[37] | 1 | function options = sdpsettings(varargin) |
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| 2 | %SDPSETTINGS Create/alter solver options structure. |
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| 3 | % |
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| 4 | % OPTIONS = SDPSETTINGS with no input arguments returns |
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| 5 | % setting structure with default values |
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| 6 | %c |
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| 7 | % OPTIONS = SDPSETTINGS('NAME1',VALUE1,'NAME2',VALUE2,...) creates a |
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| 8 | % solution options structure OPTIONS in which the named properties have |
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| 9 | % the specified values. Any unspecified properties have default values. |
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| 10 | % It is sufficient to type only the leading characters that uniquely |
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| 11 | % identify the property. Case is ignored for property names. |
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| 12 | % |
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| 13 | % OPTIONS = SDPSETTINGS(OLDOPTS,'NAME1',VALUE1,...) alters an existing options |
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| 14 | % structure OLDOPTS. |
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| 15 | % |
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| 16 | % |
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| 17 | % SDPSETTINGS PROPERTIES |
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| 18 | % |
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| 19 | % GENERAL |
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| 20 | % |
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| 21 | % solver - Specify solver [''|sdpt3|sedumi|sdpa|pensdp|penbmi|csdp|dsdp|maxdet|lmilab|cdd|cplex|xpress|mosek|nag|quadprog|linprog|bnb|bmibnb|kypd|mpt|none ('')] |
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| 22 | % verbose - Display-level [0|1|2|...(0)] (0-silent, 1-normal, >1-loud) |
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| 23 | % usex0 - Use the current values obtained from double as initial iterate [0|1 (0)] |
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| 24 | % dimacs - Compute DIMACS error measures [0|1(1)] |
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| 25 | % |
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| 26 | % showprogress - Show progress of YALMIP (suitable for large problems) [0|1 (0)] |
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| 27 | % cachesolvers - Check for available solvers only first time solvesdp is called [0|1 (0)] |
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| 28 | % warning - Shows a warning if a problems occurs when solving a problem (infeasibility, numerical problem etc.) [0|1 (1)] |
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| 29 | % beeponproblem - Beeps when certain warning/error occurs [ integers -2|-1|1|2|3|4|5|6|7|8|9|10|11] |
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| 30 | % saveduals - Dual variables are saved in YALMIP [0|1 (1)] |
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| 31 | % savesolverinput - Keep all data sent to solver [0|1 (0)] |
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| 32 | % savesolveroutput - Keep all data returned from solver [0|1 (0)] |
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| 33 | % removeequalities - Let YALMIP remove equality constraints [-1|0|1 (0)] (-1:with double inequalities, 0:don't, 1:by QR decomposition, 2:basis from constraints) |
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| 34 | % convertconvexquad - Convert convex quadratic constraints to second order cones [0|1 (1)] |
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| 35 | % radius - Add radius constraint on all pimal variables ||x||<radius [double >=0 (inf)] |
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| 36 | % shift - Add small perturbation to (try to) enforce strict feasibility [double >=0 (0)] |
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| 37 | % relax - Disregard integrality constraint and/or relax nonlinear terms [0 | 1 (both) 2 (relax integrality) 3 (relax nonlinear terms) (0)] |
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| 38 | % allowmilp - Allow introduction of binary variables to model nonlinear operators [0 | 1 (0)] |
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| 39 | % expand - Expand nonlinear operators [0|1 (1)]. Should always be true except in rare debugging cases. |
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| 40 | % |
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| 41 | % SUM-OF-SQUARES |
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| 42 | % |
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| 43 | % options.sos, see help solvesos |
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| 44 | % |
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| 45 | % BRANCH AND BOUND for mixed integer programs |
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| 46 | % |
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| 47 | % options.bnb, see help bnb |
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| 48 | % |
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| 49 | % BRANCH AND BOUND for polynomial programs |
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| 50 | % |
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| 51 | % options.bmibnb, see help bmibnb |
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| 52 | % |
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| 53 | % EXTERNAL SOLVERS |
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| 54 | % |
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| 55 | % See solver manuals. |
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| 56 | % |
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| 57 | % See also SOLVESDP, SET, SDPVAR |
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| 58 | |
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| 59 | % Author Johan Löfberg (ripped from odeset) |
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| 60 | % $Id: sdpsettings.m,v 1.46 2006/09/26 08:15:56 joloef Exp $ |
