"""
Copyright 2017 Robin Verschueren
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.
"""
from cvxpy import problems
from cvxpy import settings as s
from cvxpy.constraints import (
PSD,
SOC,
Equality,
Inequality,
NonNeg,
NonPos,
Zero,
)
from cvxpy.constraints.constraint import Constraint
from cvxpy.expressions import cvxtypes
from cvxpy.lin_ops import lin_utils as lu
from cvxpy.reductions import InverseData, Solution
from cvxpy.reductions.complex2real.atom_canonicalizers import (
CANON_METHODS as elim_cplx_methods,
)
from cvxpy.reductions.reduction import Reduction
def accepts(problem) -> bool:
leaves = problem.variables() + problem.parameters() + problem.constants()
return any(leaf.is_complex() for leaf in leaves)
[docs]class Complex2Real(Reduction):
"""Lifts complex numbers to a real representation."""
UNIMPLEMENTED_COMPLEX_DUALS = (SOC,)
[docs] def accepts(self, problem) -> None:
accepts(problem)
[docs] def apply(self, problem):
inverse_data = InverseData(problem)
real2imag = {var.id: lu.get_id() for var in problem.variables()
if var.is_complex()}
constr_dict = {cons.id: lu.get_id() for cons in problem.constraints
if cons.is_complex()}
real2imag.update(constr_dict)
inverse_data.real2imag = real2imag
leaf_map = {}
real_obj, imag_obj = self.canonicalize_tree(
problem.objective, inverse_data.real2imag, leaf_map)
assert imag_obj is None
constrs = []
for constraint in problem.constraints:
# real2imag maps variable id to a potential new variable
# created for the imaginary part.
real_constrs, imag_constrs = self.canonicalize_tree(
constraint, inverse_data.real2imag, leaf_map)
if isinstance(real_constrs, list):
constrs.extend(real_constrs)
elif isinstance(real_constrs, Constraint):
constrs.append(real_constrs)
if isinstance(imag_constrs, list):
constrs.extend(imag_constrs)
elif isinstance(imag_constrs, Constraint):
constrs.append(imag_constrs)
new_problem = problems.problem.Problem(real_obj,
constrs)
return new_problem, inverse_data
[docs] def invert(self, solution, inverse_data):
pvars = {}
dvars = {}
if solution.status in s.SOLUTION_PRESENT:
for vid, var in inverse_data.id2var.items():
if var.is_real():
pvars[vid] = solution.primal_vars[vid]
elif var.is_imag():
imag_id = inverse_data.real2imag[vid]
pvars[vid] = 1j*solution.primal_vars[imag_id]
elif var.is_complex() and var.is_hermitian():
imag_id = inverse_data.real2imag[vid]
# Imaginary part may have been lost.
if imag_id in solution.primal_vars:
imag_val = solution.primal_vars[imag_id]
pvars[vid] = solution.primal_vars[vid] + \
1j*(imag_val - imag_val.T)/2
else:
pvars[vid] = solution.primal_vars[vid]
elif var.is_complex():
imag_id = inverse_data.real2imag[vid]
# Imaginary part may have been lost.
if imag_id in solution.primal_vars:
pvars[vid] = solution.primal_vars[vid] + \
1j*solution.primal_vars[imag_id]
else:
pvars[vid] = solution.primal_vars[vid]
if solution.dual_vars:
for cid, cons in inverse_data.id2cons.items():
if cons.is_real():
dvars[cid] = solution.dual_vars[cid]
elif cons.is_imag():
imag_id = inverse_data.real2imag[cid]
dvars[cid] = 1j*solution.dual_vars[imag_id]
# For equality and inequality constraints.
# All cases that follow are for complex-valued constraints:
# 1. check inequality / equality constraints.
# 2. check PSD constraints.
# 3. check if a constraint is known to lack a complex dual implementation
# 4. raise an error
elif isinstance(cons, (Equality, Zero, Inequality, NonNeg, NonPos)):
imag_id = inverse_data.real2imag[cid]
if imag_id in solution.dual_vars:
dvars[cid] = solution.dual_vars[cid] + \
1j*solution.dual_vars[imag_id]
else:
dvars[cid] = solution.dual_vars[cid]
# For PSD constraints.
elif isinstance(cons, PSD):
n = cons.args[0].shape[0]
dual = solution.dual_vars[cid]
dvars[cid] = dual[:n, :n] + 1j*dual[n:, :n]
elif isinstance(cons, self.UNIMPLEMENTED_COMPLEX_DUALS):
# TODO: implement dual variable recovery
pass
else:
raise Exception("Unknown constraint type.")
return Solution(solution.status, solution.opt_val, pvars, dvars,
solution.attr)
def canonicalize_tree(self, expr, real2imag, leaf_map):
# TODO don't copy affine expressions?
if type(expr) == cvxtypes.partial_problem():
raise NotImplementedError()
else:
real_args = []
imag_args = []
for arg in expr.args:
real_arg, imag_arg = self.canonicalize_tree(arg, real2imag, leaf_map)
real_args.append(real_arg)
imag_args.append(imag_arg)
real_out, imag_out = self.canonicalize_expr(expr, real_args,
imag_args, real2imag,
leaf_map)
return real_out, imag_out
def canonicalize_expr(self, expr, real_args, imag_args, real2imag, leaf_map):
if type(expr) in elim_cplx_methods:
# Only canonicalize a variable/constant/parameter once.
if len(expr.args) == 0 and expr in leaf_map:
return leaf_map[expr]
result = elim_cplx_methods[type(expr)](expr, real_args, imag_args, real2imag)
if len(expr.args) == 0:
leaf_map[expr] = result
return result
else:
assert all(v is None for v in imag_args)
real_out = expr.copy(real_args)
return real_out, None