Skip to content

Commit

Permalink
Upgrade to JuMP 0.19
Browse files Browse the repository at this point in the history 
- Add Manifest and project toml to specify dependency on JuMP 0.19
- Upgrade Syntax to JuMP 0.19
  • Loading branch information
@holtri
holtri committed Nov 3, 2018
1 parent 316adf8 commit abda673
Show file tree
Hide file tree
Showing 7 changed files with 360 additions and 19 deletions.
320 changes: 320 additions & 0 deletions Manifest.toml
View file
Original file line number Diff line number Diff line change
@@ -0,0 +1,320 @@
[[Arpack]]
deps = ["BinaryProvider", "Libdl", "LinearAlgebra", "Random", "SparseArrays", "Test"]
git-tree-sha1 = "1ce1ce9984683f0b6a587d5bdbc688ecb480096f"
uuid = "7d9fca2a-8960-54d3-9f78-7d1dccf2cb97"
version = "0.3.0"

[[Base64]]
uuid = "2a0f44e3-6c83-55bd-87e4-b1978d98bd5f"

[[BinDeps]]
deps = ["Compat", "Libdl", "SHA", "URIParser"]
git-tree-sha1 = "12093ca6cdd0ee547c39b1870e0c9c3f154d9ca9"
uuid = "9e28174c-4ba2-5203-b857-d8d62c4213ee"
version = "0.8.10"

[[BinaryProvider]]
deps = ["Libdl", "Pkg", "SHA", "Test"]
git-tree-sha1 = "9930c1a6cd49d9fcd7218df6be417e6ae4f1468a"
uuid = "b99e7846-7c00-51b0-8f62-c81ae34c0232"
version = "0.5.2"

[[Calculus]]
deps = ["Compat"]
git-tree-sha1 = "f60954495a7afcee4136f78d1d60350abd37a409"
uuid = "49dc2e85-a5d0-5ad3-a950-438e2897f1b9"
version = "0.4.1"

[[CommonSubexpressions]]
deps = ["Test"]
git-tree-sha1 = "efdaf19ab11c7889334ca247ff4c9f7c322817b0"
uuid = "bbf7d656-a473-5ed7-a52c-81e309532950"
version = "0.2.0"

[[Compat]]
deps = ["Base64", "Dates", "DelimitedFiles", "Distributed", "InteractiveUtils", "LibGit2", "Libdl", "LinearAlgebra", "Markdown", "Mmap", "Pkg", "Printf", "REPL", "Random", "Serialization", "SharedArrays", "Sockets", "SparseArrays", "Statistics", "Test", "UUIDs", "Unicode"]
git-tree-sha1 = "2d9e14d19bad3f9ad5cc5e4cffabc3cfa59de825"
uuid = "34da2185-b29b-5c13-b0c7-acf172513d20"
version = "1.3.0"

[[DataStructures]]
deps = ["InteractiveUtils", "OrderedCollections", "Random", "Serialization", "Test"]
git-tree-sha1 = "8fc6e166e24fda04b2b648d4260cdad241788c54"
uuid = "864edb3b-99cc-5e75-8d2d-829cb0a9cfe8"
version = "0.14.0"

[[Dates]]
deps = ["Printf"]
uuid = "ade2ca70-3891-5945-98fb-dc099432e06a"

[[DelimitedFiles]]
deps = ["Mmap"]
uuid = "8bb1440f-4735-579b-a4ab-409b98df4dab"

[[DiffResults]]
deps = ["Compat", "StaticArrays"]
git-tree-sha1 = "db8acf46717b13d6c48deb7a12007c7f85a70cf7"
uuid = "163ba53b-c6d8-5494-b064-1a9d43ac40c5"
version = "0.0.3"

[[DiffRules]]
deps = ["Random", "Test"]
git-tree-sha1 = "c49ec69428ffea0c1d1bbdc63d1a70f5df5860ad"
uuid = "b552c78f-8df3-52c6-915a-8e097449b14b"
version = "0.0.7"

