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Diffstat (limited to '')
| -rw-r--r-- | sumofsquares/solver/cvxopt.py | 24 |
1 files changed, 23 insertions, 1 deletions
diff --git a/sumofsquares/solver/cvxopt.py b/sumofsquares/solver/cvxopt.py index 4534a8c..a608546 100644 --- a/sumofsquares/solver/cvxopt.py +++ b/sumofsquares/solver/cvxopt.py @@ -88,7 +88,29 @@ def solve_sos_cone(prob: Problem, verbose: bool = False, x = poly.v_stack(prob.polynomial_variables) for c in prob.constraints: if isinstance(c, PositiveSemiDefinite): - raise NotImplementedError + constr = poly.to_affine(c.expression.read(prob.state)) + + nrows, ncols = constr.shape + if nrows != ncols: + raise ValueError(f"PSD constraint cannot contain non-square matrix of shape ({nrows, ncols})!") + + s_dims.append(nrows) + + # constant term + c_coeff = constr.affine_coefficient(MonomialIndex.constant()) + c_stacked = c_coeff.T.reshape((nrows * ncols,)) + + # linear terms + l_stacked_rows = [] + for v in variable_indices: + v_coeff = constr.affine_coefficient(v) + v_stacked = v_coeff.T.reshape((nrows * ncols,)) + l_stacked_rows.append(v_stacked) + + l_stacked = np.vstack(l_stacked_rows) + + h_rows.append(c_stacked) + G_rows.append(-1 * l_stacked) elif isinstance(c, ExponentialCone): raise NotSupportedBySolver("CVXOpt cannot solve problems with the exponential cone.") |