R/232_reductions_solvers_utilities.R

In CVXR: Disciplined Convex Optimization

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## DO NOT EDIT THIS FILE!! EDIT THE SOURCE INSTEAD: rsrc_tree/reductions/solvers/utilities.R
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## CVXPY SOURCE: reductions/solvers/utilities.py
## Utility functions for solver dual value extraction


# -- extract_dual_value --------------------------------------------
## CVXPY SOURCE: utilities.py lines 53-58
## Extracts a slice of the dual result vector for a constraint.

extract_dual_value <- function(result_vec, offset, constraint) {
  sz <- constr_size(constraint)
  value <- result_vec[(offset + 1L):(offset + sz)]
  if (sz == 1L) value <- as.numeric(value)
  new_offset <- offset + sz
  list(value = value, new_offset = new_offset)
}

# -- get_dual_values ----------------------------------------------
## CVXPY SOURCE: utilities.py lines 61-87
## Iterates over constraints, calling parse_func to extract dual values.

# -- expcone_permutor ---------------------------------------------
## CVXPY SOURCE: utilities.py expcone_permutor()
## Creates a permutation vector for reordering ExpCone dual variables.
## ECOS expects ExpCone args in order (x, z, y) but CVXR standard is (x, y, z).

expcone_permutor <- function(n_cones, exp_cone_order) {
  order <- rep(exp_cone_order, n_cones)
  offsets <- rep(seq(0L, by = 3L, length.out = n_cones), each = 3L)
  order + offsets + 1L  # +1 for R 1-based indexing
}

# -- get_dual_values ----------------------------------------------
## CVXPY SOURCE: utilities.py lines 61-87
## Iterates over constraints, calling parse_func to extract dual values.

get_dual_values <- function(result_vec, parse_func, constraints) {
  dual_vars <- list()
  offset <- 0L
  for (constr in constraints) {
    result <- parse_func(result_vec, offset, constr)
    dual_vars[[as.character(constr@id)]] <- result$value
    offset <- result$new_offset
  }
  dual_vars
}