mosekcomodel 0.5.0

Library for Conic Optimization Modeling with Mosek
Documentation 
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use mosekcomodel::*;
use crate::dummy::Model;
use expr::workstack::WorkStack;

fn dense_expr() -> Expr<2> {
    Expr::new(&[3,3],
              None,
              vec![0,1,2,3,4,5,6,7,8,9],
              vec![0,1,2,0,1,2,0,1,2],
              vec![1.1,1.2,1.3,2.1,2.2,2.3,3.1,3.2,3.3])
}

fn sparse_expr() -> Expr<2> {
    Expr::new(&[3,3],
              Some(vec![0,4,5,6,7]),
              vec![0,1,2,3,4,5],
              vec![0,1,2,3,4],
              vec![1.1,2.2,3.3,4.4,5.5])
}

#[test]
fn add_test() {
    let mut m = Model::new(Some("M"));

    //      | 1 2 3 |       | 10 11 12 |
    // vd = | 4 5 6 |  wd = | 13 14 15 |
    //      | 7 8 9 |       | 16 17 18 |
    let dv = m.variable(Some("vd"), unbounded().with_shape(&[3,3]));
    let dw = m.variable(Some("wd"), unbounded().with_shape(&[3,3]));
    //      | 19  .  . |      | 23  .  . |
    // vs = |  . 20 21 | ws = |  . 24  . |
    //      |  .  . 22 |      |  . 25 26 | 
    let sv = m.variable(Some("vs"), unbounded().with_shape_and_sparsity(&[3,3],&[[0,0],[1,1],[1,2],[2,2]]));
    let sw = m.variable(Some("ws"), unbounded().with_shape_and_sparsity(&[3,3],&[[0,0],[1,1],[2,1],[2,2]]));

    let mut rs = WorkStack::new(512);
    let mut ws = WorkStack::new(512);
    let mut xs = WorkStack::new(512);
    {
        rs.clear(); ws.clear(); xs.clear();
            
        dv.clone().add(dw.clone()).eval(&mut rs,&mut ws,&mut xs).unwrap();
        let (shape,ptr,sp,subj,_cof) = rs.pop_expr();        

        assert_eq!(shape,&[3,3]); 
        assert_eq!(sp,None);
        assert_eq!(ptr,&[0usize,2,4,6,8,10,12,14,16,18]);
        //println!("subj = {:?}",subj);
        assert_eq!(subj,&[ 9,0, 10,1, 11,2, 12,3, 13,4, 14,5, 15,6, 16,7, 17,8]);
    }
    
    {
        rs.clear(); ws.clear(); xs.clear();
        
        dv.clone().add(sw.clone()).eval(&mut rs,&mut ws,&mut xs).unwrap();
        let (shape,ptr,sp,subj,_cof) = rs.pop_expr();        

        assert_eq!(shape,&[3,3]); 
        assert_eq!(sp,None);
        assert_eq!(ptr,&[0usize,2,3,4,5,7,8,9,11,13]);
        assert_eq!(subj,&[ 22,0,1,2,3,23,4,5,6,24,7,25,8]);
    }

    {
        rs.clear(); ws.clear(); xs.clear();
        
        sv.clone().add(sw.clone()).eval(&mut rs,&mut ws,&mut xs).unwrap();
        let (shape,ptr,sp,subj,_cof) = rs.pop_expr();        

        assert_eq!(shape,&[3,3]); 
        if let Some(sp) = sp {
            assert_eq!(sp,&[0usize,4,5,7,8]);
        } else {
            panic!("sp is not None");
        }
        assert_eq!(ptr,&[0,2,4,5,6,8]);
        assert_eq!(subj,&[ 22,18,23,19,20,24,25,21]);
    }

    {
        rs.clear(); ws.clear(); xs.clear();

        let mut model = Model::new(Some("TrafficNetwork"));
        let _m = 5;
        let n = 4;

        let mx = NDArray::from_tuples([n,n],&[[0,1],[0,2],[1,3],[2,1],[2,3]],&[1.0,1.0,1.0,1.0,1.0]).unwrap();
        let sparsity : Vec<[usize;2]> = vec![[0,1],[0,2],[1,3],[2,1],[2,3]];

        let x = model.variable(Some("traffic_flow"), greater_than(0.0).with_shape_and_sparsity(&[n,n],sparsity.as_slice()));
        let z = model.variable(Some("z"),            greater_than(0.0).with_shape_and_sparsity(&[n,n],sparsity.as_slice()));

        //let e = &z.clone().mul_elem(mx.clone()).dynamic().add(x.clone().dynamic()).sub(mx.clone()).gather();
        //let e = &z.clone().mul_elem(mx.clone()).dynamic().add(x.clone().dynamic()).gather();
        let e = &z.clone().mul_elem(mx.clone()).dynamic().add(x.clone()).gather();
        e.eval(&mut rs,&mut ws,&mut xs).unwrap();

        let (_shape,ptr,_sp,_subj,_cof) = rs.pop_expr();
        assert_eq!(ptr.len()-1,mx.nnz());
    }
}