[[Distributed]]
deps = ["LinearAlgebra", "Random", "Serialization", "Sockets"]
uuid = "8ba89e20-285c-5b6f-9357-94700520ee1b"

[[Distributions]]
deps = ["Distributed", "LinearAlgebra", "PDMats", "Printf", "QuadGK", "Random", "SpecialFunctions", "Statistics", "StatsBase", "StatsFuns", "Test"]
git-tree-sha1 = "c24e9b6500c037673f0241a2783472b8c3d080c7"
uuid = "31c24e10-a181-5473-b8eb-7969acd0382f"
version = "0.16.4"

[[EzXML]]
deps = ["BinaryProvider", "Libdl", "Printf", "Test"]
git-tree-sha1 = "5623d1486bfaadd815f5c4ca501adda02b5337f1"
uuid = "8f5d6c58-4d21-5cfd-889c-e3ad7ee6a615"
version = "0.9.0"

[[ForwardDiff]]
deps = ["CommonSubexpressions", "DiffResults", "DiffRules", "InteractiveUtils", "LinearAlgebra", "NaNMath", "Random", "SparseArrays", "SpecialFunctions", "StaticArrays", "Test"]
git-tree-sha1 = "8425a7d4e060bc2ded32d090bce910a187d6cce7"
uuid = "f6369f11-7733-5829-9624-2563aa707210"
version = "0.9.0"

[[InteractiveUtils]]
deps = ["LinearAlgebra", "Markdown"]
uuid = "b77e0a4c-d291-57a0-90e8-8db25a27a240"

[[Ipopt]]
deps = ["BinDeps", "BinaryProvider", "Compat", "Libdl", "MathOptInterface", "MathProgBase"]
git-tree-sha1 = "b94462673702e3701852bbff61ff8bbf96feb351"
uuid = "b6b21f68-93f8-5de0-b562-5493be1d77c9"
version = "0.4.3"

[[JSON]]
deps = ["Dates", "Distributed", "Mmap", "Sockets", "Test", "Unicode"]
git-tree-sha1 = "fec8e4d433072731466d37ed0061b3ba7f70eeb9"
uuid = "682c06a0-de6a-54ab-a142-c8b1cf79cde6"
version = "0.19.0"

[[JuMP]]
deps = ["Calculus", "Compat", "DataStructures", "ForwardDiff", "MathOptInterface", "NaNMath"]
git-tree-sha1 = "5d83aac41618d428bb97c0f3beecfcae3c49989a"
repo-rev = "a1d333eec8304f15eefc6f9a750ddd975ae319d1"
repo-url = "https://github.com/JuliaOpt/JuMP.jl.git"
uuid = "4076af6c-e467-56ae-b986-b466b2749572"
version = "0.18.4+"

[[LearnBase]]
deps = ["LinearAlgebra", "SparseArrays", "StatsBase", "Test"]
git-tree-sha1 = "c4b5da6d68517f46f70ed5157b28336b56cd2ff3"
uuid = "7f8f8fb0-2700-5f03-b4bd-41f8cfc144b6"
version = "0.2.2"

[[LibGit2]]
uuid = "76f85450-5226-5b5a-8eaa-529ad045b433"

[[Libdl]]
uuid = "8f399da3-3557-5675-b5ff-fb832c97cbdb"

[[LinearAlgebra]]
deps = ["Libdl"]
uuid = "37e2e46d-f89d-539d-b4ee-838fcccc9c8e"

[[Logging]]
uuid = "56ddb016-857b-54e1-b83d-db4d58db5568"

[[MLKernels]]
deps = ["SpecialFunctions"]
git-tree-sha1 = "d0e2bb123a68792e2144bbf48db96730b8434807"
uuid = "6899632a-1081-549c-8d71-752c8a25a7ba"
version = "0.3.0"

