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Python solvers.qp方法代码示例

本文整理汇总了Python中cvxopt.solvers.qp方法的典型用法代码示例。如果您正苦于以下问题:Python solvers.qp方法的具体用法?Python solvers.qp怎么用?Python solvers.qp使用的例子?那么, 这里精选的方法代码示例或许可以为您提供帮助。您也可以进一步了解该方法所在cvxopt.solvers的用法示例。


在下文中一共展示了solvers.qp方法的15个代码示例,这些例子默认根据受欢迎程度排序。您可以为喜欢或者感觉有用的代码点赞,您的评价将有助于系统推荐出更棒的Python代码示例。

示例1: fit

# 需要导入模块: from cvxopt import solvers [as 别名]
# 或者: from cvxopt.solvers import qp [as 别名]
def fit(self, Xs, Xt):
        '''
        Fit source and target using KMM (compute the coefficients)
        :param Xs: ns * dim
        :param Xt: nt * dim
        :return: Coefficients (Pt / Ps) value vector (Beta in the paper)
        '''
        ns = Xs.shape[0]
        nt = Xt.shape[0]
        if self.eps == None:
            self.eps = self.B / np.sqrt(ns)
        K = kernel(self.kernel_type, Xs, None, self.gamma)
        kappa = np.sum(kernel(self.kernel_type, Xs, Xt, self.gamma) * float(ns) / float(nt), axis=1)

        K = matrix(K)
        kappa = matrix(kappa)
        G = matrix(np.r_[np.ones((1, ns)), -np.ones((1, ns)), np.eye(ns), -np.eye(ns)])
        h = matrix(np.r_[ns * (1 + self.eps), ns * (self.eps - 1), self.B * np.ones((ns,)), np.zeros((ns,))])

        sol = solvers.qp(K, -kappa, G, h)
        beta = np.array(sol['x'])
        return beta 
开发者ID:jindongwang,项目名称:transferlearning,代码行数:24,代码来源:KMM.py

示例2: radius

# 需要导入模块: from cvxopt import solvers [as 别名]
# 或者: from cvxopt.solvers import qp [as 别名]
def radius(K):
    """evaluate the radius of the MEB (Minimum Enclosing Ball) of examples in
    feature space.

    Parameters
    ----------
    K : (n,n) ndarray,
        the kernel that represents the data.

    Returns
    -------
    r : np.float64,
        the radius of the minimum enclosing ball of examples in feature space.
    """
    K = validation.check_K(K).numpy()
    n = K.shape[0]
    P = 2 * matrix(K)
    p = -matrix(K.diagonal())
    G = -spdiag([1.0] * n)
    h = matrix([0.0] * n)
    A = matrix([1.0] * n).T
    b = matrix([1.0])
    solvers.options['show_progress']=False
    sol = solvers.qp(P,p,G,h,A,b)
    return abs(sol['primal objective'])**.5 
开发者ID:IvanoLauriola,项目名称:MKLpy,代码行数:27,代码来源:evaluate.py

示例3: projection_in_norm

# 需要导入模块: from cvxopt import solvers [as 别名]
# 或者: from cvxopt.solvers import qp [as 别名]
def projection_in_norm(self, x, M):
        """
        Projection of x to simplex induced by matrix M. Uses quadratic programming.
        """
        m = M.shape[0]

        # Constrains matrices
        P = opt.matrix(2 * M)
        q = opt.matrix(-2 * M * x)
        G = opt.matrix(-np.eye(m))
        h = opt.matrix(np.zeros((m, 1)))
        A = opt.matrix(np.ones((1, m)))
        b = opt.matrix(1.)

        # Solve using quadratic programming
        sol = opt.solvers.qp(P, q, G, h, A, b)
        return np.squeeze(sol['x']) 
开发者ID:naripok,项目名称:cryptotrader,代码行数:19,代码来源:apriori.py

