def test_parse_non_expanded_quadratic_expression(self):
x, y, z = self.vars[:3]
offset = 5
expr = (x + y)**2 - (z - 2)**2 + offset
target = {
frozenset([x]): 1,
frozenset([y]): 1,
frozenset([x, y]): 2,
frozenset([z]): -1
}
linear_target = {z: 4}
constraint = Constraint(expr, lb=0)
offset_const, linear_terms_const, quad_terms_const = parse_optimization_expression(
constraint, quadratic=True)
offset_obj, linear_terms_obj, quad_terms_obj = parse_optimization_expression(
Objective(expr), expression=expr, linear=False)
self.assertEqual(offset_const - constraint.lb, -4 + offset)
self.assertEqual(offset_obj, -4 + offset)
_compare_term_dicts(self, linear_terms_const, linear_target)
_compare_term_dicts(self, linear_terms_obj, linear_target)
_compare_term_dicts(self, quad_terms_const, target)
_compare_term_dicts(self, quad_terms_obj, target)
def test_parse_linear_expression(self):
x, y, z = self.vars[:3]
expr = 1 * x + 2 * y - 3 * z
target = {x: 1, y: 2, z: -3}
linear_terms_const, quad_terms_const = parse_optimization_expression(Constraint(expr, lb=0))
linear_terms_obj, quad_terms_obj = parse_optimization_expression(Objective(expr), linear=False)
self.assertEqual(linear_terms_const, target)
self.assertEqual(linear_terms_obj, target)
self.assertEqual(quad_terms_const, {})
self.assertEqual(quad_terms_obj, {})
def test_parse_quadratic_expression(self):
x, y, z = self.vars[:3]
expr = 2 * x**2 + 3 * x * y - 4 * z**2
target = {frozenset([x]): 2, frozenset([z]): -4, frozenset([x, y]): 3}
linear_terms_const, quad_terms_const = parse_optimization_expression(Constraint(expr, lb=0), linear=False)
linear_terms_obj, quad_terms_obj = parse_optimization_expression(Objective(expr), quadratic=True)
self.assertEqual(linear_terms_const, {})
self.assertEqual(linear_terms_obj, {})
self.assertEqual(quad_terms_const, target)
self.assertEqual(quad_terms_obj, target)
def test_parse_non_expanded_quadratic_expression(self):
x, y, z = self.vars[:3]
expr = (x + y)**2 - (z - 2)**2
target = {frozenset([x]): 1, frozenset([y]): 1, frozenset([x, y]): 2, frozenset([z]): -1}
linear_target = {z: 4}
linear_terms_const, quad_terms_const = parse_optimization_expression(Constraint(expr, lb=0), quadratic=True)
linear_terms_obj, quad_terms_obj = parse_optimization_expression(Objective(expr), linear=False)
self.assertEqual(linear_terms_const, linear_target)
self.assertEqual(linear_terms_obj, linear_target)
self.assertEqual(quad_terms_const, target)
self.assertEqual(quad_terms_obj, target)
def test_parse_linear_expression(self):
x, y, z = self.vars[:3]
expr = 1 * x + 2 * y - 3 * z
target = {x: 1, y: 2, z: -3}
linear_terms_const, quad_terms_const = parse_optimization_expression(
Constraint(expr, lb=0))
linear_terms_obj, quad_terms_obj = parse_optimization_expression(
Objective(expr), linear=False)
self.assertEqual(linear_terms_const, target)
self.assertEqual(linear_terms_obj, target)
self.assertEqual(quad_terms_const, {})
self.assertEqual(quad_terms_obj, {})
def test_parse_linear_expression(self):
x, y, z = self.vars[:3]
offset = 3
expr = 1 * x + 2 * y - 3 * z + offset
target = {x: 1, y: 2, z: -3}
offset_const, linear_terms_const, quad_terms_const = parse_optimization_expression(Constraint(expr, lb=0))
offset_obj, linear_terms_obj, quad_terms_obj = parse_optimization_expression(Objective(expr), linear=False)
self.assertEqual(offset_const, 0)
self.assertEqual(offset_obj, offset)
_compare_term_dicts(self, linear_terms_const, target)
_compare_term_dicts(self, linear_terms_obj, target)
self.assertEqual(quad_terms_const, {})
self.assertEqual(quad_terms_obj, {})
def test_parse_quadratic_expression(self):
x, y, z = self.vars[:3]
expr = 2 * x**2 + 3 * x * y - 4 * z**2
target = {frozenset([x]): 2, frozenset([z]): -4, frozenset([x, y]): 3}
linear_terms_const, quad_terms_const = parse_optimization_expression(
Constraint(expr, lb=0), linear=False)
linear_terms_obj, quad_terms_obj = parse_optimization_expression(
Objective(expr), quadratic=True)
self.assertEqual(linear_terms_const, {})
self.assertEqual(linear_terms_obj, {})
