sdpa-python 0.2.2__cp313-cp313-win_amd64.whl

sdpap/param.py

@@ -0,0 +1,366 @@
+#!/usr/bin/env python
+"""
+SDPA solver parameters
+This file is a component of SDPAP
+Copyright (C) 2010-2022 SDPA Project
+
+This program is free software; you can redistribute it and/or modify
+it under the terms of the GNU General Public License as published by
+the Free Software Foundation; either version 2 of the License, or
+(at your option) any later version.
+
+This program is distributed in the hope that it will be useful,
+but WITHOUT ANY WARRANTY; without even the implied warranty of
+MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+GNU General Public License for more details.
+
+You should have received a copy of the GNU General Public License along
+with this program; if not, write to the Free Software Foundation, Inc.,
+51 Franklin Street, Fifth Floor, Boston, MA 02110-1301 USA.
+
+December 2010: Originally written by Kenta Kato
+"""
+
+__all__ = ['param']
+
+import multiprocessing # for cpu count
+
+def param(option=None, gmp_backend=False):
+    """Create SDPAP parameters
+
+    Args:
+      option: A dictionary for parameters.
+        example:
+          {'epsilonStar':1.0e-7, 'epsilonDash':1.0e-5}
+
+    Returns:
+      option: A dictionary of parameters. Each field is as follows:
+        * maxIteration: The maximum number of iterations.
+        * epsilonStar: The accuracy of an approximate optimal solution
+            for primal and dual SDP.
+        * lambdaStar: An initial point.
+        * omegaStar: The search region for an optimal solution.
+        * lowerBound: Lower bound of the minimum objective value of
+            the primal SDP.
+        * upperBound: Upper bound of the maximum objective value of
+            the dual SDP
+        * betaStar: The parameter for controlling the search direction
+            if the current point is feasible.
+        * betaBar: The parameter for controlling the search direction
+            if the current point is infeasible.
+        * gammaStar: A reduction factor for the primal and dual step lengths.
+        * epsilonDash: The relative accuracy of an approximate optimal
+            solution between primal and dual SDP.
+        * isSymmetric: The flag for the checking the symmetricity of input
+            matrices. (False => no check, True => check)
+        * isDimacs: The flag to compute DIMACS ERROR
+            (False => no computation, True => computation)
+        * xPrint: default %+8.3e, NOPRINT skips printout
+        * yPrint: default %+8.3e, NOPRINT skips printout
+        * sPrint: default %+8.3e, NOPRINT skips printout
+        * infPrint: default %+10.16e, NOPRINT skips printout
+        * print: Destination of file output.
+            the default setting is stdout by 'display'.
+            If print is set 'no' or empty, no message is print out
+        * resultFile: Destination of detail file output
+        * sdpaResult: Destination of file output for SDPA result
+        * numThreads: Number of Threads for internal computation
+        * convMethod: Conversion method from CLP to LMI or EQ standard form
+
+        The following parameters are for Exploiting sparsity algorithm.
+        * domainMethod: Algorithm option for domain space. Parameter is:
+            'none': Exploiting no sparsity in the domain space
+            'clique': Applying dconv_cliquetree
+            'basis': Applying dconv_basisrep
+        * rangeMethod: Algorithm option for range space. Parameter is:
+            'none': Exploiting no sparsity in the range space
+            'clique': Applying rconv_cliquetree
+            'decomp': Applying rconv_matdecomp
+
+        The following parameters are for Free variables elimination.
+        * frvMethod: The method to eliminate free variables
+                       ('split' or 'elimination')
+        * rho: The parameter of range in split method or
+                 pivoting in elimination method
+        * zeroPoint: The zero point of matrix operation,
+            determine unboundness, or LU decomposition
+
+
+        One recommended choice of Exploiting sparsity parameters:
+          domain = 'clique'
+          range  = 'decomp'
+          convMethod = 'EQ'
+        The other recommended choice of parameters:
+          domain = 'basis'
+          range  = 'clique'
+          convMethod = 'LMI'
+    """
+
+    # Default parameter
+    option0 = {
+        'maxIteration': 100,
+        'epsilonStar': 1.0E-7,
+        'lambdaStar': 1.0E2,
+        'omegaStar': 2.0,
+        'lowerBound': -1.0E5,
+        'upperBound': 1.0E5,
+        'betaStar': 0.1,
+        'betaBar': 0.2,
+        'gammaStar': 0.9,
+        'epsilonDash': 1.0E-7,
+        'mpfPrecision': 200,
+        'isSymmetric': False,
+        'isDimacs': False,
+        'xPrint': '%+18.12Fe' if gmp_backend else '%+8.3e',
+        'yPrint': '%+18.12Fe' if gmp_backend else '%+8.3e',
+        'sPrint': '%+18.12Fe' if gmp_backend else '%+8.3e',
+        'infPrint': '%+10.16e',
+        'print': 'display',
+        'resultFile': '',
+        'sdpaResult': '',
+        'numThreads': multiprocessing.cpu_count(), # Max Avialable Number
+        'frvMethod': 'split',  # 'split' or 'elimination'
+        'convMethod': 'LMI',    # 'LMI' or 'EQ'
+        'domainMethod': 'none',  # 'none' or 'clique' or 'basis'
+        'rangeMethod': 'none',  # 'none' or 'clique' or 'decomp'
+        'rho': 0.0,
+        'zeroPoint': 1.0E-12
+        }
+
+    if option == None:
+        return option0
+    if not isinstance(option, dict):
+        print("Input parameter is not dictionary.\n"
+              "Default parameter is set.")
