
zero = lu.create_const(0,size)
constraints = constr_exp
prom_x0 = lu.promote(x0, size)
constraints.append(lu.create_eq(x,lu.sum_expr([prom_x0,xi,psi])))
constraints.append(lu.create_geq(xi,zero))
constraints.append(lu.create_leq(psi,zero))
return (obj, constraints)