#!/usr/bin/env python3
# -*- coding: utf-8 -*-
"""
Created on Fri Oct 25 08:48:00 2019
Recreated from <NAME>
@author: nikkicreange
"""

#!/usr/bin/python
 
# See http://maggotroot.blogspot.ch/2013/11/constrained-linear-least-squares-in.html for more info
'''
    A simple library to solve constrained linear least squares problems
    with sparse and dense matrices. Uses cvxopt library for 
    optimization
'''
 
__author__ = '<NAME>'
__email__ = '<EMAIL>'
__version__ = '1.0'
__date__ = '22.11.2013'
__license__ = 'WTFPL'
 
import numpy as np
from cvxopt import solvers, matrix, spmatrix, mul
import itertools
from scipy import sparse
 
 
def scipy_sparse_to_spmatrix(A):
    coo = A.tocoo()
    SP = spmatrix(coo.data, coo.row.tolist(), coo.col.tolist())
    return SP
 
def spmatrix_sparse_to_scipy(A):
    data = np.array(A.V).squeeze()
    rows = np.array(A.I).squeeze()
    cols = np.array(A.J).squeeze()
    return sparse.coo_matrix( (data, (rows, cols)) )
 
def sparse_None_vstack(A1, A2):
    if A1 is None:
        return A2
    else:
        return sparse.vstack([A1, A2])
 
def numpy_None_vstack(A1, A2):
    if A1 is None:
        return A2
    else:
        return np.vstack([A1, A2])
         
def numpy_None_concatenate(A1, A2):
    if A1 is None:
        return A2
    else:
        return np.concatenate([A1, A2])
 
def get_shape(A):
    if isinstance(C, spmatrix):
        return C.size
    else:
        return C.shape
 
def numpy_to_cvxopt_matrix(A):
    if A is None:
        return A
    if sparse.issparse(A):
        if isinstance(A, sparse.spmatrix):
            return scipy_sparse_to_spmatrix(A)
        else:
            return A
    else:
        if isinstance(A, np.ndarray):
            if A.ndim == 1:
                return matrix(A, (A.shape[0], 1), 'd')
            else:
                return matrix(A, A.shape, 'd')
        else:
            return A
 
def cvxopt_to_numpy_matrix(A):
    if A is None:
        return A
    if isinstance(A, spmatrix):
        return spmatrix_sparse_to_scipy(A)
    elif isinstance(A, matrix):
        return np.array(A).squeeze()
    else:
        return np.array(A).squeeze()
         
 
def lsqlin(C, d, reg=0, A=None, b=None, Aeq=None, beq=None, \
        lb=None, ub=None, x0=None, opts=None):
    '''
        Solve linear constrained l2-regularized least squares. Can 
        handle both dense and sparse matrices. Matlab's lsqlin 
        equivalent. It is actually wrapper around CVXOPT QP solver.
 
            min_x ||C*x  - d||^2_2 + reg * ||x||^2_2
            s.t.  A * x <= b
                  Aeq * x = beq
                  lb <= x <= ub
 
        Input arguments:
            C   is m x n dense or sparse matrix
            d   is n x 1 dense matrix
            reg is regularization parameter
            A   is p x n dense or sparse matrix
            b   is p x 1 dense matrix
            Aeq is q x n dense or sparse matrix
            beq is q x 1 dense matrix
            lb  is n x 1 matrix or scalar
            ub  is n x 1 matrix or scalar
 
        Output arguments:
            Return dictionary, the output of CVXOPT QP.
 
        Dont pass matlab-like empty lists to avoid setting parameters,
        just use None:
            lsqlin(C, d, 0.05, None, None, Aeq, beq) #Correct
            lsqlin(C, d, 0.05, [], [], Aeq, beq) #Wrong!
    '''
    sparse_case = False
    if sparse.issparse(A): #detects both np and cxopt sparse
        sparse_case = True
        #We need A to be scipy sparse, as I couldn't find how 
        #CVXOPT spmatrix can be vstacked
        if isinstance(A, spmatrix):
            A = spmatrix_sparse_to_scipy(A)
             
    C =   numpy_to_cvxopt_matrix(C)
    d =   numpy_to_cvxopt_matrix(d)
    Q = C.T * C
    q = - d.T * C
    nvars = C.size[1]
 
    if reg > 0:
        if sparse_case:
            I = scipy_sparse_to_spmatrix(sparse.eye(nvars, nvars,\
                                          format='coo'))
        else:
            I = matrix(np.eye(nvars), (nvars, nvars), 'd')
        Q = Q + reg * I
 
    lb = cvxopt_to_numpy_matrix(lb)
    ub = cvxopt_to_numpy_matrix(ub)
    b  = cvxopt_to_numpy_matrix(b)
     
    if lb is not None:  #Modify 'A' and 'b' to add lb inequalities 
        if lb.size == 1:
            lb = np.repeat(lb, nvars)
     
        if sparse_case:
            lb_A = -sparse.eye(nvars, nvars, format='coo')
            A = sparse_None_vstack(A, lb_A)
        else:
            lb_A = -np.eye(nvars)
            A = numpy_None_vstack(A, lb_A)
        b = numpy_None_concatenate(b, -lb)
    if ub is not None:  #Modify 'A' and 'b' to add ub inequalities
        if ub.size == 1:
            ub = np.repeat(ub, nvars)
        if sparse_case:
            ub_A = sparse.eye(nvars, nvars, format='coo')
            A = sparse_None_vstack(A, ub_A)
        else:
            ub_A = np.eye(nvars)
            A = numpy_None_vstack(A, ub_A)
        b = numpy_None_concatenate(b, ub)
 
