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cosmetic changes (mostly empty lines)

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kalmarek 2019-04-12 23:18:48 +02:00
parent ed910ccde5
commit 70c160411d
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5 changed files with 54 additions and 50 deletions

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@ -14,7 +14,7 @@ struct Naive{El} <: Settings
S::Vector{El} S::Vector{El}
radius::Int radius::Int
upper_bound::Float64 upper_bound::Float64
solver::JuMP.OptimizerFactory solver::JuMP.OptimizerFactory
warmstart::Bool warmstart::Bool
end end
@ -26,7 +26,7 @@ struct Symmetrized{El} <: Settings
autS::Group autS::Group
radius::Int radius::Int
upper_bound::Float64 upper_bound::Float64
solver::JuMP.OptimizerFactory solver::JuMP.OptimizerFactory
warmstart::Bool warmstart::Bool
end end
@ -87,39 +87,43 @@ function warmstart(sett::Settings)
return ws return ws
end end
function approximate_by_SOS(sett::Naive, function approximate_by_SOS(sett::Naive,
elt::GroupRingElem, orderunit::GroupRingElem; elt::GroupRingElem, orderunit::GroupRingElem;
solverlog=tempname()*".log") solverlog=tempname()*".log")
isdir(fullpath(sett)) || mkpath(fullpath(sett))
@info "Creating SDP problem..." @info "Creating SDP problem..."
SDP_problem = SOS_problem(elt, orderunit, upper_bound=sett.upper_bound) SDP_problem = SOS_problem(elt, orderunit, upper_bound=sett.upper_bound)
@info Base.repr(SDP_problem) @info Base.repr(SDP_problem)
@info "Logging solver's progress into $solverlog" @info "Logging solver's progress into $solverlog"
ws = warmstart(sett) ws = warmstart(sett)
@time status, ws = PropertyT.solve(solverlog, SDP_problem, sett.solver, ws) @time status, ws = PropertyT.solve(solverlog, SDP_problem, sett.solver, ws)
@info "Optimization finished:" status @info "Optimization finished:" status
P = value.(SDP_problem[:P]) P = value.(SDP_problem[:P])
λ = value(SDP_problem[]) λ = value(SDP_problem[])
if any(isnan.(P)) if any(isnan.(P))
@warn "The solution seems to contain NaNs. Not overriding warmstart.jld" @warn "The solution seems to contain NaNs. Not overriding warmstart.jld"
else else
save(filename(sett, :warmstart), "warmstart", (ws.primal, ws.dual, ws.slack), "P", P, "λ", λ) save(filename(sett, :warmstart), "warmstart", (ws.primal, ws.dual, ws.slack), "P", P, "λ", λ)
end end
save(filename(sett, :warmstart, date=true), save(filename(sett, :warmstart, date=true),
"warmstart", (ws.primal, ws.dual, ws.slack), "P", P, "λ", λ) "warmstart", (ws.primal, ws.dual, ws.slack), "P", P, "λ", λ)
return λ, P return λ, P
end end
function approximate_by_SOS(sett::Symmetrized, function approximate_by_SOS(sett::Symmetrized,
elt::GroupRingElem, orderunit::GroupRingElem; elt::GroupRingElem, orderunit::GroupRingElem;
solverlog=tempname()*".log") solverlog=tempname()*".log")
isdir(fullpath(sett)) || mkpath(fullpath(sett))
if !isfile(filename(sett, :OrbitData)) if !isfile(filename(sett, :OrbitData))
isdefined(parent(orderunit), :basis) || throw("You need to define basis of Group Ring to compute orbit decomposition!") isdefined(parent(orderunit), :basis) || throw("You need to define basis of Group Ring to compute orbit decomposition!")
orbit_data = OrbitData(parent(orderunit), sett.autS) orbit_data = OrbitData(parent(orderunit), sett.autS)
@ -131,30 +135,30 @@ function approximate_by_SOS(sett::Symmetrized,
@info "Creating SDP problem..." @info "Creating SDP problem..."
