示例#1
0
def _setup(lb=None, ub=None,
        G=None, h=None,
        A=None, b=None):
    
    if lb is not None and ub is not None:
        if lb is None:
            lb = numpy.nan_to_num(numpy.ones(ub.shape) * - numpy.inf)
        if ub is None:
            ub = numpy.nan_to_num(numpy.ones(lb.shape) * numpy.inf)
        G, h = addLBUBToInequality(lb,ub,G,h)

    if G is not None:
        m,p = G.shape
        z = numpy.ones((m,1))
        h = h.reshape(len(h),1)
    else:
        m = 1.0
        z = None

    if A is not None:
        y = numpy.ones((A.shape[0],1))
        b = b.reshape(len(b),1)
    else:
        y = None

    return z, G, h, y, A, b
示例#2
0
xhat,output = ip(objFH.cost,
                 objFH.gradient,
                 hessian=objFH.jtj,
                 x0=[0.5,0.5,0.5],
                 lb=lb, ub=ub,
                 method='bar',
                 disp=3, full_output=True)

xhat,output = ip(objFH.cost, objFH.gradient, hessian=None, x0=[0.5,0.5,0.5], lb=lb, ub=ub,disp=3,full_output=True)

xhat,output = ipD(objFH.cost, objFH.gradient, hessian=objFH.jtj, x0=[0.5,0.5,0.5], lb=lb, ub=ub,disp=3,full_output=True)

xhat,output = ipD(objFH.cost, objFH.gradient, hessian=None, x0=[0.5,0.5,0.5], lb=lb, ub=ub,disp=3,full_output=True)

from pygotools.optutils.consMani import addLBUBToInequality
G,h = addLBUBToInequality(lb,ub)
G = matrix(G)
h = matrix(h)
z = qpOut['z']

numpy.einsum('ji,ik->jk',G.T, G*z )
print mul(matrix(G),matrix(z)[:,matrix(0,(1,len(G[0])))])

numpy.einsum('ji,ik->jk',G.T, mul(matrix(G),matrix(z)[:,matrix(0,(1,G.size[1]))]))
from cvxopt import blas 
y = matrix(0.0,(G.size[1],1))
blas.gemv(Gs, matrix(1.0,(G.size[0],1)),y,'T')

C = numpy.zeros((4,4))

for i in range(3):