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sosdec.jl
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sosdec.jl
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export SOSDecomposition, SOSDecompositionWithDomain, sos_decomposition
"""
struct SOSDecomposition{T, PT}
Represents a Sum-of-Squares decomposition without domain.
"""
struct SOSDecomposition{T,PT<:_APL{T},U} <: AbstractDecomposition{U}
ps::Vector{PT}
function SOSDecomposition{T,PT,U}(ps::Vector{PT}) where {T,PT,U}
return new(ps)
end
end
function SOSDecomposition(ps::Vector{PT}) where {T,PT<:_APL{T}}
return SOSDecomposition{T,PT,_promote_add_mul(T)}(ps)
end
function MP.polynomial_type(
::Union{SOSDecomposition{T,PT,U},Type{SOSDecomposition{T,PT,U}}},
) where {T,PT,U}
return MP.polynomial_type(PT, U)
end
#function SOSDecomposition(ps::Vector)
# T = reduce(promote_type, Int, map(eltype, ps))
# SOSDecomposition{T}(ps)
#end
function GramMatrix(p::SOSDecomposition{T}) where {T}
X = MP.merge_monomial_vectors(map(MP.monomials, p))
m = length(p)
n = length(X)
Q = zeros(T, m, n)
for i in 1:m
j = 1
for t in MP.terms(p[i])
while X[j] != MP.monomial(t)
j += 1
end
Q[i, j] = MP.coefficient(t)
j += 1
end
end
return GramMatrix(Q' * Q, X)
end
_lazy_adjoint(x::AbstractVector{<:Real}) = x
_lazy_adjoint(x::AbstractVector) = adjoint.(x)
function SOSDecomposition(
p::GramMatrix,
ranktol = 0.0,
dec::MultivariateMoments.LowRankLDLTAlgorithm = SVDLDLT(),
)
n = length(p.basis)
# TODO LDL^T factorization for SDP is missing in Julia
# it would be nice to have though
ldlt =
MultivariateMoments.low_rank_ldlt(Matrix(value_matrix(p)), dec, ranktol)
# The Sum-of-Squares decomposition is
# ∑ adjoint(u_i) * u_i
# and we have `L` of the LDL* so we need to take the adjoint.
ps = [
MP.polynomial(
√ldlt.singular_values[i] * _lazy_adjoint(ldlt.L[:, i]),
p.basis,
) for i in axes(ldlt.L, 2)
]
return SOSDecomposition(ps)
end
# Without LDL^T, we need to do float(T)
#SOSDecomposition(p::GramMatrix{C, T}) where {C, T} = SOSDecomposition{C, float(T)}(p)
Base.length(p::SOSDecomposition) = length(p.ps)
Base.isempty(p::SOSDecomposition) = isempty(p.ps)
Base.iterate(p::SOSDecomposition, args...) = Base.iterate(p.ps, args...)
Base.getindex(p::SOSDecomposition, i::Int) = p.ps[i]
(p::GramMatrix)(s::MP.AbstractSubstitution...) = MP.polynomial(p)(s...)
function Base.show(io::IO, p::SOSDecomposition)
for (i, q) in enumerate(p)
print(io, "(")
print(io, q)
print(io, ")^2")
if i != length(p)
print(io, " + ")
end
end
end
function Base.isapprox(p::SOSDecomposition, q::SOSDecomposition; kwargs...)
m = length(p.ps)
if length(q.ps) != m
false
else
MultivariateMoments.compare_modulo_permutation(
(i, j) -> isapprox(p.ps[i], q.ps[j]; kwargs...),
m,
)
end
end
function Base.promote_rule(
::Type{SOSDecomposition{T1,PT1,U1}},
::Type{SOSDecomposition{T2,PT2,U2}},
) where {T1,T2,PT1<:_APL{T1},PT2<:_APL{T2},U1,U2}
T = promote_type(T1, T2)
return SOSDecomposition{T,promote_type(PT1, PT2),_promote_add_mul(T)}
end
function Base.convert(
::Type{SOSDecomposition{T,PT,U}},
p::SOSDecomposition,
) where {T,PT,U}
return SOSDecomposition(convert(Vector{PT}, p.ps))
end
function MP.polynomial(decomp::SOSDecomposition)
return sum(decomp.ps .^ 2)
end
function MP.polynomial(decomp::SOSDecomposition, T::Type)
return MP.polynomial(MP.polynomial(decomp), T)
end
"""
struct SOSDecompositionWithDomain{T, PT, S}
Represents a Sum-of-Squares decomposition on a basic semi-algebraic domain.
"""
struct SOSDecompositionWithDomain{T,PT<:_APL{T},U,S<:AbstractSemialgebraicSet}
sos::SOSDecomposition{T,PT,U}
sosj::Vector{SOSDecomposition{T,PT,U}}
domain::S
end
function SOSDecompositionWithDomain(
ps::SOSDecomposition{T1,PT1,U1},
vps::Vector{SOSDecomposition{T2,PT2,U2}},
set::AbstractSemialgebraicSet,
) where {T1,T2,PT1,PT2,U1,U2}
ptype =
promote_type(SOSDecomposition{T1,PT1,U1}, SOSDecomposition{T2,PT2,U2})
return SOSDecompositionWithDomain(
convert(ptype, ps),
convert(Vector{ptype}, vps),
set,
)
end
function Base.show(io::IO, decomp::SOSDecompositionWithDomain)
print(io, decomp.sos)
for (sos, g) in zip(decomp.sosj, inequalities(decomp.domain))
print(io, " + ")
print(io, sos)
print(io, " * ")
print(io, "(")
print(io, g)
print(io, ")")
end
end
function MP.polynomial(decomp::SOSDecompositionWithDomain)
p = MP.polynomial(decomp.sos)
if !(isempty(equalities(decomp.domain)))
@error "Semialgebraic set has equality constraints"
end
for (Gj, gj) in zip(decomp.sosj, inequalities(decomp.domain))
p += MP.polynomial(Gj) * gj
end
return p
end
function Base.isapprox(
p::SOSDecompositionWithDomain,
q::SOSDecompositionWithDomain;
kwargs...,
)
return isapprox(p.sos, q.sos) &&
all(isapprox.(p.sosj, q.sosj)) &&
p.domain == q.domain
end