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move SDP-related functions together
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@ -33,53 +33,18 @@ end
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function constrLHS(m::JuMP.Model, cnstr, Us, Ust, dims, vars, eps=100*eps(1.0))
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M = [PropertyT.sparsify!(dims[π].*Ust[π]*cnstr*Us[π], eps) for π in 1:endof(Us)]
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return @expression(m, sum(vecdot(M[π], vars[π]) for π in 1:endof(Us)))
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end
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function addconstraints!(m::JuMP.Model, X::GroupRingElem, orderunit::GroupRingElem, λ::JuMP.Variable, P, data::OrbitData)
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orderunit_orb = orbit_spvector(orderunit.coeffs, data.orbits)
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X_orb = orbit_spvector(X.coeffs, data.orbits)
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Ust = [U' for U in data.Uπs]
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n = size(parent(X).pm, 1)
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for t in 1:length(X_orb)
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x, u = X_orb[t], orderunit_orb[t]
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cnstrs = [constraint(parent(X).pm, o) for o in data.orbits[t]]
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lhs = constrLHS(m, orbit_constraint(cnstrs,n), data.Uπs, Ust, data.dims, P)
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JuMP.@constraint(m, lhs == x - λ*u)
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end
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end
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function init_model(m, sizes)
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P = Vector{Array{JuMP.Variable,2}}(length(sizes))
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for (k,s) in enumerate(sizes)
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P[k] = JuMP.@variable(m, [i=1:s, j=1:s])
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JuMP.@SDconstraint(m, P[k] >= 0.0)
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end
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return P
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end
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function SOS_problem(X::GroupRingElem, orderunit::GroupRingElem, data::OrbitData; upper_bound=Inf)
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m = JuMP.Model();
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P = init_model(m, size.(data.Uπs,2))
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λ = JuMP.@variable(m, λ)
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if upper_bound < Inf
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JuMP.@constraint(m, λ <= upper_bound)
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end
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info("Adding $(length(data.orbits)) constraints... ")
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@time addconstraints!(m, X, orderunit, λ, P, data)
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JuMP.@objective(m, Max, λ)
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return m, λ, P
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end
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@ -96,28 +96,6 @@ function perm_reps(S::Vector, autS::Group, radius::Int)
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return perm_reps(autS, E)
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end
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function reconstruct_sol(preps::Dict{T, S}, Us::Vector, Ps::Vector, dims::Vector) where {T<:GroupElem, S<:perm}
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l = length(Us)
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transfP = [dims[π].*Us[π]*Ps[π]*Us[π]' for π in 1:l]
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tmp = [zeros(Float64, size(first(transfP))) for _ in 1:l]
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perms = collect(keys(preps))
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@inbounds Threads.@threads for π in 1:l
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for p in perms
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BLAS.axpy!(1.0, view(transfP[π], preps[p].d, preps[p].d), tmp[π])
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end
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end
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recP = 1/length(perms) .* sum(tmp)
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for i in eachindex(recP)
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if abs(recP[i]) .< eps(eltype(recP))*100
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recP[i] = zero(eltype(recP))
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end
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end
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return recP
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end
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function Cstar_repr(x::GroupRingElem{T}, mreps::Dict) where {T}
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nzeros = findn(x.coeffs)
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return sum(x[i].*mreps[parent(x).basis[i]] for i in nzeros)
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79
src/SDPs.jl
79
src/SDPs.jl
@ -41,10 +41,89 @@ function SOS_problem(X::GroupRingElem, orderunit::GroupRingElem; upper_bound=Inf
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return m, λ, P
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end
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###############################################################################
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#
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# Symmetrized SDP
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#
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###############################################################################
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function SOS_problem(X::GroupRingElem, orderunit::GroupRingElem, data::OrbitData; upper_bound=Inf)
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m = JuMP.Model();
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sizes = size.(data.Uπs, 2)
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P = Vector{Matrix{JuMP.Variable}}(length(sizes))
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for (k,s) in enumerate(sizes)
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P[k] = JuMP.@variable(m, [i=1:s, j=1:s])
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JuMP.@SDconstraint(m, P[k] >= 0.0)
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end
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λ = JuMP.@variable(m, λ)
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if upper_bound < Inf
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JuMP.@constraint(m, λ <= upper_bound)
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end
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info("Adding $(length(data.orbits)) constraints... ")
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addconstraints!(m,P,λ,X,orderunit, data)
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JuMP.@objective(m, Max, λ)
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return m, λ, P
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end
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function constraintLHS!(M, cnstr, Us, Ust, dims, eps=1000*eps(eltype(first(M))))
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for π in 1:endof(Us)
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M[π] = PropertyT.sparsify!(dims[π].*Ust[π]*cnstr*Us[π], eps)
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end
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end
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function addconstraints!(m::JuMP.Model,
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P::Vector{Matrix{JuMP.Variable}}, λ::JuMP.Variable,
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X::GroupRingElem, orderunit::GroupRingElem, data::OrbitData)
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orderunit_orb = orbit_spvector(orderunit.coeffs, data.orbits)
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X_orb = orbit_spvector(X.coeffs, data.orbits)
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UπsT = [U' for U in data.Uπs]
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cnstrs = constraints(parent(X).pm)
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orb_cnstr = spzeros(Float64, size(parent(X).pm)...)
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M = [Array{Float64}(n,n) for n in size.(UπsT,1)]
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for t in 1:length(X_orb)
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orbit_constraint!(orb_cnstr, cnstrs[data.orbits[t]])
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constraintLHS!(M, orb_cnstr, data.Uπs, UπsT, data.dims)
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lhs = @expression(m, sum(vecdot(M[π], P[π]) for π in 1:endof(data.Uπs)))
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x, u = X_orb[t], orderunit_orb[t]
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JuMP.@constraint(m, lhs == x - λ*u)
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end
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end
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function reconstruct(Ps::Vector{Matrix{F}}, data::OrbitData) where F
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return reconstruct(Ps, data.preps, data.Uπs, data.dims)
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end
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function reconstruct(Ps::Vector{M}, preps::Dict{GEl, P}, Uπs::Vector{U}, dims::Vector{Int}) where {M<:AbstractMatrix, GEl<:GroupElem, P<:perm, U<:AbstractMatrix}
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l = length(Uπs)
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transfP = [dims[π].*Uπs[π]*Ps[π]*Uπs[π]' for π in 1:l]
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tmp = [zeros(Float64, size(first(transfP))) for _ in 1:l]
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perms = collect(keys(preps))
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Threads.@threads for π in 1:l
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for p in perms
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BLAS.axpy!(1.0, view(transfP[π], preps[p].d, preps[p].d), tmp[π])
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end
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end
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recP = 1/length(perms) .* sum(tmp)
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# for i in eachindex(recP)
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# if abs(recP[i]) .< eps(eltype(recP))*100
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# recP[i] = zero(eltype(recP))
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# end
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# end
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return recP
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end
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###############################################################################
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