Source code for cvxpy.reductions.chain

from cvxpy.reductions.reduction import Reduction

[docs]class Chain(Reduction):
"""A logical grouping of multiple reductions into a single reduction.

Attributes
----------
reductions : list[Reduction]
A list of reductions.
"""

def __init__(self, problem=None, reductions=[]):
super(Chain, self).__init__(problem=problem)
self.reductions = reductions

def __str__(self):
return str(self.reductions)

def __repr__(self):
return "Chain(reductions=%s)" % repr(self.reductions)

[docs]    def accepts(self, problem):
"""A problem is accepted if the sequence of reductions is valid.

In particular, the i-th reduction must accept the output of the i-1th
reduction, with the first reduction (self.reductions[0])
in the sequence taking as input the supplied problem.

Parameters
----------
problem : Problem
The problem to check.

Returns
-------
bool
True if the chain can be applied, False otherwise.
"""

for r in self.reductions:
if not r.accepts(problem):
return False
problem, _ = r.apply(problem)
return True

[docs]    def apply(self, problem):
"""Applies the chain to a problem and returns an equivalent problem.

Parameters
----------
problem : Problem
The problem to which the chain will be applied.

Returns
-------
Problem or dict
The problem yielded by applying the reductions in sequence,
starting at self.reductions[0].
list
The inverse data yielded by each of the reductions.
"""
inverse_data = []
for r in self.reductions:
problem, inv = r.apply(problem)
inverse_data.append(inv)
return problem, inverse_data

[docs]    def invert(self, solution, inverse_data):
"""Returns a solution to the original problem given the inverse_data.
"""
for r, inv in reversed(list(zip(self.reductions, inverse_data))):
solution = r.invert(solution, inv)
return solution