import numpy as np from scipy import sparse import utils.codegen_utils as cu # Set numpy seed for reproducibility np.random.seed(2) # Define tests n = 5 m = 8 test_form_KKT_n = n test_form_KKT_m = m p = 0.7 test_form_KKT_A = sparse.random(test_form_KKT_m, test_form_KKT_n, density=p, format='csc') test_form_KKT_P = sparse.random(n, n, density=p) test_form_KKT_P = test_form_KKT_P.dot(test_form_KKT_P.T).tocsc() + sparse.eye(n, format='csc') test_form_KKT_Pu = sparse.triu(test_form_KKT_P, format='csc') test_form_KKT_rho = 1.6 test_form_KKT_sigma = 0.1 test_form_KKT_KKT = sparse.vstack([ sparse.hstack([test_form_KKT_P + test_form_KKT_sigma * sparse.eye(test_form_KKT_n), test_form_KKT_A.T]), sparse.hstack([test_form_KKT_A, -1./test_form_KKT_rho * sparse.eye(test_form_KKT_m)]) ], format='csc') test_form_KKT_KKTu = sparse.triu(test_form_KKT_KKT, format='csc') # Create new P, A and KKT test_form_KKT_A_new = test_form_KKT_A.copy() test_form_KKT_A_new.data += np.random.randn(test_form_KKT_A_new.nnz) test_form_KKT_Pu_new = test_form_KKT_Pu.copy() test_form_KKT_Pu_new.data += 0.1 * np.random.randn(test_form_KKT_Pu_new.nnz) test_form_KKT_P_new = test_form_KKT_Pu_new + test_form_KKT_Pu_new.T - sparse.diags(test_form_KKT_Pu_new.diagonal()) test_form_KKT_KKT_new = sparse.vstack([ sparse.hstack([test_form_KKT_P_new + test_form_KKT_sigma * sparse.eye(test_form_KKT_n), test_form_KKT_A_new.T]), sparse.hstack([test_form_KKT_A_new, -1./test_form_KKT_rho * sparse.eye(test_form_KKT_m)]) ], format='csc') test_form_KKT_KKTu_new = sparse.triu(test_form_KKT_KKT_new, format='csc') # Test solve problem with initial P and A test_solve_P = test_form_KKT_P.copy() test_solve_Pu = test_form_KKT_Pu.copy() test_solve_q = np.random.randn(n) test_solve_A = test_form_KKT_A.copy() test_solve_l = -30 + np.random.randn(m) test_solve_u = 30 + np.random.randn(m) # Define new P test_solve_P_new = test_form_KKT_P_new.copy() test_solve_Pu_new = test_form_KKT_Pu_new.copy() # Define new A test_solve_A_new = test_form_KKT_A_new.copy() # Generate test data and solutions data = {'test_form_KKT_n': test_form_KKT_n, 'test_form_KKT_m': test_form_KKT_m, 'test_form_KKT_A': test_form_KKT_A, 'test_form_KKT_Pu': test_form_KKT_Pu, 'test_form_KKT_rho': test_form_KKT_rho, 'test_form_KKT_sigma': test_form_KKT_sigma, 'test_form_KKT_KKT': test_form_KKT_KKT, 'test_form_KKT_KKTu': test_form_KKT_KKTu, 'test_form_KKT_A_new': test_form_KKT_A_new, 'test_form_KKT_Pu_new': test_form_KKT_Pu_new, 'test_form_KKT_KKT_new': test_form_KKT_KKT_new, 'test_form_KKT_KKTu_new': test_form_KKT_KKTu_new, 'test_solve_Pu': test_solve_Pu, 'test_solve_q': test_solve_q, 'test_solve_A': test_solve_A, 'test_solve_l': test_solve_l, 'test_solve_u': test_solve_u, 'n': n, 'm': m, 'test_solve_x': np.array([-0.34967513, 1.20460722, -0.46259805, 0.59083905, -0.87685541]), 'test_solve_y': np.zeros(m), 'test_solve_obj_value': -1.7665127080483103, 'test_solve_status': 'optimal', 'test_solve_Pu_new': test_solve_Pu_new, 'test_solve_P_new_x': np.array([-0.28228879, 1.3527703, -0.69277181, 0.82445911, -1.11688134]), 'test_solve_P_new_y': np.zeros(m), 'test_solve_P_new_obj_value': -2.1490899311728526, 'test_solve_P_new_status': 'optimal', 'test_solve_A_new': test_solve_A_new, 'test_solve_A_new_x': np.array([-0.34967513, 1.20460722, -0.46259805, 0.59083905, -0.87685541]), 'test_solve_A_new_y': np.zeros(m), 'test_solve_A_new_obj_value': -1.7665127080484808, 'test_solve_A_new_status': 'optimal', 'test_solve_P_A_new_x': np.array([-0.28228879, 1.3527703, -0.69277181, 0.82445911, -1.11688134]), 'test_solve_P_A_new_y': np.zeros(m), 'test_solve_P_A_new_obj_value': -2.1490899311726253, 'test_solve_P_A_new_status': 'optimal' } # Generate test data cu.generate_data('update_matrices', data)