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import unittest
class TestDSDP(unittest.TestCase):
def setUp(self):
try:
from cvxopt import dsdp, matrix
except:
self.skipTest("DSDP not available")
c = matrix([1.,-1.,1.])
G = [ matrix([[-7., -11., -11., 3.],
[ 7., -18., -18., 8.],
[-2., -8., -8., 1.]]) ]
G += [ matrix([[-21., -11., 0., -11., 10., 8., 0., 8., 5.],
[ 0., 10., 16., 10., -10., -10., 16., -10., 3.],
[ -5., 2., -17., 2., -6., 8., -17., 8., 6.]]) ]
h = [ matrix([[33., -9.], [-9., 26.]]) ]
h += [ matrix([[14., 9., 40.], [9., 91., 10.], [40., 10., 15.]]) ]
self._prob_data = (c,G,h)
def test_sdp(self):
from cvxopt import solvers, dsdp
c,Gs,hs = self._prob_data
sol_ref1 = solvers.sdp(c,None,None,Gs,hs)
self.assertTrue(sol_ref1['status']=='optimal')
sol_ref2 = solvers.sdp(c,Gs=Gs,hs=hs)
self.assertTrue(sol_ref2['status']=='optimal')
sol1 = solvers.sdp(c,None,None,Gs,hs,solver='dsdp')
self.assertTrue(sol1['status']=='optimal')
sol2 = solvers.sdp(c,Gs=Gs,hs=hs,solver='dsdp')
self.assertTrue(sol2['status']=='optimal')
sol3 = dsdp.sdp(c,None,None,Gs,hs)
self.assertTrue(sol3[0] == 'DSDP_PDFEASIBLE')
sol4 = dsdp.sdp(c,Gs=Gs,hs=hs)
self.assertTrue(sol4[0] == 'DSDP_PDFEASIBLE')
def test_options(self):
from cvxopt import dsdp
c,Gs,hs = self._prob_data
dsdp.options = {'DSDP_Monitor':1}
sol1 = dsdp.sdp(c,Gs=Gs,hs=hs)
self.assertTrue(sol1[0] == 'DSDP_PDFEASIBLE')
sol2 = dsdp.sdp(c,Gs=Gs,hs=hs,options={})
self.assertTrue(sol2[0] == 'DSDP_PDFEASIBLE')
sol3 = dsdp.sdp(c,Gs=Gs,hs=hs,options={'DSDP_Monitor':1})
self.assertTrue(sol3[0] == 'DSDP_PDFEASIBLE')
sol4 = dsdp.sdp(c,Gs=Gs,hs=hs,options={'DSDP_MaxIts':2})
self.assertTrue(sol4[0] == 'DSDP_UNKNOWN')
sol5 = dsdp.sdp(c,Gs=Gs,hs=hs,options={'DSDP_GapTolerance':1e-8})
self.assertTrue(sol5[0] == 'DSDP_PDFEASIBLE')
if __name__ == '__main__':
unittest.main()
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