+        return option0
+
+    if 'maxIteration' not in option:
+        option['maxIteration'] = option0['maxIteration']
+    elif not isinstance(option['maxIteration'], int):
+        print("option.maxIteration must be integer.\n"
+              "Default value is set.")
+        option['maxIteration'] = option0['maxIteration']
+
+    if 'epsilonStar' not in option:
+        option['epsilonStar'] = option0['epsilonStar']
+    elif not isinstance(option['epsilonStar'], float):
+        print("option.epsilonStar must be float.\n"
+              "Default value is set.")
+        option['epsilonStar'] = option0['epsilonStar']
+
+    if 'lambdaStar' not in option:
+        option['lambdaStar'] = option0['lambdaStar'];
+    elif not isinstance(option['lambdaStar'], float):
+        print("option.lambdaStar must be float.\n"
+              "Default value is set.")
+        option['lambdaStar'] = option0['lambdaStar']
+
+    if 'omegaStar' not in option:
+        option['omegaStar'] = option0['omegaStar']
+    elif not isinstance(option['omegaStar'], float):
+        print("option.omegaStar must be float.\n"
+              "Default value is set.")
+        option['omegaStar'] = option0['omegaStar']
+
+    if 'lowerBound' not in option:
+        option['lowerBound'] = option0['lowerBound']
+    elif not isinstance(option['lowerBound'], float):
+        print("option.lowerBound must be float.\n"
+              "Default value is set.")
+        option['lowerBound'] = option0['lowerBound']
+
+    if 'upperBound' not in option:
+        option['upperBound'] = option0['upperBound']
+    elif not isinstance(option['upperBound'], float):
+        print("option. must be float.\n"
+              "Default value is set.")
+        option['upperBound'] = option0['upperBound']
+
+    if 'betaStar' not in option:
+        option['betaStar'] = option0['betaStar']
+    elif not isinstance(option['betaStar'], float):
+        print("option. must be float.\n"
+              "Default value is set.")
+        option['betaStar'] = option0['betaStar']
+
+    if 'betaBar' not in option:
+        option['betaBar'] = option0['betaBar']
+    elif not isinstance(option['betaBar'], float):
+        print("option.betaBar must be float.\n"
+              "Default value is set.")
+        option['betaBar'] = option0['betaBar']
+
+    if 'gammaStar' not in option:
+        option['gammaStar'] = option0['gammaStar']
+    elif not isinstance(option['gammaStar'], float):
+        print("option.gammaStar must be float.\n"
+              "Default value is set.")
+        option['gammaStar'] = option0['gammaStar']
+
+    if 'epsilonDash' not in option:
+        option['epsilonDash'] = option0['epsilonDash']
+    elif not isinstance(option['epsilonDash'], float):
+        print("option.epsilonDash must be float.\n"
+              "Default value is set.")
+        option['epsilonDash'] = option0['epsilonDash']
+
+    if 'mpfPrecision' not in option:
+        option['mpfPrecision'] = option0['mpfPrecision']
+    elif not isinstance(option['mpfPrecision'], int):
+        print("option.mpfPrecision must be integer.\n"
+              "Default value is set.")
+        option['mpfPrecision'] = option0['mpfPrecision']
+
+    if 'searchDir' in option:
+        print("Parameter *searchDir* is no longer supported.\n"
+              "HRVW/KSH/M is automatically used.")
+
+    if 'isSymmetric' not in option:
+        option['isSymmetric'] = option0['isSymmetric']
+    elif not isinstance(option['isSymmetric'], bool):
+        print("option.isSymmetric must be bool.\n"
+              "Default value is set.")
+        option['isSymmetric'] = option0['isSymmetric']
+
+    if 'isDimacs' not in option:
+        option['isDimacs'] = option0['isDimacs']
+    elif not isinstance(option['isDimacs'], bool):
+        print("option.isDimacs must be bool.\n"
+              "Default value is set.")
