def testgp(opts):
Aflr = 1000.0
Awall = 100.0
alpha = 0.5
beta = 2.0
gamma = 0.5
delta = 2.0
F = matrix( [[-1., 1., 1., 0., -1., 1., 0., 0.],
[-1., 1., 0., 1., 1., -1., 1., -1.],
[-1., 0., 1., 1., 0., 0., -1., 1.]])
g = log( matrix( [1.0, 2/Awall, 2/Awall, 1/Aflr, alpha, 1/beta, gamma,
1/delta]) )
K = [1, 2, 1, 1, 1, 1, 1]
solvers.options.update(opts)
sol = solvers.gp(K, F, g)
#localcvx.options.update(opts)
#sol = localcvx.gp(K, F, g, kktsolver='chol')
if sol['status'] == 'optimal':
x = sol['x']
print "x=\n", helpers.strSpe(x, "%.17f")
h, w, d = exp(x)
print("\n h = %f, w = %f, d = %f.\n" %(h,w,d))
print "\n *** running GO test ***"
helpers.run_go_test("../testgp", {'x': x})
def testsimple(opts):
c = matrix([0., 1., 0.])
A = matrix([[1., -1.], [0., 1.], [0., 1.0]])
b = matrix([1., 0.])
G = matrix([[0], [-1.], [1.]])
h = matrix([0.])
print "c=\n", c
print "A=\n", A
print "b=\n", b
print "G=\n", G
print "h=\n", h
#localcones.options.update(opts)
#sol = localcones.lp(c, G, h, A, b)
solvers.options.update(opts)
sol = solvers.lp(c, G, h, A, b)
print "x = \n", helpers.str2(sol['x'], "%.9f")
print "s = \n", helpers.str2(sol['s'], "%.9f")
print "z = \n", helpers.str2(sol['z'], "%.9f")
print "\n *** running GO test ***"
helpers.run_go_test("../testsimple", {
'x': sol['x'],
's': sol['s'],
'z': sol['z']
})
def rungotest(sol):
print "\n *** running GO test ***"
helpers.run_go_test("../testconelp", {
'x': sol['x'],
's': sol['s'],
'z': sol['z']
})
def testsdp(opts):
c = matrix([1., -1., 1.])
G = [
matrix([[-7., -11., -11., 3.], [7., -18., -18., 8.],
[-2., -8., -8., 1.]])
]
G += [
matrix([[-21., -11., 0., -11., 10., 8., 0., 8., 5.],
[0., 10., 16., 10., -10., -10., 16., -10., 3.],
[-5., 2., -17., 2., -6., 8., -17., -7., 6.]])
]
h = [matrix([[33., -9.], [-9., 26.]])]
h += [matrix([[14., 9., 40.], [9., 91., 10.], [40., 10., 15.]])]
sol = solvers.sdp(c, Gs=G, hs=h)
print "x = \n", str2(sol['x'], "%.9f")
print "zs[0] = \n", helpers.str2(sol['zs'][0], "%.9f")
print "zs[1] = \n", helpers.str2(sol['zs'][1], "%.9f")
helpers.run_go_test(
"../testsdp", {
'x': sol['x'],
'ss0': sol['ss'][0],
'ss1': sol['ss'][1],
'zs0': sol['zs'][0],
'zs0': sol['zs'][1]
})
def testsocp(opts):
c = matrix([-2., 1., 5.])
G = [matrix([[12., 13., 12.], [6., -3., -12.], [-5., -5., 6.]])]
G += [
matrix([[3., 3., -1., 1.], [-6., -6., -9., 19.], [10., -2., -2., -3.]])
]
h = [matrix([-12., -3., -2.]), matrix([27., 0., 3., -42.])]
