From c467a52f831792529713eb9fbe5b848c01cf4fd3 Mon Sep 17 00:00:00 2001 From: kalmarek Date: Thu, 27 Aug 2020 10:06:02 +0200 Subject: [PATCH] add dual version of the naive SOS problem --- src/sos_sdps.jl | 32 ++++++++++++++++++++++++++++++-- 1 file changed, 30 insertions(+), 2 deletions(-) diff --git a/src/sos_sdps.jl b/src/sos_sdps.jl index 4a77eab..dc61529 100644 --- a/src/sos_sdps.jl +++ b/src/sos_sdps.jl @@ -42,15 +42,41 @@ end # ############################################################################### -function SOS_problem(X::GroupRingElem, orderunit::GroupRingElem; upper_bound::Float64=Inf) +function SOS_problem_dual(elt::GroupRingElem, order_unit::GroupRingElem; + upper_bound::Float64=Inf) + @assert parent(elt) == parent(order_unit) + + RG = parent(elt) + m = Model() + + y = @variable(m, y[1:length(elt.coeffs)]) + + @constraint(m, λ_dual, dot(order_unit.coeffs, y) == 1) + @constraint(m, psd, [y[i] for i in RG.pm] in PSDCone()) + + if !isinf(upper_bound) + @variable(m, λ_ub_dual) + expr = dot(elt.coeffs, y) + upper_bound*λ_ub_dual + @objective m Min expr + else + @objective m Min dot(elt.coeffs, y) + end + + return m +end + +function SOS_problem_primal(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]) # SP = Symmetric(P) JuMP.@constraint(m, sdp, P in PSDCone()) + if iszero(aug(X)) && iszero(aug(orderunit)) - JuMP.@constraint(m, sum(P) == 0) + JuMP.@constraint(m, augmentation, sum(P) == 0) end if upper_bound < Inf @@ -71,6 +97,8 @@ function SOS_problem(X::GroupRingElem, orderunit::GroupRingElem; upper_bound::Fl return m end +const SOS_problem = SOS_problem_primal + ############################################################################### # # Symmetrized SDP