Exemple #1
0
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)
	}
}
Exemple #2
0
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)
	}
}