self.assertEqual(quad_terms_const, target)
self.assertEqual(quad_terms_obj, target)
def objective(self, value):
super(Model, self.__class__).objective.fset(self, value)
expression = self._objective._expression
linear_coefficients, quadratic_coefficients = parse_optimization_expression(
value, quadratic=True, expression=expression
)
grb_terms = []
for var, coef in linear_coefficients.items():
var = self.problem.getVarByName(var.name)
grb_terms.append(coef * var)
for key, coef in quadratic_coefficients.items():
if len(key) == 1:
var = six.next(iter(key))
var = self.problem.getVarByName(var.name)
grb_terms.append(coef * var * var)
else:
var1, var2 = key
var1 = self.problem.getVarByName(var1.name)
var2 = self.problem.getVarByName(var2.name)
grb_terms.append(coef, var1, var2)
grb_expression = gurobipy.quicksum(grb_terms)
self.problem.setObjective(grb_expression,
{'min': gurobipy.GRB.MINIMIZE, 'max': gurobipy.GRB.MAXIMIZE}[value.direction])
value.problem = self
def objective(self, value):
value.problem = None
if self._objective is not None: # Reset previous objective
variables = self.objective.variables
if len(variables) > 0:
name_list = [var.name for var in variables]
index_dict = {n: i for n, i in zip(name_list, self._get_variable_indices(name_list))}
self.problem.objective.set_linear([(index_dict[variable.name], 0.) for variable in variables])
if self.problem.objective.get_num_quadratic_variables() > 0:
self.problem.objective.set_quadratic([0. for _ in range(self.problem.variables.get_num())])
super(Model, self.__class__).objective.fset(self, value)
self.update()
expression = self._objective._expression
offset, linear_coefficients, quadratic_coeffients = parse_optimization_expression(value, quadratic=True, expression=expression)
# self.problem.objective.set_offset(float(offset)) # Not available prior to 12.6.2
self._objective_offset = offset
if linear_coefficients:
name_list = [var.name for var in linear_coefficients]
index_dict = {n: i for n, i in zip(name_list, self._get_variable_indices(name_list))}
self.problem.objective.set_linear([index_dict[var.name], float(coef)] for var, coef in linear_coefficients.items())
for key, coef in quadratic_coeffients.items():
if len(key) == 1:
var = six.next(iter(key))
self.problem.objective.set_quadratic_coefficients(var.name, var.name, float(coef) * 2)
else:
var1, var2 = key
self.problem.objective.set_quadratic_coefficients(var1.name, var2.name, float(coef))
self._set_objective_direction(value.direction)
self.problem.objective.set_name(value.name)
value.problem = self
def objective(self, value):
value.problem = None
if self._objective is not None: # Reset previous objective
variables = self.objective.variables
if len(variables) > 0:
self.problem.objective.set_linear([(variable.name, 0.)
for variable in variables])
if self.problem.objective.get_num_quadratic_variables() > 0:
self.problem.objective.set_quadratic(
[0. for _ in range(self.problem.variables.get_num())])
super(Model, self.__class__).objective.fset(self, value)
self.update()
expression = self._objective._expression
linear_coefficients, quadratic_coeffients = parse_optimization_expression(
value, quadratic=True, expression=expression)
if linear_coefficients:
self.problem.objective.set_linear(
[var.name, float(coef)]
for var, coef in linear_coefficients.items())
for key, coef in quadratic_coeffients.items():
if len(key) == 1:
var = six.next(iter(key))
self.problem.objective.set_quadratic_coefficients(
var.name, var.name,
float(coef) * 2)
else:
var1, var2 = key
self.problem.objective.set_quadratic_coefficients(
var1.name, var2.name, float(coef))
self._set_objective_direction(value.direction)
self.problem.objective.set_name(value.name)
value.problem = self
def _add_constraints(self, constraints, sloppy=False):
super(Model, self)._add_constraints(constraints, sloppy=sloppy)
for constraint in constraints:
if constraint.lb is None and constraint.ub is None:
raise ValueError("optlang does not support free constraints in the gurobi interface.")
