kalmar/PropertyT.jl
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use @SDconstraint and SOS_problem_(primal|dual)

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kalmarek 2020-10-17 02:11:34 +02:00
parent 7ab971eb76
commit eeecc35232
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3 changed files with 10 additions and 11 deletions
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4
src/1712.07167.jl
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@ -89,7 +89,7 @@ function approximate_by_SOS(sett::Naive,
isdir(fullpath(sett)) || mkpath(fullpath(sett))
@info "Creating SDP problem..."
SDP_problem = SOS_problem(elt, orderunit, upper_bound=sett.upper_bound)
SDP_problem = SOS_problem_primal(elt, orderunit, upper_bound=sett.upper_bound)
@info Base.repr(SDP_problem)
@info "Logging solver's progress into $solverlog"
@ -141,7 +141,7 @@ function approximate_by_SOS(sett::Symmetrized,
orbit_data = decimate(orbit_data)
@info "Creating SDP problem..."
SDP_problem, varP = SOS_problem(elt, orderunit, orbit_data, upper_bound=sett.upper_bound)
SDP_problem, varP = SOS_problem_primal(elt, orderunit, orbit_data, upper_bound=sett.upper_bound)
@info Base.repr(SDP_problem)
@info "Logging solver's progress into $solverlog"

15
src/sos_sdps.jl
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@ -43,7 +43,7 @@ end
###############################################################################
function SOS_problem_dual(elt::GroupRingElem, order_unit::GroupRingElem;
upper_bound::Float64=Inf)
lower_bound::Float64=Inf)
@assert parent(elt) == parent(order_unit)
RG = parent(elt)
@ -54,9 +54,10 @@ function SOS_problem_dual(elt::GroupRingElem, order_unit::GroupRingElem;
@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)
if !isinf(lower_bound)
@variable(m, λ_ub_dual)
expr = dot(elt.coeffs, y) + upper_bound*λ_ub_dual
expr = dot(elt.coeffs, y) + lower_bound*λ_ub_dual
# @constraint m expr >= lower_bound
@objective m Min expr
else
@objective m Min dot(elt.coeffs, y)
@ -73,7 +74,7 @@ function SOS_problem_primal(X::GroupRingElem, orderunit::GroupRingElem;
JuMP.@variable(m, P[1:N, 1:N])
# SP = Symmetric(P)
JuMP.@constraint(m, sdp, P in PSDCone())
JuMP.@SDconstraint(m, sdp, P >= 0)
if iszero(aug(X)) && iszero(aug(orderunit))
JuMP.@constraint(m, augmentation, sum(P) == 0)
@ -97,15 +98,13 @@ function SOS_problem_primal(X::GroupRingElem, orderunit::GroupRingElem;
return m
end
const SOS_problem = SOS_problem_primal
###############################################################################
#
# Symmetrized SDP
#
###############################################################################
function SOS_problem(X::GroupRingElem, orderunit::GroupRingElem, data::OrbitData; upper_bound::Float64=Inf)
function SOS_problem_primal(X::GroupRingElem, orderunit::GroupRingElem, data::OrbitData; upper_bound::Float64=Inf)
Ns = size.(data.Uπs, 2)
m = JuMP.Model();
@ -113,7 +112,7 @@ function SOS_problem(X::GroupRingElem, orderunit::GroupRingElem, data::OrbitData
for (k,s) in enumerate(Ns)
Ps[k] = JuMP.@variable(m, [1:s, 1:s])
JuMP.@constraint(m, Ps[k] in PSDCone())
JuMP.@SDconstraint(m, Ps[k] >= 0)
end
if upper_bound < Inf

2
test/1812.03456.jl
View File

@ -100,7 +100,7 @@ end
end
function check_positivity(elt, Δ, orbit_data, upper_bound, warm=nothing; with_solver=with_SCS(20_000, accel=10))
SDP_problem, varP = PropertyT.SOS_problem(elt, Δ, orbit_data; upper_bound=upper_bound)
SDP_problem, varP = PropertyT.SOS_problem_primal(elt, Δ, orbit_data; upper_bound=upper_bound)
status, warm = PropertyT.solve(SDP_problem, with_solver, warm);
Base.Libc.flush_cstdio()