Source code for optalg.opt_solver.problem_lin
#****************************************************#
# This file is part of OPTALG. #
# #
# Copyright (c) 2015-2017, Tomas Tinoco De Rubira. #
# #
# OPTALG is released under the BSD 2-clause license. #
#****************************************************#
import numpy as np
from .problem import OptProblem
from scipy.sparse import coo_matrix
[docs]class LinProblem(OptProblem):
"""
Linear problem class.
It represents problem of the form
minimize c^Tx
subject to Ax = b
l <= x <= u
"""
def __init__(self,c,A,b,l,u,x=None,lam=None,mu=None,pi=None):
"""
Linear program class.
Parameters
----------
c : vector
A : matrix
l : vector
u : vector
x : vector
"""
OptProblem.__init__(self)
self.c = c
self.A = coo_matrix(A)
self.b = b
self.u = u
self.l = l
self.n = self.get_num_primal_variables()
self.f = np.zeros(0)
self.J = coo_matrix((0,self.n))
self.H_combined = coo_matrix((self.n,self.n))
self.Hphi = coo_matrix((self.n,self.n))
self.gphi = self.c
self.x = x
self.lam = lam
self.mu = mu
self.pi = pi
# Check data
assert(c.size == self.n)
assert(c.size == A.shape[1])
assert(b.size == A.shape[0])
assert(u.size == l.size)
assert(u.size == c.size)
if x is not None:
assert(x.size == A.shape[1])
if lam is not None:
assert(lam.size == A.shape[0])
if mu is not None:
assert(mu.size == u.size)
if pi is not None:
assert(pi.size == u.size)
def eval(self,x):
self.phi = np.dot(self.c,x)
def show(self):
print('\nLP Problem')
print('----------')
print('A shape : (%d,%d)' %(self.A.shape[0],self.A.shape[1]))
print('A nnz : %.2f %%' %(100.*self.A.nnz/(self.A.shape[0]*self.A.shape[1])))