Source code for cvxpy.expressions.variable

Copyright 2013 Steven Diamond

This file is part of CVXPY.

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from cvxpy import settings as s
from cvxpy.expressions.leaf import Leaf
import cvxpy.lin_ops.lin_utils as lu
import scipy.sparse as sp

def upper_tri_to_full(n):
    """Returns a coefficient matrix to create a symmetric matrix.

    n : int
        The width/height of the matrix.

    SciPy CSC matrix
        The coefficient matrix.
    entries = n*(n+1)//2

    val_arr = []
    row_arr = []
    col_arr = []
    count = 0
    for i in range(n):
        for j in range(i, n):
            # Index in the original matrix.
            # Index in the filled matrix.
            row_arr.append(j*n + i)
            if i != j:
                # Index in the original matrix.
                # Index in the filled matrix.
                row_arr.append(i*n + j)
            count += 1

    return sp.coo_matrix((val_arr, (row_arr, col_arr)),
                         (n*n, entries)).tocsc()

[docs]class Variable(Leaf): """The optimization variables in a problem. """ def __init__(self, shape=(), name=None, var_id=None, **kwargs): if var_id is None: = lu.get_id() else: = var_id if name is None: self._name = "%s%d" % (s.VAR_PREFIX, else: self._name = name self._value = None super(Variable, self).__init__(shape, **kwargs)
[docs] def name(self): """str : The name of the variable.""" return self._name
@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. Returns: A map of variable to SciPy CSC sparse matrix or None. """ # TODO(akshayka): Do not assume shape is 2D. return {self: sp.eye(self.size).tocsc()} def variables(self): """Returns itself as a variable. """ return [self] def canonicalize(self): """Returns the graph implementation of the object. Returns: A tuple of (affine expression, [constraints]). """ obj = lu.create_var(self.shape, return (obj, []) def __repr__(self): """String to recreate the object. """ attr_str = self._get_attr_str() if len(attr_str) > 0: return "Variable(%s%s)" % (self.shape, attr_str) else: return "Variable(%s)" % (self.shape,)