1 | function [f,df] = fmincon_fun(x,params) |
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2 | |
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3 | xevaled = zeros(1,length(params.interfacedata.c)); |
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4 | xevaled(params.linearindicies) = x; |
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5 | |
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6 | % Experimental support for arbitrary functions |
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7 | if ~isempty(params.interfacedata.evalMap) |
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8 | pp = params.monomtable(params.nonlinearindicies,:); |
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9 | xevaled(params.nonlinearindicies) = prod(repmat(xevaled,length(params.nonlinearindicies),1).^pp,2); |
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10 | for i = 1:length(params.interfacedata.evalMap) |
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11 | arguments = {params.interfacedata.evalMap{i}.fcn,xevaled(params.interfacedata.evalMap{i}.variableIndex)}; |
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12 | arguments = {arguments{:},params.interfacedata.evalMap{i}.arg{2:end-1}}; |
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13 | xevaled(params.interfacedata.evalVariables(i)) = feval(arguments{:}); |
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14 | end |
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15 | end |
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16 | |
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17 | xevaled(params.nonlinearindicies) = prod(repmat(xevaled,length(params.nonlinearindicies),1).^params.monomtable(params.nonlinearindicies,:),2); |
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18 | |
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19 | xevaled = xevaled(:); |
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20 | f = params.interfacedata.c'*xevaled+xevaled'*params.interfacedata.Q*xevaled; |
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21 | |
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22 | if params.SimpleLinearObjective |
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23 | df = params.interfacedata.c(params.linearindicies); |
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24 | elseif params.SimpleQuadraticObjective |
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25 | df = params.interfacedata.c(params.linearindicies) + 2*params.interfacedata.Q(params.linearindicies,params.linearindicies)*x; |
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26 | elseif params.SimpleNonlinearObjective |
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27 | df = []; |
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28 | for i = 1:length(params.linearindicies) |
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29 | xevaled = zeros(1,length(params.interfacedata.c)); |
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30 | xevaled(params.linearindicies) = x; |
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31 | mt = params.monomtable; |
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32 | oldpower = mt(:,params.linearindicies(i)); |
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33 | mt(:,params.linearindicies(i)) = mt(:,params.linearindicies(i))-1; |
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34 | xevaled = prod(repmat(xevaled,size(mt,1),1).^mt,2); |
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35 | xevaled = xevaled(:)'.*oldpower';xevaled(isnan(xevaled))=0; |
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36 | df = [df;params.interfacedata.c'*xevaled']; |
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37 | end |
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38 | df = df + 2*params.interfacedata.Q(params.linearindicies,params.linearindicies)*x; |
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39 | else |
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40 | df = []; |
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41 | end |
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