Repository URL to install this package:
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Version:
1.2.1 ▾
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"""
Copyright 2017 Fair Isaac Corp.
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.
"""
from collections import namedtuple
from cvxpy.problems.problem import Problem
from cvxpy.utilities.deterministic import unique_list
# Used in self._cached_data to check if problem's objective or constraints have
# changed.
CachedProblem = namedtuple('CachedProblem', ['objective', 'constraints'])
# Used by pool.map to send solve result back.
SolveResult = namedtuple(
'SolveResult', ['opt_value', 'status', 'primal_values', 'dual_values'])
class XpressProblem (Problem):
"""A convex optimization problem associated with the Xpress Optimizer
Attributes
----------
objective : Minimize or Maximize
The expression to minimize or maximize.
constraints : list
The constraints on the problem variables.
"""
# The solve methods available.
REGISTERED_SOLVE_METHODS = {}
def __init__(self, objective, constraints=None) -> None:
super(XpressProblem, self).__init__(objective, constraints)
self._iis = None
def _reset_iis(self) -> None:
"""Clears the iis information
"""
self._iis = None
self._transferRow = None
def __repr__(self) -> str:
return "XpressProblem(%s, %s)" % (repr(self.objective),
repr(self.constraints))
def __neg__(self) -> "XpressProblem":
return XpressProblem(-self.objective, self.constraints)
def __add__(self, other):
if other == 0:
return self
elif not isinstance(other, XpressProblem):
raise NotImplementedError()
return XpressProblem(self.objective + other.objective,
unique_list(self.constraints + other.constraints))
def __sub__(self, other):
if not isinstance(other, XpressProblem):
raise NotImplementedError()
return XpressProblem(self.objective - other.objective,
unique_list(self.constraints + other.constraints))
def __mul__(self, other):
if not isinstance(other, (int, float)):
raise NotImplementedError()
return XpressProblem(self.objective * other, self.constraints)
def __div__(self, other):
if not isinstance(other, (int, float)):
raise NotImplementedError()
return XpressProblem(self.objective * (1.0 / other), self.constraints)