def linear_map(A, x):
if dim(x, 1) != 1:
raise ExpressionError("applying linear map to non vector", x)
if A.n != dim(x):
raise ExpressionError("linear map has wrong size: %s" % A, x)
return Expression(expression_type=expression_pb2.Expression.LINEAR_MAP,
size=Size(dim=[A.m, 1]),
func_curvature=AFFINE,
linear_map=A.proto,
data=A.data,
arg=[x])
def diag_vec(x):
if dim(x, 1) != 1:
raise ExpressionError("diag_vec on non vector")
n = dim(x, 0)
return Expression(expression_type=expression_pb2.Expression.DIAG_VEC,
size=Size(dim=[n, n]),
func_curvature=AFFINE,
arg=[x])
def reshape(arg, m, n):
if dim(arg, 0) == m and dim(arg, 1) == n:
return arg
if m * n != dim(arg):
raise ExpressionError("cant reshape to %d x %d" % (m, n), arg)
# If we have two reshapes that "undo" each other, cancel them out
if (arg.expression_type == expression_pb2.Expression.RESHAPE
and dim(arg.arg[0], 0) == m and dim(arg.arg[0], 1) == n):
return arg.arg[0]
return Expression(expression_type=expression_pb2.Expression.RESHAPE,
arg=[arg],
size=Size(dim=[m, n]),
func_curvature=AFFINE,
sign=arg.sign)
def soc_elemwise_constraint(t, *args):
t = reshape(t, dim(t), 1)
X = hstack(*(reshape(arg, dim(arg), 1) for arg in args))
if dim(t) != dim(X, 0):
raise ExpressionError("Second order cone, incompatible sizes", t, X)
return indicator(Cone.SECOND_ORDER, t, X)
def soc_constraint(t, x):
if dim(t, 1) != 1 or dim(t, 0) != dim(x, 0):
raise ExpressionError("Second order cone, invalid dimensions", t)
return indicator(Cone.SECOND_ORDER, t, x)
def eq_constraint(x, y):
if dims(x) != dims(y) and dim(x) != 1 and dim(y) != 1:
raise ExpressionError("incompatible sizes", x, y)
return indicator(Cone.ZERO, add(x, negate(y)))
def only_arg(expr):
if len(expr.arg) != 1:
raise ExpressionError("wrong number of args", expr)
return expr.arg[0]