Merge 4511bcb into 7868a44

Project.toml

@@ -0,0 +1,23 @@
+name = "CVXOPT"
+uuid = "2972302f-8f71-4210-9e1d-00f20fa701cf"
+authors = ["Martin Anderson <martin.skovgaard.andersen@gmail.com>"]
+version = "0.3.2"
+
+[deps]
+Pkg = "44cfe95a-1eb2-52ea-b672-e2afdf69b78f"
+PyCall = "438e738f-606a-5dbb-bf0a-cddfbfd45ab0"
+Conda = "8f4d0f93-b110-5947-807f-2305c1781a2d"
+SparseArrays = "2f01184e-e22b-5df5-ae63-d93ebab69eaf"
+
+[compat]
+Pkg = "1.3.0"
+Conda = "1.4.1"
+PyCall = "1.19.4"
+julia = "1.3"
+
+[extras]
+Test = "8dfed614-e22c-5e08-85e1-65c5234f0b40"
+
+[targets]
+test = ["Test"]
+

src/CVXOPT.jl

@@ -3,12 +3,16 @@ module CVXOPT
 using PyCall
 using SparseArrays
 
+import SparseArrays: AbstractSparseMatrixCSC, SparseMatrixCSC
+import Base: convert
+
 const cvxopt = PyNULL()
 const solvers = PyNULL()
 
 function __init__()
     copy!(cvxopt, pyimport_conda("cvxopt", "cvxopt", "conda-forge"))
     copy!(solvers, pyimport_conda("cvxopt.solvers", "cvxopt"))
+    pytype_mapping(pyimport("cvxopt").spmatrix, SparseArrays.SparseMatrixCSC)
 end
 
 #
@@ -220,4 +224,30 @@ function julia_to_cvxopt(A)
   return Ap;
 end
 
+"""
+Convert CVXOPT spmatrix to SparseMatrixCSC
+"""
+
+function convert(::Type{T}, A::PyObject) where T<:AbstractSparseMatrixCSC
+
+    if A.typecode == "d"
+        r = SparseMatrixCSC(A.size[1], A.size[2],
+                            vec(A.CCS[1])::Vector{Int64} .+ 1,
+                            vec(A.CCS[2])::Vector{Int64} .+ 1,
+                            vec(A.CCS[3])::Vector{Float64})::SparseMatrixCSC{Float64, Int64}
+    elseif A.typecode == "i"
+        r = SparseMatrixCSC(A.size[1], A.size[2],
+                            vec(A.CCS[1])::Vector{Int64} .+ 1,
+                            vec(A.CCS[2])::Vector{Int64} .+ 1,
+                            vec(A.CCS[3])::Vector{Int64})::SparseMatrixCSC{Int64, Int64}
+
+    elseif A.typecode == "z"
+        r = SparseMatrixCSC(A.size[1], A.size[2],
+                            vec(A.CCS[1])::Vector{Int64} .+ 1,
+                            vec(A.CCS[2])::Vector{Int64} .+ 1,
+                            vec(A.CCS[3])::Vector{ComplexF64})::SparseMatrixCSC{ComplexF64, Int64}
+    end
+    return r
 end
+
+end  # end of module