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 cvxpy.utilities as u
import cvxpy.lin_ops.lin_utils as lu
from cvxpy.expressions import cvxtypes
import abc
import numpy as np


[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): # 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): """Returns a string with information about the constraint. """ return "%s(%s)" % (self.__class__.__name__, repr(self.args[0])) def _construct_dual_variables(self, args): 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): """Is the Leaf real valued? """ return not self.is_complex() def is_imag(self): """Is the Leaf imaginary? """ return all(arg.is_imag() for arg in self.args) def is_complex(self): """Is the Leaf complex valued? """ return any(arg.is_complex() for arg in self.args)
[docs] @abc.abstractmethod def is_dcp(self): """Checks whether the constraint is DCP. Returns ------- bool True if the constraint is DCP, False otherwise. """ return NotImplemented
@abc.abstractmethod def is_dgp(self): """Checks whether the constraint is DGP. Returns ------- bool True if the constraint is DGP, False otherwise. """ return NotImplemented @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. """ return NotImplemented
[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=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 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() # The value of the dual variable. @property def dual_value(self): """NumPy.ndarray : The value of the dual variable. """ return self.dual_variables[0].value # TODO(akshayka): Rename to save_dual_value to avoid collision with # value as defined above. def save_value(self, value): """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)