1 | function [model,recoverdata,diagnostic,interfacedata] = export(varargin) |
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2 | %EXPORT Exports YALMIP problem to solver specific format |
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3 | % |
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4 | % [MODEL,RECOVERYMODEL,DIAGNOSTIC,INTERNAL] = EXPORT(F,h,options) is the common command to |
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5 | % export optimization problems of the following kind |
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6 | % |
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7 | % min h |
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8 | % subject to |
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9 | % F >(=) 0 |
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10 | % |
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11 | % |
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12 | % The MODEL is exported in the format defined by the solver chosen |
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13 | % in the options structure, or automatically chosen by YALMIP. |
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14 | % |
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15 | % If the solver format not is support by EXPORT,the YALMIP model used to |
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16 | % call the solver is returned) |
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17 | % |
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18 | % If YALMIP by some reason failed to generate a model, the DIAGNOSTIC |
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19 | % variable will be non-empty. |
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20 | % |
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21 | % The fourth output is the internal model used by YALMIP to communicate |
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22 | % with the generalized solver interfaces. |
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23 | % |
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24 | % The RECOVERYMODEL is used to relate a solution of the exported model |
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25 | % to the original variables in YALMIP. |
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26 | |
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27 | % Arrrgh, new format with logdet much better, but we have to |
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28 | % take care of old code, requires some testing... |
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29 | varargin = combatible({varargin{:}}); |
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30 | nargin = length(varargin); |
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31 | % ********************************* |
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32 | % CHECK INPUT |
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33 | % ********************************* |
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34 | if nargin<1 |
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35 | help export |
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36 | return |
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37 | else |
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38 | F = varargin{1}; |
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39 | % Check for wrong syntax |
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40 | if ~isempty(F) & ~isa(F,'lmi') & ~isa(F,'constraint') |
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41 | error('First argument should be a SET object') |
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42 | end |
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43 | |
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44 | if isa(F,'constraint') |
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45 | F = set(F); |
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46 | end |
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47 | end |
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48 | |
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49 | model = []; |
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50 | recoverdata = []; |
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51 | diagnostic = []; |
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52 | interfacedata = []; |
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53 | |
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54 | if nargin>=2 |
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55 | h = varargin{2}; |
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56 | if isa(h,'double') |
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57 | h = []; |
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58 | end |
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59 | if ~(isempty(h) | isa(h,'sdpvar') | isa(h,'logdet')) |
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60 | error('Second argument (the objective function h) should be an sdpvar or logdet object (or empty).'); |
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61 | end |
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62 | if isa(h,'logdet') |
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63 | P = getP(h); |
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64 | g = getgain(h); |
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65 | if g>0 |
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66 | warning('Perhaps you mean -logdet(P)...') |
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67 | diagnostic.yalmiptime = etime(clock,yalmiptime); |
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68 | diagnostic.solvertime = 0; |
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69 | diagnostic.info = yalmiperror(-2,'YALMIP'); |
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70 | diagnostic.problem = -2; |
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71 | return |
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72 | end |
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73 | h = getcx(h); |
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74 | G = lmi(P>0); |
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75 | F = F + G; |
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76 | else |
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77 | P = []; |
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78 | G = []; |
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79 | end |
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80 | else |
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81 | P = []; |
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82 | h = []; |
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83 | G = []; |
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84 | end |
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85 | |
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86 | |
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87 | if nargin>=3 |
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88 | options = varargin{3}; |
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89 | if ~(isempty(options) | isa(options,'struct')) |
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90 | error('Third argument (options) should be an sdpsettings struct (or empty).'); |
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91 | end |
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92 | if isempty(options) |
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93 | options = sdpsettings; |
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94 | end |
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95 | else |
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96 | options = sdpsettings; |
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97 | end |
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98 | options.solver = lower(options.solver); |
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99 | |
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100 | if nargin<6 |
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101 | if isequal(options.solver,'') |
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102 | findallsolvers = 1; |
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103 | else |
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104 | findallsolvers = 0; |
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105 | end |
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106 | else |
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107 | findallsolvers = varargin{6}; |
