1 | function solver = findapplicablesolvers(options,ProblemClass,solvers,socp_are_really_qc); |
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2 | %findapplicablesolvers Internal function to select solver based on problem category |
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3 | |
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4 | % Author Johan Löfberg |
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5 | % $Id: findapplicablesolvers.m,v 1.2 2005/09/16 09:00:45 joloef Exp $ |
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6 | |
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7 | %problem = 0; |
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8 | |
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9 | % % UNDOCUMENTED |
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10 | % force_solver = yalmip('solver'); |
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11 | % if length(force_solver)>0 |
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12 | % options.solver = force_solver; |
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13 | % end |
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14 | % |
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15 | % % *************************************************** |
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16 | % % Maybe the user is stubborn and wants to pick solver |
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17 | % % *************************************************** |
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18 | % if length(options.solver)>0 |
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19 | % |
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20 | % % Create tags with version also |
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21 | % temp = solvers; |
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22 | % for i = 1:length(temp) |
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23 | % if length(temp(i).version)>0 |
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24 | % temp(i).tag = lower([temp(i).tag '-' temp(i).version]); |
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25 | % end |
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26 | % end |
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27 | % |
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28 | % index = find(strcmp(lower({solvers.tag}),lower(options.solver))); |
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29 | % index2 = find(strcmp(lower({temp.tag}),lower(options.solver))); |
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30 | % if isempty(index) & isempty(index2) |
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31 | % solver = []; |
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32 | % problem = -3; |
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33 | % return; |
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34 | % else |
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35 | % solvers = solvers(union(index,index2)); |
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36 | % end |
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37 | % |
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38 | % end |
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39 | |
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40 | % ************************************************ |
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41 | % Prune based on objective |
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42 | % ************************************************ |
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43 | if ProblemClass.objective.sigmonial |
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44 | keep = ones(length(solvers),1); |
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45 | for i = 1:length(solvers) |
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46 | keep(i) = solvers(i).objective.sigmonial; |
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47 | end |
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48 | solvers = solvers(find(keep)); |
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49 | end |
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50 | if ProblemClass.objective.polynomial |
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51 | keep = ones(length(solvers),1); |
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52 | for i = 1:length(solvers) |
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53 | keep(i) = solvers(i).constraint.equalities.quadratic | solvers(i).constraint.inequalities.elementwise.quadratic.nonconvex | solvers(i).objective.polynomial | solvers(i).objective.sigmonial; |
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54 | end |
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55 | solvers = solvers(find(keep)); |
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56 | end |
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57 | if ProblemClass.objective.quadratic.nonconvex |
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58 | keep = ones(length(solvers),1); |
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59 | for i = 1:length(solvers) |
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60 | keep(i) = solvers(i).objective.polynomial | solvers(i).objective.sigmonial | solvers(i).objective.quadratic.nonconvex; |
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61 | end |
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62 | solvers = solvers(find(keep)); |
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63 | end |
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64 | if ProblemClass.objective.quadratic.convex |
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65 | keep = ones(length(solvers),1); |
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66 | for i = 1:length(solvers) |
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67 | direct = solvers(i).objective.polynomial | solvers(i).objective.sigmonial | solvers(i).objective.quadratic.nonconvex | solvers(i).objective.quadratic.convex; |
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68 | indirect = solvers(i).constraint.inequalities.semidefinite.linear | solvers(i).constraint.inequalities.secondordercone; |
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69 | if direct | indirect |
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70 | keep(i)=1; |
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71 | else |
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72 | keep(i)=0; |
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73 | end |
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74 | end |
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75 | solvers = solvers(find(keep)); |
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76 | end |
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77 | if ProblemClass.objective.linear |
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78 | keep = ones(length(solvers),1); |
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79 | for i = 1:length(solvers) |