solvers.options.update(opts)
sol = solvers.socp(c, Gq=G, hq=h)
print "x = \n", helpers.str2(sol['x'], "%.9f")
print "zq[0] = \n", helpers.str2(sol['zq'][0], "%.9f")
print "zq[1] = \n", helpers.str2(sol['zq'][1], "%.9f")
helpers.run_go_test(
"../testsocp", {
'x': sol['x'],
'sq0': sol['sq'][0],
'sq1': sol['sq'][1],
'zq0': sol['zq'][0],
'zq1': sol['zq'][1]
})
def testqp(opts):
A = matrix([ [ .3, -.4, -.2, -.4, 1.3 ],
[ .6, 1.2, -1.7, .3, -.3 ],
[-.3, .0, .6, -1.2, -2.0 ] ])
b = matrix([ 1.5, .0, -1.2, -.7, .0])
m, n = A.size
I = matrix(0.0, (n,n))
I[::n+1] = 1.0
G = matrix([-I, matrix(0.0, (1,n)), I])
h = matrix(n*[0.0] + [1.0] + n*[0.0])
dims = {'l': n, 'q': [n+1], 's': []}
P = A.T*A
q = -A.T*b
#localcones.options.update(opts)
#sol = localcones.coneqp(P, q, G, h, dims, kktsolver='chol')
solvers.options.update(opts)
sol = solvers.coneqp(P, q, G, h, dims)
if sol['status'] == 'optimal':
print "x=\n", helpers.strSpe(sol['x'], "%.5f")
print "s=\n", helpers.strSpe(sol['s'], "%.5f")
print "z=\n", helpers.strSpe(sol['z'], "%.5f")
print "\n *** running GO test ***"
helpers.run_go_test("../testconeqp", {'x': sol['x'], 's': sol['s'], 'z': sol['z']})
def testsocp(opts):
c = matrix([-2., 1., 5.])
G = [matrix( [[12., 13., 12.],
[ 6., -3., -12.],
[-5., -5., 6.]] ) ]
G += [matrix( [[ 3., 3., -1., 1.],
[-6., -6., -9., 19.],
[10., -2., -2., -3.]] ) ]
h = [ matrix( [-12., -3., -2.] ),
matrix( [27., 0., 3., -42.] ) ]
solvers.options.update(opts)
sol = solvers.socp(c, Gq = G, hq = h)
print "x = \n", helpers.str2(sol['x'], "%.9f")
print "zq[0] = \n", helpers.str2(sol['zq'][0], "%.9f")
print "zq[1] = \n", helpers.str2(sol['zq'][1], "%.9f")
print "\n *** running GO test ***"
helpers.run_go_test("../testsocp", {'x': sol['x'],
'sq0': sol['sq'][0],
'sq1': sol['sq'][1],
'zq0': sol['zq'][0],
'zq1': sol['zq'][1]})
def rungo(sol):
helpers.run_go_test(
"../testsdp", {
'x': sol['x'],
'ss0': sol['ss'][0],
'ss1': sol['ss'][1],
'zs0': sol['zs'][0],
'zs1': sol['zs'][1]
})
def testlp(opts):
c = matrix([-4., -5.])
G = matrix([[2., 1., -1., 0.], [1., 2., 0., -1.]])
h = matrix([3., 3., 0., 0.])
solvers.options.update(opts)
sol = solvers.lp(c, G, h)
print"x = \n", helpers.str2(sol['x'], "%.9f")
print"s = \n", helpers.str2(sol['s'], "%.9f")
print"z = \n", helpers.str2(sol['z'], "%.9f")
helpers.run_go_test("../testlp", {'x': sol['x'], 's': sol['s'], 'z': sol['z']})
def testlp(opts):
c = matrix([-4., -5.])
G = matrix([[2., 1., -1., 0.], [1., 2., 0., -1.]])
h = matrix([3., 3., 0., 0.])
solvers.options.update(opts)
sol = solvers.lp(c, G, h)
print "x = \n", helpers.str2(sol['x'], "%.9f")
print "s = \n", helpers.str2(sol['s'], "%.9f")
print "z = \n", helpers.str2(sol['z'], "%.9f")
helpers.run_go_test("../testlp", {
'x': sol['x'],
's': sol['s'],
'z': sol['z']
})
def testcp(opts):
G = matrix(
[[0., -1., 0., 0., -21., -11., 0., -11., 10., 8., 0., 8., 5.],
[0., 0., -1., 0., 0., 10., 16., 10., -10., -10., 16., -10., 3.],
[0., 0., 0., -1., -5., 2., -17., 2., -6., 8., -17., -7., 6.]])
h = matrix(
[1.0, 0.0, 0.0, 0.0, 20., 10., 40., 10., 80., 10., 40., 10., 15.])
dims = {'l': 0, 'q': [4], 's': [3]}
if opts:
solvers.options.update(opts)
sol = solvers.cp(F, G, h, dims)
#sol = localcvx.cp(F, G, h, dims)
if sol['status'] == 'optimal':
print("\nx = \n")
print helpers.strSpe(sol['x'], "%.17f")
print helpers.strSpe(sol['znl'], "%.17f")
print "\n *** running GO test ***"
helpers.run_go_test("../testcp", {'x': sol['x']})
def testcp(opts):
G = matrix([
[0., -1., 0., 0., -21., -11., 0., -11., 10., 8., 0., 8., 5.],
[0., 0., -1., 0., 0., 10., 16., 10., -10., -10., 16., -10., 3.],
[0., 0., 0., -1., -5., 2., -17., 2., -6., 8., -17., -7., 6.]
