Source code for cvxpy.atoms.affine.index

"""
Copyright 2013 Steven Diamond

Licensed under the Apache License, Version 2.0 (the "License");
you may not use this file except in compliance with the License.
You may obtain a copy of the License at

    http://www.apache.org/licenses/LICENSE-2.0

Unless required by applicable law or agreed to in writing, software
distributed under the License is distributed on an "AS IS" BASIS,
WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
See the License for the specific language governing permissions and
limitations under the License.
"""

from cvxpy.atoms.affine.affine_atom import AffAtom
from cvxpy.atoms.affine.vec import vec
from cvxpy.atoms.affine.reshape import reshape
from cvxpy.utilities import key_utils as ku
import cvxpy.lin_ops.lin_utils as lu
import scipy.sparse as sp
import numpy as np


[docs]class index(AffAtom): """Indexing/slicing into an Expression. CVXPY supports NumPy-like indexing semantics via the Expression class' overloading of the ``[]`` operator. This is a low-level class constructed by that operator, and it should not be instantiated directly. Parameters ---------- expr : Expression The expression indexed/sliced into. key : The index/slicing key (i.e. expr[key[0],key[1]]). """ def __init__(self, expr, key, orig_key=None): # Format and validate key. if orig_key is None: self._orig_key = key self.key = ku.validate_key(key, expr.shape) else: self._orig_key = orig_key self.key = key super(index, self).__init__(expr) def is_atom_log_log_convex(self): """Is the atom log-log convex? """ return True def is_atom_log_log_concave(self): """Is the atom log-log concave? """ return True # The string representation of the atom. def name(self): # TODO string should be orig_key inner_str = "[%s" + ", %s"*(len(self.key)-1) + "]" return self.args[0].name() + inner_str % ku.to_str(self.key) def numeric(self, values): """ Returns the index/slice into the given value. """ return values[0][self._orig_key] def shape_from_args(self): """Returns the shape of the index expression. """ return ku.shape(self.key, self._orig_key, self.args[0].shape) def get_data(self): """Returns the (row slice, column slice). """ return [self.key, self._orig_key] @staticmethod def graph_implementation(arg_objs, shape, data=None): """Index/slice into the expression. Parameters ---------- arg_objs : list LinExpr for each argument. shape : tuple The shape of the resulting expression. data : tuple A tuple of slices. Returns ------- tuple (LinOp, [constraints]) """ obj = lu.index(arg_objs[0], shape, data[0]) return (obj, [])
class special_index(AffAtom): """Indexing using logical indexing or a list of indices. Parameters ---------- expr : Expression The expression being indexed/sliced into. key : tuple ndarrays or lists. """ def __init__(self, expr, key): self.key = key # Order the entries of expr and select them using key. expr = index.cast_to_const(expr) idx_mat = np.arange(expr.size) idx_mat = np.reshape(idx_mat, expr.shape, order='F') self._select_mat = idx_mat[key] self._shape = self._select_mat.shape super(special_index, self).__init__(expr) def is_atom_log_log_convex(self): """Is the atom log-log convex? """ return True def is_atom_log_log_concave(self): """Is the atom log-log concave? """ return True # The string representation of the atom. def name(self): return self.args[0].name() + str(self.key) def numeric(self, values): """ Returns the index/slice into the given value. """ return values[0][self.key] def shape_from_args(self): """Returns the shape of the index expression. """ return self._shape def get_data(self): """Returns the key. """ return [self.key] @property def grad(self): """Gives the (sub/super)gradient of the expression w.r.t. each variable. Matrix expressions are vectorized, so the gradient is a matrix. None indicates variable values unknown or outside domain. Returns: A map of variable to SciPy CSC sparse matrix or None. """ select_vec = np.reshape( self._select_mat, self._select_mat.size, order='F') identity = sp.eye(self.args[0].size).tocsc() lowered = reshape( identity[select_vec]*vec(self.args[0]), self._shape) return lowered.grad