cones.py

   1 class SymmetricCone:
   2     def __init__(self, dimension):
   3         self._dimension = dimension
   4
   5     def dimension(self):
   6         return self._dimension
   7
   8
   9 class NonnegativeOrthant(SymmetricCone):
  10     pass
  11
  12 class IceCream(SymmetricCone):
  13     pass
  14
  15 class SymmetricPSD(SymmetricCone):
  16     pass
  17
  18 class CartesianProduct(SymmetricCone):
  19     def __init__(self, *factors):
  20         self._factors = factors
  21
  22     def factors(self):
  23         return self._factors
  24
  25     def cvxopt_dims(self):
  26         d = { 'l':0, 'q':[], 's':[] }
  27         d['l'] += sum([ K.dimension() for K in self.factors()
  28                                       if isinstance(K, NonnegativeOrthant) ])
  29         d['q'] = [ K.dimension() for K in self.factors()
  30                                  if isinstance(K, IceCream) ]
  31         d['s'] = [ K.dimension() for K in self.factors()
  32                                  if isinstance(K, SymmetricPSD) ]
  33         return d
  34
  35     def dimension(self):
  36         return sum([ f.dimension() for f in self.factors() ])
  37