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108 | end |
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109 | |
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110 | % Just for safety |
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111 | if isempty(F) & isempty(G) |
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112 | F = lmi; |
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113 | end |
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114 | |
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115 | % ****************************************** |
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116 | % COMPILE IN GENERALIZED YALMIP FORMAT |
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117 | % ****************************************** |
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118 | [interfacedata,recoverdata,solver,diagnostic,F] = compileinterfacedata(F,G,P,h,options,findallsolvers); |
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119 | |
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120 | if ~isempty(diagnostic) |
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121 | model = []; |
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122 | recoverdata = []; |
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123 | return |
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124 | end |
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125 | |
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126 | % Not official yet |
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127 | if nargin == 5 |
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128 | model=interfacedata; |
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129 | return |
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130 | end |
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131 | |
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132 | % ****************************************** |
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133 | % CONVERT |
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134 | % ****************************************** |
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135 | switch lower(solver.tag) |
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136 | |
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137 | case {'sedumi-1.05','sedumi-1.1'} |
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138 | |
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139 | pars = interfacedata.options.sedumi; |
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140 | pars.fid = double(interfacedata.options.verbose); |
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141 | model.A = -interfacedata.F_struc(:,2:end); |
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142 | model.b = -interfacedata.c; |
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143 | model.C = interfacedata.F_struc(:,1); |
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144 | model.K = interfacedata.K; |
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145 | model.pars = pars; |
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146 | |
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147 | case 'csdp' |
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148 | |
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149 | pars = interfacedata.options.csdp; |
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150 | pars.printlevel=interfacedata.options.verbose; |
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151 | model.At = -interfacedata.F_struc(:,2:end); |
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152 | model.b = -interfacedata.c; |
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153 | model.C = interfacedata.F_struc(:,1); |
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154 | model.K = interfacedata.K; |
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155 | model.pars = pars; |
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156 | |
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157 | case 'dsdp' |
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158 | |
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159 | [C,A,b,blk] = sedumi2dsdp(interfacedata.F_struc,interfacedata.c,interfacedata.K); |
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160 | interfacedata.options.dsdp.dual_quadratic=spalloc(length(interfacedata.c),length(interfacedata.c),0); |
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161 | interfacedata.options.dsdp.printyes = (interfacedata.options.verbose>0); |
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162 | model.A = A; |
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163 | model.C = C; |
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164 | model.b = b; |
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165 | model.options = interfacedata.options.dsdp |
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166 | |
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167 | case 'sdpa' |
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168 | |
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169 | [mDIM,nBLOCK,bLOCKsTRUCT,c,F] = sedumi2sdpa(interfacedata.F_struc,interfacedata.c,interfacedata.K); |
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170 | if interfacedata.options.verbose==0 |
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171 | interfacedata.options.sdpa.print = 'no'; |
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172 | else |
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173 | interfacedata.options.sdpa.print = 'display'; |
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174 | end |
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175 | [objVal,x,X,Y,INFO]=sdpam(mDIM,nBLOCK,bLOCKsTRUCT,c,F,[],[],[],options.sdpa); |
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176 | model.mDIM = mDIM; |
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177 | model.nBLOCK = nBLOCK; |
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178 | model.bLOCKsTRUCT = bLOCKsTRUCT; |
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179 | model.c = c; |
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180 | model.F = F; |
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181 | model.x0 = []; |
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182 | model.X0 = []; |
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183 | model.Y0 = []; |
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184 | model.OPTIONS = interfacedata.options.sdpa |
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185 | |
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186 | case 'sdpt3-3.1' |
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187 | |
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188 | % Convert from internal (sedumi-like) format |
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189 | [blk,A,C,b,oldKs]=sedumi2sdpt3(interfacedata.F_struc(:,1),-interfacedata.F_struc(:,2:end),-interfacedata.c,interfacedata.K,30); |
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190 | interfacedata.options.sdpt3.printyes=double(interfacedata.options.verbose); |
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191 | interfacedata.options.sdpt3.expon=interfacedata.options.sdpt3.expon(1); |
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192 | |
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193 | model.blk = blk; |
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194 | model.A = A; |
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195 | model.C = C; |
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196 | model.b = b; |
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197 | model.ops = interfacedata.options.sdpt3; |
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198 | |
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199 | case 'glpk-glpkmex' |
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200 | |
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201 | n = length(interfacedata.c); |
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202 | LB=repmat(-1e6,n,1); |
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203 | UB=repmat(1e6,n,1); |
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204 | SENSE = 1; |
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205 | C = full(interfacedata.c); |
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206 | A =-interfacedata.F_struc(:,2:end); |
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207 | B = full(interfacedata.F_struc(:,1)); |
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208 | if length(B)==0; |
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209 | A = C'; |
