Expression¶

class
picos.
Expression
(string)¶ The parent class of
AffinExp
(which is the parent class ofVariable
),Norm
,LogSumExp
, andQuadExp
.
AffinExp¶

class
picos.
AffinExp
(factors=None, constant=None, size=(1, 1), string='0')¶ A class for defining vectorial (or matrix) affine expressions. It derives from
Expression
.Overloaded operators
+
:sum (with an affine or quadratic expression) +=
:inplace sum (with an affine or quadratic expression) 
:substraction (with an affine or quadratic expression) or unitary minus *
:multiplication (by another affine expression or a scalar) ^
:hadamard product (elementwise multiplication with another affine expression, similarly as MATLAB operator .*
)/
:division (by a scalar) 
:scalar product (with another affine expression) [.]
:slice of an affine expression abs()
:Euclidean norm (Frobenius norm for matrices) **
:exponentiation (works with arbitrary powers for constant affine expressions, and any nonzero exponent otherwise). In the case of a nonconstant affine expression, the exponentiation returns a quadratic expression if the exponent is 2, or a TracePow_Exp
object for other exponents. A rational approximation of the exponent is used, and the power inequality is internally replaced by an equivalent set of second order cone inequalities.&
:horizontal concatenation (with another affine expression) //
:vertical concatenation (with another affine expression) <
:less or equal (than an affine or quadratic expression) >
:greater or equal (than an affine or quadratic expression) ==
:is equal (to another affine expression) <<
:less than inequality in the Loewner ordering (linear matrix inequality ); or, if the right hand side is a Set
, membership in this set.>>
:greater than inequality in the Loewner ordering (linear matrix inequality ) Warning
We recall here the implicit assumptions that are made when using relation operator overloads, in the following two situations:
 the rotated second order cone constraint
abs(exp1)**2 < exp2 * exp3
implicitely assumes that the scalar expressionexp2
(and henceexp3
) is nonnegative.  the linear matrix inequality
exp1 >> exp2
only tells picos that the symmetric matrix whose lower triangular elements are those ofexp1exp2
is positive semidefinite. The matrixexp1exp2
is not constrained to be symmetric. Hence, you should manually add the constraintexp1exp2 == (exp1exp2).T
if it is not clear from the data that this matrix is symmetric.

H
¶ Hermitian (or conjugate) transposition

T
¶ transposition

Tx
¶ Partial transposition (for an n**2 x n**2 matrix, assumes subblocks of size n x n). cf. doc of
picos.partial_transpose()

conj
¶ complex conjugate

constant
= None¶ constant of the affine expression, stored as a
cvxopt sparse matrix
.

factors
= None¶ dictionary storing the matrix of coefficients of the linear part of the affine expressions. The matrices of coefficients are always stored with respect to vectorized variables (for the case of matrix variables), and are indexed by instances of the class
Variable
.

hadamard
(fact)¶ hadamard (elementwise) product

imag
¶ imaginary part (for complex expressions)

is0
()¶ is the expression equal to 0 ?

isconstant
()¶ is the expression constant (no variable involved) ?

partial_trace
(k=1, dim=None)¶ partial trace cf. doc of
picos.partial_trace()

real
¶ real part (for complex expressions)

size
¶ size of the affine expression

value
¶ value of the affine expression

vtype
¶
 the rotated second order cone constraint
Variable¶

class
picos.
Variable
(parent_problem, name, size, Id, startIndex, vtype='continuous', lower=None, upper=None)¶ This class stores a variable. It derives from
AffinExp
.
Id
= None¶ An integer index (obsolete)

bnd
¶ var.bnd[i]
returns a tuple(lo,up)
of lower and upper bounds for the ith element of the variablevar
. None means +/ infinite. ifvar.bnd[i]
is not defined, thenvar[i]
is unbounded.