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| 61 | |
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| 62 | % Print out possible values of properties. |
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| 63 | if (nargin == 0) & (nargout == 0) |
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| 64 | help sdpsettings |
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| 65 | return; |
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| 66 | end |
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| 67 | |
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| 68 | Names = {'solver' |
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| 69 | 'verbose' |
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| 70 | 'showprogress' |
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| 71 | 'cachesolvers' |
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| 72 | 'savesolveroutput' |
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| 73 | 'savesolverinput' |
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| 74 | 'saveduals' |
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| 75 | 'removeequalities' |
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| 76 | 'convertconvexquad' |
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| 77 | 'beeponproblem' |
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| 78 | 'warning' |
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| 79 | 'dimacs' |
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| 80 | 'radius' |
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| 81 | 'shift' |
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| 82 | 'reduce' |
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| 83 | 'dualize' |
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| 84 | 'relax' |
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| 85 | 'usex0' |
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| 86 | 'expand' |
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| 87 | 'allowmilp' |
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| 88 | 'allownonconvex' |
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| 89 | 'savedebug' |
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| 90 | 'debug' |
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| 91 | 'bnb.branchrule' |
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| 92 | 'bnb.method' |
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| 93 | 'bnb.verbose' |
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| 94 | 'bnb.solver' |
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| 95 | 'bnb.uppersolver' |
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| 96 | 'bnb.presolve' |
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| 97 | 'bnb.inttol' |
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| 98 | 'bnb.feastol' |
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| 99 | 'bnb.gaptol' |
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| 100 | 'bnb.maxiter' |
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| 101 | 'bnb.round' |
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| 102 | 'bnb.weight' |
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| 103 | 'bnb.nodefix' |
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| 104 | 'bnb.nodetight' |
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| 105 | 'bnb.prunetol' |
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| 106 | 'bnb.multiple' |
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| 107 | 'bmilin.trust' |
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| 108 | 'bmilin.alpha' |
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| 109 | 'bmilin.beta' |
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| 110 | 'bmilin.solver' |
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| 111 | 'bmilin.maxiterls' |
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| 112 | 'bmilin.maxiter' |
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| 113 | 'bmibnb.branchmethod' |
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| 114 | 'bmibnb.branchrule' |
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| 115 | 'bmibnb.lpreduce' |
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| 116 | 'bmibnb.lowrank' |
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| 117 | 'bmibnb.lowersolver' |
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| 118 | 'bmibnb.uppersolver' |
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| 119 | 'bmibnb.lpsolver' |
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| 120 | 'bmibnb.target' |
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| 121 | 'bmibnb.vartol' |
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| 122 | 'bmibnb.relgaptol' |
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| 123 | 'bmibnb.absgaptol' |
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| 124 | 'bmibnb.pdtol' |
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| 125 | 'bmibnb.eqtol' |
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| 126 | 'bmibnb.maxiter' |
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| 127 | 'bmibnb.maxtime' |
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| 128 | 'bmibnb.roottight' |
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| 129 | 'bmibnb.numglobal' |
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| 130 | 'cutsdp.solver' |
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| 131 | 'cutsdp.maxiter' |
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| 132 | 'cutsdp.cutlimit' |
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| 133 | 'cutsdp.feastol' |
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| 134 | 'cutsdp.variablebound' |
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| 135 | 'cutsdp.recoverdual' |
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| 136 | 'cutsdp.nodefix' |
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| 137 | 'cutsdp.nodetight' |
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| 138 | 'mp.algorithm' |
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| 139 | 'mp.unbounded' |
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| 140 | 'mp.simplify' |
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| 141 | 'mp.presolve' |
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| 142 | 'global.branchmethod' |
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| 143 | 'global.branchrule' |