[[MLLabelUtils]]
deps = ["LearnBase", "MappedArrays", "StatsBase", "Test"]
git-tree-sha1 = "2f5309e393467e8d40231957ba17582cba84e8c1"
uuid = "66a33bbf-0c2b-5fc8-a008-9da813334f0a"
version = "0.4.1"

[[MappedArrays]]
deps = ["Test"]
git-tree-sha1 = "923441c5ac942b60bd3a842d5377d96646bcbf46"
uuid = "dbb5928d-eab1-5f90-85c2-b9b0edb7c900"
version = "0.2.1"

[[Markdown]]
deps = ["Base64"]
uuid = "d6f4376e-aef5-505a-96c1-9c027394607a"

[[MathOptInterface]]
deps = ["Compat", "Unicode"]
git-tree-sha1 = "d7427366a571b41214fa51e2e33b7a64c8950e5f"
uuid = "b8f27783-ece8-5eb3-8dc8-9495eed66fee"
version = "0.6.2"

[[MathProgBase]]
deps = ["Compat"]
git-tree-sha1 = "3bf2e534e635df810e5f4b4f1a8b6de9004a0d53"
uuid = "fdba3010-5040-5b88-9595-932c9decdf73"
version = "0.7.7"

[[Memento]]
deps = ["Compat", "JSON", "Nullables", "Syslogs", "TimeZones"]
git-tree-sha1 = "c4ade3575bcc2c180cfa14cf8b3b63eebca51629"
uuid = "f28f55f0-a522-5efc-85c2-fe41dfb9b2d9"
version = "0.10.0"

[[Missings]]
deps = ["Dates", "InteractiveUtils", "SparseArrays", "Test"]
git-tree-sha1 = "adc26d2ee85a49c413464110d922cf21efc9d233"
uuid = "e1d29d7a-bbdc-5cf2-9ac0-f12de2c33e28"
version = "0.3.1"

[[Mmap]]
uuid = "a63ad114-7e13-5084-954f-fe012c677804"

[[Mocking]]
deps = ["Compat", "Dates"]
git-tree-sha1 = "4bf69aaf823b119b034e091e16b18311aa191663"
uuid = "78c3b35d-d492-501b-9361-3d52fe80e533"
version = "0.5.7"

[[NaNMath]]
deps = ["Compat"]
git-tree-sha1 = "ce3b85e484a5d4c71dd5316215069311135fa9f2"
uuid = "77ba4419-2d1f-58cd-9bb1-8ffee604a2e3"
version = "0.3.2"

[[Nullables]]
deps = ["Compat"]
git-tree-sha1 = "ae1a63457e14554df2159b0b028f48536125092d"
uuid = "4d1e1d77-625e-5b40-9113-a560ec7a8ecd"
version = "0.0.8"

[[OrderedCollections]]
deps = ["Random", "Serialization", "Test"]
git-tree-sha1 = "85619a3f3e17bb4761fe1b1fd47f0e979f964d5b"
uuid = "bac558e1-5e72-5ebc-8fee-abe8a469f55d"
version = "1.0.2"

[[PDMats]]
deps = ["Arpack", "LinearAlgebra", "SparseArrays", "SuiteSparse", "Test"]
git-tree-sha1 = "9e3e7a5c9b8cfdba8c01a1bcae38fe0144936fda"
uuid = "90014a1f-27ba-587c-ab20-58faa44d9150"
version = "0.9.5"

[[Pkg]]
deps = ["Dates", "LibGit2", "Markdown", "Printf", "REPL", "Random", "SHA", "UUIDs"]
uuid = "44cfe95a-1eb2-52ea-b672-e2afdf69b78f"

[[Printf]]
deps = ["Unicode"]
uuid = "de0858da-6303-5e67-8744-51eddeeeb8d7"

[[QuadGK]]
deps = ["DataStructures", "LinearAlgebra", "Test"]
git-tree-sha1 = "7e8dff9c205f36eceaf6e62a43ff851637ca45fc"
uuid = "1fd47b50-473d-5c70-9696-f719f8f3bcdc"
version = "2.0.2"