    #Convert data to CVXOPT format
    A =   numpy_to_cvxopt_matrix(A)
    Aeq = numpy_to_cvxopt_matrix(Aeq)
    b =   numpy_to_cvxopt_matrix(b)
    beq = numpy_to_cvxopt_matrix(beq)
 
    #Set up options
    if opts is not None:
        for k, v in opts.items():
            solvers.options[k] = v
     
    #Run CVXOPT.SQP solver
    sol = solvers.qp(Q, q.T, A, b, Aeq, beq, None, x0)
    return sol
 
def lsqnonneg(C, d, opts):
    '''
    Solves nonnegative linear least-squares problem:
     
    min_x ||C*x - d||_2^2,  where x >= 0
    '''
    return lsqlin(C, d, reg = 0, A = None, b = None, Aeq = None, \
                 beq = None, lb = 0, ub = None, x0 = None, opts = opts)
 

#!/usr/bin/env python3
# -*- coding: utf-8 -*-
"""
Created on Fri Oct 25 08:48:00 2019
Recreated from <NAME>
@author: nikkicreange
"""

#!/usr/bin/python
 
# See http://maggotroot.blogspot.ch/2013/11/constrained-linear-least-squares-in.html for more info
'''
    A simple library to solve constrained linear least squares problems
    with sparse and dense matrices. Uses cvxopt library for 
    optimization
'''
 
__author__ = '<NAME>'
__email__ = '<EMAIL>'
__version__ = '1.0'
__date__ = '22.11.2013'
__license__ = 'WTFPL'
 
import numpy as np
from cvxopt import solvers, matrix, spmatrix, mul
import itertools
from scipy import sparse
 
 
def scipy_sparse_to_spmatrix(A):
    coo = A.tocoo()
    SP = spmatrix(coo.data, coo.row.tolist(), coo.col.tolist())
    return SP
 
def spmatrix_sparse_to_scipy(A):
    data = np.array(A.V).squeeze()
    rows = np.array(A.I).squeeze()
    cols = np.array(A.J).squeeze()
    return sparse.coo_matrix( (data, (rows, cols)) )
 
def sparse_None_vstack(A1, A2):
    if A1 is None:
        return A2
    else:
        return sparse.vstack([A1, A2])
 
def numpy_None_vstack(A1, A2):
    if A1 is None:
        return A2
    else:
        return np.vstack([A1, A2])
         
def numpy_None_concatenate(A1, A2):
    if A1 is None:
        return A2
    else:
        return np.concatenate([A1, A2])
 
def get_shape(A):
    if isinstance(C, spmatrix):
        return C.size
    else:
        return C.shape
 
def numpy_to_cvxopt_matrix(A):
    if A is None:
        return A
    if sparse.issparse(A):
        if isinstance(A, sparse.spmatrix):
            return scipy_sparse_to_spmatrix(A)
        else:
            return A
    else:
        if isinstance(A, np.ndarray):
            if A.ndim == 1:
                return matrix(A, (A.shape[0], 1), 'd')
            else:
                return matrix(A, A.shape, 'd')
        else:
            return A
 
def cvxopt_to_numpy_matrix(A):
    if A is None:
        return A
    if isinstance(A, spmatrix):
        return spmatrix_sparse_to_scipy(A)
    elif isinstance(A, matrix):
        return np.array(A).squeeze()
    else:
        return np.array(A).squeeze()
         
 
def lsqlin(C, d, reg=0, A=None, b=None, Aeq=None, beq=None, \
        lb=None, ub=None, x0=None, opts=None):
    '''
        Solve linear constrained l2-regularized least squares. Can 
        handle both dense and sparse matrices. Matlab's lsqlin 
        equivalent. It is actually wrapper around CVXOPT QP solver.
 
            min_x ||C*x  - d||^2_2 + reg * ||x||^2_2
            s.t.  A * x <= b
                  Aeq * x = beq
                  lb <= x <= ub
 
        Input arguments:
            C   is m x n dense or sparse matrix
            d   is n x 1 dense matrix
            reg is regularization parameter
            A   is p x n dense or sparse matrix
            b   is p x 1 dense matrix
            Aeq is q x n dense or sparse matrix
            beq is q x 1 dense matrix
            lb  is n x 1 matrix or scalar
            ub  is n x 1 matrix or scalar
 
        Output arguments:
            Return dictionary, the output of CVXOPT QP.
 
