2017-06-22 14:12:35 +02:00
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using JuMP
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using SCS
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2017-06-22 15:15:43 +02:00
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export Settings, OrbitData
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2017-06-22 14:12:35 +02:00
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2017-11-13 10:57:02 +01:00
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immutable Settings{T<:AbstractMathProgSolver}
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2018-01-01 14:06:33 +01:00
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name::String
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N::Int
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G::Group
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S::Vector
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autS::Group
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radius::Int
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solver::T
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upper_bound::Float64
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tol::Float64
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warmstart::Bool
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2017-06-22 14:12:35 +02:00
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end
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2017-10-09 19:45:28 +02:00
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prefix(s::Settings) = s.name
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suffix(s::Settings) = "$(s.upper_bound)"
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prepath(s::Settings) = prefix(s)
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fullpath(s::Settings) = joinpath(prefix(s), suffix(s))
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2018-08-20 03:54:03 +02:00
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struct OrbitData{T<:AbstractArray{Float64, 2}}
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orbits::Vector{Vector{Int}}
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Uπs::Vector{T}
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2018-01-01 14:06:33 +01:00
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dims::Vector{Int}
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2017-06-22 14:12:35 +02:00
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end
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2017-10-09 19:46:08 +02:00
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function OrbitData(sett::Settings)
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2018-08-20 03:54:03 +02:00
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info("Loading Uπs, dims, orbits...")
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2018-01-02 02:55:53 +01:00
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Uπs = load(filename(prepath(sett), :Uπs), "Uπs")
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2018-01-01 14:06:33 +01:00
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nzros = [i for i in 1:length(Uπs) if size(Uπs[i],2) !=0]
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Uπs = Uπs[nzros]
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2017-11-13 10:57:57 +01:00
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2018-08-20 03:54:03 +02:00
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Uπs = map(x -> sparsify!(x, sett.tol/100, verbose=true), Uπs)
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2018-01-01 14:06:33 +01:00
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#dimensions of the corresponding πs:
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2018-01-02 02:55:53 +01:00
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dims = load(filename(prepath(sett), :Uπs), "dims")[nzros]
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2017-06-22 15:09:46 +02:00
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2018-08-20 03:54:03 +02:00
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orbits = load(filename(prepath(sett), :orbits), "orbits");
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2017-06-22 15:09:46 +02:00
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2018-08-20 03:54:03 +02:00
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return OrbitData(orbits, Uπs, dims)
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2017-06-22 15:09:46 +02:00
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end
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2017-06-22 14:12:35 +02:00
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include("OrbitDecomposition.jl")
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2018-07-31 10:18:03 +02:00
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dens(M::SparseMatrixCSC) = nnz(M)/length(M)
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dens(M::AbstractArray) = countnz(M)/length(M)
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2017-07-26 10:29:11 +02:00
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2017-08-27 21:23:42 +02:00
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function sparsify!{Tv,Ti}(M::SparseMatrixCSC{Tv,Ti}, eps=eps(Tv); verbose=false)
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2018-01-01 14:06:33 +01:00
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densM = dens(M)
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for i in eachindex(M.nzval)
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if abs(M.nzval[i]) < eps
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M.nzval[i] = zero(Tv)
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end
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end
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dropzeros!(M)
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if verbose
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2018-07-31 10:18:03 +02:00
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info("Sparsified density:", rpad(densM, 20), " → ", rpad(dens(M), 20), " ($(nnz(M)) non-zeros)")
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2018-01-01 14:06:33 +01:00
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end
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return M
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2017-06-22 14:12:35 +02:00
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end
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2018-07-31 10:18:03 +02:00
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function sparsify!{T}(M::AbstractArray{T}, eps=eps(T); verbose=false)
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2018-01-01 14:06:33 +01:00
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densM = dens(M)
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2018-07-31 10:18:03 +02:00
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if verbose
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info("Sparsifying $(size(M))-matrix... ")
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end
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2017-08-27 18:58:01 +02:00
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2018-07-31 10:18:03 +02:00
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for n in eachindex(M)
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if abs(M[n]) < eps
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M[n] = zero(T)