[[REPL]]
deps = ["InteractiveUtils", "Markdown", "Sockets"]
uuid = "3fa0cd96-eef1-5676-8a61-b3b8758bbffb"

[[Random]]
deps = ["Serialization"]
uuid = "9a3f8284-a2c9-5f02-9a11-845980a1fd5c"

[[Rmath]]
deps = ["BinaryProvider", "Libdl", "Random", "Statistics", "Test"]
git-tree-sha1 = "9a6c758cdf73036c3239b0afbea790def1dabff9"
uuid = "79098fc4-a85e-5d69-aa6a-4863f24498fa"
version = "0.5.0"

[[SHA]]
uuid = "ea8e919c-243c-51af-8825-aaa63cd721ce"

[[Serialization]]
uuid = "9e88b42a-f829-5b0c-bbe9-9e923198166b"

[[SharedArrays]]
deps = ["Distributed", "Mmap", "Random", "Serialization"]
uuid = "1a1011a3-84de-559e-8e89-a11a2f7dc383"

[[Sockets]]
uuid = "6462fe0b-24de-5631-8697-dd941f90decc"

[[SortingAlgorithms]]
deps = ["DataStructures", "Random", "Test"]
git-tree-sha1 = "03f5898c9959f8115e30bc7226ada7d0df554ddd"
uuid = "a2af1166-a08f-5f64-846c-94a0d3cef48c"
version = "0.3.1"

[[SparseArrays]]
deps = ["LinearAlgebra", "Random"]
uuid = "2f01184e-e22b-5df5-ae63-d93ebab69eaf"

[[SpecialFunctions]]
deps = ["BinDeps", "BinaryProvider", "Libdl", "Test"]
git-tree-sha1 = "0b45dc2e45ed77f445617b99ff2adf0f5b0f23ea"
uuid = "276daf66-3868-5448-9aa4-cd146d93841b"
version = "0.7.2"

[[StaticArrays]]
deps = ["InteractiveUtils", "LinearAlgebra", "Random", "Statistics", "Test"]
git-tree-sha1 = "ebc5c2a27d91d5ec611a9861168182e2168effd3"
uuid = "90137ffa-7385-5640-81b9-e52037218182"
version = "0.9.2"

[[Statistics]]
deps = ["LinearAlgebra", "SparseArrays"]
uuid = "10745b16-79ce-11e8-11f9-7d13ad32a3b2"

[[StatsBase]]
deps = ["DataStructures", "LinearAlgebra", "Missings", "Printf", "Random", "SortingAlgorithms", "SparseArrays", "Statistics", "Test"]
git-tree-sha1 = "723193a13e8078cec6dcd0b8fe245c8bfd81690e"
uuid = "2913bbd2-ae8a-5f71-8c99-4fb6c76f3a91"
version = "0.25.0"

[[StatsFuns]]
deps = ["Rmath", "SpecialFunctions", "Test"]
git-tree-sha1 = "d14bb7b03defd2deaa5675646f6783089e0556f0"
uuid = "4c63d2b9-4356-54db-8cca-17b64c39e42c"
version = "0.7.0"

[[SuiteSparse]]
deps = ["Libdl", "LinearAlgebra", "SparseArrays"]
uuid = "4607b0f0-06f3-5cda-b6b1-a6196a1729e9"

[[Syslogs]]
deps = ["Compat", "Nullables"]
git-tree-sha1 = "d3e512a044cc8873c741d88758f8e1888c7c47d3"
uuid = "cea106d9-e007-5e6c-ad93-58fe2094e9c4"
version = "0.2.0"

[[Test]]
deps = ["Distributed", "InteractiveUtils", "Logging", "Random"]
uuid = "8dfed614-e22c-5e08-85e1-65c5234f0b40"

[[TimeZones]]
deps = ["Compat", "EzXML", "Mocking", "Nullables"]
git-tree-sha1 = "4a4ab113913e19ad62b67e6c5c056509eac00c19"
uuid = "f269a46b-ccf7-5d73-abea-4c690281aa53"
version = "0.8.2"