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| 144 | 'global.lpreduce' |
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| 145 | 'global.roottight' |
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| 146 | 'global.lowrank' |
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| 147 | 'global.lowersolver' |
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| 148 | 'global.uppersolver' |
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| 149 | 'global.lpsolver' |
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| 150 | 'global.target' |
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| 151 | 'global.vartol' |
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| 152 | 'global.relgaptol' |
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| 153 | 'global.absgaptol' |
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| 154 | 'global.pdtol' |
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| 155 | 'global.eqtol' |
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| 156 | 'global.inttol' |
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| 157 | 'global.maxiter' |
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| 158 | 'global.maxtime' |
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| 159 | 'mpcvx.solver' |
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| 160 | 'mpcvx.eps' |
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| 161 | 'bpmpd.opts' |
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| 162 | 'sp.AbsTol' |
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| 163 | 'sp.RelTol' |
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| 164 | 'sp.nu' |
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| 165 | 'sp.tv' |
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| 166 | 'sp.Mfactor' |
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| 167 | 'sp.NTiters' |
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| 168 | 'maxdet.AbsTol' |
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| 169 | 'maxdet.RelTol' |
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| 170 | 'maxdet.gam' |
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| 171 | 'socp.AbsTol' |
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| 172 | 'socp.RelTol' |
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| 173 | 'socp.target' |
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| 174 | 'socp.max_iter' |
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| 175 | 'socp.nu' |
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| 176 | 'socp.outmode' |
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| 177 | 'sdpt3.vers' |
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| 178 | 'sdpt3.gam' |
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| 179 | 'sdpt3.predcorr' |
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| 180 | 'sdpt3.expon' |
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| 181 | 'sdpt3.gaptol' |
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| 182 | 'sdpt3.inftol' |
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| 183 | 'sdpt3.steptol' |
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| 184 | 'sdpt3.maxit' |
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| 185 | 'sdpt3.stoplevel' |
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| 186 | 'sdpt3.sw2PC_tol' |
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| 187 | 'sdpt3.use_corrprim' |
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| 188 | 'sdpt3.printyes' |
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| 189 | 'sdpt3.scale_data' |
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| 190 | 'sdpt3.schurfun' |
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| 191 | 'sdpt3.schurfun_parms' |
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| 192 | 'sdpt3.randnstate' |
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| 193 | 'sdpt3.spdensity' |
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| 194 | 'sdpt3.rmdepconstr' |
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| 195 | 'sdpt3.CACHE_SIZE' |
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| 196 | 'sdpt3.LOOP_LEVEL' |
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| 197 | 'sdpt3.cachesize' |
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| 198 | 'sdpt3.linsys_options' |
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| 199 | 'sdpt3.smallblkdim' |
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| 200 | 'sedumi.removeequalities' |
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| 201 | 'sedumi.alg' |
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| 202 | 'sedumi.beta' |
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| 203 | 'sedumi.theta' |
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| 204 | 'sedumi.free' |
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| 205 | 'sedumi.sdp' |
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| 206 | 'sedumi.stepdif' |
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| 207 | 'sedumi.w' |
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| 208 | 'sedumi.mu' |
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| 209 | 'sedumi.eps' |
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| 210 | 'sedumi.bigeps' |
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| 211 | 'sedumi.maxiter' |
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| 212 | 'sedumi.vplot' |
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| 213 | 'sedumi.stopat' |
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| 214 | 'sedumi.denq' |
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| 215 | 'sedumi.denf' |
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| 216 | 'sedumi.numtol' |
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| 217 | 'sedumi.bignumtol' |
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| 218 | 'sedumi.numlvl' |
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| 219 | 'sedumi.chol.skip' |
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| 220 | 'sedumi.chol.abstol' |
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| 221 | 'sedumi.chol.canceltol' |
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| 222 | 'sedumi.chol.maxu' |
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| 223 | 'sedumi.chol.maxuden' |
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| 224 | 'sedumi.chol.numlvl' |
