1 | function sys = optimizer(F,h,ops,x,u) |
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2 | %OPTIMIZER Container for optimization problem |
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3 | % |
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4 | % [OPT,PROBLEM] = OPTIMIZER(F,h,options,x,u) exports an object that |
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5 | % contains precompiled numerical data to be solved for varying arguments |
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6 | % x, returning the optimal value of the variable u. |
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7 | % |
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8 | % OPTIMIZER typically only makes sense if the varying data x enters the |
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9 | % optmization problem affinely. |
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10 | % |
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11 | % Example |
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12 | % The following problem creates an LP with varying upper and lower |
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13 | % bounds on the decision variable. |
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14 | % |
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15 | % The optimizing argument is obtained by indexing the optimizer object |
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16 | % with the point of interest. The argument should be a column vector (if |
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17 | % the argument has a width larger than 1, YALMIP assumes that the |
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18 | % optimal solution should be computed in several points) |
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19 | % |
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20 | % A = randn(10,3); |
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21 | % b = rand(10,1)*19; |
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22 | % c = randn(3,1); |
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23 | % |
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24 | % z = sdpvar(3,1); |
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25 | % sdpvar UB LB |
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26 | % |
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27 | % F = set(A*z < b) + set(LB < z < UB); |
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28 | % h = c'*z |
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29 | % optZ = optimizer(F,h,[],[LB; UB],z); |
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30 | % |
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31 | % % Solve for LB=1, UB = 3; |
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32 | % zopt = optZ([1; 3]) |
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33 | % |
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34 | % % Solve for (LB,UB) [1;3] and (LB,UB) [2;6] |
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35 | % zopt = optZ([[1; 3], [2;6]]) |
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36 | |
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37 | if nargin < 5 |
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38 | error('OPTIMIZER requires 5 inputs'); |
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39 | end |
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40 | |
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41 | x = x(:); |
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42 | n = length(x); |
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43 | [aux1,aux2,aux3,model] = export(set(x == repmat(pi,n,1))+F,h,ops,[],[],0); |
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44 | |
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45 | if norm(model.F_struc(1:n,1)-repmat(pi,length(x),1),inf) > 1e-10 |
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46 | error('Failed exporting the model (try to specify another solver)') |
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47 | end |
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48 | |
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49 | map = []; |
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50 | for i = 1:length(u) |
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51 | var = getvariables(u(i)); |
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52 | map = [map;find(var == model.used_variables)]; |
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53 | end |
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54 | |
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55 | sys.recover = aux2; |
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56 | sys.model = model; |
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57 | sys.n = n; |
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58 | sys.map = map; |
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59 | sys = class(sys,'optimizer'); |
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