self.problem.update()
constraint._problem = None
if constraint.is_Linear:
offset, coef_dict, _ = parse_optimization_expression(constraint, linear=True)
lhs = gurobipy.quicksum([coef * var._internal_variable for var, coef in coef_dict.items()])
sense, rhs, range_value = _constraint_lb_and_ub_to_gurobi_sense_rhs_and_range_value(constraint.lb,
constraint.ub)
if range_value != 0:
aux_var = self.problem.addVar(name=constraint.name + '_aux', lb=0, ub=range_value)
self.problem.update()
lhs = lhs - aux_var
self.problem.addConstr(lhs, sense, rhs, name=constraint.name)
else:
raise ValueError(
"GUROBI currently only supports linear constraints. %s is not linear." % self)
# self.problem.addQConstr(lhs, sense, rhs)
constraint.problem = self
self.problem.update()
def objective(self, value):
super(Model, self.__class__).objective.fset(self, value)
expression = self._objective._expression
offset, linear_coefficients, quadratic_coefficients = parse_optimization_expression(
value, quadratic=True, expression=expression)
# self.problem.setAttr("ObjCon", offset) # Does not seem to work
self._objective_offset = offset
grb_terms = []
for var, coef in linear_coefficients.items():
var = self.problem.getVarByName(var.name)
grb_terms.append(coef * var)
for key, coef in quadratic_coefficients.items():
if len(key) == 1:
var = six.next(iter(key))
var = self.problem.getVarByName(var.name)
grb_terms.append(coef * var * var)
else:
var1, var2 = key
var1 = self.problem.getVarByName(var1.name)
var2 = self.problem.getVarByName(var2.name)
grb_terms.append(coef, var1, var2)
grb_expression = gurobipy.quicksum(grb_terms)
self.problem.setObjective(grb_expression, {
'min': gurobipy.GRB.MINIMIZE,
'max': gurobipy.GRB.MAXIMIZE
}[value.direction])
value.problem = self
def _add_constraints(self, constraints, sloppy=False):
super(Model, self)._add_constraints(constraints, sloppy=sloppy)
self.problem.reset()
for constraint in constraints:
constraint._problem = None # This needs to be done in order to not trigger constraint._get_expression()
if constraint.is_Linear:
_, coeff_dict, _ = parse_optimization_expression(constraint)
lb = -Infinity if constraint.lb is None else float(
constraint.lb)
ub = Infinity if constraint.ub is None else float(
constraint.ub)
self.problem.constraints.add(constraint.name)
self.problem.constraint_coefs.update({
(constraint.name, v.name): float(co)
for v, co in six.iteritems(coeff_dict)
})
self.problem.constraint_lbs[constraint.name] = lb
self.problem.constraint_ubs[constraint.name] = ub
constraint.problem = self
elif constraint.is_Quadratic:
raise NotImplementedError(
"Quadratic constraints (like %s) are not supported "
"in OSQP yet." % constraint)
else:
raise ValueError(
"OSQP only supports linear or quadratic constraints. "
"%s is neither linear nor quadratic." % constraint)
def _add_constraints(self, constraints, sloppy=False):
super(Model, self)._add_constraints(constraints, sloppy=sloppy)
for constraint in constraints:
if constraint.lb is None and constraint.ub is None:
raise ValueError("optlang does not support free constraints in the gurobi interface.")
