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PyLMI-SDP-1.1


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توضیحات

Symbolic linear matrix inequalities (LMI) and semi-definite programming (SDP) tools for Python
ویژگی مقدار
سیستم عامل OS Independent
نام فایل PyLMI-SDP-1.1
نام PyLMI-SDP
نسخه کتابخانه 1.1
نگهدارنده []
ایمیل نگهدارنده []
نویسنده Cristovao D. Sousa
ایمیل نویسنده crisjss@gmail.com
آدرس صفحه اصلی http://github.com/cdsousa/PyLMI-SDP
آدرس اینترنتی https://pypi.org/project/PyLMI-SDP/
مجوز BSD
PyLMI-SDP ========= *Symbolic linear matrix inequalities (LMI) and semi-definite programming (SDP) tools for Python* This package includes a set of classes to represent and manipulate LMIs symbolically using [SymPy](http://sympy.org). It also includes tools to export LMIs to [CVXOPT](http://abel.ee.ucla.edu/cvxopt/userguide/coneprog.html#semidefinite-programming) SDP input and to the [SDPA](http://sdpa.sourceforge.net/) format. Depends on [SymPy](http://sympy.org) and [NumPy](http://www.numpy.org/); and optionally on [CVXOPT](http://cvxopt.org) and on [SciPy](http://www.scipy.org) (for sparse matrices). Single codebase supporting both Python 2.7 and Python 3.x. PyLMI-SDP is tested for various combinations of Python and sympy. See [here](https://github.com/cdsousa/PyLMI-SDP/actions/workflows/ci.yaml). PyLMI-SDP is at [GitHub](https://github.com/cdsousa/PyLMI-SDP). [![Build Status](https://github.com/cdsousa/PyLMI-SDP/actions/workflows/ci.yaml/badge.svg?branch=master)](https://github.com/cdsousa/PyLMI-SDP/actions/workflows/ci.yaml) [![Coverage Status](https://coveralls.io/repos/cdsousa/PyLMI-SDP/badge.png?branch=master)](https://coveralls.io/r/cdsousa/PyLMI-SDP?branch=master) LMI Definition -------------- ### Examples ```Python >>> from sympy import symbols, Matrix >>> from lmi_sdp import LMI_PD, LMI_NSD >>> variables = symbols('x y z') >>> x, y, z = variables >>> lmi = LMI_PD(Matrix([[x+1, y+2], [y+2, z+x]])) >>> lmi Matrix([ [x + 1, y + 2], [y + 2, x + z]]) > 0 ``` ```Python >>> from lmi_sdp import init_lmi_latex_printing >>> from sympy import latex >>> init_lmi_latex_printing() >>> print(latex(lmi)) \left[\begin{matrix}x + 1 & y + 2\\y + 2 & x + z\end{matrix}\right] \succ 0 ``` ![lmi](http://latex.codecogs.com/gif.latex?%5Cleft%5B%5Cbegin%7Bmatrix%7D%7B%7Dx%2B1%26y%2B2%5C%5Cy%2B2%26x%2Bz%5Cend%7Bmatrix%7D%5Cright%5D%5Csucc0) ```Python >>> print(latex(lmi.expanded(variables))) \left[\begin{matrix}1.0 & 0.0\\0.0 & 1.0\end{matrix}\right] x + \left[\begin{matrix}0.0 & 1.0\\1.0 & 0.0\end{matrix}\right] y + \left[\begin{matrix}0.0 & 0.0\\0.0 & 1.0\end{matrix}\right] z + \left[\begin{matrix}1.0 & 2.0\\2.0 & 0.0\end{matrix}\right] \succ 0 ``` ![lmi.expanded(variables)](http://latex.codecogs.com/gif.latex?