])
h = matrix(
[1.0, 0.0, 0.0, 0.0, 20., 10., 40., 10., 80., 10., 40., 10., 15.])
dims = {'l': 0, 'q': [4], 's': [3]}
if opts:
solvers.options.update(opts)
sol = solvers.cp(F, G, h, dims)
#sol = localcvx.cp(F, G, h, dims)
if sol['status'] == 'optimal':
print("\nx = \n")
print helpers.strSpe(sol['x'], "%.17f")
print helpers.strSpe(sol['znl'], "%.17f")
print "\n *** running GO test ***"
helpers.run_go_test("../testcp", {'x': sol['x']})
def testsdp(opts):
c = matrix([1.,-1.,1.])
G = [ matrix([[-7., -11., -11., 3.],
[ 7., -18., -18., 8.],
[-2., -8., -8., 1.]]) ]
G += [ matrix([[-21., -11., 0., -11., 10., 8., 0., 8., 5.],
[ 0., 10., 16., 10., -10., -10., 16., -10., 3.],
[ -5., 2., -17., 2., -6., 8., -17., -7., 6.]]) ]
h = [ matrix([[33., -9.], [-9., 26.]]) ]
h += [ matrix([[14., 9., 40.], [9., 91., 10.], [40., 10., 15.]]) ]
sol = solvers.sdp(c, Gs=G, hs=h)
print "x = \n", str2(sol['x'], "%.9f")
print "zs[0] = \n", helpers.str2(sol['zs'][0], "%.9f")
print "zs[1] = \n", helpers.str2(sol['zs'][1], "%.9f")
helpers.run_go_test("../testsdp", {'x': sol['x'],
'ss0': sol['ss'][0],
'ss1': sol['ss'][1],
'zs0': sol['zs'][0],
'zs0': sol['zs'][1]})
def testsimple(opts):
c = matrix([0., 1., 0.])
A = matrix([[1., -1.], [0., 1.], [0., 1.0]])
b = matrix([1., 0.])
G = matrix([[0], [-1.], [1.]])
h = matrix([0.])
print "c=\n", c
print "A=\n", A
print "b=\n", b
print "G=\n", G
print "h=\n", h
#localcones.options.update(opts)
#sol = localcones.lp(c, G, h, A, b)
solvers.options.update(opts)
sol = solvers.lp(c, G, h, A, b)
print"x = \n", helpers.str2(sol['x'], "%.9f")
print"s = \n", helpers.str2(sol['s'], "%.9f")
print"z = \n", helpers.str2(sol['z'], "%.9f")
print "\n *** running GO test ***"
helpers.run_go_test("../testsimple", {'x': sol['x'], 's': sol['s'], 'z': sol['z']})
def testqp(opts):
A = matrix([ [ .3, -.4, -.2, -.4, 1.3 ],
[ .6, 1.2, -1.7, .3, -.3 ],
[-.3, .0, .6, -1.2, -2.0 ] ])
b = matrix([ 1.5, .0, -1.2, -.7, .0])
m, n = A.size
I = matrix(0.0, (n,n))
I[::n+1] = 1.0
G = matrix([-I, matrix(0.0, (1,n)), I])
h = matrix(n*[0.0] + [1.0] + n*[0.0])
dims = {'l': n, 'q': [n+1], 's': []}
P = A.T*A
q = -A.T*b
solvers.options.update(opts)
sol = solvers.coneqp(P, q, G, h, dims, kktsolver='ldl')
if sol['status'] == 'optimal':
print "x=\n", helpers.str2(sol['x'], "%.9f")
print "s=\n", helpers.str2(sol['s'], "%.9f")
print "z=\n", helpers.str2(sol['z'], "%.9f")
helpers.run_go_test("../testconeqp", {'x': sol['x'], 's': sol['s'], 'z': sol['z']})
def testqp(opts):
A = matrix([[0.3, -0.4, -0.2, -0.4, 1.3], [0.6, 1.2, -1.7, 0.3, -0.3], [-0.3, 0.0, 0.6, -1.2, -2.0]])
b = matrix([1.5, 0.0, -1.2, -0.7, 0.0])
m, n = A.size
I = matrix(0.0, (n, n))
I[:: n + 1] = 1.0
G = matrix([-I, matrix(0.0, (1, n)), I])
h = matrix(n * [0.0] + [1.0] + n * [0.0])
dims = {"l": n, "q": [n + 1], "s": []}
P = A.T * A
q = -A.T * b
# localcones.options.update(opts)
# sol = localcones.coneqp(P, q, G, h, dims, kktsolver='chol')
solvers.options.update(opts)
sol = solvers.coneqp(P, q, G, h, dims)
if sol["status"] == "optimal":
print "x=\n", helpers.strSpe(sol["x"], "%.5f")
print "s=\n", helpers.strSpe(sol["s"], "%.5f")
print "z=\n", helpers.strSpe(sol["z"], "%.5f")
print "\n *** running GO test ***"
helpers.run_go_test("../testconeqp", {"x": sol["x"], "s": sol["s"], "z": sol["z"]})
def solve(opts):
c = matrix([-6., -4., -5.])
