Source code for cvxpy.constraints.constraint
"""
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.
"""
import abc
import numpy as np
import cvxpy.lin_ops.lin_utils as lu
import cvxpy.utilities as u
from cvxpy.expressions import cvxtypes
[docs]class Constraint(u.Canonical):
"""The base class for constraints.
A constraint is an equality, inequality, or more generally a generalized
inequality that is imposed upon a mathematical expression or a list of
thereof.
Parameters
----------
args : list
A list of expression trees.
constr_id : int
A unique id for the constraint.
"""
__metaclass__ = abc.ABCMeta
def __init__(self, args, constr_id=None) -> None:
# TODO cast constants.
# self.args = [cvxtypes.expression().cast_to_const(arg) for arg in args]
self.args = args
if constr_id is None:
self.constr_id = lu.get_id()
else:
self.constr_id = constr_id
self._construct_dual_variables(args)
super(Constraint, self).__init__()
def __str__(self):
"""Returns a string showing the mathematical constraint.
"""
return self.name()
def __repr__(self) -> str:
"""Returns a string with information about the constraint.
"""
return "%s(%s)" % (self.__class__.__name__,
repr(self.args[0]))
def _construct_dual_variables(self, args) -> None:
self.dual_variables = [cvxtypes.variable()(arg.shape) for arg in args]
@property
def shape(self):
"""int : The shape of the constrained expression."""
return self.args[0].shape
@property
def size(self):
"""int : The size of the constrained expression."""
return self.args[0].size
def is_real(self) -> bool:
"""Is the Leaf real valued?
"""
return not self.is_complex()
def is_imag(self) -> bool:
"""Is the Leaf imaginary?
"""
return all(arg.is_imag() for arg in self.args)
def is_complex(self) -> bool:
"""Is the Leaf complex valued?
"""
return any(arg.is_complex() for arg in self.args)
[docs] @abc.abstractmethod
def is_dcp(self, dpp: bool = False) -> bool:
"""Checks whether the constraint is DCP.
Returns
-------
bool
True if the constraint is DCP, False otherwise.
"""
raise NotImplementedError()
@abc.abstractmethod
def is_dgp(self, dpp: bool = False) -> bool:
"""Checks whether the constraint is DGP.
Returns
-------
bool
True if the constraint is DGP, False otherwise.
"""
raise NotImplementedError()
def is_dpp(self, context='dcp') -> bool:
if context.lower() == 'dcp':
return self.is_dcp(dpp=True)
elif context.lower() == 'dgp':
return self.is_dgp(dpp=True)
else:
raise ValueError("Unsupported context ", context)
@abc.abstractproperty
def residual(self):
"""The residual of the constraint.
Returns
-------
NumPy.ndarray
The residual, or None if the constrained expression does not have
a value.
"""
raise NotImplementedError()
[docs] def violation(self):
"""The numeric residual of the constraint.
The violation is defined as the distance between the constrained
expression's value and its projection onto the domain of the
constraint:
.. math::
||\\Pi(v) - v||_2^2
where :math:`v` is the value of the constrained expression and
:math:`\\Pi` is the projection operator onto the constraint's domain .
Returns
-------
NumPy.ndarray
The residual value.
Raises
------
ValueError
If the constrained expression does not have a value associated
with it.
"""
residual = self.residual
if residual is None:
raise ValueError("Cannot compute the violation of an constraint "
"whose expression is None-valued.")
return residual
[docs] def value(self, tolerance: float = 1e-8):
"""Checks whether the constraint violation is less than a tolerance.
Parameters
----------
tolerance : float
The absolute tolerance to impose on the violation.
Returns
-------
bool
True if the violation is less than ``tolerance``, False
otherwise.
Raises
------
ValueError
If the constrained expression does not have a value associated
with it.
"""
residual = self.residual
if residual is None:
raise ValueError("Cannot compute the value of an constraint "
"whose expression is None-valued.")
return np.all(residual <= tolerance)
@property
def id(self):
"""Wrapper for compatibility with variables.
"""
return self.constr_id
@id.setter
def id(self, value):
self.constr_id = value
def get_data(self):
"""Data needed to copy.
"""
return [self.id]
def __nonzero__(self):
"""Raises an exception when called.
Python 2 version.
Called when evaluating the truth value of the constraint.
Raising an error here prevents writing chained constraints.
"""
return self._chain_constraints()
def _chain_constraints(self):
"""Raises an error due to chained constraints.
"""
raise Exception(
("Cannot evaluate the truth value of a constraint or "
"chain constraints, e.g., 1 >= x >= 0.")
)
def __bool__(self):
"""Raises an exception when called.
Python 3 version.
Called when evaluating the truth value of the constraint.
Raising an error here prevents writing chained constraints.
"""
return self._chain_constraints()
# TODO(rileyjmurray): add a function to compute dual-variable violation.
@property
def dual_value(self):
"""NumPy.ndarray : The value of the dual variable.
"""
dual_vals = [dv.value for dv in self.dual_variables]
if len(dual_vals) == 1:
return dual_vals[0]
else:
return dual_vals
def save_dual_value(self, value) -> None:
"""Save the value of the dual variable for the constraint's parent.
Args:
value: The value of the dual variable.
"""
self.dual_variables[0].save_value(value)