#!/usr/bin/env perl
use strict;
use warnings;
use PDL::LiteF;
use PDL::MatrixOps;
use PDL::Opt::QP;
use Test::More;
use Test::Exception;
my $mu = pdl(q[ 0.0427 0.0015 0.0285 ])->transpose; # [ n x 1 ]
my $mu_0 = 0.0427;
my $dmat = pdl q[ 0.0100 0.0018 0.0011 ;
0.0018 0.0109 0.0026 ;
0.0011 0.0026 0.0199 ];
my $dvec = zeros(3);
# mu' * x = mu_0
# 1' * x = 1 (sum(x) = 1)
my $amat = $mu->glue( 0, ones( 1, 3 ) );
my $avec = pdl( $mu_0, 1 );
{
# diag "n = ", $mu->nelem;
# diag "dmat = ", $dmat;
# diag "dvec = ", $dvec;
# diag "amat = ", $amat;
# diag "avec = ", $avec;
my $sol = qp( $dmat, $dvec, A_eq => $amat, a_eq => $avec );
my $expected_sol = pdl [ 0.82745456, -0.090746123, 0.26329157 ];
ok( all( approx $sol->{x}, $expected_sol, 1e-8 ), "Got expected solution" )
or diag "Got $sol->{x}\nExpected: $expected_sol";
}
{
my $bmat = identity(3);
my $bvec = zeros(3);
# diag "n = ", $mu->nelem;
# diag "dmat = ", $dmat;
# diag "dvec = ", $dvec;
# diag "amat'= ", $amat->transpose;
# diag "avec = ", $avec;
# diag "bmat'= ", $bmat->transpose;
# diag "bvec = ", $bvec;
my $sol = qp(
$dmat, $dvec,
A_eq => $amat,
a_eq => $avec,
A_neq => $bmat,
a_neq => $bvec
);
my $expected_sol = pdl [ 1, 0, 0 ];
ok( all( approx $sol->{x}, $expected_sol, 1e-8 ), "Got expected solution" )
or diag "Got $sol->{x}\nExpected: $expected_sol";
}
{
my $bmat = identity(3);
my $bvec = zeros(3);
$dmat = $dmat->glue( 2, $dmat );
$dvec = $dvec->glue( 1, $dvec );
$amat = $amat->glue( 2, $amat );
$avec = $avec->glue( 1, $avec );
$bmat = $bmat->glue( 2, $bmat );
$bvec = $bvec->glue( 1, $bvec );
# diag "n = ", $mu->nelem;
# diag "dmat = ", $dmat;
# diag "dvec = ", $dvec;
# diag "amat'= ", $amat->transpose;
# diag "avec = ", $avec;
# diag "bmat'= ", $bmat->transpose;
# diag "bvec = ", $bvec;
my $sol = qp(
$dmat, $dvec,
A_eq => $amat,
a_eq => $avec,
A_neq => $bmat,
a_neq => $bvec
);
my $expected_sol = pdl [ 1, 0, 0 ], [ 1, 0, 0 ];
ok( all( approx $sol->{x}, $expected_sol, 1e-8 ), "Got expected solution" )
or diag "Got $sol->{x}\nExpected: $expected_sol";
}
done_testing;