func makeW() (W *cvx.FloatMatrixSet, err error) {
var m *matrix.FloatMatrix
d0_s := "{2 1 [5.277942305425358 5.468379387636596]}"
di0_s := "{2 1 [0.189467777806527 0.182869535764269]}"
//dnl0_s := "{0 1 []}"
//dnli0_s := "{0 1 []}"
r0_s := "{3 3 [-2.249267570008489 2.361205104290289 0.913567958765254 -1.925574750121168 -2.172410611043159 0.173946992908080 0.559540271653776 -0.139584324205900 2.348303661399984]}"
rti0_s := "{3 3 [-0.214383299026403 0.195042904770822 0.062675463930892 -0.239513204273735 -0.244613737625478 0.042529866033816 0.101143782396739 -0.057758767117156 0.398306137924685]}"
v0_s := "{4 1 [1.114132558182145 0.355030258425681 -0.339080260926309 0.016414915590130]}"
v1_s := "{4 1 [1.000014508170784 0.003059892342288 0.002220573368109 -0.003837012486999]}"
beta_s := "{2 1 [2.33309421747982 6.1486663985292]}"
W = cvx.FloatSetNew("d", "di", "r", "rti", "beta", "v", "dnl", "dnli")
m, err = matrix.FloatParseSpe(d0_s)
if err != nil {
return
}
W.Append("d", m)
m, err = matrix.FloatParseSpe(di0_s)
if err != nil {
return
}
W.Append("di", m)
m, err = matrix.FloatParseSpe(r0_s)
if err != nil {
return
}
W.Append("r", m)
m, err = matrix.FloatParseSpe(rti0_s)
if err != nil {
return
}
W.Append("rti", m)
m, err = matrix.FloatParseSpe(beta_s)
if err != nil {
return
}
W.Append("beta", m)
m, err = matrix.FloatParseSpe(v0_s)
if err != nil {
return
}
W.Append("v", m)
m, err = matrix.FloatParseSpe(v1_s)
if err != nil {
return
}
W.Append("v", m)
return
}
func main() {
flag.Parse()
reftest := flag.NFlag() > 0
gdata0 := [][]float64{
[]float64{12., 13., 12.},
[]float64{6., -3., -12.},
[]float64{-5., -5., 6.}}
gdata1 := [][]float64{
[]float64{3., 3., -1., 1.},
[]float64{-6., -6., -9., 19.},
[]float64{10., -2., -2., -3.}}
c := matrix.FloatVector([]float64{-2.0, 1.0, 5.0})
g0 := matrix.FloatMatrixStacked(gdata0, matrix.ColumnOrder)
g1 := matrix.FloatMatrixStacked(gdata1, matrix.ColumnOrder)
Ghq := cvx.FloatSetNew("Gq", "hq")
Ghq.Append("Gq", g0, g1)
h0 := matrix.FloatVector([]float64{-12.0, -3.0, -2.0})
h1 := matrix.FloatVector([]float64{27.0, 0.0, 3.0, -42.0})
Ghq.Append("hq", h0, h1)
var Gl, hl, A, b *matrix.FloatMatrix = nil, nil, nil, nil
var solopts cvx.SolverOptions
solopts.MaxIter = 30
solopts.ShowProgress = true
sol, err := cvx.Socp(c, Gl, hl, A, b, Ghq, &solopts, nil, nil)
fmt.Printf("status: %v\n", err)
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("sq") {
fmt.Printf("sq[%d]=\n%v\n", i, m.ToString("%.9f"))
}
for i, m := range sol.Result.At("zq") {
fmt.Printf("zq[%d]=\n%v\n", i, m.ToString("%.9f"))
}
if reftest {
sq0 := sol.Result.At("sq")[0]
sq1 := sol.Result.At("sq")[1]
zq0 := sol.Result.At("zq")[0]
zq1 := sol.Result.At("zq")[1]
check(x, sq0, sq1, zq0, zq1)
}
}
}
func main() {
flag.Parse()
reftest := flag.NFlag() > 0
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.FloatMatrixStacked(gdata0, matrix.ColumnOrder)
g1 := matrix.FloatMatrixStacked(gdata1, matrix.ColumnOrder)
Ghs := cvx.FloatSetNew("Gs", "hs")
Ghs.Append("Gs", g0, g1)
h0 := matrix.FloatMatrixStacked(hdata0, matrix.ColumnOrder)
h1 := matrix.FloatMatrixStacked(hdata1, matrix.ColumnOrder)
Ghs.Append("hs", h0, h1)
c := matrix.FloatVector([]float64{1.0, -1.0, 1.0})
Ghs.Print()
fmt.Printf("calling...\n")
// nil variables
var Gs, hs, A, b *matrix.FloatMatrix = nil, nil, nil, nil
var solopts cvx.SolverOptions
solopts.MaxIter = 30
solopts.ShowProgress = true
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("ss") {
fmt.Printf("ss[%d]=\n%v\n", i, m.ToString("%.9f"))
}
for i, m := range sol.Result.At("zs") {
fmt.Printf("zs[%d]=\n%v\n", i, m.ToString("%.9f"))
}
if reftest {
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)
}
}