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improve __fast_recursive_dot a bit
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@ -122,11 +122,12 @@ sos_problem_primal(
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function __fast_recursive_dot!(
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res::JuMP.AffExpr,
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Ps::AbstractArray{<:AbstractMatrix{<:JuMP.VariableRef}},
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Ms::AbstractArray{<:AbstractSparseMatrix};
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Ms::AbstractArray{<:AbstractSparseMatrix},
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weights,
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)
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@assert length(Ps) == length(Ms)
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for (A, P) in zip(Ms, Ps)
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for (w, A, P) in zip(weights, Ms, Ps)
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iszero(Ms) && continue
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rows = rowvals(A)
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vals = nonzeros(A)
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@ -134,13 +135,21 @@ function __fast_recursive_dot!(
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for i in nzrange(A, cidx)
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ridx = rows[i]
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val = vals[i]
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JuMP.add_to_expression!(res, P[ridx, cidx], val)
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JuMP.add_to_expression!(res, P[ridx, cidx], w * val)
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end
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end
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end
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return res
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end
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function _dot(
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Ps::AbstractArray{<:AbstractMatrix{<:JuMP.VariableRef}},
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Ms::AbstractArray{<:AbstractMatrix{T}},
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weights = Iterators.repeated(one(T), length(Ms)),
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) where {T}
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return __fast_recursive_dot!(JuMP.AffExpr(), Ps, Ms, weights)
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end
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import ProgressMeter
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__show_itrs(n, total) = () -> [(Symbol("constraint"), "$n/$total")]
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@ -217,15 +226,9 @@ function sos_problem_primal(
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# @info [nnz(m) / length(m) for m in Ms]
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if feasibility_problem
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JuMP.@constraint(
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model,
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x == __fast_recursive_dot!(JuMP.AffExpr(), P, Ms)
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)
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JuMP.@constraint(model, x == _dot(P, Ms))
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else
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JuMP.@constraint(
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model,
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x - λ * u == __fast_recursive_dot!(JuMP.AffExpr(), P, Ms)
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)
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JuMP.@constraint(model, x - λ * u == _dot(P, Ms))
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end
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end
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ProgressMeter.finish!(prog)
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