Attempt to recover from "unknown" solutions.

[dunshire.git] / src / dunshire / cones.py

diff --git a/src/dunshire/cones.py b/src/dunshire/cones.py
index d7c9b62e02314e1b637a3c1caf00f1d68612b050..870a882423e6180ea0e4256e5f7c05f17aac6d4f 100644 (file)
--- a/src/dunshire/cones.py
+++ b/src/dunshire/cones.py
@@ -134,12 +134,6 @@ class NonnegativeOrthant(SymmetricCone):
         distinguish between strict and non-strict containment -- the
         test uses a tolerance parameter.
 
-        This test will err on the side of caution, and return ``True``
-        only when the ``point`` lies inside this cone *past* the
-        tolerance guarantee. That means if you ask whether or not a
-        boundary point lies in this cone, you will get ``False`` as your
-        answer.
-
         Parameters
         ----------
 
@@ -178,10 +172,10 @@ class NonnegativeOrthant(SymmetricCone):
             >>> matrix([1,-0.1,3]) in K
             False
 
-        However, not even a boundary point is considered inside of ``K``:
+        A boundary point is considered inside of ``K``:
             >>> K = NonnegativeOrthant(3)
             >>> matrix([1,0,3]) in K
-            False
+            True
 
         Junk arguments don't work:
 
@@ -203,7 +197,7 @@ class NonnegativeOrthant(SymmetricCone):
         if not point.size == (self.dimension(), 1):
             raise TypeError('the given point has the wrong dimensions')
 
-        return all([x > options.ABS_TOL for x in point])
+        return all([x > -options.ABS_TOL for x in point])
 
 
 
@@ -236,12 +230,6 @@ class IceCream(SymmetricCone):
         distinguish between strict and non-strict containment -- the
         test uses a tolerance parameter.
 
-        This test will err on the side of caution, and return ``True``
-        only when the ``point`` lies inside this cone *past* the
-        tolerance guarantee. That means if you ask whether or not a
-        boundary point lies in this cone, you will get ``False`` as your
-        answer.
-
         Parameters
         ----------
 
@@ -274,11 +262,11 @@ class IceCream(SymmetricCone):
             >>> matrix([1,0.5,0.5]) in K
             True
 
-        But this one lies on its boundary and runs foul of the tolerance:
+        This one lies on its boundary:
 
             >>> K = IceCream(3)
             >>> matrix([1,0,1]) in K
-            False
+            True
 
         This point lies entirely outside of the ice cream cone:
 
@@ -310,10 +298,10 @@ class IceCream(SymmetricCone):
         if self.dimension() == 1:
             # In one dimension, the ice cream cone is the nonnegative
             # orthant.
-            return height > options.ABS_TOL
+            return height > -options.ABS_TOL
         else:
             radius = point[1:]
-            return norm(radius) < (height - options.ABS_TOL)
+            return norm(radius) < (height + options.ABS_TOL)
 
 
 
@@ -358,12 +346,6 @@ class SymmetricPSD(SymmetricCone):
         distinguish between strict and non-strict containment -- the
         test uses a tolerance parameter.
 
-        This test will err on the side of caution, and return ``True``
-        only when the ``point`` lies inside this cone *past* the
-        tolerance guarantee. That means if you ask whether or not a
-        boundary point lies in this cone, you will get ``False`` as your
-        answer.
-
         Parameters
         ----------
 
@@ -409,21 +391,28 @@ class SymmetricPSD(SymmetricCone):
             >>> A in K
             True
 
-        But any matrix with a zero eigenvalue will lie on the boundary
-        of the Symmetric PSD cone and run foul of our tolerance:
+        Boundary points lie in the cone as well:
 
             >>> K = SymmetricPSD(2)
             >>> matrix([[0,0],[0,0]]) in K
-            False
+            True
 
             >>> K = SymmetricPSD(5)
             >>> A = matrix([[1,0,0,0,0],
-            ...            [0,1,0,0,0],
-            ...            [0,0,0,0,0],
-            ...            [0,0,0,1,0],
-            ...            [0,0,0,0,1]])
+            ...             [0,1,0,0,0],
+            ...             [0,0,0,0,0],
+            ...             [0,0,0,1,0],
+            ...             [0,0,0,0,1]])
             >>> A in K
-            False
+            True
+
+        However, this matrix has a negative eigenvalue:
+
+           >>> K = SymmetricPSD(2)
+           >>> A = matrix([[1,-2],
+           ...             [-2,1]])
+           >>> A in K
+           False
 
         Junk arguments don't work:
 
@@ -446,7 +435,7 @@ class SymmetricPSD(SymmetricCone):
             raise TypeError('the given point has the wrong dimensions')
         if not point.typecode == 'd':
             point = matrix(point, (self.dimension(), self.dimension()), 'd')
-        return all([e > options.ABS_TOL for e in eigenvalues(point)])
+        return all([e > -options.ABS_TOL for e in eigenvalues(point)])
 
 
 
@@ -525,7 +514,7 @@ class CartesianProduct(SymmetricCone):
 
             >>> K = CartesianProduct(NonnegativeOrthant(3), IceCream(3))
             >>> (matrix([0,0,0]), matrix([1,0,1])) in K
-            False
+            True
 
             >>> K = CartesianProduct(NonnegativeOrthant(3), IceCream(3))
             >>> (matrix([1,1,1]), matrix([1,1,1])) in K