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80 | keep(i) = solvers(i).objective.polynomial | solvers(i).objective.sigmonial | solvers(i).objective.quadratic.nonconvex | solvers(i).objective.quadratic.convex | solvers(i).objective.linear; |
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81 | end |
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82 | solvers = solvers(find(keep)); |
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83 | end |
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84 | |
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85 | |
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86 | % ****************************************************** |
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87 | % Prune based on rank constraints |
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88 | % ****************************************************** |
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89 | if ProblemClass.constraint.inequalities.rank |
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90 | keep = ones(length(solvers),1); |
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91 | for i = 1:length(solvers) |
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92 | keep(i) = solvers(i).constraint.inequalities.rank; |
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93 | end |
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94 | solvers = solvers(find(keep)); |
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95 | end |
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96 | |
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97 | % ****************************************************** |
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98 | % Prune based on semidefinite constraints |
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99 | % ****************************************************** |
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100 | if ProblemClass.constraint.inequalities.semidefinite.sigmonial |
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101 | keep = ones(length(solvers),1); |
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102 | for i = 1:length(solvers) |
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103 | keep(i) = solvers(i).constraint.inequalities.semidefinite.sigmonial; |
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104 | end |
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105 | solvers = solvers(find(keep)); |
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106 | end |
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107 | if ProblemClass.constraint.inequalities.semidefinite.polynomial |
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108 | keep = ones(length(solvers),1); |
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109 | for i = 1:length(solvers) |
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110 | keep(i) = solvers(i).constraint.inequalities.semidefinite.sigmonial | solvers(i).constraint.inequalities.semidefinite.polynomial; |
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111 | end |
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112 | solvers = solvers(find(keep)); |
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113 | end |
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114 | if ProblemClass.constraint.inequalities.semidefinite.quadratic |
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115 | keep = ones(length(solvers),1); |
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116 | for i = 1:length(solvers) |
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117 | keep(i) = solvers(i).constraint.inequalities.semidefinite.sigmonial | solvers(i).constraint.inequalities.semidefinite.polynomial | solvers(i).constraint.inequalities.semidefinite.quadratic; |
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118 | end |
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119 | solvers = solvers(find(keep)); |
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120 | end |
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121 | if ProblemClass.constraint.inequalities.semidefinite.linear |
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122 | keep = ones(length(solvers),1); |
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123 | for i = 1:length(solvers) |
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124 | keep(i) = solvers(i).constraint.inequalities.semidefinite.sigmonial | solvers(i).constraint.inequalities.semidefinite.polynomial | solvers(i).constraint.inequalities.semidefinite.quadratic | solvers(i).constraint.inequalities.semidefinite.linear; |
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125 | end |
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126 | solvers = solvers(find(keep)); |
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127 | end |
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128 | |
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129 | % ****************************************************** |
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130 | % Prune based on second order cone constraints |
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131 | % ****************************************************** |
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132 | if ProblemClass.constraint.inequalities.secondordercone & ~socp_are_really_qc |
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133 | keep = ones(length(solvers),1); |
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134 | for i = 1:length(solvers) |
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135 | keep(i) = solvers(i).constraint.inequalities.secondordercone | solvers(i).constraint.inequalities.semidefinite.linear; |
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136 | end |
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137 | solvers = solvers(find(keep)); |
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138 | end |
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139 | if ProblemClass.constraint.inequalities.rotatedsecondordercone |
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140 | keep = ones(length(solvers),1); |
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141 | for i = 1:length(solvers) |
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142 | keep(i) = solvers(i).constraint.inequalities.rotatedsecondordercone | solvers(i).constraint.inequalities.secondordercone | solvers(i).constraint.inequalities.semidefinite.linear; |
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143 | end |
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144 | solvers = solvers(find(keep)); |
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145 | end |
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146 | |
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147 | % ****************************************************** |
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148 | % Prune based on element-wise inequality constraints |
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149 | % ****************************************************** |
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150 | if ProblemClass.constraint.inequalities.elementwise.sigmonial |