G = matrix([[ 16., 7., 24., -8., 8., -1., 0., -1., 0., 0., 7.,
-5., 1., -5., 1., -7., 1., -7., -4.],
[-14., 2., 7., -13., -18., 3., 0., 0., -1., 0., 3.,
13., -6., 13., 12., -10., -6., -10., -28.],
[ 5., 0., -15., 12., -6., 17., 0., 0., 0., -1., 9.,
6., -6., 6., -7., -7., -6., -7., -11.]])
h = matrix([-3., 5., 12., -2., -14., -13., 10., 0., 0., 0., 68.,
-30., -19., -30., 99., 23., -19., 23., 10.] )
A = matrix(0.0, (0, c.size[0]))
b = matrix(0.0, (0, 1))
dims = {'l': 2, 'q': [4, 4], 's': [3]}
solvers.options.update(opts)
sol = solvers.conelp(c, G, h, dims, kktsolver='ldl')
print("\nStatus: " + sol['status'])
if sol['status'] == 'optimal':
print "x=\n", helpers.str2(sol['x'])
print "s=\n", helpers.str2(sol['s'])
print "z=\n", helpers.str2(sol['z'])
helpers.run_go_test("../testconelp", {'x': sol['x'], 's': sol['s'], 'z': sol['z']})
# -w4 + h4/gamma <= 0
G[22, [15, 19]] = -1.0, 1.0 / gamma
# w4 - gamma * h4 <= 0
G[23, [15, 20]] = 1.0, -gamma
# -w5 + h5/gamma <= 0
G[24, [16, 21]] = -1.0, 1.0 / gamma
# w5 - gamma * h5 <= 0.0
G[25, [16, 21]] = 1.0, -gamma
# solve and return W, H, x, y, w, h
solvers.options.update(opts)
sol = solvers.cpl(c, F, G, h)
return sol['x'][0], sol['x'][1], sol['x'][2:7], sol['x'][7:12], \
sol['x'][12:17], sol['x'][17:], sol['x']
Amin = matrix([100., 100., 100., 100., 100.])
W, H, x, y, w, h, Xall = floorplan(Amin, {'maxiters': 50})
print "W = %.5f H = %.5f" % (W, H)
print "x=\n", helpers.str2(x, "%.5f")
print "y=\n", helpers.str2(y, "%.5f")
print "w=\n", helpers.str2(w, "%.5f")
print "h=\n", helpers.str2(h, "%.5f")
print "\n *** running GO test ***"
helpers.run_go_test("../testcpl", {'x': Xall})
x0 = matrix(-lmbda[0]+1.0, (n,1))