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| 225 | 'sedumi.chol.deptol' |
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| 226 | 'sedumi.chol.ph1tol' |
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| 227 | 'sedumi.cg.qprec' |
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| 228 | 'sedumi.cg.restol' |
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| 229 | 'sedumi.cg.stagtol' |
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| 230 | 'sedumi.cg.maxiter' |
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| 231 | 'sedumi.cg.refine' |
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| 232 | 'dsdp.r0' |
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| 233 | 'dsdp.zbar' |
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| 234 | 'dsdp.penalty' |
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| 235 | 'dsdp.boundy' |
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| 236 | 'dsdp.gaptol' |
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| 237 | 'dsdp.maxit' |
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| 238 | 'dsdp.steptol' |
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| 239 | 'dsdp.inftol' |
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| 240 | 'dsdp.dual_bound' |
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| 241 | 'dsdp.dobjmin' |
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| 242 | 'dsdp.rho' |
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| 243 | 'dsdp.dynamicrho' |
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| 244 | 'dsdp.cc' |
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| 245 | 'dsdp.bigM' |
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| 246 | 'dsdp.mu0' |
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| 247 | 'dsdp.reuse' |
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| 248 | 'dsdp.lp_barrier' |
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| 249 | 'dsdp.objectiveconstant' |
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| 250 | 'dsdp.matrixfreesize' |
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| 251 | 'dsdp.scale_data' |
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| 252 | 'dsdp.maxlanczos' |
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| 253 | 'dsdp.max_trust_radius' |
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| 254 | 'dsdp.maxtrustradius' |
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| 255 | 'dsdp.max_mu_reduction' |
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| 256 | 'dsdp.max_infeasible_trust_radius' |
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| 257 | 'dsdp.max_infeasible_mu_reduction' |
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| 258 | 'sdplr.feastol' |
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| 259 | 'sdplr.centol' |
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| 260 | 'sdplr.dir' |
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| 261 | 'sdplr.penfac' |
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| 262 | 'sdplr.reduce' |
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| 263 | 'sdplr.limit' |
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| 264 | 'sdplr.maxrank' |
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| 265 | 'sdplr.soln_factored' |
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| 266 | 'sdpa.maxIteration' |
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| 267 | 'sdpa.epsilonStar' |
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| 268 | 'sdpa.lambdaStar' |
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| 269 | 'sdpa.omegaStar' |
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| 270 | 'sdpa.lowerBound' |
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| 271 | 'sdpa.upperBound' |
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| 272 | 'sdpa.betaStar' |
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| 273 | 'sdpa.betaBar' |
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| 274 | 'sdpa.gammaStar' |
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| 275 | 'sdpa.epsilonDash' |
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| 276 | 'sdpa.searchDir' |
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| 277 | 'sdpa.isSymmetric' |
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| 278 | 'glpk.lpsolver' |
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| 279 | 'glpk.scale' |
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| 280 | 'glpk.dual' |
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| 281 | 'glpk.price' |
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| 282 | 'glpk.relax' |
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| 283 | 'glpk.tolbnd' |
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| 284 | 'glpk.toldj' |
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| 285 | 'glpk.tolpiv' |
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| 286 | 'glpk.round' |
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| 287 | 'glpk.objll' |
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| 288 | 'glpk.objul' |
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| 289 | 'glpk.itlim' |
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| 290 | 'glpk.tmlim' |
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| 291 | 'glpk.branch' |
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| 292 | 'glpk.btrack' |
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| 293 | 'glpk.tolint' |
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| 294 | 'glpk.tolobj' |
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| 295 | 'glpk.presol' |
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| 296 | 'glpk.save' |
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| 297 | 'cplex.presol' |
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| 298 | 'cplex.niter' |
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| 299 | 'cplex.epgap' |
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| 300 | 'cplex.epagap' |
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| 301 | 'cplex.relobjdif' |
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| 302 | 'cplex.objdif' |
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| 303 | 'cplex.tilim' |
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| 304 | 'cplex.logfile' |
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| 305 | 'cplex.param.double' |
