test.py 文件源码

def test_dl_dG():
    nz, neq, nineq = 10, 0, 3
    [p, Q, G, h, A, b, truez], [dQ, dp, dG, dh, dA, db] = get_grads(
        nz=nz, neq=neq, nineq=nineq)

    def f(G):
        G = G.reshape(nineq, nz)
        _, zhat, nu, lam, slacks = qp_cvxpy.forward_single_np(Q, p, G, h, A, b)
        return 0.5 * np.sum(np.square(zhat - truez))

    df = nd.Gradient(f)
    dG_fd = df(G.ravel()).reshape(nineq, nz)
    if verbose:
        # print('dG_fd[1,:]: ', dG_fd[1,:])
        # print('dG[1,:]: ', dG[1,:])
        print('dG_fd: ', dG_fd)
        print('dG: ', dG)
    npt.assert_allclose(dG_fd, dG, rtol=RTOL, atol=ATOL)