forked from cvxpy/cvxpy
-
Notifications
You must be signed in to change notification settings - Fork 3
/
sigma_max_canon.py
35 lines (30 loc) · 1.1 KB
/
sigma_max_canon.py
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
"""
Copyright 2013 Steven Diamond
Licensed under the Apache License, Version 2.0 (the "License");
you may not use this file except in compliance with the License.
You may obtain a copy of the License at
http://www.apache.org/licenses/LICENSE-2.0
Unless required by applicable law or agreed to in writing, software
distributed under the License is distributed on an "AS IS" BASIS,
WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
See the License for the specific language governing permissions and
limitations under the License.
"""
from cvxpy.expressions.variable import Variable
from cvxpy.atoms.affine.bmat import bmat
from cvxpy.constraints.psd import PSD
import scipy.sparse as sp
import numpy as np
def sigma_max_canon(expr, args):
A = args[0]
n, m = A.shape
shape = expr.shape
if not np.prod(shape) == 1:
raise RuntimeError('Invalid shape of expr in sigma_max canonicalization.')
t = Variable(shape)
tI_n = sp.eye(n) * t
tI_m = sp.eye(m) * t
X = bmat([[tI_n, A],
[A.T, tI_m]])
constraints = [PSD(X)]
return t, constraints