Source code for cvxpy.transforms.indicator

Copyright 2017 Steven Diamond

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from cvxpy.expressions.expression import Expression
import cvxpy.lin_ops.lin_utils as lu
import numpy as np

[docs]class indicator(Expression): """An expression representing the convex function I(constraints) = 0 if constraints hold, +infty otherwise. Parameters ---------- constraints : list A list of constraint objects. err_tol: A numeric tolerance for determining whether the constraints hold. """ def __init__(self, constraints, err_tol=1e-3): self.args = constraints self.err_tol = err_tol super(indicator, self).__init__() def is_convex(self): """Is the expression convex? """ return True def is_concave(self): """Is the expression concave? """ return False def is_log_log_convex(self): return False def is_log_log_concave(self): return False def is_nonneg(self): """Is the expression positive? """ return True def is_nonpos(self): """Is the expression negative? """ return False def is_imag(self): """Is the Leaf imaginary? """ return False def is_complex(self): """Is the Leaf complex valued? """ return False def get_data(self): """Returns info needed to reconstruct the expression besides the args. """ return [self.err_tol] @property def shape(self): """Returns the (row, col) dimensions of the expression. """ return () def name(self): """Returns the string representation of the expression. """ return "Indicator(%s)" % str(self.args) def domain(self): """A list of constraints describing the closure of the region where the expression is finite. """ return self.args @property def value(self): """Returns the numeric value of the expression. Returns: A numpy matrix or a scalar. """ if all(cons.value() for cons in self.args): return 0 else: return np.infty @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. """ # TODO return NotImplemented def canonicalize(self): """Returns the graph implementation of the object. Returns: A tuple of (affine expression, [constraints]). """ constraints = [] for cons in self.args: constraints += cons.canonical_form[1] return (lu.create_const(0, (1, 1)), constraints)