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end
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2018-01-01 14:06:33 +01:00
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end
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2017-08-27 18:58:01 +02:00
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2018-01-01 14:06:33 +01:00
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if verbose
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2018-07-31 10:18:03 +02:00
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info("$(rpad(densM, 20)) → $(rpad(dens(M),20))), ($(countnz(M)) non-zeros)")
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2018-01-01 14:06:33 +01:00
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end
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2017-08-27 21:23:14 +02:00
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2018-01-01 14:06:33 +01:00
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return sparse(M)
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2017-08-27 18:58:01 +02:00
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end
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2018-07-31 10:18:03 +02:00
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sparsify{T}(U::AbstractArray{T}, tol=eps(T); verbose=false) = sparsify!(deepcopy(U), tol, verbose=verbose)
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2017-08-27 18:58:01 +02:00
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2017-08-27 18:59:16 +02:00
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function constrLHS(m::JuMP.Model, cnstr, Us, Ust, dims, vars, eps=100*eps(1.0))
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2018-01-01 14:06:33 +01:00
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M = [PropertyT.sparsify!(dims[π].*Ust[π]*cnstr*Us[π], eps) for π in 1:endof(Us)]
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return @expression(m, sum(vecdot(M[π], vars[π]) for π in 1:endof(Us)))
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2017-07-26 18:02:21 +02:00
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end
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2017-08-27 19:00:49 +02:00
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function addconstraints!(m::JuMP.Model, data::OrbitData, l::Int=length(data.laplacian); var::Symbol=:λ)
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2018-01-01 14:06:33 +01:00
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λ = m[var]
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Ust = [U' for U in data.Us]
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idx = [π for π in 1:endof(data.Us) if size(data.Us[π],2) != 0]
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for t in 1:l
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if t % 100 == 0
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print(t, ", ")
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end
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# lhs = constrLHS(m, data, t)
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lhs = constrLHS(m, data.cnstr[t], data.Us[idx], Ust[idx], data.dims[idx], data.Ps[idx])
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d, d² = data.laplacian[t], data.laplacianSq[t]
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# if lhs == zero(lhs)
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# if d == 0 && d² == 0
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# info("Detected empty constraint")
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# continue
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# else
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# warn("Adding unsatisfiable constraint!")
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# end
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# end
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JuMP.@constraint(m, lhs == d² - λ*d)
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end
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println("")
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2017-06-22 14:12:35 +02:00
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end
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2018-08-20 03:59:39 +02:00
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function init_model(m, sizes)
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P = Vector{Array{JuMP.Variable,2}}(length(sizes))
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2017-11-05 20:55:53 +01:00
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2018-01-01 14:06:33 +01:00
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for (k,s) in enumerate(sizes)
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P[k] = JuMP.@variable(m, [i=1:s, j=1:s])
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JuMP.@SDconstraint(m, P[k] >= 0.0)
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end
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2017-11-05 20:55:53 +01:00
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2018-08-20 03:59:39 +02:00
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return P
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2017-06-22 15:11:14 +02:00
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end
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2018-08-20 03:59:39 +02:00
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function SOS_problem(X::GroupRingElem, orderunit::GroupRingElem, data::OrbitData; upper_bound=Inf)
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m = JuMP.Model();
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P = init_model(m, size.(data.Uπs,2))
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2017-06-22 14:12:35 +02:00
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2018-08-20 03:59:39 +02:00
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λ = JuMP.@variable(m, λ)
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if upper_bound < Inf
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JuMP.@constraint(SDP_problem, λ <= upper_bound)
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2018-01-01 14:06:33 +01:00
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end
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2017-06-22 14:12:35 +02:00
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2018-08-20 03:59:39 +02:00
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info("Adding $(length(data.orbits)) constraints... ")
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2017-06-22 14:12:35 +02:00
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2018-08-20 03:59:39 +02:00
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@time addconstraints!(m, X, orderunit, λ, P, data)
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2017-06-22 14:12:35 +02:00
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2018-08-20 03:59:39 +02:00
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JuMP.@objective(m, Max, λ)
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return m, λ, P
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2017-06-22 14:12:35 +02:00
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end
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function λandP(m::JuMP.Model, data::OrbitData, sett::Settings)
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2018-08-19 20:05:45 +02:00
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info("Solving SDP problem...")
