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PropertyT.jl/src/sdps.jl
2017-03-13 14:49:55 +01:00

88 lines
2.5 KiB
Julia

using JuMP
import MathProgBase: AbstractMathProgSolver
function create_product_matrix(basis, limit)
product_matrix = zeros(Int, (limit,limit))
basis_dict = Dict{Array, Int}(x => i
for (i,x) in enumerate(basis))
for i in 1:limit
x_inv::eltype(basis) = inv(basis[i])
for j in 1:limit
w = x_inv*basis[j]
product_matrix[i,j] = basis_dict[w]
# index = findfirst(basis, w)
# index ≠ 0 || throw(ArgumentError("Product is not supported on basis: $w"))
# product_matrix[i,j] = index
end
end
return product_matrix
end
function constraints_from_pm(pm, total_length)
n = size(pm,1)
constraints = constraints = [Array{Int,1}[] for x in 1:total_length]
for j in 1:n
Threads.@threads for i in 1:n
idx = pm[i,j]
push!(constraints[idx], [i,j])
end
end
return constraints
end
constraints_from_pm(pm) = constraints_from_pm(pm, maximum(pm))
function splaplacian_coeff(S, basis, n=length(basis))
result = spzeros(n)
result[1] = float(length(S))
for s in S
ind = findfirst(basis, s)
result[ind] += -1.0
end
return result
end
function laplacian_coeff(S, basis)
return full(splaplacian_coeff(S,basis))
end
function create_SDP_problem(matrix_constraints, Δ::GroupAlgebraElement; upper_bound=Inf)
N = size(Δ.product_matrix,1)
const Δ² = Δ*Δ
@assert length(Δ) == length(matrix_constraints)
m = JuMP.Model();
JuMP.@variable(m, A[1:N, 1:N], SDP)
JuMP.@SDconstraint(m, A >= 0)
JuMP.@constraint(m, sum(A[i] for i in eachindex(A)) == 0)
JuMP.@variable(m, κ >= 0.0)
if upper_bound < Inf
JuMP.@constraint(m, κ <= upper_bound)
end
JuMP.@objective(m, Max, κ)
for (pairs, δ², δ) in zip(matrix_constraints, Δ².coefficients, Δ.coefficients)
JuMP.@constraint(m, sum(A[i,j] for (i,j) in pairs) == δ² - κ*δ)
end
return m
end
function solve_SDP(SDP_problem, solver)
@show SDP_problem
@show solver
JuMP.setsolver(SDP_problem, solver);
# @time MathProgBase.writeproblem(SDP_problem, "/tmp/SDP_problem")
solution_status = JuMP.solve(SDP_problem);
if solution_status != :Optimal
warn("The solver did not solve the problem successfully!")
end
@show solution_status
κ = JuMP.getvalue(JuMP.getvariable(SDP_problem, ))
A = JuMP.getvalue(JuMP.getvariable(SDP_problem, :A))
return κ, A
end