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cvxpy / tests / test_dgp.py
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import numpy as np
import scipy.sparse as sp

import cvxpy
from cvxpy.tests.base_test import BaseTest


class TestDgp(BaseTest):
    def test_product(self) -> None:
        x = cvxpy.Variable((), pos=True)
        y = cvxpy.Variable((), pos=True)
        prod = x * y
        self.assertTrue(prod.is_dgp())
        self.assertTrue(prod.is_log_log_convex())
        self.assertTrue(prod.is_log_log_concave())

        prod *= prod
        self.assertTrue(prod.is_dgp())
        self.assertTrue(prod.is_log_log_convex())
        self.assertTrue(prod.is_log_log_concave())

        prod *= 5.0
        self.assertTrue(prod.is_dgp())
        self.assertTrue(prod.is_log_log_convex())
        self.assertTrue(prod.is_log_log_concave())

        prod *= -5.0
        self.assertTrue(not prod.is_dgp())
        self.assertTrue(not prod.is_log_log_convex())
        self.assertTrue(not prod.is_log_log_concave())

    def test_product_with_unconstrained_variables_is_not_dgp(self) -> None:
        x = cvxpy.Variable()
        y = cvxpy.Variable()
        prod = x * y
        self.assertTrue(not prod.is_dgp())
        self.assertTrue(not prod.is_log_log_convex())
        self.assertTrue(not prod.is_log_log_concave())

        z = cvxpy.Variable((), pos=True)
        prod = x * z
        self.assertTrue(not prod.is_dgp())
        self.assertTrue(not prod.is_log_log_convex())
        self.assertTrue(not prod.is_log_log_concave())

    def test_division(self) -> None:
        x = cvxpy.Variable(pos=True)
        y = cvxpy.Variable(pos=True)
        div = x / y

        self.assertTrue(div.is_log_log_affine())

        posynomial = 5.0 * x * y + 1.2 * y * y
        div = x / y
        self.assertTrue(div.is_log_log_affine())

        div = posynomial / (3.0 * x * y**(-0.1))
        self.assertTrue(div.is_log_log_convex())
        self.assertFalse(div.is_log_log_concave())
        self.assertTrue(div.is_dgp())

        div = posynomial / (3.0 * x + y)
        self.assertFalse(div.is_log_log_convex())
        self.assertFalse(div.is_log_log_concave())
        self.assertFalse(div.is_dgp())

    def test_add(self) -> None:
        x = cvxpy.Variable(pos=True)
        y = cvxpy.Variable(pos=True)
        expr = x + y
        self.assertTrue(expr.is_dgp())
        self.assertTrue(expr.is_log_log_convex())
        self.assertTrue(not expr.is_log_log_concave())

        posynomial = 5.0 * x * y + 1.2 * y * y
        self.assertTrue(posynomial.is_dgp())
        self.assertTrue(posynomial.is_log_log_convex())

    def test_add_with_unconstrained_variables_is_not_dgp(self) -> None:
        x = cvxpy.Variable()
        y = cvxpy.Variable(pos=True)
        expr = x + y
        self.assertTrue(not expr.is_dgp())
        self.assertTrue(not expr.is_log_log_convex())
        self.assertTrue(not expr.is_log_log_concave())

        posynomial = 5.0 * x * y + 1.2 * y * y
        self.assertTrue(not posynomial.is_dgp())
        self.assertTrue(not posynomial.is_log_log_convex())
        self.assertTrue(not posynomial.is_log_log_concave())

    def test_monomials(self) -> None:
        x = cvxpy.Variable(pos=True)
        y = cvxpy.Variable(pos=True)
        z = cvxpy.Variable(pos=True)
        monomial = 5.0 * (x ** 0.1) * y ** (-0.1) * z ** (3)
        self.assertTrue(monomial.is_dgp())
        self.assertTrue(monomial.is_log_log_convex())
        self.assertTrue(monomial.is_log_log_concave())

        monomial *= -1.0
        self.assertTrue(not monomial.is_dgp())
        self.assertTrue(not monomial.is_log_log_convex())
        self.assertTrue(not monomial.is_log_log_concave())

    def test_maximum(self) -> None:
        x = cvxpy.Variable(pos=True)
        y = cvxpy.Variable(pos=True)
        z = cvxpy.Variable(pos=True)
        monomial = 5.0 * (x ** 0.1) * y ** (-0.1) * z ** (3)
        posynomial = 5.0 * x * y + 1.2 * y * y
        another_posynomial = posynomial * posynomial
        expr = cvxpy.maximum(monomial, posynomial, another_posynomial)
        self.assertTrue(expr.is_dgp())
        self.assertTrue(expr.is_log_log_convex())
        self.assertTrue(not expr.is_log_log_concave())

