lmi_problem.hpp

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#pragma once
 
#include <tuple>    // for tuple
#include <utility>  // for move
#include <valarray>
#include <vector>
 
#include "cutting_plane.hpp"
#include "ell_stable.hpp"
#include "oracles/lmi_oracle.hpp"
 
template <typename Arr036, typename Mat = Arr036> class LMIProblem {
    using Vec = std::valarray<double>;
 
    size_t _ndim;
    std::vector<Mat> _F;            // problem data, must precede _omega
    Mat _B;                         // constant term
    LmiOracle<Arr036, Mat> _omega;  // holds a reference to _F
 
  public:
    LMIProblem(size_t ndim, std::vector<Mat> F, Mat B)
        : _ndim{ndim}, _F{std::move(F)}, _B{std::move(B)}, _omega{ndim, _F, _B} {}
 
    auto solve_feas(const Vec& radii, Arr036 xc, const Options& options = Options())
        -> std::tuple<Arr036, size_t> {
        EllStable<Arr036> space{radii, std::move(xc)};
        return cutting_plane_feas(this->_omega, space, options);
    }
 
    auto solve_feas(double alpha, Arr036 xc, const Options& options = Options())
        -> std::tuple<Arr036, size_t> {
        EllStable<Arr036> space{alpha, std::move(xc)};
        return cutting_plane_feas(this->_omega, space, options);
    }
};
 
template <typename Arr036, typename Mat = Arr036>
inline auto make_lmi_problem(size_t ndim, std::vector<Mat> F, Mat B) -> LMIProblem<Arr036, Mat> {
    return {ndim, std::move(F), std::move(B)};
}