示例4: _QP

# 需要导入模块: from cvxopt import solvers [as 别名]
# 或者: from cvxopt.solvers import qp [as 别名]
def _QP(self, x, y):
        # In QP formulation (dual): m variables, 2m+1 constraints (1 equation, 2m inequations)
        m = len(y)
        print x.shape, y.shape
        P = self._kernel(x) * np.outer(y, y)
        P, q = matrix(P, tc='d'), matrix(-np.ones((m, 1)), tc='d')
        G = matrix(np.r_[-np.eye(m), np.eye(m)], tc='d')
        h = matrix(np.r_[np.zeros((m,1)), np.zeros((m,1)) + self.C], tc='d')
        A, b = matrix(y.reshape((1,-1)), tc='d'), matrix([0.0])
        # print "P, q:"
        # print P, q
        # print "G, h"
        # print G, h
        # print "A, b"
        # print A, b
        solution = solvers.qp(P, q, G, h, A, b)
        if solution['status'] == 'unknown':
            print 'Not PSD!'
            exit(2)
        else:
            self.alphas = np.array(solution['x']).squeeze() 
开发者ID:soloice,项目名称:SVM-python,代码行数:23,代码来源:svm.py

示例5: update_h

# 需要导入模块: from cvxopt import solvers [as 别名]
# 或者: from cvxopt.solvers import qp [as 别名]
def update_h(self):
        """ alternating least squares step, update H under the convexity
        constraint """
        def update_single_h(i):
            """ compute single H[:,i] """
            # optimize alpha using qp solver from cvxopt
            FA = base.matrix(np.float64(np.dot(-self.W.T, self.data[:,i])))
            al = solvers.qp(HA, FA, INQa, INQb, EQa, EQb)
            self.H[:,i] = np.array(al['x']).reshape((1, self._num_bases))

        EQb = base.matrix(1.0, (1,1))
        # float64 required for cvxopt
        HA = base.matrix(np.float64(np.dot(self.W.T, self.W)))
        INQa = base.matrix(-np.eye(self._num_bases))
        INQb = base.matrix(0.0, (self._num_bases,1))
        EQa = base.matrix(1.0, (1, self._num_bases))

        for i in range(self._num_samples):
            update_single_h(i) 
开发者ID:urinieto,项目名称:msaf,代码行数:21,代码来源:aa.py

示例6: update_w

# 需要导入模块: from cvxopt import solvers [as 别名]
# 或者: from cvxopt.solvers import qp [as 别名]
def update_w(self):
        """ alternating least squares step, update W under the convexity
        constraint """
        def update_single_w(i):
            """ compute single W[:,i] """
            # optimize beta     using qp solver from cvxopt
            FB = base.matrix(np.float64(np.dot(-self.data.T, W_hat[:,i])))
            be = solvers.qp(HB, FB, INQa, INQb, EQa, EQb)
            self.beta[i,:] = np.array(be['x']).reshape((1, self._num_samples))

        # float64 required for cvxopt
        HB = base.matrix(np.float64(np.dot(self.data[:,:].T, self.data[:,:])))
        EQb = base.matrix(1.0, (1, 1))
        W_hat = np.dot(self.data, pinv(self.H))
        INQa = base.matrix(-np.eye(self._num_samples))
        INQb = base.matrix(0.0, (self._num_samples, 1))
        EQa = base.matrix(1.0, (1, self._num_samples))

        for i in range(self._num_bases):
            update_single_w(i)

        self.W = np.dot(self.beta, self.data.T).T 
开发者ID:urinieto,项目名称:msaf,代码行数:24,代码来源:aa.py

示例7: optimize_portfolio

# 需要导入模块: from cvxopt import solvers [as 别名]
# 或者: from cvxopt.solvers import qp [as 别名]
def optimize_portfolio(n, avg_ret, covs, r_min):
	P = covs
	# x = variable(n)
	q = matrix(numpy.zeros((n, 1)), tc='d')
	# inequality constraints Gx <= h
	# captures the constraints (avg_ret'x >= r_min) and (x >= 0)
	G = matrix(numpy.concatenate((
		-numpy.transpose(numpy.array(avg_ret)),
		-numpy.identity(n)), 0))
	h = matrix(numpy.concatenate((
		-numpy.ones((1,1))*r_min,
		numpy.zeros((n,1))), 0))
	# equality constraint Ax = b; captures the constraint sum(x) == 1
	A = matrix(1.0, (1,n))
	b = matrix(1.0)
	sol = solvers.qp(P, q, G, h, A, b)
	return sol