        expr = posynomial * expr
        self.assertTrue(expr.is_dgp())
        self.assertTrue(expr.is_log_log_convex())
        self.assertTrue(not expr.is_log_log_concave())

        expr = posynomial * expr + expr
        self.assertTrue(expr.is_dgp())
        self.assertTrue(expr.is_log_log_convex())

    def test_minimum(self) -> None:
        x = cvxpy.Variable(pos=True)
        y = cvxpy.Variable(pos=True)
        z = cvxpy.Variable(pos=True)
        monomial = 5.0 * (x ** 0.1) * y ** (-0.1) * z ** (3)
        posynomial = 5.0 * x * y + 1.2 * y * y
        another_posynomial = posynomial * posynomial
        expr = cvxpy.minimum(monomial, 1 / posynomial, 1 / another_posynomial)
        self.assertTrue(expr.is_dgp())
        self.assertTrue(not expr.is_log_log_convex())
        self.assertTrue(expr.is_log_log_concave())

        expr = (1 / posynomial) * expr
        self.assertTrue(expr.is_dgp())
        self.assertTrue(not expr.is_log_log_convex())
        self.assertTrue(expr.is_log_log_concave())

        expr = expr ** 2
        self.assertTrue(expr.is_dgp())
        self.assertTrue(not expr.is_log_log_convex())
        self.assertTrue(expr.is_log_log_concave())

    def test_constant(self) -> None:
        x = cvxpy.Constant(1.0)
        self.assertTrue(x.is_dgp())
        self.assertFalse((-1.0*x).is_dgp())

    def test_geo_mean(self) -> None:
        x = cvxpy.Variable(3, pos=True)
        p = [1, 2, 0.5]
        geo_mean = cvxpy.geo_mean(x, p)
        self.assertTrue(geo_mean.is_dgp())
        self.assertTrue(geo_mean.is_log_log_affine())
        self.assertTrue(geo_mean.is_log_log_convex())
        self.assertTrue(geo_mean.is_log_log_concave())

    def test_builtin_sum(self) -> None:
        x = cvxpy.Variable(2, pos=True)
        self.assertTrue(sum(x).is_log_log_convex())

    def test_gmatmul(self) -> None:
        x = cvxpy.Variable(2, pos=True)
        A = cvxpy.Variable((2, 2))
        with self.assertRaises(Exception) as cm:
            cvxpy.gmatmul(A, x)
        self.assertTrue(str(cm.exception) ==
                        "gmatmul(A, X) requires that A be constant.")

        x = cvxpy.Variable(2)
        A = np.ones((4, 2))
        with self.assertRaises(Exception) as cm:
            cvxpy.gmatmul(A, x)
        self.assertTrue(str(cm.exception) ==
                        "gmatmul(A, X) requires that X be positive.")

        x = cvxpy.Variable(3, pos=True)
        A = np.ones((4, 3))
        gmatmul = cvxpy.gmatmul(A, x)
        self.assertTrue(gmatmul.is_dgp())
        self.assertTrue(gmatmul.is_log_log_affine())
        self.assertTrue(gmatmul.is_log_log_convex())
        self.assertTrue(gmatmul.is_log_log_concave())
        self.assertTrue(gmatmul.is_nonneg())
        self.assertTrue(gmatmul.is_incr(0))
        self.assertTrue(cvxpy.gmatmul(-A, x).is_decr(0))

        x = cvxpy.Variable((2, 3), pos=True)
        A = np.array([[2., -1.], [0., 3.]])
        gmatmul = cvxpy.gmatmul(A, x)
        self.assertTrue(gmatmul.is_dgp())
        self.assertTrue(gmatmul.is_log_log_affine())
        self.assertTrue(gmatmul.is_log_log_convex())
        self.assertTrue(gmatmul.is_log_log_concave())
        self.assertFalse(gmatmul.is_incr(0))
        self.assertFalse(gmatmul.is_decr(0))

    def test_power_sign(self) -> None:
        x = cvxpy.Variable(pos=True)
        self.assertTrue((x**1).is_nonneg())
        self.assertFalse((x**1).is_nonpos())

    def test_sparse_constant_not_allowed(self) -> None:
        sparse_matrix = cvxpy.Constant(sp.csc_matrix(np.array([1.0, 2.0])))
        self.assertFalse(sparse_matrix.is_log_log_constant())