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PropertyT.jl/src/Orbit-wise.jl

203 lines
5.8 KiB
Julia

using JuMP
using SCS
export Settings, OrbitData
struct OrbitData{T<:AbstractArray{Float64, 2}}
orbits::Vector{Vector{Int}}
Uπs::Vector{T}
dims::Vector{Int}
end
function OrbitData(sett::Settings)
info("Loading Uπs, dims, orbits...")
Uπs = load(filename(prepath(sett), :Uπs), "Uπs")
nzros = [i for i in 1:length(Uπs) if size(Uπs[i],2) !=0]
Uπs = Uπs[nzros]
Uπs = map(x -> sparsify!(x, sett.tol/100, verbose=true), Uπs)
#dimensions of the corresponding πs:
dims = load(filename(prepath(sett), :Uπs), "dims")[nzros]
orbits = load(filename(prepath(sett), :orbits), "orbits");
return OrbitData(orbits, Uπs, dims)
end
include("OrbitDecomposition.jl")
dens(M::SparseMatrixCSC) = nnz(M)/length(M)
dens(M::AbstractArray) = countnz(M)/length(M)
function sparsify!{Tv,Ti}(M::SparseMatrixCSC{Tv,Ti}, eps=eps(Tv); verbose=false)
densM = dens(M)
for i in eachindex(M.nzval)
if abs(M.nzval[i]) < eps
M.nzval[i] = zero(Tv)
end
end
dropzeros!(M)
if verbose
info("Sparsified density:", rpad(densM, 20), "", rpad(dens(M), 20), " ($(nnz(M)) non-zeros)")
end
return M
end
function sparsify!{T}(M::AbstractArray{T}, eps=eps(T); verbose=false)
densM = dens(M)
if verbose
info("Sparsifying $(size(M))-matrix... ")
end
for n in eachindex(M)
if abs(M[n]) < eps
M[n] = zero(T)
end
end
if verbose
info("$(rpad(densM, 20))$(rpad(dens(M),20))), ($(countnz(M)) non-zeros)")
end
return sparse(M)
end
sparsify{T}(U::AbstractArray{T}, tol=eps(T); verbose=false) = sparsify!(deepcopy(U), tol, verbose=verbose)
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
function computeλandP(Δ::GroupRingElem, sett::Settings, ws=nothing; solverlog=tempname()*".log")
@time orbit_data = OrbitData(sett);
info("Creating SDP problem...")
SDP_problem, varλ, varP = SOS_problem(Δ^2, Δ, orbit_data, upper_bound=sett.upper_bound)
JuMP.setsolver(SDP_problem, sett.solver)
info(Base.repr(SDP_problem))
@time λ, P, ws = solve_SDP(SDP_problem, varλ, varP, ws, solverlog=solverlog)
fname = filename(fullpath(sett), :P)
save(joinpath(dirname(fname), "orig_"*basename(fname)), "origP", P)
info("Reconstructing P...")
preps = load_preps(filename(prepath(sett), :preps), sett.autS)
@time recP = reconstruct_sol(preps, orbit_data.Uπs, P, orbit_data.dims)
return λ, recP, ws
end
function load_preps(fname::String, G::Group)
lded_preps = load(fname, "perms_d")
permG = PermutationGroup(length(first(lded_preps)))
@assert length(lded_preps) == order(G)
return Dict(k=>permG(v) for (k,v) in zip(elements(G), lded_preps))
end
function save_preps(fname::String, preps)
autS = parent(first(keys(preps)))
save(fname, "perms_d", [preps[elt].d for elt in elements(autS)])
end
function check_property_T(sett::Settings)
ex(s::Symbol) = exists(filename(prepath(sett), s))
if ex(:pm) && ex()
# cached
Δ = loadLaplacian(prepath(sett), parent(sett.S[1]))
else
# compute
Δ = computeLaplacian(sett.S, sett.radius)
save(filename(prepath(sett), :pm), "pm", parent(Δ).pm)
save(filename(prepath(sett), ), "Δ", Δ.coeffs)
end
files_exist = ex.([:Uπs, :orbits, :preps])
if !all(files_exist)
compute_orbit_data(prepath(sett), parent(Δ), sett.autS)
end
files_exist = exists(filename(fullpath(sett), )) &&
exists(filename(fullpath(sett), :P))
if !sett.warmstart && files_exist
λ, P = loadλandP(fullpath(sett))
else
warmfile = filename(fullpath(sett), :warm)
if sett.warmstart && exists(warmfile)
ws = load(warmfile, "warmstart")
else
ws = nothing
end
λ, P, ws = computeλandP(Δ, sett, ws,
solverlog=filename(fullpath(sett), :solverlog))
saveλandP(fullpath(sett), λ, P, ws)
if λ < 0
warn("Solver did not produce a valid solution!")
end
end
info("λ = ")
info("sum(P) = $(sum(P))")
info("maximum(P) = $(maximum(P))")
info("minimum(P) = $(minimum(P))")
isapprox(eigvals(P), abs.(eigvals(P)), atol=sett.tol) ||
warn("The solution matrix doesn't seem to be positive definite!")
return interpret_results(sett.name, Δ, sett.radius, length(sett.S), λ, P)
end