#[test]
fn sum_on_test2() {
    {
        let mut rs = WorkStack::new(512);
        let mut ws = WorkStack::new(512);
        let mut xs = WorkStack::new(512);

        let mut model = Model::new(Some("TrafficNetwork"));
        let _m = 5;
        let n = 4;

        let mx = NDArray::from_tuples([n,n],&[[0,1],[0,2],[1,3],[2,1],[2,3]],&[1.0,1.0,1.0,1.0,1.0]).unwrap();
        let sparsity : Vec<[usize;2]> = vec![[0,1],[0,2],[1,3],[2,1],[2,3]];

        let _x = model.variable(Some("traffic_flow"), greater_than(0.0).with_shape_and_sparsity(&[n,n],sparsity.as_slice()));
        let z = model.variable(Some("z"),            greater_than(0.0).with_shape_and_sparsity(&[n,n],sparsity.as_slice()));


        let e0 = &z.clone().mul_elem(mx.clone()).axispermute(&[1,0]);
        let e1 = &z.clone().mul_elem(mx.clone()).sum_on(&[0]);
        let e2 = &z.clone().mul_elem(mx.clone()).sum_on(&[1]);

        e0.eval(&mut rs,&mut ws,&mut xs).unwrap();        
        let (shape,ptr,sp,_subj,_cof) = rs.pop_expr();
        //println!("shape = {:?}, ptr = {:?}, sp = {:?}",shape,ptr,sp);
        assert_eq!(shape.len(),2);
        assert_eq!(shape,&[4,4]);
        assert_eq!(ptr.len(),6);
        assert!(sp.is_some());
        assert_eq!(ptr,&[0,1,2,3,4,5]);

        e1.eval(&mut rs,&mut ws,&mut xs).unwrap();        
        let (shape,ptr,sp,_subj,_cof) = rs.pop_expr();
        //println!("shape = {:?}, ptr = {:?}, sp = {:?}",shape,ptr,sp);
        assert_eq!(shape.len(),1);
        assert_eq!(shape[0],4);
        assert_eq!(ptr.len(),4);
        assert!(sp.is_some());
        assert_eq!(ptr,&[0,2,3,5]);


        rs.clear(); ws.clear(); xs.clear();
        
        e2.eval(&mut rs,&mut ws,&mut xs).unwrap();
        let (shape,ptr,sp,_subj,_cof) = rs.pop_expr();
        assert!(sp.is_some());
        assert_eq!(shape.len(),1);
        assert_eq!(shape[0],4);
        assert_eq!(ptr.len(),4);
        assert_eq!(ptr,&[0,2,3,5]);
    }
    
}

#[allow(non_snake_case)]
#[test]
fn mul_left() {
    let mut M = Model::new(Some("M"));

    //      | 1 2 3 |       | 10 11 12 |
    // vd = | 4 5 6 |  wd = | 13 14 15 |
    //      | 7 8 9 |       | 16 17 18 |
    let _dv = M.variable(Some("vd"), unbounded().with_shape(&[3,3]));
    let _dw = M.variable(Some("wd"), unbounded().with_shape(&[3,3]));
    let _sv = M.variable(Some("vs"), unbounded().with_shape_and_sparsity(&[3,3],&[[0,0],[1,1],[1,2],[2,2]]));
    let _sw = M.variable(Some("vs"), unbounded().with_shape_and_sparsity(&[3,3],&[[0,0],[1,1],[1,2],[2,2]]));

    let mut rs = WorkStack::new(512);
    let mut ws = WorkStack::new(512);
    let mut xs = WorkStack::new(512);

    let e0 = dense_expr();
    let e1 = sparse_expr();

    let _m1 = matrix::dense([3,2],vec![1.0,2.0,3.0,4.0,5.0,6.0]);
    let m2 = matrix::dense([2,3],vec![1.0,2.0,3.0,4.0,5.0,6.0]);

    let e0_1 = m2.clone().mul(e0.clone());
    let e0_2 = e0.clone().mul(2.0);

    let e1_1 = m2.clone().mul(e1.clone());
    let e1_2 = e1.clone().mul(2.0);

    e0.eval(& mut rs,& mut ws,& mut xs).unwrap(); assert!(ws.is_empty()); rs.clear();
    e1.eval(& mut rs,& mut ws,& mut xs).unwrap(); assert!(ws.is_empty()); rs.clear();
    e0_1.eval(& mut rs,& mut ws,& mut xs).unwrap(); assert!(ws.is_empty()); rs.clear();
    e0_2.eval(& mut rs,& mut ws,& mut xs).unwrap(); assert!(ws.is_empty()); rs.clear();
    e1_1.eval(& mut rs,& mut ws,& mut xs).unwrap(); assert!(ws.is_empty()); rs.clear();
    e1_2.eval(& mut rs,& mut ws,& mut xs).unwrap(); assert!(ws.is_empty()); rs.clear();
}



