kalmar/PropertyT.jl
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update SOS_problem to JuMP-0.19 syntax

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thanks to MOI we don't have to pass λ around as it's accesible via 
m[:λ];

Ps need to be kept reference of, since it's an anonymous variable
This commit is contained in:
kalmarek 2019-02-21 14:43:38 +01:00
parent 88e55dab18
commit 5199189e5f
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GPG Key ID: 8BF1A3855328FC15
1 changed files with 29 additions and 21 deletions
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50
src/sos_sdps.jl
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@ -42,27 +42,29 @@ end
#
###############################################################################
function SOS_problem(X::GroupRingElem, orderunit::GroupRingElem; upper_bound=Inf)
function SOS_problem(X::GroupRingElem, orderunit::GroupRingElem; upper_bound::Float64=Inf)
N = size(parent(X).pm, 1)
m = JuMP.Model();
JuMP.@variable(m, P[1:N, 1:N])
JuMP.@SDconstraint(m, P >= 0)
JuMP.@constraint(m, P in PSDCone())
JuMP.@constraint(m, sum(P[i] for i in eachindex(P)) == 0)
JuMP.@variable(m, λ)
if upper_bound < Inf
JuMP.@constraint(m, λ <= upper_bound)
λ = JuMP.@variable(m, λ <= upper_bound)
else
λ = JuMP.@variable(m, λ)
end
cnstrs = constraints(parent(X).pm)
for (constraint, x, u) in zip(cnstrs, X.coeffs, orderunit.coeffs)
JuMP.@constraint(m, sum(P[constraint]) == x - λ*u)
end
JuMP.@objective(m, Max, λ)
return m, λ, P
return m
end
###############################################################################
@ -71,28 +73,29 @@ end
#
###############################################################################
function SOS_problem(X::GroupRingElem, orderunit::GroupRingElem, data::OrbitData; upper_bound=Inf)
function SOS_problem(X::GroupRingElem, orderunit::GroupRingElem, data::OrbitData; upper_bound::Float64=Inf)
Ns = size.(data.Uπs, 2)
m = JuMP.Model();
P = Vector{Matrix{JuMP.Variable}}(undef, length(Ns))
Ps = Vector{Matrix{JuMP.VariableRef}}(undef, length(Ns))
for (k,s) in enumerate(Ns)
P[k] = JuMP.@variable(m, [i=1:s, j=1:s])
JuMP.@SDconstraint(m, P[k] >= 0.0)
Ps[k] = JuMP.@variable(m, [1:s, 1:s])
JuMP.@constraint(m, Ps[k] in PSDCone())
end
λ = JuMP.@variable(m, λ)
if upper_bound < Inf
JuMP.@constraint(m, λ <= upper_bound)
λ = JuMP.@variable(m, λ <= upper_bound)
else
λ = JuMP.@variable(m, λ)
end
@info("Adding $(length(data.orbits)) constraints... ")
@time addconstraints!(m,P,λ,X,orderunit, data)
@time addconstraints!(m, Ps, X, orderunit, data)
JuMP.@objective(m, Max, λ)
return m, λ, P
return m, Ps
end
function constraintLHS!(M, cnstr, Us, Ust, dims, eps=1000*eps(eltype(first(M))))
@ -102,7 +105,7 @@ function constraintLHS!(M, cnstr, Us, Ust, dims, eps=1000*eps(eltype(first(M))))
end
function addconstraints!(m::JuMP.Model,
P::Vector{Matrix{JuMP.Variable}}, λ::JuMP.Variable,
P::Vector{Matrix{JuMP.VariableRef}},
X::GroupRingElem, orderunit::GroupRingElem, data::OrbitData)
orderunit_orb = orbit_spvector(orderunit.coeffs, data.orbits)
@ -113,15 +116,20 @@ function addconstraints!(m::JuMP.Model,
orb_cnstr = spzeros(Float64, size(parent(X).pm)...)
M = [Array{Float64}(undef, n,n) for n in size.(UπsT,1)]
λ = m[:λ]
for (t, orbit) in enumerate(data.orbits)
orbit_constraint!(orb_cnstr, cnstrs, orbit)
constraintLHS!(M, orb_cnstr, data.Uπs, UπsT, data.dims)
lhs = @expression(m, sum(dot(M[π], P[π]) for π in eachindex(data.Uπs)))
x, u = X_orb[t], orderunit_orb[t]
JuMP.@constraint(m, lhs == x - λ*u)
@constraints m begin
x - λ*u == sum(dot(M[π], P[π]) for π in eachindex(data.Uπs))
end
end
return m
end
function reconstruct(Ps::Vector{Matrix{F}}, data::OrbitData) where F