"""
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.
"""
import numpy as np
import cvxpy.settings as s
INF_OR_UNB_MESSAGE = """
The problem is either infeasible or unbounded, but the solver
cannot tell which. Disable any solver-specific presolve methods
and re-solve to determine the precise problem status.
For GUROBI and CPLEX you can automatically perform this re-solve
with the keyword argument prob.solve(reoptimize=True, ...).
"""
def failure_solution(status, attr=None) -> "Solution":
"""Factory function for infeasible or unbounded solutions.
Parameters
----------
status : str
The problem status.
Returns
-------
Solution
A solution object.
"""
if status in [s.INFEASIBLE, s.INFEASIBLE_INACCURATE]:
opt_val = np.inf
elif status in [s.UNBOUNDED, s.UNBOUNDED_INACCURATE]:
opt_val = -np.inf
else:
opt_val = None
if attr is None:
attr = {}
if status == s.INFEASIBLE_OR_UNBOUNDED:
attr['message'] = INF_OR_UNB_MESSAGE
return Solution(status, opt_val, {}, {}, attr)
[docs]
class Solution:
"""A solution to an optimization problem.
Attributes
----------
status : str
The status code.
opt_val : float
The optimal value.
primal_vars : dict of id to NumPy ndarray
A map from variable ids to optimal values.
dual_vars : dict of id to NumPy ndarray
A map from constraint ids to dual values.
attr : dict
Miscelleneous information propagated up from a solver.
"""
def __init__(self, status, opt_val, primal_vars, dual_vars, attr) -> None:
self.status = status
self.opt_val = opt_val
self.primal_vars = primal_vars
self.dual_vars = dual_vars
self.attr = attr
def copy(self) -> "Solution":
return Solution(self.status,
self.opt_val,
self.primal_vars,
self.dual_vars,
self.attr)
def __str__(self) -> str:
return "Solution(status=%s, opt_val=%s, primal_vars=%s, dual_vars=%s, attr=%s)" % (
self.status, self.opt_val, self.primal_vars, self.dual_vars, self.attr)
def __repr__(self) -> str:
return "Solution(%s, %s, %s, %s)" % (self.status,
self.primal_vars,
self.dual_vars,
self.attr)