kalmar/PropertyT.jl
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move low-level SDP-solve functions together

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kalmarek 2018-09-05 09:14:50 +02:00
parent 96125eb192
commit 4a49511eab
1 changed files with 25 additions and 13 deletions
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38
src/SDPs.jl
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@ -1,5 +1,4 @@
using JuMP using JuMP
import MathProgBase: AbstractMathProgSolver
function constraints(pm::Matrix{I}, total_length=maximum(pm)) where {I<:Integer} function constraints(pm::Matrix{I}, total_length=maximum(pm)) where {I<:Integer}
cnstrs = [Vector{I}() for _ in 1:total_length] cnstrs = [Vector{I}() for _ in 1:total_length]
@ -42,30 +41,28 @@ function SOS_problem(X::GroupRingElem, orderunit::GroupRingElem; upper_bound=Inf
return m, λ, P return m, λ, P
end end
function solve_SDP(model::JuMP.Model, varλ, varP, ws=nothing; solverlog=tempname()*".log")
function f()
Base.Libc.flush_cstdio()
λ, P, ws = PropertyT.solve(model, varλ, varP, warmstart=ws)
Base.Libc.flush_cstdio()
return λ, P, ws
end end
log = open(solverlog, "a+")
λ, P, ws = redirect_stdout(f, log)
close(log)
return λ, P, ws
end end
function solve(m::JuMP.Model, varλ, varP; warmstart=nothing) ###############################################################################
#
# Low-level solve
#
###############################################################################
using MathProgBase
function solve(m::JuMP.Model, varλ::JuMP.Variable, varP; warmstart=nothing)
traits = JuMP.ProblemTraits(m, relaxation=false) traits = JuMP.ProblemTraits(m, relaxation=false)
JuMP.build(m, traits=traits) JuMP.build(m, traits=traits)
if warmstart != nothing if warmstart != nothing
p_sol, d_sol, s = warmstart p_sol, d_sol, s = warmstart
MathProgBase.SolverInterface.setwarmstart!(m.internalModel, p_sol; dual_sol = d_sol, slack=s); MathProgBase.SolverInterface.setwarmstart!(m.internalModel, p_sol;
dual_sol=d_sol, slack=s);
end end
MathProgBase.optimize!(m.internalModel) MathProgBase.optimize!(m.internalModel)
@ -83,6 +80,21 @@ function solve(m::JuMP.Model, varλ, varP; warmstart=nothing)
return λ, P, warmstart return λ, P, warmstart
end end
function solve_logged(model::JuMP.Model, varλ::JuMP.Variable, varP, warmstart=nothing; solverlog::String=tempname()*".log")
function f()
Base.Libc.flush_cstdio()
λ, P, ws = PropertyT.solve(model, varλ, varP, warmstart=warmstart)
Base.Libc.flush_cstdio()
return λ, P, ws
end
log = open(solverlog, "a+")
λ, P, warmstart = redirect_stdout(f, log)
close(log)
return λ, P, warmstart
end
function fillfrominternal!(m::JuMP.Model, traits) function fillfrominternal!(m::JuMP.Model, traits)
# Copied from JuMP/src/solvers.jl:178 # Copied from JuMP/src/solvers.jl:178