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| 306 | 'cplex.param.int' |
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| 307 | 'qsopt.dual' |
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| 308 | 'qsopt.primalprice' |
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| 309 | 'qsopt.dualprice' |
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| 310 | 'qsopt.scale' |
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| 311 | 'qsopt.maxiter' |
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| 312 | 'qsopt.maxtime' |
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| 313 | 'xpress.presol' |
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| 314 | 'xpress.niter' |
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| 315 | 'lpsolve.scalemode' |
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| 316 | 'cdd.method' |
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| 317 | 'clp.solver' |
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| 318 | 'clp.maxnumiterations' |
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| 319 | 'clp.maxnumseconds' |
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| 320 | 'clp.primaltolerance' |
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| 321 | 'clp.dualtolerance' |
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| 322 | 'clp.primalpivot' |
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| 323 | 'clp.dualpivot' |
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| 324 | 'pensdp.DEF' |
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| 325 | 'pensdp.PBM_MAX_ITER' |
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| 326 | 'pensdp.UM_MAX_ITER' |
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| 327 | 'pensdp.OUTPUT' |
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| 328 | 'pensdp.DENSE' |
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| 329 | 'pensdp.LS' |
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| 330 | 'pensdp.XOUT' |
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| 331 | 'pensdp.UOUT' |
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| 332 | 'pensdp.U0' |
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| 333 | 'pensdp.MU' |
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| 334 | 'pensdp.MU2' |
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| 335 | 'pensdp.PBM_EPS' |
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| 336 | 'pensdp.P_EPS' |
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| 337 | 'pensdp.UMIN' |
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| 338 | 'pensdp.ALPHA' |
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| 339 | 'pensdp.P0' |
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| 340 | 'penbmi.DEF' |
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| 341 | 'penbmi.PBM_MAX_ITER' |
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| 342 | 'penbmi.UM_MAX_ITER' |
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| 343 | 'penbmi.OUTPUT' |
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| 344 | 'penbmi.DENSE' |
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| 345 | 'penbmi.LS' |
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| 346 | 'penbmi.XOUT' |
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| 347 | 'penbmi.UOUT' |
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| 348 | 'penbmi.NWT_SYS_MODE' |
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| 349 | 'penbmi.PREC_TYPE' |
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| 350 | 'penbmi.DIMACS' |
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| 351 | 'penbmi.TR_MODE' |
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| 352 | 'penbmi.U0' |
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| 353 | 'penbmi.MU' |
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| 354 | 'penbmi.MU2' |
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| 355 | 'penbmi.PBM_EPS' |
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| 356 | 'penbmi.P_EPS' |
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| 357 | 'penbmi.UMIN' |
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| 358 | 'penbmi.ALPHA' |
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| 359 | 'penbmi.P0' |
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| 360 | 'penbmi.PEN_UP' |
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| 361 | 'penbmi.ALPHA_UP' |
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| 362 | 'penbmi.PRECISION' |
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| 363 | 'penbmi.PRECISION_2' |
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| 364 | 'penbmi.CG_TOL_DIR' |
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| 365 | |
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| 366 | 'pennlp.maxit' |
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| 367 | 'pennlp.nwtiters' |
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| 368 | 'pennlp.hessianmode' |
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| 369 | 'pennlp.autoscale' |
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| 370 | 'pennlp.convex' |
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| 371 | 'pennlp.eqltymode' |
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| 372 | 'pennlp.ignoreinit' |
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| 373 | 'pennlp.ncmode' |
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| 374 | 'pennlp.nwtstopcrit' |
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| 375 | 'pennlp.penalty' |
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| 376 | 'pennlp.nwtmode' |
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| 377 | 'pennlp.prec' |
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| 378 | 'pennlp.cmaxnzs' |
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| 379 | 'pennlp.autoini' |
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| 380 | 'pennlp.ipenup' |
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| 381 | 'pennlp.precision' |
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| 382 | 'pennlp.uinit' |
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| 383 | 'pennlp.pinit' |
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| 384 | 'pennlp.alpha' |
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| 385 | 'pennlp.mu' |
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| 386 | 'pennlp.dpenup' |
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| 387 | 'pennlp.peps' |