### setup the parameters 
开发者ID:HPatel-Github,项目名称:Python_QuantFinance_Research,代码行数:21,代码来源:portfolio_allocation.py

示例8: solve_qp

# 需要导入模块: from cvxopt import solvers [as 别名]
# 或者: from cvxopt.solvers import qp [as 别名]
def solve_qp(P, q, G, h,
             A=None, b=None, sym_proj=False,
             solver='cvxopt'):
    if sym_proj:
        P = .5 * (P + P.T)
    cvxmat(P)
    cvxmat(q)
    cvxmat(G)
    cvxmat(h)
    args = [cvxmat(P), cvxmat(q), cvxmat(G), cvxmat(h)]
    if A is not None:
        args.extend([cvxmat(A), cvxmat(b)])
    sol = qp(*args, solver=solver)
    if not ('optimal' in sol['status']):
        raise ValueError('QP optimum not found: %s' % sol['status'])
    return np.array(sol['x']).reshape((P.shape[1],)) 
开发者ID:iory,项目名称:scikit-robot,代码行数:18,代码来源:cvxopt_solver.py

示例9: margin

# 需要导入模块: from cvxopt import solvers [as 别名]
# 或者: from cvxopt.solvers import qp [as 别名]
def margin(K,Y):
    """evaluate the margin in a classification problem of examples in feature space.
    If the classes are not linearly separable in feature space, then the
    margin obtained is 0.

    Note that it works only for binary tasks.

    Parameters
    ----------
    K : (n,n) ndarray,
        the kernel that represents the data.
    Y : (n) array_like,
        the labels vector.
    """
    K, Y = validation.check_K_Y(K, Y, binary=True)
    n = Y.size()[0]
    Y = [1 if y==Y[0] else -1 for y in Y]
    YY = spdiag(Y)
    P = 2*(YY*matrix(K.numpy())*YY)
    p = matrix([0.0]*n)
    G = -spdiag([1.0]*n)
    h = matrix([0.0]*n)
    A = matrix([[1.0 if Y[i]==+1 else 0 for i in range(n)],
                [1.0 if Y[j]==-1 else 0 for j in range(n)]]).T
    b = matrix([[1.0],[1.0]],(2,1))
    solvers.options['show_progress']=False
    sol = solvers.qp(P,p,G,h,A,b)
    return sol['primal objective']**.5 
开发者ID:IvanoLauriola,项目名称:MKLpy,代码行数:30,代码来源:evaluate.py

示例10: opt_radius

# 需要导入模块: from cvxopt import solvers [as 别名]
# 或者: from cvxopt.solvers import qp [as 别名]
def opt_radius(K, init_sol=None): 
    n = K.shape[0]
    K = matrix(K.numpy())
    P = 2 * K
    p = -matrix([K[i,i] for i in range(n)])
    G = -spdiag([1.0] * n)
    h = matrix([0.0] * n)
    A = matrix([1.0] * n).T
    b = matrix([1.0])
    solvers.options['show_progress']=False
    sol = solvers.qp(P,p,G,h,A,b,initvals=init_sol)
    radius2 = (-p.T * sol['x'])[0] - (sol['x'].T * K * sol['x'])[0]
    return sol, radius2 
开发者ID:IvanoLauriola,项目名称:MKLpy,代码行数:15,代码来源:GRAM.py

示例11: opt_margin

# 需要导入模块: from cvxopt import solvers [as 别名]
# 或者: from cvxopt.solvers import qp [as 别名]
def opt_margin(K, YY, init_sol=None):
    '''optimized margin evaluation'''
    n = K.shape[0]
    P = 2 * (YY * matrix(K.numpy()) * YY)
    p = matrix([0.0]*n)
    G = -spdiag([1.0]*n)
    h = matrix([0.0]*n)
    A = matrix([[1.0 if YY[i,i]==+1 else 0 for i in range(n)],
                [1.0 if YY[j,j]==-1 else 0 for j in range(n)]]).T
    b = matrix([[1.0],[1.0]],(2,1))
    solvers.options['show_progress']=False
    sol = solvers.qp(P,p,G,h,A,b,initvals=init_sol) 
    margin2 = sol['primal objective']
    return sol, margin2 
开发者ID:IvanoLauriola,项目名称:MKLpy,代码行数:16,代码来源:GRAM.py

