R/229_utilities_perspective_utils.R

In CVXR: Disciplined Convex Optimization

#####
## DO NOT EDIT THIS FILE!! EDIT THE SOURCE INSTEAD: rsrc_tree/utilities/perspective_utils.R
#####

## CVXPY SOURCE: utilities/perspective_utils.py
## form_cone_constraint -- reconstruct cone constraint from vectorized form
##
## Given an expression z (column vector) and an original cone constraint,
## construct the corresponding CVXR cone constraint on z.


## CVXPY SOURCE: perspective_utils.py lines 28-58
.form_cone_constraint <- function(z, constraint) {
  sz <- constr_size(constraint)

  if (S7_inherits(constraint, SOC)) {
    ## SOC(t, X): first element is t, rest is X
    SOC(z[1], z[2:sz])
  } else if (S7_inherits(constraint, NonNeg)) {
    ## Nonnegative cone
    z >= 0
  } else if (S7_inherits(constraint, ExpCone)) {
    ## Exponential cone: split into thirds
    n <- sz
    step <- n %/% 3L
    ExpCone(z[1:step], z[(step + 1L):(2L * step)], z[(2L * step + 1L):n])
  } else if (S7_inherits(constraint, Zero)) {
    ## Zero cone (equality)
    z == 0
  } else if (S7_inherits(constraint, PSD)) {
    ## PSD: reshape vector to square matrix
    N <- sz
    n <- as.integer(sqrt(N))
    z_mat <- Reshape(z, c(n, n), order = "F")
    PSD(z_mat)
  } else {
    cli_abort(
      "Unsupported cone constraint type for perspective: {.cls {sub('.*::', '', class(constraint)[[1L]])}}."
    )
  }
}