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210 | B = 1e6; |
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211 | end |
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212 | CTYPE = [repmat('S',interfacedata.K.f,1); repmat('U',interfacedata.K.l,1)]; |
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213 | VARTYPE = repmat('C',n,1); |
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214 | VARTYPE(interfacedata.integer_variables)='I'; |
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215 | interfacedata.options.glpk.msglev = interfacedata.options.verbose; |
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216 | if interfacedata.options.glpk.msglev==1 |
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217 | interfacedata.options.glpk.msglev = 2; |
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218 | end |
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219 | model.SENSE = SENSE; |
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220 | model.C= C; |
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221 | model.A = A; |
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222 | model.B = B; |
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223 | model.CTYPE = CTYPE; |
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224 | model.LB = LB; |
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225 | model.UB = UB; |
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226 | model.VARTYPE = VARTYPE; |
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227 | model.PARAM = interfacedata.options.glpk.lpsolver; |
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228 | model.SAVE = interfacedata.options.glpk.save; |
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229 | |
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230 | case 'pensdp-penopt' |
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231 | |
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232 | penstruct = sedumi2pen(interfacedata.F_struc,interfacedata.K,interfacedata.c,interfacedata.x0); |
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233 | ops = struct2cell(interfacedata.options.pensdp);ops = [ops{1:end}]; |
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234 | penstruct.ioptions = ops(1:8); |
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235 | penstruct.foptions = ops(9:end); |
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236 | penstruct.ioptions(4) = interfacedata.options.verbose; |
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237 | penstruct.ioptions = penstruct.ioptions; |
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238 | penstruct.foptions = penstruct.foptions; |
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239 | if penstruct.mconstr == 0 |
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240 | penstruct.msizes = []; |
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241 | end |
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242 | model.penstruct = penstruct; |
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243 | |
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244 | case 'penbmi-penopt' |
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245 | |
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246 | model.penstruct = sedumi2penbmi(interfacedata.F_struc,interfacedata.c,interfacedata.Q,interfacedata.K,interfacedata.monomtable,interfacedata.options,interfacedata.x0); |
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247 | |
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248 | otherwise |
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249 | model = []; |
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250 | end |
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251 | |
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252 | |
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253 | |
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254 | function newinputformat = combatible(varargin) |
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255 | |
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256 | varargin = varargin{1}; |
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257 | |
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258 | classification = 0; |
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259 | % 0 : Ambigious |
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260 | % 1 : Old |
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261 | % 2 : New |
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262 | |
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263 | % Try some fast methods to determine... |
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264 | m = length(varargin); |
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265 | if m==1 |
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266 | classification = 2; |
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267 | elseif m>=3 & isstruct(varargin{3}) |
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268 | classification = 2; |
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269 | elseif m>=4 & isstruct(varargin{4}) |
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270 | classification = 1; |
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271 | elseif m>=2 & isa(varargin{2},'lmi') |
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272 | classification = 1; |
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273 | elseif m>=3 & isa(varargin{3},'sdpvar') |
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274 | classification = 1; |
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275 | elseif m>=2 & isa(varargin{2},'sdpvar') & min(size(varargin{2}))==1 |
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276 | classification = 2; |
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277 | elseif m>=2 & isa(varargin{2},'sdpvar') & prod(size(varargin{2}))>=1 |
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278 | classification = 1; |
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279 | elseif m>=2 & isa(varargin{2},'logdet') |
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280 | classification = 2; |
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281 | elseif m==2 & isempty(varargin{2}) |
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282 | classification = 2; |
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283 | end |
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284 | |
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285 | if classification==0 |
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286 | warning('I might have interpreted this problem wrong due to the new input format in version 3. To get rid of this warning, use an options structure'); |
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287 | classification = 2; |
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288 | end |
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289 | |
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290 | if classification==2 |
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291 | newinputformat = varargin; |
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292 | else |
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293 | newinputformat = varargin; |
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294 | P = varargin{2}; |
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295 | % 99.9% of the cases.... |
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296 | if isempty(P) |
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297 | newinputformat = {newinputformat{[1 3:end]}}; |
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298 | else |
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299 | if isa(P,'lmi') |
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300 | P = sdpvar(P); |
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301 | end |
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302 | if m>=3 |
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303 | cxP = newinputformat{3}-logdet(P); |
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304 | newinputformat{3}=cxP; |
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305 | else |
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306 | cxP = -logdet(P); |
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307 | newinputformat{3}=cxP; |
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308 | end |
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309 | newinputformat = {newinputformat{[1 3:end]}}; |
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310 | end |
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311 | end |
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