%5Cleft%5B%5Cbegin%7Bmatrix%7D%7B%7D1.0%260.0%5C%5C0.0%261.0%5Cend%7Bmatrix%7D%5Cright%5Dx%2B%5Cleft%5B%5Cbegin%7Bmatrix%7D%7B%7D0.0%261.0%5C%5C1.0%260.0%5Cend%7Bmatrix%7D%5Cright%5Dy%2B%5Cleft%5B%5Cbegin%7Bmatrix%7D%7B%7D0.0%260.0%5C%5C0.0%261.0%5Cend%7Bmatrix%7D%5Cright%5Dz%2B%5Cleft%5B%5Cbegin%7Bmatrix%7D%7B%7D1.0%262.0%5C%5C2.0%260.0%5Cend%7Bmatrix%7D%5Cright%5D%5Csucc0) ```Python >>> lmi_2 = LMI_NSD( Matrix([[-x, -y], [-y, -z-x]]), Matrix([[1, 2], [2, 0]])) >>> lmi_2 Matrix([ [-x, -y], [-y, -x - z]]) <= Matrix([ [1, 2], [2, 0]]) >>> lmi_2.canonical() Matrix([ [x + 1, y + 2], [y + 2, x + z]]) >= 0 ``` ```Python >>> print(latex(lmi_2)) \left[\begin{matrix}- x & - y\\- y & - x - z\end{matrix}\right] \preceq \left[\begin{matrix}1 & 2\\2 & 0\end{matrix}\right] ``` ![lmi_2](http://latex.codecogs.com/gif.latex?%5Cleft%5B%5Cbegin%7Bmatrix%7D%7B%7D-x%26-y%5C%5C-y%26-x-z%5Cend%7Bmatrix%7D%5Cright%5D%5Cpreceq%5Cleft%5B%5Cbegin%7Bmatrix%7D%7B%7D1%262%5C%5C2%260%5Cend%7Bmatrix%7D%5Cright%5D) Convertion to CVXOPT SDP ------------------------ ### Example (from CVXOPT [SDP example](http://abel.ee.ucla.edu/cvxopt/userguide/coneprog.html#semidefinite-programming)) ```Python >>> from sympy import symbols, Matrix >>> from lmi_sdp import LMI_NSD, init_lmi_latex_printing >>> >>> init_lmi_latex_printing() >>> >>> variables = symbols('x1 x2 x3') >>> x1, x2, x3 = variables >>> >>> min_obj = x1 - x2 + x3 >>> >>> LMI_1 = LMI_NSD( ... x1*Matrix([[-7, -11], [-11, 3]]) + ... x2*Matrix([[7, -18], [-18, 8]]) + ... x3*Matrix([[-2, -8], [-8, 1]]), ... Matrix([[33, -9], [-9, 26]])) >>> >>> LMI_2 = LMI_NSD( ... x1*Matrix([[-21, -11, 0], [-11, 10, 8], [0, 8, 5]]) + ... x2*Matrix([[0, 10, 16], [10, -10, -10], [16, -10, 3]]) + ... x3*Matrix([[-5, 2, -17], [2, -6, 8], [-17, 8, 6]]), ... Matrix([[14, 9, 40], [9, 91, 10], [40, 10, 15]])) >>> >>> min_obj x1 - x2 + x3 ``` ![min_obj](http://latex.codecogs.com/gif.latex?x_%7B1%7D-x_%7B2%7D%2Bx_%7B3%7D) ```Python >>> LMI_1.expanded(variables) Matrix([ [ -7.0, -11.0], [-11.0, 3.0]])*x1 + Matrix([ [ 7.0, -18.0], [-18.0, 8.0]])*x2 + Matrix([ [-2.0, -8.0], [-8.0, 1.0]])*x3 <= Matrix([ [33, -9], [-9, 26]]) ``` ![LMI_1.expanded(variables)](http://latex.codecogs.com/gif.latex?