import numpy as np from scipy import sparse import utils.codegen_utils as cu from numpy.random import Generator, PCG64 # Set random seed for reproducibility rg = Generator(PCG64(2)) # Define tests n = 5 m = 8 test_form_KKT_n = n test_form_KKT_m = m p = 0.7 test_form_KKT_A = sparse.random(test_form_KKT_m, test_form_KKT_n, density=p, format='csc', random_state=rg) test_form_KKT_P = sparse.random(n, n, density=p, random_state=rg) test_form_KKT_P = (test_form_KKT_P @ test_form_KKT_P.T).tocsc() + sparse.eye(n, format='csc') test_form_KKT_Pu = sparse.triu(test_form_KKT_P, format='csc') test_form_KKT_rho = 1.6 test_form_KKT_sigma = 0.1 test_form_KKT_KKT = sparse.bmat([[test_form_KKT_P + test_form_KKT_sigma * sparse.eye(test_form_KKT_n), test_form_KKT_A.T], [test_form_KKT_A, -1./test_form_KKT_rho * sparse.eye(test_form_KKT_m)]], format='csc') test_form_KKT_KKTu = sparse.triu(test_form_KKT_KKT, format='csc') # Create new P, A and KKT test_form_KKT_A_new = test_form_KKT_A.copy() test_form_KKT_A_new.data += rg.standard_normal(test_form_KKT_A_new.nnz) test_form_KKT_Pu_new = test_form_KKT_Pu.copy() test_form_KKT_Pu_new.data += 0.1 * rg.standard_normal(test_form_KKT_Pu_new.nnz) test_form_KKT_P_new = test_form_KKT_Pu_new + test_form_KKT_Pu_new.T - sparse.diags(test_form_KKT_Pu_new.diagonal()) test_form_KKT_KKT_new = sparse.bmat([[test_form_KKT_P_new + test_form_KKT_sigma * sparse.eye(test_form_KKT_n), test_form_KKT_A_new.T], [test_form_KKT_A_new, -1./test_form_KKT_rho * sparse.eye(test_form_KKT_m)]], format='csc') test_form_KKT_KKTu_new = sparse.triu(test_form_KKT_KKT_new, format='csc') # Test solve problem with initial P and A test_solve_P = test_form_KKT_P.copy() test_solve_Pu = test_form_KKT_Pu.copy() test_solve_q = rg.standard_normal(n) test_solve_A = test_form_KKT_A.copy() test_solve_l = -30 + rg.standard_normal(m) test_solve_u = 30 + rg.standard_normal(m) # Define new P test_solve_P_new = test_form_KKT_P_new.copy() test_solve_Pu_new = test_form_KKT_Pu_new.copy() # Define new A test_solve_A_new = test_form_KKT_A_new.copy() # Generate test data and solutions data = {'test_form_KKT_n': test_form_KKT_n, 'test_form_KKT_m': test_form_KKT_m, 'test_form_KKT_A': test_form_KKT_A, 'test_form_KKT_Pu': test_form_KKT_Pu, 'test_form_KKT_rho': test_form_KKT_rho, 'test_form_KKT_sigma': test_form_KKT_sigma, 'test_form_KKT_KKT': test_form_KKT_KKT, 'test_form_KKT_KKTu': test_form_KKT_KKTu, 'test_form_KKT_A_new': test_form_KKT_A_new, 'test_form_KKT_Pu_new': test_form_KKT_Pu_new, 'test_form_KKT_KKT_new': test_form_KKT_KKT_new, 'test_form_KKT_KKTu_new': test_form_KKT_KKTu_new, 'test_solve_Pu': test_solve_Pu, 'test_solve_q': test_solve_q, 'test_solve_A': test_solve_A, 'test_solve_l': test_solve_l, 'test_solve_u': test_solve_u, 'n': n, 'm': m, 'test_solve_x': np.array([-4.61725223e-01, 7.97298788e-01, 5.55470173e-04, 3.37603740e-01, -1.14060693e+00]), 'test_solve_y': np.zeros(m), 'test_solve_obj_value': -1.885431747787806, 'test_solve_status': 'optimal', 'test_solve_Pu_new': test_solve_Pu_new, 'test_solve_P_new_x': np.array([-0.48845963, 0.70997599, -0.09017696, 0.33176037, -1.01867464]), 'test_solve_P_new_y': np.zeros(m), 'test_solve_P_new_obj_value': -1.7649689689774013, 'test_solve_P_new_status': 'optimal', 'test_solve_A_new': test_solve_A_new, 'test_solve_A_new_x': np.array([-4.61725223e-01, 7.97298788e-01, 5.55470173e-04, 3.37603740e-01, -1.14060693e+00]), 'test_solve_A_new_y': np.zeros(m), 'test_solve_A_new_obj_value': -1.8854317477878062, 'test_solve_A_new_status': 'optimal', 'test_solve_P_A_new_x': np.array([-0.48845963, 0.70997599, -0.09017696, 0.33176037, -1.01867464]), 'test_solve_P_A_new_y': np.zeros(m), 'test_solve_P_A_new_obj_value': -1.764968968977401, 'test_solve_P_A_new_status': 'optimal' } # Generate test data cu.generate_data('update_matrices', data)