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@time λ, Ps = λandP(m, data, sett.warmstart)
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2017-06-22 14:12:35 +02:00
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2018-08-19 20:05:45 +02:00
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info("Reconstructing P...")
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2017-06-22 14:12:35 +02:00
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2018-01-02 02:55:53 +01:00
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preps = load_preps(filename(prepath(sett), :preps), sett.autS)
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2017-08-27 19:06:17 +02:00
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2018-08-19 20:05:45 +02:00
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@time recP = reconstruct_sol(preps, data.Us, Ps, data.dims)
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2017-06-22 14:12:35 +02:00
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2018-01-01 23:57:03 +01:00
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fname = filename(fullpath(sett), :P)
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2018-01-01 14:06:33 +01:00
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save(fname, "origP", Ps, "P", recP)
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return λ, recP
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2017-06-22 14:12:35 +02:00
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end
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2018-07-31 10:21:54 +02:00
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function load_preps(fname::String, G::Group)
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2017-11-08 09:33:00 +01:00
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lded_preps = load(fname, "perms_d")
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permG = PermutationGroup(length(first(lded_preps)))
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@assert length(lded_preps) == order(G)
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return Dict(k=>permG(v) for (k,v) in zip(elements(G), lded_preps))
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end
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function save_preps(fname::String, preps)
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autS = parent(first(keys(preps)))
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JLD.save(fname, "perms_d", [preps[elt].d for elt in elements(autS)])
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end
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2017-06-22 15:11:39 +02:00
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function check_property_T(sett::Settings)
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2017-06-22 14:12:35 +02:00
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2018-08-20 03:57:33 +02:00
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ex(s::Symbol) = exists(filename(prepath(sett), s))
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2018-01-02 03:19:57 +01:00
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2018-08-20 03:57:33 +02:00
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if ex(:pm) && ex(:Δ)
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# cached
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Δ = loadLaplacian(prepath(sett), parent(sett.S[1]))
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else
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# compute
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Δ = computeLaplacian(sett.S, sett.radius)
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save(filename(prepath(sett), :pm), "pm", parent(Δ).pm)
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save(filename(prepath(sett), :Δ), "Δ", Δ.coeffs)
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end
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files_exist = ex.([:Uπs, :orbits, :preps])
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2018-01-02 03:19:57 +01:00
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if !all(files_exists)
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2018-08-19 20:05:45 +02:00
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compute_orbit_data(prepath(sett), sett.S, sett.autS, radius=sett.radius)
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2018-01-02 03:19:57 +01:00
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end
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2018-01-01 14:06:33 +01:00
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2018-01-01 23:57:03 +01:00
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cond1 = exists(filename(fullpath(sett), :λ))
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cond2 = exists(filename(fullpath(sett), :P))
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if !sett.warmstart && cond1 && cond2
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2018-01-25 21:39:06 +01:00
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λ, P = λandP(fullpath(sett))
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2018-01-01 14:06:33 +01:00
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else
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2018-08-19 20:05:45 +02:00
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info("Creating SDP problem...")
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2018-01-01 14:06:33 +01:00
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SDP_problem, orb_data = create_SDP_problem(sett)
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JuMP.setsolver(SDP_problem, sett.solver)
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2018-08-19 20:05:45 +02:00
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info(Base.repr(SDP_problem))
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2018-01-01 14:06:33 +01:00
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λ, P = λandP(SDP_problem, orb_data, sett)
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end
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2018-08-19 20:05:45 +02:00
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info("λ = $λ")
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info("sum(P) = $(sum(P))")
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info("maximum(P) = $(maximum(P))")
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info("minimum(P) = $(minimum(P))")
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2018-01-01 14:06:33 +01:00
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2018-01-02 03:22:46 +01:00
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isapprox(eigvals(P), abs.(eigvals(P)), atol=sett.tol) ||
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2018-01-01 14:06:33 +01:00
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warn("The solution matrix doesn't seem to be positive definite!")
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2018-08-19 20:05:45 +02:00
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return interpret_results(sett.name, sett.S, sett.radius, λ, P)
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2017-06-22 14:12:35 +02:00
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end
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