[[URIParser]]
deps = ["Test", "Unicode"]
git-tree-sha1 = "6ddf8244220dfda2f17539fa8c9de20d6c575b69"
uuid = "30578b45-9adc-5946-b283-645ec420af67"
version = "0.4.0"

[[UUIDs]]
deps = ["Random"]
uuid = "cf7118a7-6976-5b1a-9a39-7adc72f591a4"

[[Unicode]]
uuid = "4ec0a83e-493e-50e2-b9ac-8f72acf5a8f5"
17 changes: 17 additions & 0 deletions Project.toml
View file
Original file line number Diff line number Diff line change
@@ -0,0 +1,17 @@
name = "SVDD"
uuid = "39ce0a30-df67-11e8-3be8-95e042d02c11"
authors = ["Holger Trittenbach", "Adrian Englhardt"]
version = "0.1.0"

[deps]
Compat = "34da2185-b29b-5c13-b0c7-acf172513d20"
Distributions = "31c24e10-a181-5473-b8eb-7969acd0382f"
Ipopt = "b6b21f68-93f8-5de0-b562-5493be1d77c9"
JuMP = "4076af6c-e467-56ae-b986-b466b2749572"
LinearAlgebra = "37e2e46d-f89d-539d-b4ee-838fcccc9c8e"
MLKernels = "6899632a-1081-549c-8d71-752c8a25a7ba"
MLLabelUtils = "66a33bbf-0c2b-5fc8-a008-9da813334f0a"
Memento = "f28f55f0-a522-5efc-85c2-fe41dfb9b2d9"
Random = "9a3f8284-a2c9-5f02-9a11-845980a1fd5c"
StatsBase = "2913bbd2-ae8a-5f71-8c99-4fb6c76f3a91"
Test = "8dfed614-e22c-5e08-85e1-65c5234f0b40"
11 changes: 6 additions & 5 deletions src/classifiers/classifier_ssad.jl
View file
Original file line number Diff line number Diff line change
Expand Up @@ -125,9 +125,9 @@ function fit!(model::SSAD, solver)
end

# see also tilitools https://github.com/nicococo/tilitools/blob/master/tilitools/ssad_convex.py
function solve!(model::SSAD, solver)
function solve!(model::SSAD, solver::JuMP.OptimizerFactory)
debug(LOGGER, "[SOLVE] Setting up QP for SSAD with $(is_K_adjusted(model) ? "adjusted" : "non-adjusted") kernel matrix.")
QP = Model(solver=solver)
QP = Model(solver)
K = is_K_adjusted(model) ? model.K_adjusted : model.K
# optimization variables
@variable(QP, α[1:size(K,1)] >= 0)
Expand All @@ -137,7 +137,7 @@ function solve!(model::SSAD, solver)
cy = get_cy(model)

# objective function
@objective(QP, :Max, -0.5*sum(α[i]*α[j] * K[i,j] * cy[i] * cy[j] for i in eachindex(α) for j in eachindex(α)))
@objective(QP, Max, -0.5*sum(α[i]*α[j] * K[i,j] * cy[i] * cy[j] for i in eachindex(α) for j in eachindex(α)))

# constraints
haskey(model.pools, :U) && @constraint(QP, α[model.pools[:U]] .<= model.C1)
Expand All @@ -148,9 +148,10 @@ function solve!(model::SSAD, solver)
@constraint(QP, sum(α[i] * cy[i] for i in eachindex(α)) == 1)

debug(LOGGER, "[SOLVE] Solving QP with $(typeof(solver))...")
status = JuMP.solve(QP)
JuMP.optimize!(QP)
status = JuMP.termination_status(QP)
debug(LOGGER, "[SOLVE] Finished with status: $(status).")
model.alpha_values = JuMP.getvalue(α)
model.alpha_values = JuMP.result_value.(α)
return status
end

Expand Down
Loading

0 comments on commit abda673

Please sign in to comment.