SDP_problem, varP = SOS_problem(elt, orderunit, orbit_data, upper_bound=sett.upper_bound) SDP_problem, varP = SOS_problem(elt, orderunit, orbit_data, upper_bound=sett.upper_bound)
@info Base.repr(SDP_problem) @info Base.repr(SDP_problem)
@info "Logging solver's progress into $solverlog" @info "Logging solver's progress into $solverlog"
ws = warmstart(sett) ws = warmstart(sett)
@time status, ws = PropertyT.solve(solverlog, SDP_problem, sett.solver, ws) @time status, ws = PropertyT.solve(solverlog, SDP_problem, sett.solver, ws)
@info "Optimization finished:" status @info "Optimization finished:" status
λ = value(SDP_problem[]) λ = value(SDP_problem[])
Ps = [value.(P) for P in varP] Ps = [value.(P) for P in varP]
if any(any(isnan.(P)) for P in Ps) if any(any(isnan.(P)) for P in Ps)
@warn "The solution seems to contain NaNs. Not overriding warmstart.jld" @warn "The solution seems to contain NaNs. Not overriding warmstart.jld"
else else
save(filename(sett, :warmstart), "warmstart", (ws.primal, ws.dual, ws.slack), "Ps", Ps, "λ", λ) save(filename(sett, :warmstart), "warmstart", (ws.primal, ws.dual, ws.slack), "Ps", Ps, "λ", λ)
end end
save(filename(sett, :warmstart, date=true), save(filename(sett, :warmstart, date=true),
"warmstart", (ws.primal, ws.dual, ws.slack), "Ps", Ps, "λ", λ) "warmstart", (ws.primal, ws.dual, ws.slack), "Ps", Ps, "λ", λ)
@info "Reconstructing P..." @info "Reconstructing P..."
@time P = reconstruct(Ps, orbit_data) @time P = reconstruct(Ps, orbit_data)
return λ, P return λ, P
end end
############################################################################### ###############################################################################
# #
@ -167,21 +171,21 @@ function certify_SOS_decomposition(elt::GroupRingElem, orderunit::GroupRingElem,
separator = "-"^76 separator = "-"^76
@info "$separator\nChecking in floating-point arithmetic..." λ @info "$separator\nChecking in floating-point arithmetic..." λ
eoi = elt - λ*orderunit eoi = elt - λ*orderunit
@info("Computing sum of squares decomposition...") @info("Computing sum of squares decomposition...")
@time residual = eoi - compute_SOS(parent(eoi), augIdproj(Q)) @time residual = eoi - compute_SOS(parent(eoi), augIdproj(Q))
L1_norm = norm(residual,1) L1_norm = norm(residual,1)
certified= λ - 2.0^(2ceil(log2(R)))*L1_norm floatingpoint= λ - 2.0^(2ceil(log2(R)))*L1_norm
info_strs = ["Numerical metrics of the obtained SOS:", info_strs = ["Numerical metrics of the obtained SOS:",
"ɛ(elt - λu - ∑ξᵢ*ξᵢ) ≈ $(aug(residual))", "ɛ(elt - λu - ∑ξᵢ*ξᵢ) ≈ $(aug(residual))",
"‖elt - λu - ∑ξᵢ*ξᵢ‖₁ ≈ $(L1_norm)", "‖elt - λu - ∑ξᵢ*ξᵢ‖₁ ≈ $(L1_norm)",
"Floating point (NOT certified) λ ≈"] "Floating point (NOT certified) λ ≈"]
@info join(info_strs, "\n") certified @info join(info_strs, "\n") floatingpoint
if certified 0 if floatingpoint 0
return certified return floatingpoint
end end
λ = @interval(λ) λ = @interval(λ)
@ -190,18 +194,18 @@ function certify_SOS_decomposition(elt::GroupRingElem, orderunit::GroupRingElem,
"λ ∈ "] "λ ∈ "]
@info(join(info_strs, "\n")) @info(join(info_strs, "\n"))
eoi = elt - λ*orderunit eoi = elt - λ*orderunit
@info("Projecting columns of Q to the augmentation ideal...") @info("Projecting columns of Q to the augmentation ideal...")
@time Q, check = augIdproj(Interval, Q) @time Q, check = augIdproj(Interval, Q)
@info "Checking that sum of every column contains 0.0..." check_augmented=check @info "Checking that sum of every column contains 0.0..." check_augmented=check
check || @warn("The following numbers are meaningless!") check || @warn("The following numbers are meaningless!")
@info("Computing sum of squares decomposition...") @info("Computing sum of squares decomposition...")
