R/188_reductions_dcp2cone_canonicalizers_quad_quad_over_lin_canon.R

In CVXR: Disciplined Convex Optimization

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## DO NOT EDIT THIS FILE!! EDIT THE SOURCE INSTEAD: rsrc_tree/reductions/dcp2cone/canonicalizers/quad/quad_over_lin_canon.R
#####

## CVXPY SOURCE: reductions/dcp2cone/canonicalizers/quad/quad_over_lin_canon.py
## Scalar case only (axis=NULL). Builds I/y as the P matrix.
## Non-scalar with axis falls back to cone canon.


qol_quad_canon <- function(expr, args, solver_context = NULL) {
  affine_expr <- args[[1L]]
  y <- args[[2L]]
  ## y must be constant scalar (guarded by quad_canonicalize below).
  y_val <- as.numeric(value(y))
  n <- prod(.shape(affine_expr))
  ## Keep P sparse: ddiMatrix has implicit unit diagonal that
  ## Matrix::summary() doesn't report; convert to dgCMatrix for
  ## explicit entries. Avoids O(n^2) dense matrix from as.matrix().
  quad_mat <- as(as(Matrix::Diagonal(n) / y_val, "generalMatrix"), "CsparseMatrix")

  if (.s7_is(affine_expr, Variable)) {
    list(SymbolicQuadForm(affine_expr, Constant(quad_mat), expr), list())
  } else {
    t <- Variable(shape = .shape(affine_expr))
    list(SymbolicQuadForm(t, Constant(quad_mat), expr), list(affine_expr == t))
  }
}

method(quad_canonicalize, QuadOverLin) <- function(expr, args, ...) {
  ## CVXPY 1.9 parity: decide from the canonicalized denominator, not
  ## expr@args[[1L]] being PWL.  For quad_over_lin(exp(x), 1), exp(x)
  ## has already canonicalized to an affine variable plus ExpCone.
  if (!is.null(expr@axis) || !is_constant(args[[2L]])) return(NULL)
  qol_quad_canon(expr, args)
}

## Membership marker for the CSE cache: `affine_above` is part of a subtree's
## cache key only when the quad branch could fire inside it
## (`.affine_above_relevant`, dcp2cone.R). CVXPY reads this off its
## `quad_canon_methods` dict; CVXR needs an explicit predicate per class.
method(has_quad_canon, QuadOverLin) <- function(expr) TRUE