func main() {
blas.PanicOnError(true)
matrix.PanicOnError(true)
var data *matrix.FloatMatrix = nil
flag.Parse()
if len(dataVal) > 0 {
data, _ = matrix.FloatParse(dataVal)
if data == nil {
fmt.Printf("could not parse:\n%s\n", dataVal)
return
}
} else {
data = matrix.FloatNormal(20, 20)
}
if len(spPath) > 0 {
checkpnt.Reset(spPath)
checkpnt.Activate()
checkpnt.Verbose(spVerbose)
checkpnt.Format("%.7f")
}
sol, err := mcsdp(data)
if sol != nil && sol.Status == cvx.Optimal {
x := sol.Result.At("x")[0]
z := sol.Result.At("z")[0]
matrix.Reshape(z, data.Rows(), data.Rows())
fmt.Printf("x=\n%v\n", x.ToString("%.9f"))
//fmt.Printf("z=\n%v\n", z.ToString("%.9f"))
check(x, z)
} else {
fmt.Printf("status: %v\n", err)
}
}
func main() {
flag.Parse()
if len(spPath) > 0 {
checkpnt.Reset(spPath)
checkpnt.Activate()
checkpnt.Verbose(spVerbose)
checkpnt.Format("%.17f")
}
adata := [][]float64{
[]float64{0.3, -0.4, -0.2, -0.4, 1.3},
[]float64{0.6, 1.2, -1.7, 0.3, -0.3},
[]float64{-0.3, 0.0, 0.6, -1.2, -2.0}}
A := matrix.FloatMatrixFromTable(adata, matrix.ColumnOrder)
b := matrix.FloatVector([]float64{1.5, 0.0, -1.2, -0.7, 0.0})
_, n := A.Size()
N := n + 1 + n
h := matrix.FloatZeros(N, 1)
h.SetIndex(n, 1.0)
I0 := matrix.FloatDiagonal(n, -1.0)
I1 := matrix.FloatIdentity(n)
G, _ := matrix.FloatMatrixStacked(matrix.StackDown, I0, matrix.FloatZeros(1, n), I1)
At := A.Transpose()
P := At.Times(A)
q := At.Times(b).Scale(-1.0)
dims := sets.NewDimensionSet("l", "q", "s")
dims.Set("l", []int{n})
dims.Set("q", []int{n + 1})
var solopts cvx.SolverOptions
solopts.MaxIter = 20
solopts.ShowProgress = true
if maxIter > 0 {
solopts.MaxIter = maxIter
}
if len(solver) > 0 {
solopts.KKTSolverName = solver
}
sol, err := cvx.ConeQp(P, q, G, h, nil, nil, dims, &solopts, nil)
if err == nil {
x := sol.Result.At("x")[0]
s := sol.Result.At("s")[0]
z := sol.Result.At("z")[0]
fmt.Printf("Optimal\n")
fmt.Printf("x=\n%v\n", x.ToString("%.9f"))
fmt.Printf("s=\n%v\n", s.ToString("%.9f"))
fmt.Printf("z=\n%v\n", z.ToString("%.9f"))
check(x, s, z)
}
}
func main() {
flag.Parse()
aflr := 1000.0
awall := 100.0
alpha := 0.5
beta := 2.0
gamma := 0.5
delta := 2.0
fdata := [][]float64{
[]float64{-1.0, 1.0, 1.0, 0.0, -1.0, 1.0, 0.0, 0.0},
[]float64{-1.0, 1.0, 0.0, 1.0, 1.0, -1.0, 1.0, -1.0},
[]float64{-1.0, 0.0, 1.0, 1.0, 0.0, 0.0, -1.0, 1.0}}
gdata := []float64{1.0, 2.0 / awall, 2.0 / awall, 1.0 / aflr, alpha, 1.0 / beta, gamma, 1.0 / delta}
g := matrix.FloatNew(8, 1, gdata).Log()
F := matrix.FloatMatrixFromTable(fdata)
K := []int{1, 2, 1, 1, 1, 1, 1}
var solopts cvx.SolverOptions
solopts.MaxIter = 40
if maxIter > 0 {
solopts.MaxIter = maxIter
}
if len(spPath) > 0 {
checkpnt.Reset(spPath)
checkpnt.Activate()
checkpnt.Verbose(spVerbose)
checkpnt.Format("%.7f")
}
solopts.ShowProgress = true
if maxIter > 0 {
solopts.MaxIter = maxIter
}
if len(solver) > 0 {
solopts.KKTSolverName = solver
}
sol, err := cvx.Gp(K, F, g, nil, nil, nil, nil, &solopts)
if sol != nil && sol.Status == cvx.Optimal {
x := sol.Result.At("x")[0]
r := matrix.Exp(x)
h := r.GetIndex(0)
w := r.GetIndex(1)
d := r.GetIndex(2)
fmt.Printf("x=\n%v\n", x.ToString("%.9f"))
fmt.Printf("\n h = %f, w = %f, d = %f.\n", h, w, d)
check(x)
} else {
