/usr/share/pyshared/openopt/kernel/QP.py is in python-openopt 0.34+svn1146-1build1.
This file is owned by root:root, with mode 0o644.
The actual contents of the file can be viewed below.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 | import NLP
from ooMisc import assignScript, isspmatrix
from baseProblem import MatrixProblem
from numpy import asfarray, ones, inf, dot, asfarray, nan, zeros, isfinite, all, ravel
class QP(MatrixProblem):
probType = 'QP'
goal = 'minimum'
allowedGoals = ['minimum', 'min']
showGoal = False
_optionalData = ['A', 'Aeq', 'b', 'beq', 'lb', 'ub', 'QC', 'intVars']
expectedArgs = ['H', 'f']
def _Prepare(self):
# TODO: handle cvxopt sparse matrix case here
self.n = self.H.shape[0]
if not hasattr(self, 'x0') or self.x0 is None or self.x0[0] == nan:
self.x0 = zeros(self.n)
MatrixProblem._Prepare(self)
def __init__(self, *args, **kwargs):
MatrixProblem.__init__(self, *args, **kwargs)
if len(args) > 1 or 'f' in kwargs.keys():
self.f = ravel(self.f)
self.n = self.f.size
if len(args) > 0 or 'H' in kwargs.keys():
# TODO: handle sparse cvxopt matrix H unchanges
# if not ('cvxopt' in str(type(H)) and 'cvxopt' in p.solver):
if not isspmatrix(self.H):
self.H = asfarray(self.H, float) # TODO: handle the case in runProbSolver()
def objFunc(self, x):
return asfarray(0.5*dot(x, self.matMultVec(self.H, x)) + dot(self.f, x).sum()).flatten()
def qp2nlp(self, solver, **solver_params):
if hasattr(self,'x0'): p = NLP.NLP(ff, self.x0, df=dff, d2f=d2ff)
else: p = NLP.NLP(ff, zeros(self.n), df=dff, d2f=d2ff)
p.args.f = self # DO NOT USE p.args = self IN PROB ASSIGNMENT!
p.iprint = self.iprint
self.inspire(p)
self.iprint = -1
# for QP plot is via NLP
p.show = self.show
p.plot, self.plot = self.plot, 0
#p.checkdf()
r = p.solve(solver, **solver_params)
self.xf, self.ff, self.rf = r.xf, r.ff, r.rf
return r
ff = lambda x, QProb: QProb.objFunc(x)
def dff(x, QProb):
r = dot(QProb.H, x)
if all(isfinite(QProb.f)) : r += QProb.f
return r
def d2ff(x, QProb):
r = QProb.H
return r
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