endIndex
¶ end position in the global vector of all variables

name
= None¶ The name of the variable (str)

parent_problem
= None¶ The Problem instance to which this variable belongs

passed
= None¶ list of solvers which are already aware of this variable

semiDef
¶ True if this is a sym. variable X subject to X>>0

set_lower
(lo)¶ sets a lower bound to the variable (lo may be scalar or a matrix of the same size as the variable
self
). Entries smaller than INFINITY = 1e16 are ignored

set_sparse_lower
(indices, bnds)¶ sets the lower bound bnds[i] to the index indices[i] of the variable. For a symmetric matrix variable, bounds on elements in the upper triangle are ignored.
Parameters:  indices (
list
) – list of indices, given as integers (column major order) or tuples (i,j).  bnds – list of lower bounds.
Warning
This function does not modify the existing bounds on elements other than those specified in
indices
.Example:
>>> import picos as pic >>> P = pic.Problem() >>> X = P.add_variable('X',(3,2),lower = 0) >>> X.set_sparse_upper([0,(0,1),1],[1,2,0]) >>> X.bnd {0: (0.0, 1.0), 1: (0.0, 0.0), 2: (0.0, None), 3: (0.0, 2.0), 4: (0.0, None), 5: (0.0, None)}
 indices (

set_sparse_upper
(indices, bnds)¶ sets the upper bound bnds[i] to the index indices[i] of the variable. For a symmetric matrix variable, bounds on elements in the upper triangle are ignored.
Parameters:  indices (
list
) – list of indices, given as integers (column major order) or tuples (i,j).  bnds – list of upper bounds.
Warning
This function does not modify the existing bounds on elements other than those specified in
indices
. indices (

set_upper
(up)¶ sets an upper bound to the variable (up may be scalar or a matrix of the same size as the variable
self
). Entries larger than INFINITY = 1e16 are ignored

startIndex
¶ starting position in the global vector of all variables

value
¶ value of the variable. The value of a variable is defined in the following two situations:
 The user has assigned a value to the variable,
by using either the present
value
attribute, or the functionset_var_value()
of the classProblem
. Note that manually giving a value to a variable can be useful, e.g. to provide a solver with an initial solution (see the optionhotstart
documented inset_all_options_to_default()
)  The problem involving the variable has been solved,
and the
value
attribute stores the optimal value of this variable.
 The user has assigned a value to the variable,
by using either the present

vtype
¶ one of the following strings:
 ‘continuous’ (continuous variable)
 ‘binary’ (binary 0/1 variable)
 ‘integer’ (integer variable)
 ‘symmetric’ (symmetric matrix variable)
 ‘antisym’ (antisymmetric matrix variable)
 ‘complex’ (complex matrix variable)
 ‘hermitian’ (complex hermitian matrix variable)
 ‘semicont’ (semicontinuous variable [can take the value 0 or any other admissible value])
 ‘semiint’ (semi integer variable [can take the value 0 or any other integer admissible value])

Norm¶

class
picos.
Norm
(exp)¶ Euclidean (or Frobenius) norm of an Affine Expression. This class derives from
Expression
.Overloaded operators
**
:exponentiation (only implemented when the exponent is 2) <
:less or equal (than a scalar affine expression) 
exp
= None¶ The affine expression of which we take the norm

QuadExp¶

class
picos.
QuadExp
(quad, aff, string, LR=None)¶ Quadratic expression. This class derives from
Expression
.Overloaded operators
+
:addition (with an affine or a quadratic expression) 
:substraction (with an affine or a quadratic expression) or unitary minus *
:multiplication (by a scalar or a constant affine expression) <
:less or equal than (another quadratic or affine expression). >
:greater or equal than (another quadratic or affine expression). 
LR
= None¶ stores a factorization of the quadratic expression, if the expression was entered in a factorized form. We have:
LR=None
when no factorization is knownLR=(aff,None)
when the expression is equal toaff**2
LR=(aff1,aff2)
when the expression is equal toaff1*aff2
.