fmt.Printf("status: %v\n", err)
}
}
func main() {
flag.Parse()
if len(spPath) > 0 {
checkpnt.Reset(spPath)
checkpnt.Activate()
checkpnt.Verbose(spVerbose)
checkpnt.Format("%.17f")
}
gdata := [][]float64{
[]float64{16., 7., 24., -8., 8., -1., 0., -1., 0., 0., 7.,
-5., 1., -5., 1., -7., 1., -7., -4.},
[]float64{-14., 2., 7., -13., -18., 3., 0., 0., -1., 0., 3.,
13., -6., 13., 12., -10., -6., -10., -28.},
[]float64{5., 0., -15., 12., -6., 17., 0., 0., 0., -1., 9.,
6., -6., 6., -7., -7., -6., -7., -11.}}
hdata := []float64{-3., 5., 12., -2., -14., -13., 10., 0., 0., 0., 68.,
-30., -19., -30., 99., 23., -19., 23., 10.}
c := matrix.FloatVector([]float64{-6., -4., -5.})
G := matrix.FloatMatrixFromTable(gdata)
h := matrix.FloatVector(hdata)
dims := sets.NewDimensionSet("l", "q", "s")
dims.Set("l", []int{2})
dims.Set("q", []int{4, 4})
dims.Set("s", []int{3})
var solopts cvx.SolverOptions
solopts.MaxIter = 30
solopts.ShowProgress = true
if maxIter > 0 {
solopts.MaxIter = maxIter
}
if len(solver) > 0 {
solopts.KKTSolverName = solver
}
sol, err := cvx.ConeLp(c, G, h, nil, nil, dims, &solopts, nil, nil)
if err == nil {
x := sol.Result.At("x")[0]
s := sol.Result.At("s")[0]
z := sol.Result.At("z")[0]
fmt.Printf("Optimal\n")
fmt.Printf("x=\n%v\n", x.ToString("%.9f"))
fmt.Printf("s=\n%v\n", s.ToString("%.9f"))
fmt.Printf("z=\n%v\n", z.ToString("%.9f"))
check(x, s, z)
} else {
fmt.Printf("status: %s\n", err)
}
}
func main() {
flag.Parse()
if len(spPath) > 0 {
checkpnt.Reset(spPath)
checkpnt.Activate()
checkpnt.Verbose(spVerbose)
checkpnt.Format("%.7f")
}
x := acenter()
if x != nil {
fmt.Printf("x = \n%v\n", x.ToString("%.5f"))
check(x)
}
}
func main() {
var A, b *matrix.FloatMatrix = nil, nil
m, n := 20, 20
blas.PanicOnError(true)
matrix.PanicOnError(true)
flag.Parse()
if len(spPath) > 0 {
checkpnt.Reset(spPath)
checkpnt.Activate()
checkpnt.Verbose(spVerbose)
checkpnt.Format("%.17f")
}
if len(AVal) > 0 {
A, _ = matrix.FloatParse(AVal)
if A == nil {
fmt.Printf("could not parse:\n%s\n", AVal)
return
}
} else {
A = matrix.FloatNormal(m, n)
}
if len(bVal) > 0 {
b, _ = matrix.FloatParse(bVal)
if b == nil {
fmt.Printf("could not parse:\n%s\n", bVal)
return
}
} else {
b = matrix.FloatNormal(m, 1)
}
sol, err := qcl1(A, b)
if sol != nil {
r := sol.Result.At("x")[0]
x := matrix.FloatVector(r.FloatArray()[:A.Cols()])
r = sol.Result.At("z")[0]
z := matrix.FloatVector(r.FloatArray()[r.NumElements()-A.Rows():])
fmt.Printf("x=\n%v\n", x.ToString("%.9f"))
fmt.Printf("z=\n%v\n", z.ToString("%.9f"))
check(x, z)
} else {
fmt.Printf("status: %v\n", err)
}
}
func main() {
flag.Parse()
if len(spPath) > 0 {
checkpnt.Reset(spPath)
checkpnt.Activate()
checkpnt.Verbose(spVerbose)
checkpnt.Format("%.17f")
}
A := matrix.FloatNew(2, 3, []float64{1.0, -1.0, 0.0, 1.0, 0.0, 1.0})
b := matrix.FloatNew(2, 1, []float64{1.0, 0.0})
c := matrix.FloatNew(3, 1, []float64{0.0, 1.0, 0.0})
G := matrix.FloatNew(1, 3, []float64{0.0, -1.0, 1.0})
h := matrix.FloatNew(1, 1, []float64{0.0})
//dims := sets.NewDimensionSet("l", "q", "s")
//dims.Set("l", []int{1})
fmt.Printf("A=\n%v\n", A)
fmt.Printf("b=\n%v\n", b)
fmt.Printf("G=\n%v\n", G)
fmt.Printf("h=\n%v\n", h)
fmt.Printf("c=\n%v\n", c)
var solopts cvx.SolverOptions
