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).
[](https://github.com/cdsousa/PyLMI-SDP/actions/workflows/ci.yaml)
[](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
```

```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
```

```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]
```

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
```

```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]])
```

```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]])
```

```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)