move SDP-related functions together

This commit is contained in:
kalmarek 2018-09-05 09:18:38 +02:00
parent b840bc788c
commit b9de894fb1
3 changed files with 83 additions and 61 deletions

View File

@ -33,53 +33,18 @@ end
function constrLHS(m::JuMP.Model, cnstr, Us, Ust, dims, vars, eps=100*eps(1.0))
M = [PropertyT.sparsify!(dims[π].*Ust[π]*cnstr*Us[π], eps) for π in 1:endof(Us)]
return @expression(m, sum(vecdot(M[π], vars[π]) for π in 1:endof(Us)))
end
function addconstraints!(m::JuMP.Model, X::GroupRingElem, orderunit::GroupRingElem, λ::JuMP.Variable, P, data::OrbitData)
orderunit_orb = orbit_spvector(orderunit.coeffs, data.orbits)
X_orb = orbit_spvector(X.coeffs, data.orbits)
Ust = [U' for U in data.Uπs]
n = size(parent(X).pm, 1)
for t in 1:length(X_orb)
x, u = X_orb[t], orderunit_orb[t]
cnstrs = [constraint(parent(X).pm, o) for o in data.orbits[t]]
lhs = constrLHS(m, orbit_constraint(cnstrs,n), data.Uπs, Ust, data.dims, P)
JuMP.@constraint(m, lhs == x - λ*u)
end
end
function init_model(m, sizes)
P = Vector{Array{JuMP.Variable,2}}(length(sizes))
for (k,s) in enumerate(sizes)
P[k] = JuMP.@variable(m, [i=1:s, j=1:s])
JuMP.@SDconstraint(m, P[k] >= 0.0)
end
return P
end
function SOS_problem(X::GroupRingElem, orderunit::GroupRingElem, data::OrbitData; upper_bound=Inf)
m = JuMP.Model();
P = init_model(m, size.(data.Uπs,2))
λ = JuMP.@variable(m, λ)
if upper_bound < Inf
JuMP.@constraint(m, λ <= upper_bound)
end
info("Adding $(length(data.orbits)) constraints... ")
@time addconstraints!(m, X, orderunit, λ, P, data)
JuMP.@objective(m, Max, λ)
return m, λ, P
end

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@ -96,28 +96,6 @@ function perm_reps(S::Vector, autS::Group, radius::Int)
return perm_reps(autS, E)
end
function reconstruct_sol(preps::Dict{T, S}, Us::Vector, Ps::Vector, dims::Vector) where {T<:GroupElem, S<:perm}
l = length(Us)
transfP = [dims[π].*Us[π]*Ps[π]*Us[π]' for π in 1:l]
tmp = [zeros(Float64, size(first(transfP))) for _ in 1:l]
perms = collect(keys(preps))
@inbounds Threads.@threads for π in 1:l
for p in perms
BLAS.axpy!(1.0, view(transfP[π], preps[p].d, preps[p].d), tmp[π])
end
end
recP = 1/length(perms) .* sum(tmp)
for i in eachindex(recP)
if abs(recP[i]) .< eps(eltype(recP))*100
recP[i] = zero(eltype(recP))
end
end
return recP
end
function Cstar_repr(x::GroupRingElem{T}, mreps::Dict) where {T}
nzeros = findn(x.coeffs)
return sum(x[i].*mreps[parent(x).basis[i]] for i in nzeros)

View File

@ -41,10 +41,89 @@ function SOS_problem(X::GroupRingElem, orderunit::GroupRingElem; upper_bound=Inf
return m, λ, P
end
###############################################################################
#
# Symmetrized SDP
#
###############################################################################
function SOS_problem(X::GroupRingElem, orderunit::GroupRingElem, data::OrbitData; upper_bound=Inf)
m = JuMP.Model();
sizes = size.(data.Uπs, 2)
P = Vector{Matrix{JuMP.Variable}}(length(sizes))
for (k,s) in enumerate(sizes)
P[k] = JuMP.@variable(m, [i=1:s, j=1:s])
JuMP.@SDconstraint(m, P[k] >= 0.0)
end
λ = JuMP.@variable(m, λ)
if upper_bound < Inf
JuMP.@constraint(m, λ <= upper_bound)
end
info("Adding $(length(data.orbits)) constraints... ")
addconstraints!(m,P,λ,X,orderunit, data)
JuMP.@objective(m, Max, λ)
return m, λ, P
end
function constraintLHS!(M, cnstr, Us, Ust, dims, eps=1000*eps(eltype(first(M))))
for π in 1:endof(Us)
M[π] = PropertyT.sparsify!(dims[π].*Ust[π]*cnstr*Us[π], eps)
end
end
function addconstraints!(m::JuMP.Model,
P::Vector{Matrix{JuMP.Variable}}, λ::JuMP.Variable,
X::GroupRingElem, orderunit::GroupRingElem, data::OrbitData)
orderunit_orb = orbit_spvector(orderunit.coeffs, data.orbits)
X_orb = orbit_spvector(X.coeffs, data.orbits)
UπsT = [U' for U in data.Uπs]
cnstrs = constraints(parent(X).pm)
orb_cnstr = spzeros(Float64, size(parent(X).pm)...)
M = [Array{Float64}(n,n) for n in size.(UπsT,1)]
for t in 1:length(X_orb)
orbit_constraint!(orb_cnstr, cnstrs[data.orbits[t]])
constraintLHS!(M, orb_cnstr, data.Uπs, UπsT, data.dims)
lhs = @expression(m, sum(vecdot(M[π], P[π]) for π in 1:endof(data.Uπs)))
x, u = X_orb[t], orderunit_orb[t]
JuMP.@constraint(m, lhs == x - λ*u)
end
end
function reconstruct(Ps::Vector{Matrix{F}}, data::OrbitData) where F
return reconstruct(Ps, data.preps, data.Uπs, data.dims)
end
function reconstruct(Ps::Vector{M}, preps::Dict{GEl, P}, Uπs::Vector{U}, dims::Vector{Int}) where {M<:AbstractMatrix, GEl<:GroupElem, P<:perm, U<:AbstractMatrix}
l = length(Uπs)
transfP = [dims[π].*Uπs[π]*Ps[π]*Uπs[π]' for π in 1:l]
tmp = [zeros(Float64, size(first(transfP))) for _ in 1:l]
perms = collect(keys(preps))
Threads.@threads for π in 1:l
for p in perms
BLAS.axpy!(1.0, view(transfP[π], preps[p].d, preps[p].d), tmp[π])
end
end
recP = 1/length(perms) .* sum(tmp)
# for i in eachindex(recP)
# if abs(recP[i]) .< eps(eltype(recP))*100
# recP[i] = zero(eltype(recP))
# end
# end
return recP
end
###############################################################################