[37] | 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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