+        option['isDimacs'] = option0['isDimacs']
+
+    if 'xPrint' not in option:
+        option['xPrint'] = option0['xPrint']
+    elif not isinstance(option['xPrint'], str):
+        print("option.xPrint must be string.\n"
+              "Default value is set.")
+        option['xPrint'] = option0['xPrint']
+
+    if 'yPrint' not in option:
+        option['yPrint'] = option0['yPrint']
+    elif not isinstance(option['yPrint'], str):
+        print("option.YPrint must be string.\n"
+              "Default value is set.")
+        option['yPrint'] = option0['yPrint']
+
+    if 'sPrint' not in option:
+        option['sPrint'] = option0['sPrint']
+    elif not isinstance(option['sPrint'], str):
+        print("option.sPrint must be string.\n"
+              "Default value is set.")
+        option['sPrint'] = option0['sPrint']
+
+    if 'infPrint' not in option:
+        option['infPrint'] = option0['infPrint']
+    elif not isinstance(option['infPrint'], str):
+        print("option.infPrint must be string.\n"
+              "Default value is set.")
+        option['infPrint'] = option0['infPrint']
+
+    if 'print' not in option:
+        option['print']=option0['print']
+    elif len(option['print']) == 0:
+        option['print'] = 'no'
+    elif not isinstance(option['print'], str):
+        print("option.print must be string.\n"
+              "Default value is set.\n"
+              "*** option.print must be string for FILE. ***\n"
+              "  \"display\" is for stdout.\n"
+              "  \"no\" or empty is for skip message.\n"
+              "  filename is filename in which message will be written.\n"
+              "*** option.print must be string for FILE. ***")
+        option['print'] = option0['print']
+
+    if 'resultFile' not in option or len(option['resultFile']) == 0:
+        option['resultFile'] = option0['resultFile']
+    elif not isinstance(option['resultFile'], str):
+        print("option.resultFile must be string.\n"
+              "Default value is set.")
+        option['resultFile'] = option0['resultFile']
+
+    if 'sdpaResult' not in option or len(option['sdpaResult']) == 0:
+        option['sdpaResult'] = option0['sdpaResult']
+    elif not isinstance(option['sdpaResult'], str):
+        print("option.sdpaResult must be string.\n"
+              "Default value is set.")
+        option['sdpaResult'] = option0['sdpaResult']
+
+    if 'numThreads' not in option:
+        option['numThreads'] = option0['numThreads']
+    elif not isinstance(option['numThreads'], int):
+        print("option.numThreads must be integer.\n"
+              "Default value is set.")
+        option['numThreads'] = option0['numThreads']
+
+    if 'frvMethod' not in option:
+        option['frvMethod'] = option0['frvMethod']
+    elif len(option['frvMethod']) == 0:
+        option['frvMethod'] = option0['frvMethod']
+    elif not isinstance(option['frvMethod'], str):
+        print("option.frvMethod must be 'split' or 'elimination'.\n"
+              "Default value is set.")
+        option['frvMethod'] = option0['frvMethod']
+    elif (option['frvMethod'] != 'split' and
+          option['frvMethod'] != 'elimination'):
+        print("option.frvMethod must be \"split\" or \"elimination\".\n"
+              "Default value is set.")
+        option['frvMethod'] = option0['frvMethod']
+
+    if 'convMethod' not in option:
+        option['convMethod'] = option0['convMethod']
+    elif len(option['convMethod']) == 0:
+        option['convMethod'] = option0['convMethod']
+    elif not isinstance(option['convMethod'], str):
+        print("option.convMethod must be 'LMI' or 'EQ'.\n"
+              "Default value is set.")
+        option['convMethod'] = option0['convMethod']
+    elif option['convMethod'] != 'LMI' and option['convMethod'] != 'EQ':
+        print("option.toSedumi must be 'LMI' or 'EQ'.\n"
+              "Default value is set.")
+        option['convMethod'] = option0['convMethod']
+
+    if 'domainMethod' not in option:
+        option['domainMethod'] = option0['domainMethod']
+    elif len(option['domainMethod']) == 0:
+        option['domainMethod'] = option0['domainMethod']
+    elif isinstance(option['domainMethod'], str) == False:
+        print("option.domainMethod must be 'none' or 'clique' or 'basis'.\n"
+              "Default parameter is set.")
+        option['domainMethod'] = option0['domainMethod']
+    elif option['domainMethod'] != 'none' and \
+             option['domainMethod'] != 'clique' and \
+             option['domainMethod'] != 'basis':
+        print("option.domainMethod must be 'none' or 'clique' or 'basis'.\n"
+              "Default parameter is set.")