示例12: opt_margin

# 需要导入模块: from cvxopt import solvers [as 别名]
# 或者: from cvxopt.solvers import qp [as 别名]
def opt_margin(K,YY,init_sol=None):
	'''optimized margin evaluation'''
	n = K.shape[0]
	P = 2 * (YY * matrix(K) * YY)
	p = matrix([0.0]*n)
	G = -spdiag([1.0]*n)
	h = matrix([0.0]*n)
	A = matrix([[1.0 if YY[i,i]==+1 else 0 for i in range(n)],
				[1.0 if YY[j,j]==-1 else 0 for j in range(n)]]).T
	b = matrix([[1.0],[1.0]],(2,1))
	solvers.options['show_progress']=False
	sol = solvers.qp(P,p,G,h,A,b,initvals=init_sol)	
	margin2 = sol['primal objective']
	return margin2, sol['x'], sol 
开发者ID:IvanoLauriola,项目名称:MKLpy,代码行数:16,代码来源:MEMO.py

示例13: _fit

# 需要导入模块: from cvxopt import solvers [as 别名]
# 或者: from cvxopt.solvers import qp [as 别名]
def _fit(self,X,Y):    
        self.X = X
        values = np.unique(Y)
        Y = [1 if l==values[1] else -1 for l in Y]
        self.Y = Y
        npos = len([1.0 for l in Y if l == 1])
        nneg = len([1.0 for l in Y if l == -1])
        gamma_unif = matrix([1.0/npos if l == 1 else 1.0/nneg for l in Y])
        YY = matrix(np.diag(list(matrix(Y))))

        Kf = self.__kernel_definition__()
        ker_matrix = matrix(Kf(X,X).astype(np.double))
        #KLL = (1.0 / (gamma_unif.T * YY * ker_matrix * YY * gamma_unif)[0])*(1.0-self.lam)*YY*ker_matrix*YY
        KLL = (1.0-self.lam)*YY*ker_matrix*YY
        LID = matrix(np.diag([self.lam * (npos * nneg / (npos+nneg))]*len(Y)))
        Q = 2*(KLL+LID)
        p = matrix([0.0]*len(Y))
        G = -matrix(np.diag([1.0]*len(Y)))
        h = matrix([0.0]*len(Y),(len(Y),1))
        A = matrix([[1.0 if lab==+1 else 0 for lab in Y],[1.0 if lab2==-1 else 0 for lab2 in Y]]).T
        b = matrix([[1.0],[1.0]],(2,1))
        
        solvers.options['show_progress'] = False#True
        solvers.options['maxiters'] = self.max_iter
        sol = solvers.qp(Q,p,G,h,A,b)
        self.gamma = sol['x']
        if self.verbose:
            print ('[KOMD]')
            print ('optimization finished, #iter = %d' % sol['iterations'])
            print ('status of the solution: %s' % sol['status'])
            print ('objval: %.5f' % sol['primal objective'])
            
        bias = 0.5 * self.gamma.T * ker_matrix * YY * self.gamma
        self.bias = bias
        self.is_fitted = True
        self.ker_matrix = ker_matrix
        return self 
开发者ID:IvanoLauriola,项目名称:MKLpy,代码行数:39,代码来源:komd.py

示例14: fit_nnl2reg

# 需要导入模块: from cvxopt import solvers [as 别名]
# 或者: from cvxopt.solvers import qp [as 别名]
def fit_nnl2reg(self):
        try:
            from cvxopt import matrix, solvers
        except ImportError:
            raise ImportError("To infer titer models, you need a working installation of cvxopt")
        n_params = self.design_matrix.shape[1]
        P = matrix(np.dot(self.design_matrix.T, self.design_matrix) + self.lam_drop*np.eye(n_params))
        q = matrix( -np.dot( self.titer_dist, self.design_matrix))
        h = matrix(np.zeros(n_params)) # Gw <=h
        G = matrix(-np.eye(n_params))
        W = solvers.qp(P,q,G,h)
        return np.array([x for x in W['x']]) 
开发者ID:nextstrain,项目名称:augur,代码行数:14,代码来源:titer_model.py

示例15: projection_in_norm

# 需要导入模块: from cvxopt import solvers [as 别名]
# 或者: from cvxopt.solvers import qp [as 别名]
def projection_in_norm(self, x, M):
        """ Projection of x to simplex indiced by matrix M. Uses quadratic programming.
        """
        m = M.shape[0]

        P = matrix(2*M)
        q = matrix(-2 * M * x)
        G = matrix(-np.eye(m))
        h = matrix(np.zeros((m,1)))
        A = matrix(np.ones((1,m)))
        b = matrix(1.)

        sol = solvers.qp(P, q, G, h, A, b)
        return np.squeeze(sol['x']) 
开发者ID:ZhengyaoJiang,项目名称:PGPortfolio,代码行数:16,代码来源:ons.py


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