function varargout = pwf(varargin) %PWF Defines a piecewise function % % t = PWF(h1,F1,h2,F2,...,hn,Fn) % % The variable t can only be used in convexity/concavity preserving % operations, depending on the convexity of hi % Author Johan Löfberg % $Id: pwf.m,v 1.9 2006/07/11 13:48:05 joloef Exp $ switch class(varargin{1}) case {'cell','struct'} % This should be an internal call to % setup a pwa function defined fromk MPT if nargin<3 pwaclass = 'general' end if isa(varargin{1},'struct') varargin{1} = {varargin{1}}; end % Put in standard format if ~isfield(varargin{1}{1},'Bi') if ~isfield(varargin{1}{1},'Fi') error('Wrong format on input to PWA (requires Bi or Fi)'); else for i = 1:length(varargin{1}) varargin{1}{1}.Ai = cell(1, varargin{1}{i}.Fi); varargin{1}{i}.Bi = varargin{1}{i}.Fi varargin{1}{i}.Ci = varargin{1}{i}.Gi end end end if isempty(varargin{1}{1}.Ai{1}) varargout{1} = pwa_yalmip(varargin{:}); else if nnz([varargin{1}{1}.Ai{:}]) == 0 varargout{1} = pwa_yalmip(varargin{:}); else varargout{1} = pwq_yalmip(varargin{:}); end end case {'sdpvar','double'} % Overloaded operator for SDPVAR objects. Pass on args and save them. if length(varargin{1}) == 1 varargout{1} = yalmip('addextendedvariable',mfilename,varargin{:}); else y = []; VV = varargin; for i = 1:length(varargin{1}) VV = varargin; for j = 1:(length(varargin)/2) VV{2*j-1} = VV{2*j-1}(i); end y = [y;yalmip('addextendedvariable',mfilename,VV{:})]; end varargout{1} = y; end case 'char' % YALMIP sends 'model' when it wants the epigraph or hypograph if isequal(varargin{1},'graph') varargout{1} = []; varargout{2} = struct('convexity','failure','monotoncity','failure','definiteness','failure');; varargout{3} = []; elseif isequal(varargin{1},'milp') % pwf represented by t t = varargin{2}; % Get functions and guards for i = 3:2:nargin f{(i-1)/2} = varargin{i}; Guard{(i+1)/2-1} = varargin{i+1}; end % Indicator for where we are indicators = binvar(length(f),1); % We are in some of the regions F = set(sum(indicators) == 1); % Control where we are using the indicators and big-M X = []; for i = 1:length(Guard) Xi = sdpvar(Guard{i}); if is(Xi,'linear') [M,m] = derivebounds(Xi); else m = -1e4; end F = F + set(Xi >= m*(1-indicators(i))); X = [X;recover(depends(Guard{i}))]; end % cost = sum(delta_i*cost_i(x)) = sum(cost_i(delta_i*x)) X = recover(getvariables(X)); if 0 cost = 0; for i = 1:length(f) [Q{i},c{i},g{i},xi,info] = quaddecomp(f{i},X); if info error('Only convex quadratic functions allowed in PWF'); end [M,m] = derivebounds(xi); z{i} = sdpvar(length(xi),1); cost = cost + z{i}'*Q{i}*z{i}+c{i}'*z{i} + g{i}*indicators(i); F = F + set(xi+(1-indicators(i))*m