aff
= None¶ affine expression representing the affine part of the quadratic expression

LogSumExp¶

class
picos.
LogSumExp
(exp)¶  LogSumExp applied to an affine expression.
 If the affine expression
z
is of size , with elements , then LogSumExp(z) represents the expression . This class derives fromExpression
.
Overloaded operator
<
:less or equal than (the rhs must be 0, for geometrical programming) 
value
¶ value of the logsumexp expression
GeoMeanExp¶

class
picos.
GeoMeanExp
(exp)¶ A class storing the geometric mean of a multidimensional expression. It derives from
Expression
.Overloaded operator
>
:greater or equal than (the rhs must be a scalar affine expression) 
exp
= None¶ The affine expression to which the geomean is applied

NormP_Exp¶

class
picos.
NormP_Exp
(exp, numerator, denominator=1, num2=None, den2=1)¶ A class storing the pnorm of a multidimensional expression. It derives from
Expression
. Use the functionpicos.norm()
to create a instance of this class. This class can also be used to store the norm of a matrix.Generalized norms are also defined for , by using the usual formula . Note that this function is concave (for ) over the set of vectors with nonnegative coordinates. When a constraint of the form with is entered, PICOS implicitely forces to be a nonnegative vector.
Overloaded operator
<
:less or equal than (the rhs must be a scalar affine expression, AND p must be greater or equal than 1) >
:greater or equal than (the rhs must be a scalar affine expression, AND p must be less or equal than 1) 
den2
= None¶ denominator of q

denominator
= None¶ denominator of p

exp
= None¶ The affine expression to which the pnorm is applied

num2
= None¶ numerator of q

numerator
= None¶ numerator of p

TracePow_Exp¶

class
picos.
TracePow_Exp
(exp, numerator, denominator=1, M=None)¶ A class storing the pth power of a scalar, or more generally the trace of the power of a symmetric matrix. It derives from
Expression
. Use the functionpicos.tracepow()
or simply the overloaded**
exponentiation operator to create an instance of this class.Note that this function is concave for , and convex for the other values of over the set of nonnegative variables
exp
(resp. over the set of positive semidefinite matricesexp
), and PICOS implicitely forces the constraintexp >0
(resp.exp >> 0
) to hold.Also, when a coef matrix is specified (for constraints of the form ), the matrix must be positive semidefinite and must be in .
Overloaded operator
<
:less or equal than (the rhs must be a scalar affine expression, AND p must be either greater or equal than 1 or negative) >
:greater or equal than (the rhs must be a scalar affine expression, AND p must be in the range ) 
M
= None¶ the coef matrix

denominator
= None¶ denominator of p

dim
= None¶ dimension of
exp

exp
= None¶ The affine expression to which the pnorm is applied

numerator
= None¶ numerator of p

DetRootN_Exp¶

class
picos.
DetRootN_Exp
(exp)¶ A class storing the nth root of the determinant of a positive semidefinite matrix. It derives from
Expression
. Use the functionpicos.detrootn()
to create an instance of this class. Note that the matrix is forced to be positive semidefinite when a constraint of the formt < pic.detrootn(X)
is added.Overloaded operator
>
:greater or equal than (the rhs must be a scalar affine expression) 
dim
= None¶ dimension of
exp

exp
= None¶ The affine expression to which the detrootn is applied

Ball¶

class
picos.
Ball
(p, radius)¶ represents a Ball of Norm p. This object should be created by the function
picos.ball()
.** Overloaded operators **
>>
:membership of the right hand side in this set.
Truncated_Simplex¶

class
picos.
Truncated_Simplex
(radius=1, truncated=False, nonneg=True)¶ represents a simplex, that can be intersected with the ball of radius 1 for the infinitynorm (truncation), and that can be symmetrized with respect to the origin. This object should be created by the function
picos.simplex()
orpicos.truncated_simplex()
.** Overloaded operators **
>>
:membership of the right hand side in this set.