1 | function data = datasaver(varargin) |
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2 | |
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3 | persistent saved |
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4 | |
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5 | if nargin > 3 |
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6 | saved.savedfunctiondata = varargin{1}; |
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7 | saved.savedfunctionGradientdata = varargin{2}; |
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8 | saved.savedfunctionHessiandata = varargin{3}; |
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9 | saved.savedconstraintdata = varargin{4}; |
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10 | saved.savedconstraintGradientdata = varargin{5}; |
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11 | saved.savedconstraintHessiandata = varargin{6}; |
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12 | saved.m = size(saved.savedconstraintdata.F_struc,1); |
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13 | saved.n = length(saved.savedfunctiondata.linearindicies); |
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14 | saved.monomials = []; |
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15 | saved.x = randn(saved.n,1); |
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16 | return |
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17 | end |
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18 | |
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19 | x = varargin{2}; |
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20 | if ~isequal(x,saved.x) |
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21 | % Recompute the monomial terms for new x |
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22 | saved.monomials=ones(1,size(saved.savedfunctiondata.monomtable,2)); |
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23 | saved.monomials(saved.savedfunctiondata.linearindicies) = x(:)'; |
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24 | % changed = find(x-saved.x); |
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25 | % changed = saved.savedfunctiondata.linearindicies(changed); |
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26 | % changedmonomials = find(any(saved.savedfunctiondata.monomtable(saved.savedfunctiondata.nonlinearindicies,changed),2)); |
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27 | |
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28 | for i = 1:length(saved.savedfunctiondata.nonlinearindicies) |
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29 | saved.monomials(saved.savedfunctiondata.nonlinearindicies(i)) = prod(saved.monomials.^saved.savedfunctiondata.monomtable(saved.savedfunctiondata.nonlinearindicies(i),:)); |
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30 | end |
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31 | saved.x = x; |
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32 | end |
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33 | |
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34 | switch varargin{1} |
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35 | case 1 |
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36 | F = saved.savedfunctiondata.F_struc; |
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37 | x = varargin{2}; |
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38 | case 2 |
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39 | F = saved.savedfunctionGradientdata.F_struc; |
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40 | case 3 |
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41 | F = saved.savedfunctionHessiandata.F_struc; |
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42 | case 4 |
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43 | if nargin == 2 |
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44 | % ipopt call |
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45 | F = saved.savedconstraintdata.F_struc; |
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46 | else |
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47 | % pennlp call |
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48 | F = saved.savedconstraintdata.F_struc(1+varargin{3},:); |
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49 | end |
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50 | case 5 |
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51 | F = saved.savedconstraintGradientdata.F_struc; |
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52 | start = 1+(varargin{3}-1)*saved.n; |
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53 | F = F(varargin{3}:saved.m:end,:); |
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54 | case 6 |
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55 | F = saved.savedconstraintHessiandata.F_struc; |
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56 | F = full(F((varargin{3}-1)+(1:saved.m:saved.m*saved.n^2),:)); |
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57 | otherwise |
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58 | end |
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59 | |
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60 | data = (F*[1;saved.monomials(:)]); |
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