fn test_stack(d : usize, sp : bool, n : usize) {
    use utils::ShapeToStridesEx;

    let mut m = Model::new(None);
    let shape = [n,n,n];
    let v = 
        if sp {
            let st = shape.to_strides();
            let sp = (0..shape.iter().product()).step_by(10).map(|i| st.to_index(i)).collect::<Vec<[usize;3]>>();
            m.variable(None, unbounded().with_shape_and_sparsity(&shape, sp.as_slice()))
        }
        else {
            m.variable(None,&shape)
        };
    let mut rs = WorkStack::new(1024);
    let mut ws = WorkStack::new(1024);
    let mut xs = WorkStack::new(1024);

    rs.clear(); ws.clear(); xs.clear();
    (&v).into_expr().stack(d,&v).stack(d,&v).eval_finalize(& mut rs,& mut ws, & mut xs).unwrap();
}

#[allow(non_snake_case)]
#[test]
fn stack() {
    test_stack(0,false,3);
    test_stack(1,false,3);
    test_stack(2,false,3);
    test_stack(0,true,3);
    test_stack(1,true,3);
    test_stack(2,true,3);
}



fn test_repeat(sp : bool, d : usize, n : usize, rep : usize) {
    use utils::ShapeToStridesEx;
    let mut m = Model::new(None);
    let shape = [n,n,n];
    let v = 
        if sp {
            let st = shape.to_strides();
            let sp = (0..shape.iter().product()).step_by(10).map(|i| st.to_index(i)).collect::<Vec<[usize;3]>>();
            m.variable(None, unbounded().with_shape_and_sparsity(&shape, sp.as_slice()))
        }
        else {
            m.variable(None,&shape)
        };
    let mut rs = WorkStack::new(1024);
    let mut ws = WorkStack::new(1024);
    let mut xs = WorkStack::new(1024);

    rs.clear(); ws.clear(); xs.clear();
    v.clone().repeat(d,rep).eval_finalize(& mut rs,& mut ws, & mut xs).unwrap();
}

#[allow(non_snake_case)]
#[test]
fn repeat() {
    test_repeat(false,0,3,5);
    test_repeat(false,1,3,5);
    test_repeat(false,2,3,5);
    test_repeat(true, 0,3,5);
    test_repeat(true, 1,3,5);
    test_repeat(true, 2,3,5);
}

#[derive(Debug,Clone,Copy)]
enum Sparsity {
    Sparse,
    Dense
}
fn test_mul(vsp : Sparsity, dsp : Sparsity, rev : bool, n : usize) {
    use utils::ShapeToStridesEx;
    let mut m = Model::new(None);
    let shape = [n,n];
    let st = shape.to_strides();
    let v = 
        match vsp {
            Sparsity::Sparse => {
                let sp = (0..shape.iter().product()).step_by(10).map(|i| st.to_index(i)).collect::<Vec<[usize;2]>>();
                m.variable(None, unbounded().with_shape_and_sparsity(&shape, sp.as_slice()))
            },
            Sparsity::Dense => m.variable(None,&shape),
        };
    let mx = 
        match dsp {
            Sparsity::Sparse =>  {
                let sp = (0..n*n).step_by(7).map(|i| st.to_index(i)).collect::<Vec<[usize;2]>>();
                let num = sp.len();
                matrix::sparse( [n,n], sp, vec![1.0; num])
            },
            Sparsity::Dense => matrix::dense([n,n], vec![1.0;n*n]),
        };

    let mut rs = WorkStack::new(1024);
    let mut ws = WorkStack::new(1024);
    let mut xs = WorkStack::new(1024);


    if rev {
        rs.clear(); ws.clear(); xs.clear();
        v.clone().mul(mx.clone()).eval_finalize(& mut rs,& mut ws, & mut xs).unwrap();
    }
    else {
        rs.clear(); ws.clear(); xs.clear();
        mx.clone().mul(v.clone()).eval_finalize(& mut rs,& mut ws, & mut xs).unwrap();
    }
}

#[allow(non_snake_case)]
#[test]
fn mul() {
    test_mul(Sparsity::Dense, Sparsity::Dense, false,32);
    test_mul(Sparsity::Dense, Sparsity::Dense, true, 32);
    test_mul(Sparsity::Dense, Sparsity::Sparse,false,32);
    test_mul(Sparsity::Dense, Sparsity::Sparse,true, 32);
    test_mul(Sparsity::Sparse,Sparsity::Dense, false,32);
    test_mul(Sparsity::Sparse,Sparsity::Dense, true, 32);
    test_mul(Sparsity::Sparse,Sparsity::Sparse,false,32);
    test_mul(Sparsity::Sparse,Sparsity::Sparse,true, 32);
}