        Dont pass matlab-like empty lists to avoid setting parameters,
        just use None:
            lsqlin(C, d, 0.05, None, None, Aeq, beq) #Correct
            lsqlin(C, d, 0.05, [], [], Aeq, beq) #Wrong!
    '''
    sparse_case = False
    if sparse.issparse(A): #detects both np and cxopt sparse
        sparse_case = True
        #We need A to be scipy sparse, as I couldn't find how 
        #CVXOPT spmatrix can be vstacked
        if isinstance(A, spmatrix):
            A = spmatrix_sparse_to_scipy(A)
             
    C =   numpy_to_cvxopt_matrix(C)
    d =   numpy_to_cvxopt_matrix(d)
    Q = C.T * C
    q = - d.T * C
    nvars = C.size[1]
 
    if reg > 0:
        if sparse_case:
            I = scipy_sparse_to_spmatrix(sparse.eye(nvars, nvars,\
                                          format='coo'))
        else:
            I = matrix(np.eye(nvars), (nvars, nvars), 'd')
        Q = Q + reg * I
 
    lb = cvxopt_to_numpy_matrix(lb)
    ub = cvxopt_to_numpy_matrix(ub)
    b  = cvxopt_to_numpy_matrix(b)
     
    if lb is not None:  #Modify 'A' and 'b' to add lb inequalities 
        if lb.size == 1:
            lb = np.repeat(lb, nvars)
     
        if sparse_case:
            lb_A = -sparse.eye(nvars, nvars, format='coo')
            A = sparse_None_vstack(A, lb_A)
        else:
            lb_A = -np.eye(nvars)
            A = numpy_None_vstack(A, lb_A)
        b = numpy_None_concatenate(b, -lb)
    if ub is not None:  #Modify 'A' and 'b' to add ub inequalities
        if ub.size == 1:
            ub = np.repeat(ub, nvars)
        if sparse_case:
            ub_A = sparse.eye(nvars, nvars, format='coo')
            A = sparse_None_vstack(A, ub_A)
        else:
            ub_A = np.eye(nvars)
            A = numpy_None_vstack(A, ub_A)
        b = numpy_None_concatenate(b, ub)
 
    #Convert data to CVXOPT format
    A =   numpy_to_cvxopt_matrix(A)
    Aeq = numpy_to_cvxopt_matrix(Aeq)
    b =   numpy_to_cvxopt_matrix(b)
    beq = numpy_to_cvxopt_matrix(beq)
 
    #Set up options
    if opts is not None:
        for k, v in opts.items():
            solvers.options[k] = v
     
    #Run CVXOPT.SQP solver
    sol = solvers.qp(Q, q.T, A, b, Aeq, beq, None, x0)
    return sol
 
def lsqnonneg(C, d, opts):
    '''
    Solves nonnegative linear least-squares problem:
     
    min_x ||C*x - d||_2^2,  where x >= 0
    '''
    return lsqlin(C, d, reg = 0, A = None, b = None, Aeq = None, \
                 beq = None, lb = 0, ub = None, x0 = None, opts = opts)
 

#!/usr/bin/env python3 # -*- coding: utf-8 -*- Created on Fri Oct 25 08:48:00 2019 Recreated from <NAME> @author: nikkicreange #!/usr/bin/python # See http://maggotroot.blogspot.ch/2013/11/constrained-linear-least-squares-in.html for more info A simple library to solve constrained linear least squares problems     with sparse and dense matrices. Uses cvxopt library for      optimization Solve linear constrained l2-regularized least squares. Can          handle both dense and sparse matrices. Matlab's lsqlin          equivalent. It is actually wrapper around CVXOPT QP solver.               min_x ||C*x  - d||^2_2 + reg * ||x||^2_2             s.t.  A * x <= b                   Aeq * x = beq                   lb <= x <= ub           Input arguments:             C   is m x n dense or sparse matrix             d   is n x 1 dense matrix             reg is regularization parameter             A   is p x n dense or sparse matrix             b   is p x 1 dense matrix             Aeq is q x n dense or sparse matrix             beq is q x 1 dense matrix             lb  is n x 1 matrix or scalar             ub  is n x 1 matrix or scalar           Output arguments:             Return dictionary, the output of CVXOPT QP.           Dont pass matlab-like empty lists to avoid setting parameters,         just use None:             lsqlin(C, d, 0.05, None, None, Aeq, beq) #Correct             lsqlin(C, d, 0.05, [], [], Aeq, beq) #Wrong! #detects both np and cxopt sparse #We need A to be scipy sparse, as I couldn't find how #CVXOPT spmatrix can be vstacked #Modify 'A' and 'b' to add lb inequalities #Modify 'A' and 'b' to add ub inequalities #Convert data to CVXOPT format #Set up options #Run CVXOPT.SQP solver Solves nonnegative linear least-squares problem:           min_x ||C*x - d||_2^2,  where x >= 0