self.problem.update()
constraint._problem = None
if constraint.is_Linear:
offset, coef_dict, _ = parse_optimization_expression(constraint, linear=True)
lhs = gurobipy.quicksum([coef * var._internal_variable for var, coef in coef_dict.items()])
sense, rhs, range_value = _constraint_lb_and_ub_to_gurobi_sense_rhs_and_range_value(constraint.lb,
constraint.ub)
if range_value != 0:
aux_var = self.problem.addVar(name=constraint.name + '_aux', lb=0, ub=range_value)
self.problem.update()
lhs = lhs - aux_var
self.problem.addConstr(lhs, sense, rhs, name=constraint.name)
else:
raise ValueError(
"GUROBI currently only supports linear constraints. %s is not linear." % self)
# self.problem.addQConstr(lhs, sense, rhs)
constraint.problem = self
self.problem.update()
def _add_constraints(self, constraints, sloppy=False):
super(Model, self)._add_constraints(constraints, sloppy=sloppy)
for constraint in constraints:
constraint._problem = None # This needs to be done in order to not trigger constraint._get_expression()
glp_add_rows(self.problem, 1)
index = glp_get_num_rows(self.problem)
glp_set_row_name(self.problem, index,
str(constraint.name).encode())
num_cols = glp_get_num_cols(self.problem)
index_array = ffi.new("int[{}]".format(num_cols +
1)) #intArray(num_cols + 1)
value_array = ffi.new(
"double[{}]".format(num_cols + 1)) #doubleArray(num_cols + 1)
num_vars = 0 # constraint.variables is too expensive for large problems
offset, coef_dict, _ = parse_optimization_expression(constraint,
linear=True)
num_vars = len(coef_dict)
for i, (var, coef) in enumerate(coef_dict.items()):
index_array[i + 1] = var._index
value_array[i + 1] = float(coef)
glp_set_mat_row(self.problem, index, num_vars, index_array,
value_array)
constraint._problem = self
self._glpk_set_row_bounds(constraint)
def objective(self, value):
value.problem = None
if self._objective is not None: # Reset previous objective
variables = self.objective.variables
if len(variables) > 0:
name_list = [var.name for var in variables]
index_dict = {n: i for n, i in zip(name_list, self._get_variable_indices(name_list))}
self.problem.objective.set_linear([(index_dict[variable.name], 0.) for variable in variables])
if self.problem.objective.get_num_quadratic_variables() > 0:
self.problem.objective.set_quadratic([0. for _ in range(self.problem.variables.get_num())])
super(Model, self.__class__).objective.fset(self, value)
self.update()
expression = self._objective._expression
offset, linear_coefficients, quadratic_coeffients = parse_optimization_expression(value, quadratic=True, expression=expression)
# self.problem.objective.set_offset(float(offset)) # Not available prior to 12.6.2
self._objective_offset = offset
if linear_coefficients:
name_list = [var.name for var in linear_coefficients]
index_dict = {n: i for n, i in zip(name_list, self._get_variable_indices(name_list))}
self.problem.objective.set_linear([index_dict[var.name], float(coef)] for var, coef in linear_coefficients.items())
for key, coef in quadratic_coeffients.items():
if len(key) == 1:
var = six.next(iter(key))
self.problem.objective.set_quadratic_coefficients(var.name, var.name, float(coef) * 2)
else:
var1, var2 = key
self.problem.objective.set_quadratic_coefficients(var1.name, var2.name, float(coef))
self._set_objective_direction(value.direction)
self.problem.objective.set_name(value.name)
value.problem = self
def objective(self, value):
value.problem = None
if self._objective is not None: # Reset previous objective
variables = self.objective.variables
if len(variables) > 0:
self.problem.objective.set_linear([(variable.name, 0.) for variable in variables])
if self.problem.objective.get_num_quadratic_variables() > 0:
self.problem.objective.set_quadratic([0. for _ in range(self.problem.variables.get_num())])
super(Model, self.__class__).objective.fset(self, value)
self.update()
expression = self._objective._expression
linear_coefficients, quadratic_coeffients = parse_optimization_expression(value, quadratic=True, expression=expression)
if linear_coefficients:
self.problem.objective.set_linear([var.name, float(coef)] for var, coef in linear_coefficients.items())
for key, coef in quadratic_coeffients.items():
if len(key) == 1:
var = six.next(iter(key))
self.problem.objective.set_quadratic_coefficients(var.name, var.name, float(coef) * 2)
else:
var1, var2 = key
self.problem.objective.set_quadratic_coefficients(var1.name, var2.name, float(coef))
self._set_objective_direction(value.direction)
self.problem.objective.set_name(value.name)
value.problem = self
def _expr_to_mip_expr(self, expr):
"""Parses mip linear expression from expression."""