@time residual = eoi - compute_SOS(parent(eoi), Q) @time residual = eoi - compute_SOS(parent(eoi), Q)
L1_norm = norm(residual,1) L1_norm = norm(residual,1)
certified_λ = λ - 2.0^(2ceil(log2(R)))*L1_norm certified_λ = λ - 2.0^(2ceil(log2(R)))*L1_norm
info_strs = ["Numerical metrics of the obtained SOS:", info_strs = ["Numerical metrics of the obtained SOS:",
"ɛ(elt - λu - ∑ξᵢ*ξᵢ) ∈ $(aug(residual))", "ɛ(elt - λu - ∑ξᵢ*ξᵢ) ∈ $(aug(residual))",
"‖elt - λu - ∑ξᵢ*ξᵢ‖₁ ∈ $(L1_norm)", "‖elt - λu - ∑ξᵢ*ξᵢ‖₁ ∈ $(L1_norm)",
@ -262,7 +266,7 @@ end
function spectral_gap(sett::Settings) function spectral_gap(sett::Settings)
fp = PropertyT.fullpath(sett) fp = PropertyT.fullpath(sett)
isdir(fp) || mkpath(fp) isdir(fp) || mkpath(fp)
if isfile(filename(sett,)) if isfile(filename(sett,))
# cached # cached
@info "Loading precomputed Δ..." @info "Loading precomputed Δ..."
@ -283,7 +287,7 @@ function spectral_gap(sett::Settings)
λ < 0 && @warn "Solver did not produce a valid solution!" λ < 0 && @warn "Solver did not produce a valid solution!"
end end
info_strs = ["Numerical metrics of matrix solution:", info_strs = ["Numerical metrics of matrix solution:",
"sum(P) = $(sum(P))", "sum(P) = $(sum(P))",
"maximum(P) = $(maximum(P))", "maximum(P) = $(maximum(P))",
@ -295,6 +299,6 @@ function spectral_gap(sett::Settings)
@time Q = real(sqrt(Symmetric( (P.+ P')./2 ))) @time Q = real(sqrt(Symmetric( (P.+ P')./2 )))
certified_sgap = spectral_gap(Δ, λ, Q, R=sett.radius) certified_sgap = spectral_gap(Δ, λ, Q, R=sett.radius)
return certified_sgap return certified_sgap
end end

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@ -39,11 +39,11 @@ end
function compute_SOS_square(RG::GroupRing, Q::AbstractMatrix{<:Real}) function compute_SOS_square(RG::GroupRing, Q::AbstractMatrix{<:Real})
result = zeros(eltype(Q), maximum(RG.pm)); result = zeros(eltype(Q), maximum(RG.pm));
for i in 1:size(Q,2) for i in 1:size(Q,2)
GroupRings.fmac!(result, view(Q,:,i), view(Q,:,i), RG.pm) GroupRings.fmac!(result, view(Q,:,i), view(Q,:,i), RG.pm)
end end
return GroupRingElem(result, RG) return GroupRingElem(result, RG)
end end

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@ -59,7 +59,7 @@ end
function loadGRElem(fname::String, G::Group) function loadGRElem(fname::String, G::Group)
pm = load(fname, "pm") pm = load(fname, "pm")
RG = GroupRing(G, pm) RG = GroupRing(G, pm)
return loadGRElem(fname, RG) return loadGRElem(fname, RG)
end end
function loadGRElem(fname::String) function loadGRElem(fname::String)

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@ -181,7 +181,7 @@ end
function (p::perm)(A::GroupRingElem) function (p::perm)(A::GroupRingElem)
RG = parent(A) RG = parent(A)
result = zero(RG, eltype(A.coeffs)) result = zero(RG, eltype(A.coeffs))
for (idx, c) in enumerate(A.coeffs) for (idx, c) in enumerate(A.coeffs)
if c!= zero(eltype(A.coeffs)) if c!= zero(eltype(A.coeffs))
result[p(RG.basis[idx])] = c result[p(RG.basis[idx])] = c
@ -218,8 +218,8 @@ import Base.*
""" """
function *(x::AbstractAlgebra.MatElem, P::Generic.perm) function *(x::AbstractAlgebra.MatElem, P::Generic.perm)
z = similar(x) z = similar(x)
m = rows(x) m = nrows(x)
n = cols(x) n = ncols(x)
for i = 1:m for i = 1:m
for j = 1:n for j = 1:n
z[i, j] = x[i,P[j]] z[i, j] = x[i,P[j]]

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@ -55,14 +55,14 @@ function SOS_problem(X::GroupRingElem, orderunit::GroupRingElem; upper_bound::Fl
else else
λ = JuMP.@variable(m, λ) λ = JuMP.@variable(m, λ)
end end
cnstrs = constraints(parent(X).pm) cnstrs = constraints(parent(X).pm)
for (constraint_indices, x, u) in zip(cnstrs, X.coeffs, orderunit.coeffs) for (constraint_indices, x, u) in zip(cnstrs, X.coeffs, orderunit.coeffs)
JuMP.@constraint(m, x - λ*u == sum(P[constraint_indices])) JuMP.@constraint(m, x - λ*u == sum(P[constraint_indices]))
end end
JuMP.@objective(m, Max, λ) JuMP.@objective(m, Max, λ)
return m return m
end end
@ -88,12 +88,12 @@ function SOS_problem(X::GroupRingElem, orderunit::GroupRingElem, data::OrbitData
else else
λ = JuMP.@variable(m, λ) λ = JuMP.@variable(m, λ)
end end
@info "Adding $(length(data.orbits)) constraints..." @info "Adding $(length(data.orbits)) constraints..."