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151 | keep = ones(length(solvers),1); |
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152 | for i = 1:length(solvers) |
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153 | keep(i) = solvers(i).constraint.inequalities.elementwise.sigmonial; |
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154 | end |
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155 | solvers = solvers(find(keep)); |
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156 | end |
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157 | if ProblemClass.constraint.inequalities.elementwise.polynomial |
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158 | keep = ones(length(solvers),1); |
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159 | for i = 1:length(solvers) |
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160 | keep(i) = solvers(i).constraint.inequalities.elementwise.quadratic.nonconvex | solvers(i).constraint.inequalities.elementwise.sigmonial | solvers(i).constraint.inequalities.elementwise.polynomial; |
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161 | end |
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162 | solvers = solvers(find(keep)); |
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163 | end |
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164 | if ProblemClass.constraint.inequalities.elementwise.quadratic.nonconvex |
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165 | keep = ones(length(solvers),1); |
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166 | for i = 1:length(solvers) |
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167 | keep(i) = solvers(i).constraint.inequalities.elementwise.sigmonial | solvers(i).constraint.inequalities.elementwise.polynomial | solvers(i).constraint.inequalities.elementwise.quadratic.nonconvex; |
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168 | end |
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169 | solvers = solvers(find(keep)); |
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170 | end |
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171 | if ProblemClass.constraint.inequalities.elementwise.quadratic.convex | (ProblemClass.constraint.inequalities.secondordercone & socp_are_really_qc) |
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172 | keep = ones(length(solvers),1); |
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173 | for i = 1:length(solvers) |
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174 | keep(i) = solvers(i).constraint.inequalities.elementwise.sigmonial | solvers(i).constraint.inequalities.elementwise.polynomial | solvers(i).constraint.inequalities.elementwise.quadratic.nonconvex | solvers(i).constraint.inequalities.elementwise.quadratic.convex | solvers(i).constraint.inequalities.secondordercone | solvers(i).constraint.inequalities.semidefinite.linear; |
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175 | end |
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176 | solvers = solvers(find(keep)); |
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177 | end |
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178 | if ProblemClass.constraint.inequalities.elementwise.linear |
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179 | keep = ones(length(solvers),1); |
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180 | for i = 1:length(solvers) |
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181 | keep(i) = solvers(i).constraint.inequalities.elementwise.sigmonial | solvers(i).constraint.inequalities.elementwise.polynomial | solvers(i).constraint.inequalities.semidefinite.quadratic | solvers(i).constraint.inequalities.elementwise.linear; |
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182 | end |
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183 | solvers = solvers(find(keep)); |
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184 | end |
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185 | |
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186 | % ****************************************************** |
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187 | % Prune based on element-wise constraints |
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188 | % ****************************************************** |
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189 | if ProblemClass.constraint.equalities.sigmonial |
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190 | keep = ones(length(solvers),1); |
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191 | for i = 1:length(solvers) |
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192 | keep(i) = solvers(i).constraint.inequalities.elementwise.sigmonial | solvers(i).constraint.equalities.sigmonial; |
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193 | end |
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194 | solvers = solvers(find(keep)); |
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195 | end |
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196 | if ProblemClass.constraint.equalities.polynomial |
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197 | keep = ones(length(solvers),1); |
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198 | for i = 1:length(solvers) |
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199 | indirect = solvers(i).constraint.inequalities.elementwise.quadratic.nonconvex | solvers(i).constraint.inequalities.elementwise.sigmonial | solvers(i).constraint.inequalities.elementwise.polynomial; |
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200 | indirect = indirect | solvers(i).constraint.inequalities.elementwise.sigmonial | solvers(i).constraint.inequalities.elementwise.polynomial; |
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201 | direct = solvers(i).constraint.equalities.sigmonial | solvers(i).constraint.equalities.polynomial; |
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202 | keep(i) = direct | indirect; |
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203 | end |
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204 | solvers = solvers(find(keep)); |
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205 | end |
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206 | if ProblemClass.constraint.equalities.quadratic |
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207 | keep = ones(length(solvers),1); |
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208 | for i = 1:length(solvers) |
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209 | indirect = solvers(i).constraint.inequalities.elementwise.sigmonial | solvers(i).constraint.inequalities.elementwise.polynomial | solvers(i).constraint.inequalities.elementwise.quadratic.nonconvex; |
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210 | direct = solvers(i).constraint.equalities.sigmonial | solvers(i).constraint.equalities.polynomial | solvers(i).constraint.equalities.quadratic; |
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211 | keep(i) = direct | indirect; |
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212 | end |
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213 | solvers = solvers(find(keep)); |
