generate_problem.py 764 B

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  1. import numpy as np
  2. from scipy import sparse
  3. import scipy as sp
  4. import utils.codegen_utils as cu
  5. # Set numpy seed for reproducibility
  6. np.random.seed(2)
  7. n = 50
  8. m = 150
  9. # Generate random Matrices
  10. Pt = sparse.random(n, n)
  11. P = Pt.T.dot(Pt) + sparse.eye(n)
  12. P = sparse.triu(P, format='csc')
  13. q = sp.randn(n)
  14. A = sparse.random(m, n).tolil() # Lil for efficiency
  15. u = 3 + sp.randn(m)
  16. l = -3 + sp.randn(m)
  17. # Make random problem primal infeasible
  18. A[int(n/2), :] = A[int(n/2)+1, :]
  19. l[int(n/2)] = u[int(n/2)+1] + 10 * sp.rand()
  20. u[int(n/2)] = l[int(n/2)] + 0.5
  21. # Convert A to csc
  22. A = A.tocsc()
  23. # Generate problem solutions
  24. sols_data = {'status_test': 'primal_infeasible'}
  25. # Generate problem data
  26. cu.generate_problem_data(P, q, A, l, u, 'primal_infeasibility', sols_data)