@time addconstraints!(m, Ps, X, orderunit, data) @time addconstraints!(m, Ps, X, orderunit, data)
JuMP.@objective(m, Max, λ) JuMP.@objective(m, Max, λ)
return m, Ps return m, Ps
end end
@ -121,9 +121,9 @@ function addconstraints!(m::JuMP.Model,
for (t, orbit) in enumerate(data.orbits) for (t, orbit) in enumerate(data.orbits)
orbit_constraint!(orb_cnstr, cnstrs, orbit) orbit_constraint!(orb_cnstr, cnstrs, orbit)
constraintLHS!(M, orb_cnstr, data.Uπs, UπsT, data.dims) constraintLHS!(M, orb_cnstr, data.Uπs, UπsT, data.dims)
x, u = X_orb[t], orderunit_orb[t] x, u = X_orb[t], orderunit_orb[t]
JuMP.@constraints m begin JuMP.@constraints m begin
x - λ*u == sum(dot(M[π], P[π]) for π in eachindex(data.Uπs)) x - λ*u == sum(dot(M[π], P[π]) for π in eachindex(data.Uπs))
end end
@ -142,7 +142,7 @@ function reconstruct(Ps::Vector{M},
lU = length(Uπs) lU = length(Uπs)
transfP = [dims[π].*Uπs[π]*Ps[π]*Uπs[π]' for π in 1:lU] transfP = [dims[π].*Uπs[π]*Ps[π]*Uπs[π]' for π in 1:lU]
tmp = [zeros(Float64, size(first(transfP))) for _ in 1:lU] tmp = [zeros(Float64, size(first(transfP))) for _ in 1:lU]
Threads.@threads for π in 1:lU Threads.@threads for π in 1:lU
tmp[π] = perm_avg(tmp[π], transfP[π], values(preps)) tmp[π] = perm_avg(tmp[π], transfP[π], values(preps))
end end
@ -172,7 +172,7 @@ end
# #
############################################################################### ###############################################################################
function warmstart_scs!(m::JuMP.Model, warmstart) function setwarmstart_scs!(m::JuMP.Model, warmstart)
solver_name(m) == "SCS" || throw("warmstarting defined only for SCS!") solver_name(m) == "SCS" || throw("warmstarting defined only for SCS!")
primal, dual, slack = warmstart primal, dual, slack = warmstart
m.moi_backend.optimizer.model.optimizer.sol.primal = primal m.moi_backend.optimizer.model.optimizer.sol.primal = primal
@ -190,14 +190,14 @@ function getwarmstart_scs(m::JuMP.Model)
) )
return warmstart return warmstart
end end
function solve(m::JuMP.Model, with_optimizer::JuMP.OptimizerFactory, warmstart=nothing) function solve(m::JuMP.Model, with_optimizer::JuMP.OptimizerFactory, warmstart=nothing)
set_optimizer(m, with_optimizer) set_optimizer(m, with_optimizer)
MOIU.attach_optimizer(m) MOIU.attach_optimizer(m)
if warmstart != nothing if warmstart != nothing
warmstart_scs!(m, warmstart) setwarmstart_scs!(m, warmstart)
end end
optimize!(m) optimize!(m)