if hasattr(expr, "expression") and symbolics.USE_SYMENGINE:
expr._expression = expr.expression.expand()
offset, coeffs, _ = parse_optimization_expression(expr)
return offset + mip.xsum(
to_float(coef) * self.problem.var_by_name('v_' + var.name)
for var, coef in coeffs.items())
def test_parse_quadratic_expression(self):
x, y, z = self.vars[:3]
offset = 4
expr = 2 * x**2 + 3 * x * y - 4 * z**2 + offset
target = {frozenset([x]): 2, frozenset([z]): -4, frozenset([x, y]): 3}
offset_const, linear_terms_const, quad_terms_const = parse_optimization_expression(Constraint(expr, lb=0), linear=False)
offset_obj, linear_terms_obj, quad_terms_obj = parse_optimization_expression(Objective(expr), quadratic=True)
self.assertEqual(offset_const, 0)
self.assertEqual(offset_obj, offset)
self.assertEqual(linear_terms_const, {})
self.assertEqual(linear_terms_obj, {})
_compare_term_dicts(self, quad_terms_const, target)
_compare_term_dicts(self, quad_terms_obj, target)
self.assertEqual((_quad_terms_to_expression(quad_terms_obj) - (expr - offset)).expand(), 0)
self.assertEqual((_quad_terms_to_expression(quad_terms_const) - (expr - offset)).expand(), 0)
def objective(self, value):
super(Model, Model).objective.fset(self, value)
value.problem = None
if value is None:
self.problem.objective = {}
else:
offset, coefficients, _ = parse_optimization_expression(value)
self.problem.objective = {var.name: coef for var, coef in coefficients.items()}
self.problem.offset = offset
self.problem.direction = value.direction
value.problem = self
def test_parse_non_expanded_quadratic_expression(self):
x, y, z = self.vars[:3]
expr = (x + y)**2 - (z - 2)**2
target = {
frozenset([x]): 1,
frozenset([y]): 1,
frozenset([x, y]): 2,
frozenset([z]): -1
}
linear_target = {z: 4}
linear_terms_const, quad_terms_const = parse_optimization_expression(
Constraint(expr, lb=0), quadratic=True)
linear_terms_obj, quad_terms_obj = parse_optimization_expression(
Objective(expr), linear=False)
self.assertEqual(linear_terms_const, linear_target)
self.assertEqual(linear_terms_obj, linear_target)
self.assertEqual(quad_terms_const, target)
self.assertEqual(quad_terms_obj, target)
def _add_constraints(self, constraints, sloppy=False):
super(Model, self)._add_constraints(constraints, sloppy=sloppy)
linear_constraints = dict(lin_expr=[],
senses=[],
rhs=[],
range_values=[],
names=[])
for constraint in constraints:
constraint._problem = None # This needs to be done in order to not trigger constraint._get_expression()
if constraint.is_Linear:
offset, coeff_dict, _ = parse_optimization_expression(
constraint)
sense, rhs, range_value = _constraint_lb_and_ub_to_cplex_sense_rhs_and_range_value(
constraint.lb, constraint.ub)
indices = [var.name for var in coeff_dict]
values = [float(val) for val in coeff_dict.values()]
if constraint.indicator_variable is None:
linear_constraints['lin_expr'].append(
cplex.SparsePair(ind=indices, val=values))
linear_constraints['senses'].append(sense)
linear_constraints['rhs'].append(rhs)
linear_constraints['range_values'].append(range_value)
linear_constraints['names'].append(constraint.name)
else:
if sense == 'R':
raise ValueError(
'CPLEX does not support indicator constraints that have both an upper and lower bound.'
)
else:
# Indicator constraints cannot be added in batch
self.problem.indicator_constraints.add(
lin_expr=cplex.SparsePair(ind=indices, val=values),
sense=sense,
rhs=rhs,
name=constraint.name,
indvar=constraint.indicator_variable.name,
complemented=abs(constraint.active_when) - 1)
elif constraint.is_Quadratic:
raise NotImplementedError(
'Quadratic constraints (like %s) are not supported yet.' %
constraint)
else:
raise ValueError(
"CPLEX only supports linear or quadratic constraints. %s is neither linear nor quadratic."
% constraint)
constraint.problem = self
self.problem.linear_constraints.add(**linear_constraints)
def objective(self, value):
super(Model, Model).objective.fset(self, value)
value.problem = None
if value is None:
self.problem.objective = {}
else:
offset, coefficients, _ = parse_optimization_expression(value)
self.problem.objective = {
var.name: coef
for var, coef in coefficients.items()
}
self.problem.offset = offset
self.problem.direction = value.direction
value.problem = self
def objective(self, value):
value.problem = None
if self._objective is not None:
variables = self.objective.variables
for variable in variables:
if variable._index is not None:
glp_set_obj_coef(self.problem, variable._index, 0.)
super(Model, self.__class__).objective.fset(self, value)
self.update()
coef_dict, _ = parse_optimization_expression(value, linear=True)
for var, coef in coef_dict.items():
glp_set_obj_coef(self.problem, var._index, float(coef))
glp_set_obj_dir(
self.problem,
{'min': GLP_MIN, 'max': GLP_MAX}[self._objective.direction]
)
value.problem = self
def objective(self, value):
value.problem = None
if self._objective is not None:
variables = self.objective.variables
for variable in variables:
if variable._index is not None:
glp_set_obj_coef(self.problem, variable._index, 0.)