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214 | end |
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215 | if ProblemClass.constraint.equalities.linear |
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216 | keep = ones(length(solvers),1); |
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217 | for i = 1:length(solvers) |
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218 | indirect = solvers(i).constraint.inequalities.elementwise.linear | solvers(i).constraint.inequalities.elementwise.sigmonial | solvers(i).constraint.inequalities.elementwise.polynomial; |
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219 | direct = solvers(i).constraint.equalities.linear | solvers(i).constraint.equalities.sigmonial | solvers(i).constraint.equalities.polynomial; |
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220 | keep(i) = direct | indirect; |
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221 | end |
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222 | solvers = solvers(find(keep)); |
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223 | end |
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224 | |
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225 | |
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226 | % ****************************************************** |
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227 | % Discrete data |
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228 | % ****************************************************** |
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229 | if ProblemClass.constraint.integer |
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230 | keep = ones(length(solvers),1); |
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231 | for i = 1:length(solvers) |
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232 | keep(i) = solvers(i).constraint.integer; |
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233 | end |
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234 | solvers = solvers(find(keep)); |
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235 | end |
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236 | if ProblemClass.constraint.binary |
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237 | keep = ones(length(solvers),1); |
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238 | for i = 1:length(solvers) |
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239 | keep(i) = solvers(i).constraint.integer | solvers(i).constraint.binary; |
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240 | end |
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241 | solvers = solvers(find(keep)); |
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242 | end |
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243 | |
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244 | if isempty(solvers) |
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245 | solver = []; |
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246 | else |
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247 | solver=solvers; |
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248 | % solver = solvers(1); |
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249 | end |
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250 | |
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251 | % if isempty(solver) |
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252 | % if length(options.solver)>0 % User selected available solver, but it is not applicable |
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253 | % problem = -4; |
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254 | % else |
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255 | % problem = -2; |
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256 | % end |
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257 | % end |
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258 | |
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259 | |
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260 | % FIX : Hack when chosing the wrong fmincon thingy |
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261 | if ~isempty(solver) |
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262 | if (length(options.solver)==0 | isequal(options.solver,'fmincon')) & isequal(solver.tag,'fmincon') & isequal(solver.version,'geometric') |
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263 | if ~(ProblemClass.objective.sigmonial | ProblemClass.constraint.inequalities.elementwise.sigmonial) |
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264 | solver.version = 'standard'; |
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265 | solver.call = 'callfmincon'; |
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266 | solver.objective.linear = 1; |
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267 | solver.objective.quadratic.convex = 1; |
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268 | solver.objective.quadratic.nonconvex = 1; |
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269 | solver.objective.polynomial = 1; |
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270 | solver.objective.sigmonial = 1; |
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271 | solver.constraint.equalities.elementwise.linear = 1; |
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272 | solver.constraint.equalities.elementwise.quadratic.convex = 1; |
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273 | solver.constraint.equalities.elementwise.quadratic.nonconvex = 1; |
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274 | solver.constraint.equalities.elementwise.polynomial = 1; |
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275 | solver.constraint.equalities.elementwise.sigmonial = 1; |
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276 | solver.constraint.inequalities.elementwise.linear = 1; |
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277 | solver.constraint.inequalities.elementwise.quadratic.convex = 1; |
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278 | solver.constraint.inequalities.elementwise.quadratic.nonconvex = 1; |
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279 | solver.constraint.inequalities.elementwise.polynomial = 1; |
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280 | solver.constraint.inequalities.elementwise.sigmonial = 1; |
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281 | solver.constraint.inequalities.semidefinite.linear = 1; |
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282 | solver.constraint.inequalities.semidefinite.quadratic = 1; |
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283 | solver.constraint.inequalities.semidefinite.polynomial = 1; |
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284 | solver.dual = 1; |
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285 | end |
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286 | end |
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287 | end |
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288 | |
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289 | |
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