%5Cleft%5B%5Cbegin%7Bmatrix%7D%7B%7D-7.0%26-11.0%5C%5C-11.0%263.0%5Cend%7Bmatrix%7D%5Cright%5Dx_%7B1%7D%2B%5Cleft%5B%5Cbegin%7Bmatrix%7D%7B%7D7.0%26-18.0%5C%5C-18.0%268.0%5Cend%7Bmatrix%7D%5Cright%5Dx_%7B2%7D%2B%5Cleft%5B%5Cbegin%7Bmatrix%7D%7B%7D-2.0%26-8.0%5C%5C-8.0%261.0%5Cend%7Bmatrix%7D%5Cright%5Dx_%7B3%7D%5Cpreceq%5Cleft%5B%5Cbegin%7Bmatrix%7D%7B%7D33%26-9%5C%5C-9%2626%5Cend%7Bmatrix%7D%5Cright%5D) ```Python >>> LMI_2.expanded(variables) Matrix([ [-21.0, -11.0, 0.0], [-11.0, 10.0, 8.0], [ 0.0, 8.0, 5.0]])*x1 + Matrix([ [ 0.0, 10.0, 16.0], [10.0, -10.0, -10.0], [16.0, -10.0, 3.0]])*x2 + Matrix([ [ -5.0, 2.0, -17.0], [ 2.0, -6.0, 8.0], [-17.0, 8.0, 6.0]])*x3 <= Matrix([ [14, 9, 40], [ 9, 91, 10], [40, 10, 15]]) ``` ![LMI_2.expanded(variables)](http://latex.codecogs.com/gif.latex?%5Cleft%5B%5Cbegin%7Bmatrix%7D%7B%7D-21.0%26-11.0%260.0%5C%5C-11.0%2610.0%268.0%5C%5C0.0%268.0%265.0%5Cend%7Bmatrix%7D%5Cright%5Dx_%7B1%7D%2B%5Cleft%5B%5Cbegin%7Bmatrix%7D%7B%7D0.0%2610.0%2616.0%5C%5C10.0%26-10.0%26-10.0%5C%5C16.0%26-10.0%263.0%5Cend%7Bmatrix%7D%5Cright%5Dx_%7B2%7D%2B%5Cleft%5B%5Cbegin%7Bmatrix%7D%7B%7D-5.0%262.0%26-17.0%5C%5C2.0%26-6.0%268.0%5C%5C-17.0%268.0%266.0%5Cend%7Bmatrix%7D%5Cright%5Dx_%7B3%7D%5Cpreceq%5Cleft%5B%5Cbegin%7Bmatrix%7D%7B%7D14%269%2640%5C%5C9%2691%2610%5C%5C40%2610%2615%5Cend%7Bmatrix%7D%5Cright%5D) ```Python >>> from cvxopt import solvers >>> from lmi_sdp import to_cvxopt >>> >>> solvers.options['show_progress'] = False >>> >>> c, Gs, hs = to_cvxopt(min_obj, [LMI_1, LMI_2], variables) >>> >>> sol = solvers.sdp(c, Gs=Gs, hs=hs) >>> print(sol['x']) [-3.68e-01] [ 1.90e+00] [-8.88e-01] <BLANKLINE> ``` Export to SDPA Format --------------------- ### Example ```Python >>> from sympy import symbols, Matrix >>> from lmi_sdp import LMI_PSD, to_sdpa_sparse >>> >>> variables = x1, x2 = symbols('x1 x2') >>> >>> min_obj = 10*x1 + 20*x2 >>> lmi_1 = LMI_PSD( ... -Matrix([[1, 0, 0, 0], [0, 2, 0, 0], [0, 0, 3, 0], [0, 0, 0, 4]]) + ... Matrix([[1, 0, 0, 0], [0, 1, 0, 0], [0, 0, 0, 0], [0, 0, 0, 0]])*x1 + ... Matrix([[0, 0, 0, 0], [0, 1, 0, 0], [0, 0, 5, 2], [0, 0, 2, 6]])*x2) >>> lmi_1 Matrix([ [x1 - 1, 0, 0, 0], [ 0, x1 + x2 - 2, 0, 0], [ 0, 0, 5*x2 - 3, 2*x2], [ 0, 0, 2*x2, 6*x2 - 4]]) >= 0 >>> >>> dat = to_sdpa_sparse(min_obj, lmi_1, variables, comment='test sparse') >>> print(dat) "test sparse" 2 = ndim 3 = nblocks 1 1 2 = blockstruct 10.0, 20.0 = objcoeffs 0 1 1 1 1.0 0 2 1 1 2.0 0 3 1 1 3.0 0 3 2 2 4.0 1 1 1 1 1.0 1 2 1 1 1.0 2 2 1 1 1.0 2 3 1 1 5.0 2 3 1 2 2.0 2 3 2 2 6.0 <BLANKLINE> ``` Author ------ [Cristóvão Duarte Sousa](https://github.com/cdsousa) Install ------- From PyPi: pip install PyLMI-SDP From git source: git clone https://github.com/cdsousa/PyLMI-SDP.git cd PyLMI-SDP python setup.py install License ------- Simplified BSD License. See [License File](LICENSE.txt)


نیازمندی

مقدار نام
- sympy


نحوه نصب


نصب پکیج whl PyLMI-SDP-1.1:

    pip install PyLMI-SDP-1.1.whl


نصب پکیج tar.gz PyLMI-SDP-1.1:

    pip install PyLMI-SDP-1.1.tar.gz