def test_quad_over_lin(self):
x = Variable(3, 5)
y = Variable(3, 5)
z = Variable()
s = quad_over_lin(x-y, z)
self.assertFalse(s.is_constant())
self.assertFalse(s.is_affine())
self.assertFalse(s.is_quadratic())
self.assertTrue(s.is_dcp())
t = quad_over_lin(x+2*y, 5)
self.assertFalse(t.is_constant())
self.assertFalse(t.is_affine())
self.assertTrue(t.is_quadratic())
self.assertTrue(t.is_dcp())
def test_quad_over_lin(self):
x = Variable(3, 5)
y = Variable(3, 5)
z = Variable()
s = quad_over_lin(x-y, z)
self.assertFalse(s.is_constant())
self.assertFalse(s.is_affine())
self.assertFalse(s.is_quadratic())
self.assertTrue(s.is_dcp())
t = quad_over_lin(x+2*y, 5)
self.assertFalse(t.is_constant())
self.assertFalse(t.is_affine())
self.assertTrue(t.is_quadratic())
self.assertTrue(t.is_dcp())
def quad_over_lin(self, solver):
p = Problem(Minimize(0.5 * quad_over_lin(abs(self.x-1), 1)),
[self.x <= -1])
self.solve_QP(p, solver)
for var in p.variables():
self.assertItemsAlmostEqual(np.array([-1., -1.]),
var.value, places=4)
for con in p.constraints:
self.assertItemsAlmostEqual(np.array([2., 2.]),
con.dual_value, places=4)
def quad_over_lin(self, solver):
p = Problem(Minimize(0.5 * quad_over_lin(abs(self.x - 1), 1)),
[self.x <= -1])
s = self.solve_QP(p, solver)
for var in p.variables():
self.assertItemsAlmostEqual(numpy.array([-1., -1.]),
s.primal_vars[var.id])
for con in p.constraints:
self.assertItemsAlmostEqual(numpy.array([2., 2.]),
s.dual_vars[con.id])