+        option['domainMethod'] = option0['domainMethod']
+
+    if 'rangeMethod' not in option:
+        option['rangeMethod'] = option0['rangeMethod']
+    elif len(option['rangeMethod']) == 0:
+        option['rangeMethod'] = option0['rangeMethod']
+    elif isinstance(option['rangeMethod'], str) == False:
+        print("option.rangeMethod must be 'none' or 'clique' or 'decomp'.\n"
+              "Default parameter is set.")
+        option['rangeMethod'] = option0['rangeMethod']
+    elif option['rangeMethod'] != 'none' and \
+             option['rangeMethod'] != 'clique' and \
+             option['rangeMethod'] != 'decomp':
+        print("option.rangeMethod must be 'none' or 'clique' or 'decomp'.\n"
+              "Default parameter is set.")
+        option['rangeMethod'] = option0['rangeMethod']
+
+    if 'rho' not in option:
+        option['rho'] = option0['rho']
+    elif not isinstance(option['rho'], float):
+        print("option.rho must be float.\n"
+              "Default value is set.")
+        option['rho'] = option0['rho']
+
+    if 'zeroPoint' not in option:
+        option['zeroPoint'] = option0['zeroPoint']
+    elif not isinstance(option['zeroPoint'], float):
+        print("option.zeroPoint must be float.\n"
+              "Default value is set.")
+        option['zeroPoint'] = option0['zeroPoint']
+
+    return option

sdpap/sdpacall/__init__.py

@@ -0,0 +1,24 @@
+"""
+This file is a component of SDPAP
+Copyright (C) 2010-2022 SDPA Project
+
+This program is free software; you can redistribute it and/or modify
+it under the terms of the GNU General Public License as published by
+the Free Software Foundation; either version 2 of the License, or
+(at your option) any later version.
+
+This program is distributed in the hope that it will be useful,
+but WITHOUT ANY WARRANTY; without even the implied warranty of
+MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+GNU General Public License for more details.
+
+You should have received a copy of the GNU General Public License along
+with this program; if not, write to the Free Software Foundation, Inc.,
+51 Franklin Street, Fifth Floor, Boston, MA 02110-1301 USA.
+
+December 2010: Originally written by Kenta Kato
+"""
+
+from .sdpacall import *
+
+__all__ = filter(lambda s:not s.startswith('_'),dir())

sdpap/sdpacall/sdpacall.py

@@ -0,0 +1,71 @@
+#!/usr/bin/env python
+"""
+Routines to convert to MatData and call SDPA (C API)
+This file is a component of SDPAP
+Copyright (C) 2010-2022 SDPA Project
+
+This program is free software; you can redistribute it and/or modify
+it under the terms of the GNU General Public License as published by
+the Free Software Foundation; either version 2 of the License, or
+(at your option) any later version.
+
+This program is distributed in the hope that it will be useful,
+but WITHOUT ANY WARRANTY; without even the implied warranty of
+MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+GNU General Public License for more details.
+
+You should have received a copy of the GNU General Public License along
+with this program; if not, write to the Free Software Foundation, Inc.,
+51 Franklin Street, Fifth Floor, Boston, MA 02110-1301 USA.
+
+December 2010: Originally written by Kenta Kato
+"""
+
+__all__ = ['solve_sdpa']
+
+from . import sdpa
+from sdpap.matdata import MatData
+from sdpap.symcone import SymCone
+from scipy.sparse import csr_matrix
+from scipy import sparse
+from numpy import array
+
+def get_backend_info():
+  return sdpa.get_backend_info()
+
+def solve_sdpa(A, b, c, K, option):
+    """Solve SDP with sdpa
+
+    Args:
+      A, b, c: Sparse matrix which denotes SDP problem
+      K: SymCone
+      option: Dictionary of option parameters
+
+    Returns:
+      A tuple (x, y, info). Each members are:
+        x: Primal result
+        y: Dual result
+        info: Result SDPA information
+    """
+    At = (A.T).tocsc()
+    At.sort_indices()
+    if not sparse.isspmatrix_csc(b):
+        b = b.tocsc()
+    if not sparse.isspmatrix_csc(c):
+        c = c.tocsc()
+    b.sort_indices()
+    c.sort_indices()
+    data_At = MatData(At)
+    data_b = MatData(b)
+    data_c = MatData(c)
+    dict_K = K.todict()
+
+    data_x, data_y, data_s, info = sdpa.sedumiwrap(data_At, data_b, data_c,
+                                                   dict_K, option)
+
+    x = csr_matrix(array(data_x)).T
+    y = csr_matrix(array(data_y)).T
+    s = csr_matrix(array(data_s)).T
+
+    return x, y, s, info
+