super(Model, self.__class__).objective.fset(self, value)
self.update()
coef_dict, _ = parse_optimization_expression(value, linear=True)
for var, coef in coef_dict.items():
glp_set_obj_coef(self.problem, var._index, float(coef))
glp_set_obj_dir(self.problem, {
'min': GLP_MIN,
'max': GLP_MAX
}[self._objective.direction])
value.problem = self
def _add_constraints(self, constraints, sloppy=False):
super(Model, self)._add_constraints(constraints, sloppy=sloppy)
linear_constraints = dict(lin_expr=[], senses=[], rhs=[], range_values=[], names=[])
for constraint in constraints:
constraint._problem = None # This needs to be done in order to not trigger constraint._get_expression()
if constraint.is_Linear:
coeff_dict, _ = parse_optimization_expression(constraint)
sense, rhs, range_value = _constraint_lb_and_ub_to_cplex_sense_rhs_and_range_value(
constraint.lb,
constraint.ub
)
indices = [var.name for var in coeff_dict]
values = [float(val) for val in coeff_dict.values()]
if constraint.indicator_variable is None:
linear_constraints['lin_expr'].append(cplex.SparsePair(ind=indices, val=values))
linear_constraints['senses'].append(sense)
linear_constraints['rhs'].append(rhs)
linear_constraints['range_values'].append(range_value)
linear_constraints['names'].append(constraint.name)
else:
if sense == 'R':
raise ValueError(
'CPLEX does not support indicator constraints that have both an upper and lower bound.')
else:
# Indicator constraints cannot be added in batch
self.problem.indicator_constraints.add(
lin_expr=cplex.SparsePair(ind=indices, val=values), sense=sense, rhs=rhs,
name=constraint.name,
indvar=constraint.indicator_variable.name, complemented=abs(constraint.active_when) - 1)
elif constraint.is_Quadratic:
raise NotImplementedError('Quadratic constraints (like %s) are not supported yet.' % constraint)
else:
raise ValueError(
"CPLEX only supports linear or quadratic constraints. %s is neither linear nor quadratic." % constraint)
constraint.problem = self
self.problem.linear_constraints.add(**linear_constraints)
def _add_constraints(self, constraints, sloppy=False):
super(Model, self)._add_constraints(constraints, sloppy=sloppy)
for constraint in constraints:
constraint._problem = None # This needs to be done in order to not trigger constraint._get_expression()
glp_add_rows(self.problem, 1)
index = glp_get_num_rows(self.problem)
glp_set_row_name(self.problem, index, str(constraint.name))
num_cols = glp_get_num_cols(self.problem)
index_array = intArray(num_cols + 1)
value_array = doubleArray(num_cols + 1)
num_vars = 0 # constraint.variables is too expensive for large problems
coef_dict, _ = parse_optimization_expression(constraint, linear=True)
num_vars = len(coef_dict)
for i, (var, coef) in enumerate(coef_dict.items()):
index_array[i + 1] = var._index
value_array[i + 1] = float(coef)
glp_set_mat_row(self.problem, index, num_vars,
index_array, value_array)
constraint._problem = self
self._glpk_set_row_bounds(constraint)
def objective(self, value):
value.problem = None
if self._objective is not None: # Reset previous objective
self.problem.obj_linear_coefs = dict()
self.problem.obj_quadratic_coefs = dict()
super(Model, self.__class__).objective.fset(self, value)
self.update()
expression = self._objective._expression
(
offset,
linear_coefficients,
quadratic_coeffients,
) = parse_optimization_expression(value,
quadratic=True,
expression=expression)
self._objective_offset = offset
if linear_coefficients:
self.problem.obj_linear_coefs = {
v.name: float(c)
for v, c in six.iteritems(linear_coefficients)
}
for key, coef in six.iteritems(quadratic_coeffients):
if len(key) == 1:
var = six.next(iter(key))
self.problem.obj_quadratic_coefs[(var.name,
var.name)] = float(coef)
else:
var1, var2 = key
self.problem.obj_quadratic_coefs[(
var1.name, var2.name)] = 0.5 * float(coef)
self.problem.obj_quadratic_coefs[(
var2.name, var1.name)] = 0.5 * float(coef)
self._set_objective_direction(value.direction)
value.problem = self