s0 = +w
s0[::n+1] += x0
# Initial feasible z is identity.
z0 = matrix(0.0, (n,n))
z0[::n+1] = 1.0
dims = {'l': 0, 'q': [], 's': [n]}
sol = solvers.conelp(c, Fs, w[:], dims, kktsolver = Fkkt,
primalstart = {'x': x0, 's': s0[:]}, dualstart = {'z': z0[:]})
return sol['x'], matrix(sol['z'], (n,n))
n = 10
w = normal(n,n)
run_go = True
if len(sys.argv[1:]) > 0:
if sys.argv[1] == "-sp":
helpers.sp_reset("./sp.data")
helpers.sp_activate()
run_go = False
x, z = mcsdp(w)
if run_go:
print "\n *** running GO test ***"
helpers.run_go_test("../testmcsdp", {'x': x, 'z': z, 'data': w})
else:
print "w ", helpers.strSpe(w, "%.17f")
#print "x=\n", helpers.strSpe(x, "%.17f")
#print "z=\n", helpers.strSpe(z, "%.17f")
sol = solvers.conelp(c,
Fs,
w[:],
dims,
kktsolver=Fkkt,
primalstart={
'x': x0,
's': s0[:]
},
dualstart={'z': z0[:]})
return sol['x'], matrix(sol['z'], (n, n))
n = 10
w = normal(n, n)
run_go = True
if len(sys.argv[1:]) > 0:
if sys.argv[1] == "-sp":
helpers.sp_reset("./sp.data")
helpers.sp_activate()
run_go = False
x, z = mcsdp(w)
if run_go:
print "\n *** running GO test ***"
helpers.run_go_test("../testmcsdp", {'x': x, 'z': z, 'data': w})
else:
print "w ", helpers.strSpe(w, "%.17f")
#print "x=\n", helpers.strSpe(x, "%.17f")
#print "z=\n", helpers.strSpe(z, "%.17f")
def rungotest(sol):
print "\n *** running GO test ***"
helpers.run_go_test("../testconelp", {"x": sol["x"], "s": sol["s"], "z": sol["z"]})
def rungo(A, b, x, z):
print "\n ** running Go test ..."
helpers.run_go_test("../testqcl1", {'x': x, 'z': z, 'A': A, 'b': b})
def rungo(A, b, x, z):
print "\n ** running Go test ..."
helpers.run_go_test("../testqcl1", {'x': x, 'z': z, 'A': A, 'b': b})
# -w4 + h4/gamma <= 0
G[22, [15, 19]] = -1.0, 1.0/gamma
# w4 - gamma * h4 <= 0
G[23, [15, 20]] = 1.0, -gamma
# -w5 + h5/gamma <= 0
G[24, [16, 21]] = -1.0, 1.0/gamma
# w5 - gamma * h5 <= 0.0
G[25, [16, 21]] = 1.0, -gamma
# solve and return W, H, x, y, w, h
solvers.options.update(opts)
sol = solvers.cpl(c, F, G, h)
return sol['x'][0], sol['x'][1], sol['x'][2:7], sol['x'][7:12], \
sol['x'][12:17], sol['x'][17:], sol['x']
Amin = matrix([100., 100., 100., 100., 100.])
W, H, x, y, w, h, Xall = floorplan(Amin, {'maxiters': 50})
print "W = %.5f H = %.5f" % (W, H)
print "x=\n", helpers.str2(x, "%.5f")
print "y=\n", helpers.str2(y, "%.5f")
print "w=\n", helpers.str2(w, "%.5f")
print "h=\n", helpers.str2(h, "%.5f")
helpers.run_go_test("../testcpl", {'x': Xall})
def rungo(sol):
helpers.run_go_test(
"../testsdp",
{"x": sol["x"], "ss0": sol["ss"][0], "ss1": sol["ss"][1], "zs0": sol["zs"][0], "zs1": sol["zs"][1]},
)
G[21, [14, 19]] = 1.0, -gamma
# -w4 + h4/gamma <= 0
G[22, [15, 19]] = -1.0, 1.0 / gamma
# w4 - gamma * h4 <= 0
G[23, [15, 20]] = 1.0, -gamma
# -w5 + h5/gamma <= 0
G[24, [16, 21]] = -1.0, 1.0 / gamma
# w5 - gamma * h5 <= 0.0
G[25, [16, 21]] = 1.0, -gamma
# solve and return W, H, x, y, w, h
solvers.options.update(opts)
sol = solvers.cpl(c, F, G, h)
return sol["x"][0], sol["x"][1], sol["x"][2:7], sol["x"][7:12], sol["x"][12:17], sol["x"][17:], sol["x"]
Amin = matrix([100.0, 100.0, 100.0, 100.0, 100.0])
W, H, x, y, w, h, Xall = floorplan(Amin, {"maxiters": 50})
print "W = %.5f H = %.5f" % (W, H)
print "x=\n", helpers.str2(x, "%.5f")
print "y=\n", helpers.str2(y, "%.5f")
print "w=\n", helpers.str2(w, "%.5f")
print "h=\n", helpers.str2(h, "%.5f")
print "\n *** running GO test ***"
helpers.run_go_test("../testcpl", {"x": Xall})