Repository URL to install this package:
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Version:
1.2.1 ▾
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"""
Copyright 2013 Steven Diamond
Licensed under the Apache License, Version 2.0 (the "License");
you may not use this file except in compliance with the License.
You may obtain a copy of the License at
http://www.apache.org/licenses/LICENSE-2.0
Unless required by applicable law or agreed to in writing, software
distributed under the License is distributed on an "AS IS" BASIS,
WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
See the License for the specific language governing permissions and
limitations under the License.
"""
import cvxopt
from cvxpy import Minimize, Problem, Variable, log
cvxopt.solvers.options['show_progress'] = False
# create problem data
m, n = 5, 10
A = cvxopt.normal(m,n)
tmp = cvxopt.uniform(n,1)
b = A*tmp
x = Variable(n)
p = Problem(
Minimize(-sum(log(x))),
[A*x == b]
)
status = p.solve()
cvxpy_x = x.value
def acent(A, b):
m, n = A.size
def F(x=None, z=None):
if x is None: return 0, cvxopt.matrix(1.0, (n,1))
if min(x) <= 0.0: return None
f = -sum(cvxopt.log(x))
Df = -(x**-1).T
if z is None: return f, Df
H = cvxopt.spdiag(z[0] * x**-2)
return f, Df, H
sol = cvxopt.solvers.cp(F, A=A, b=b)
return sol['x'], sol['primal objective']
x, obj = acent(A,b)
cvxopt_x = x
if isinstance(status, (float, int)):
print("difference in solution:", sum((cvxopt_x - cvxpy_x)**2))
print("difference in objective:", abs(obj - status))
else:
print("Generated infeasible problem")
print(" ", status)