PropertyT.jl/src/SDPs.jl

76 lines
1.9 KiB
Julia

using JuMP
import MathProgBase: AbstractMathProgSolver
function constraints(pm, total_length=maximum(pm))
n = size(pm,1)
constraints = [Vector{Tuple{Int,Int}}() for _ in 1:total_length]
for j in 1:n
for i in 1:n
idx = pm[i,j]
push!(constraints[idx], (i,j))
end
end
return constraints
end
function splaplacian(RG::GroupRing, S, T::Type=Float64)
result = RG(T)
result[RG.group()] = T(length(S))
for s in S
result[s] -= one(T)
end
return result
end
function splaplacian{TT<:Ring}(RG::GroupRing{TT}, S, T::Type=Float64)
result = RG(T)
result[one(RG.group)] = T(length(S))
for s in S
result[s] -= one(T)
end
return result
end
function create_SDP_problem(Δ::GroupRingElem, matrix_constraints; upper_bound=Inf)
N = size(parent(Δ).pm, 1)
Δ² = Δ*Δ
@assert length(Δ.coeffs) == length(matrix_constraints)
m = JuMP.Model();
JuMP.@variable(m, P[1:N, 1:N])
JuMP.@SDconstraint(m, P >= 0)
JuMP.@constraint(m, sum(P[i] for i in eachindex(P)) == 0)
if upper_bound < Inf
JuMP.@variable(m, 0.0 <= λ <= upper_bound)
else
JuMP.@variable(m, λ >= 0)
end
for (pairs, δ², δ) in zip(matrix_constraints, Δ².coeffs, Δ.coeffs)
JuMP.@constraint(m, sum(P[i,j] for (i,j) in pairs) == δ² - λ*δ)
end
JuMP.@objective(m, Max, λ)
return m, λ, P
end
function solve_SDP(SDP_problem)
info(logger, Base.repr(SDP_problem))
o = redirect_stdout(solver_logger.handlers["solver_log"].io)
Base.Libc.flush_cstdio()
@logtime logger solution_status = MathProgBase.optimize!(SDP_problem.internalModel)
Base.Libc.flush_cstdio()
redirect_stdout(o)
if solution_status != :Optimal
warn(logger, "The solver did not solve the problem successfully!")
end
info(logger, solution_status)
return 0
end