solopts.MaxIter = 30
solopts.ShowProgress = true
if maxIter > -1 {
solopts.MaxIter = maxIter
}
if len(solver) > 0 {
solopts.KKTSolverName = solver
}
sol, err := cvx.Lp(c, G, h, A, b, &solopts, nil, nil)
if sol != nil && sol.Status == cvx.Optimal {
x := sol.Result.At("x")[0]
s := sol.Result.At("s")[0]
z := sol.Result.At("z")[0]
fmt.Printf("x=\n%v\n", x.ToString("%.9f"))
fmt.Printf("s=\n%v\n", s.ToString("%.9f"))
fmt.Printf("z=\n%v\n", z.ToString("%.9f"))
check(x, s, z)
} else {
fmt.Printf("status: %v\n", err)
}
}
func main() {
flag.Parse()
if len(spPath) > 0 {
checkpnt.Reset(spPath)
checkpnt.Activate()
checkpnt.Verbose(spVerbose)
checkpnt.Format("%.17f")
}
gdata := [][]float64{
[]float64{2.0, 1.0, -1.0, 0.0},
[]float64{1.0, 2.0, 0.0, -1.0}}
c := matrix.FloatVector([]float64{-4.0, -5.0})
G := matrix.FloatMatrixFromTable(gdata, matrix.ColumnOrder)
h := matrix.FloatVector([]float64{3.0, 3.0, 0.0, 0.0})
var solopts cvx.SolverOptions
solopts.MaxIter = 30
solopts.ShowProgress = true
if maxIter > -1 {
solopts.MaxIter = maxIter
}
if len(solver) > 0 {
solopts.KKTSolverName = solver
}
sol, err := cvx.Lp(c, G, h, nil, nil, &solopts, nil, nil)
if sol != nil && sol.Status == cvx.Optimal {
x := sol.Result.At("x")[0]
s := sol.Result.At("s")[0]
z := sol.Result.At("z")[0]
fmt.Printf("x=\n%v\n", x.ToString("%.9f"))
fmt.Printf("s=\n%v\n", s.ToString("%.9f"))
fmt.Printf("z=\n%v\n", z.ToString("%.9f"))
check(x, s, z)
} else {
fmt.Printf("status: %v\n", err)
}
}
func main() {
flag.Parse()
if len(spPath) > 0 {
checkpnt.Reset(spPath)
checkpnt.Activate()
checkpnt.Verbose(spVerbose)
checkpnt.Format("%.17f")
}
gdata0 := [][]float64{
[]float64{-7., -11., -11., 3.},
[]float64{7., -18., -18., 8.},
[]float64{-2., -8., -8., 1.}}
gdata1 := [][]float64{
[]float64{-21., -11., 0., -11., 10., 8., 0., 8., 5.},
[]float64{0., 10., 16., 10., -10., -10., 16., -10., 3.},
[]float64{-5., 2., -17., 2., -6., 8., -17., -7., 6.}}
hdata0 := [][]float64{
[]float64{33., -9.},
[]float64{-9., 26.}}
hdata1 := [][]float64{
[]float64{14., 9., 40.},
[]float64{9., 91., 10.},
[]float64{40., 10., 15.}}
g0 := matrix.FloatMatrixFromTable(gdata0, matrix.ColumnOrder)
g1 := matrix.FloatMatrixFromTable(gdata1, matrix.ColumnOrder)
Ghs := sets.FloatSetNew("Gs", "hs")
Ghs.Append("Gs", g0, g1)
h0 := matrix.FloatMatrixFromTable(hdata0, matrix.ColumnOrder)
h1 := matrix.FloatMatrixFromTable(hdata1, matrix.ColumnOrder)
Ghs.Append("hs", h0, h1)
c := matrix.FloatVector([]float64{1.0, -1.0, 1.0})
var Gs, hs, A, b *matrix.FloatMatrix = nil, nil, nil, nil
var solopts cvx.SolverOptions
solopts.MaxIter = 30
solopts.ShowProgress = true
if maxIter > -1 {
solopts.MaxIter = maxIter
}
if len(solver) > 0 {
solopts.KKTSolverName = solver
}
sol, err := cvx.Sdp(c, Gs, hs, A, b, Ghs, &solopts, nil, nil)
if sol != nil && sol.Status == cvx.Optimal {
x := sol.Result.At("x")[0]
fmt.Printf("x=\n%v\n", x.ToString("%.9f"))
for i, m := range sol.Result.At("zs") {
fmt.Printf("zs[%d]=\n%v\n", i, m.ToString("%.9f"))
}
ss0 := sol.Result.At("ss")[0]
ss1 := sol.Result.At("ss")[1]
zs0 := sol.Result.At("zs")[0]
zs1 := sol.Result.At("zs")[1]
check(x, ss0, ss1, zs0, zs1)
} else {
fmt.Printf("status: %v\n", err)
}
checkpnt.Report()
}