function regress_dualize ops = sdpsettings('verbose',0); % TEST 1 yalmip('clear') A = randn(3,3);A = -A*A'; P = sdpvar(3,3); t = sdpvar(1,1); y = sdpvar(1,1); F = set(A'*P+P*A < -eye(3)); F = F + set(P > A*A') + set(P(3,3)>0) + set(t+y > 7) + set(P(2,2)>4)+set(P(1,1:2)>t) + set(t>12); obj = trace(P)+y; fail = regresstest(F,obj,ops); regressreport('Test 1',fail) % TEST 2 yalmip('clear') A = randn(3,3);A = -A*A'; P = sdpvar(3,3); t = sdpvar(1,1); y = sdpvar(1,1); F = set(A'*P+P*A < -eye(3)); F = F + set(P > 0) + set(P(3,3)>0) + set(t+y > 7) + set(P(2,2)>4)+set(P(1,1:2)>t) + set(t>12); obj = trace(P)+y; fail = regresstest(F,obj,ops); regressreport('Test 2',fail) yalmip('clear') A = randn(3,3);A = -A*A'; P = sdpvar(3,3); t = sdpvar(1,1); y = sdpvar(1,1); F = set(A'*P+P*A < -eye(3)); F = F + set(P > 0) + set(P(3,3)>0) + set(t+y > 7) + set(P(2,2)>4)+set(P(1,1:2)>t) + set(t>0); obj = trace(P)+y; fail = regresstest(F,obj,ops); regressreport('Test 3',fail) yalmip('clear') A = randn(3,3);A = -A*A'; P = sdpvar(3,3); t = sdpvar(1,1); y = sdpvar(1,1); F = set(A'*P+P*A < -eye(3)); F = F + set(P > 0) + set(P(3,3)>0) + set(t-y > 7) + set(P(2,2)>4)+set(P(1,1:2)>t) + set(t>0); obj = trace(P); fail = regresstest(F,obj,ops); regressreport('Test 4',fail) yalmip('clear') X = sdpvar(3,3); x = sdpvar(3,1); obj = trace(X)+sum(x); F = set(X>0) + set(cone(x(2:end),x(1))) + set(trace(X)==x(1)+2*x(2)+3*x(3)+4)+set(X(1,3)==8); fail = regresstest(F,obj,ops); regressreport('Test 5',fail) yalmip('clear') X = sdpvar(3,3); x = sdpvar(3,1); obj = trace(X)+sum(x); F = set(X>0) + set(cone(x(2:end),1+x(1))) + set(trace(X)==x(1)+2*x(2)+3*x(3)+4)+set(X(1,3)==8); fail = regresstest(F,obj,ops); regressreport('Test 6',fail) yalmip('clear') X = sdpvar(3,3); x = sdpvar(3,1); obj = trace(X)+sum(x); F = set(X>0) + set(cone(x(2:end),1+x(1))) + set(trace(X)==x(1)+2*x(2)+3*x(3)+4)+set(X(1,3)==8); fail = regresstest(F,obj,ops); regressreport('Test 7',fail) yalmip('clear') X = sdpvar(3,3); x = sdpvar(3,1); obj = trace(X)+sum(x); F = set(X>0) + set(cone(1-x(2:end),1+x(1))) + set(trace(X)==x(1)+2*x(2)+3*x(3)+4)+set(X(1,3)==8); fail = regresstest(F,obj,ops); regressreport('Test 8',fail) yalmip('clear') A = randn(3,3);A = -A*A'; P = sdpvar(3,3); t = sdpvar(1,1); y = sdpvar(1,1); F = set(A'*P+P*A < -eye(3)); F = F + set(P > A*A') + set(P(3,3)>0) + set(t+y > 7) + set(P(2,2)>4)+set(P(1,1:2)>t) + set(t>12)+set(t>-12); obj = trace(P)+y; fail = regresstest(F,obj,ops); regressreport('Test 9',fail) %yalmip('clear') A = randn(3,3);A = -A*A'; P = sdpvar(3,3); %t = sdpvar(1,1); %y = sdpvar(1,1); F = set(A'*P+P*A < -eye(3)); F = F + set(P > A*A') + set(P(3,3)>0) + set(t+y > 7) + set(P(2,2)>4)+set(P(1,1:2)>t) + set(t>12)+set(t>-12); obj = trace(P)+y+t; fail = regresstest(F,obj,ops); regressreport('Test 10',fail) yalmip('clear') A = randn(3,3);A = -A*A'; P = sdpvar(3,3); t = sdpvar(1,1); y = sdpvar(1,1); F = set(A'*P+P*A < -eye(3)); F = F + set(P > A*A') + set(P(3,3)>0) + set(P>0) + set(t+y > 7) + set(P(2,2)>4)+set(P(1,1:2)>t) + set(t>12)+set(t>-12); obj = trace(P)+y+t; fail = regresstest(F,obj,ops); regressreport('Test 11',fail) %yalmip('clear') A = randn(3,3);A = -A*A'; P = sdpvar(3,3); %t = sdpvar(1,1); y = sdpvar(1,1); F = set(A'*P+P*A < -eye(3)); F = F + set(P > A*A') + set(P(3,3)>0) + set(P>0) + set(t+y > 7) + set(t+y > 7) + set(P(2,2)>4)+set(P(1,1:2)>t) + set(t>12)+set(t>-12); obj = trace(P)+y+t; fail = regresstest(F,obj,ops); regressreport('Test 12',fail) yalmip('clear') A = randn(3,3);A = -A*A'; P = sdpvar(3,3); t = sdpvar(1,1); y = sdpvar(1,1); F = set(A'*P+P*A < -eye(3)); F = F + set(2*P > A*A') + set(P(3,3)>0) + set(P>0) + set(t+y > 7) + set(t+y > 7) + set(P(2,2)>4)+set(P(1,1:2)>t) + set(t>12)+set(t>-12); obj = trace(P)+y+t; fail = regresstest(F,obj,ops); regressreport('Test 13',fail) function regressreport(text,fail) switch fail case 0 disp(['No problems in ' text]); case 1 disp(['Objective differ in ' text]); case 2 disp(['Infeasible solution in ' text]); otherwise end function fail = regresstest(F,obj,ops); solvesdp(F,obj,ops); obj1 = double(obj); p1 = checkset(F); x = recover(getvariables(F)); setsdpvar(x,0*double(x)); [Fdual,objdual,X,free,err] = dualize(F,obj); solvesdp(Fdual,-objdual,ops); if length(X)>0 for i = 1:length(X);setsdpvar(X{i},dual(Fdual(i)));end end if ~isempty(free) setsdpvar(free,dual(Fdual(end))); end obj2 = double(obj); p2 = checkset(Fdual); fail = 0; if abs(obj1-obj2) > 1e-4 fail = 1; [obj1 obj2] end if any(p2<-1e-5) fail = 2; end