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| 388 | 'pennlp.umin' |
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| 389 | 'pennlp.preckkt' |
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| 390 | 'pennlp.cgtolmin' |
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| 391 | 'pennlp.cgtolup' |
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| 392 | 'pennlp.uinitbox' |
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| 393 | 'pennlp.uinitnc' |
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| 394 | |
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| 395 | 'lmirank.solver' |
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| 396 | 'lmirank.maxiter' |
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| 397 | 'lmirank.eps' |
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| 398 | 'lmirank.itermod' |
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| 399 | 'lmilab.reltol' |
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| 400 | 'lmilab.maxiter' |
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| 401 | 'lmilab.feasradius' |
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| 402 | 'lmilab.L' |
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| 403 | |
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| 404 | 'lindo.LS_IPARAM_NLP_SOLVER' |
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| 405 | 'lindo.LS_IPARAM_NLP_MAXLOCALSEARCH' |
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| 406 | 'lindo.METHOD' |
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| 407 | |
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| 408 | |
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| 409 | 'mosek.param' |
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| 410 | 'sos.model' |
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| 411 | 'sos.newton' |
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| 412 | 'sos.congruence' |
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| 413 | 'sos.scale' |
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| 414 | 'sos.numblkdg' |
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| 415 | 'sos.postprocess' |
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| 416 | 'sos.sparsetol' |
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| 417 | 'sos.impsparse' |
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| 418 | 'sos.extlp' |
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| 419 | 'sos.csp' |
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| 420 | 'sos.savedecomposition' |
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| 421 | 'sos.clean' |
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| 422 | 'sos.traceobj' |
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| 423 | 'sos.reuse' |
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| 424 | 'sos.inconsistent' |
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| 425 | 'sos.separable' |
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| 426 | 'csdp.axtol' |
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| 427 | 'csdp.atytol' |
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| 428 | 'csdp.objtol' |
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| 429 | 'csdp.pinftol' |
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| 430 | 'csdp.dinftol' |
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| 431 | 'csdp.maxiter' |
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| 432 | 'csdp.minstepfrac' |
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| 433 | 'csdp.maxstepfrac' |
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| 434 | 'csdp.minstepp' |
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| 435 | 'csdp.minstepd' |
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| 436 | 'csdp.usexzgap' |
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| 437 | 'csdp.tweakgap' |
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| 438 | 'specsdp.gatol1' |
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| 439 | 'specsdp.gatol2' |
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| 440 | 'specsdp.niter=20' |
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| 441 | 'specsdp.faiseps' |
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| 442 | 'specsdp.compleps' |
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| 443 | 'specsdp.stateps' |
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| 444 | 'specsdp.penfact' |
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| 445 | 'specsdp.penmin' |
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| 446 | 'specsdp.pendiv' |
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| 447 | 'specsdp.peneps' |
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| 448 | 'specsdp.Vinit' |
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| 449 | 'specsdp.radius' |
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| 450 | 'nag.featol' |
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| 451 | 'nag.itmax' |
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| 452 | 'nag.bigbnd' |
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| 453 | 'nag.orthog' |
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| 454 | 'kypd.solver' |
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| 455 | 'kypd.lyapunovsolver' |
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| 456 | 'kypd.reduce' |
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| 457 | 'kypd.transform' |
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| 458 | 'kypd.rho' |
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| 459 | 'kypd.tol' |
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| 460 | 'kypd.lowrank' |
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| 461 | 'moment.order' |
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| 462 | 'moment.blockdiag' |
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| 463 | 'moment.solver' |
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| 464 | 'moment.refine' |
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| 465 | 'moment.extractrank' |
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| 466 | 'moment.rceftol' |
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| 467 | }; |
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| 468 | |
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| 469 | % Try to run optimset |
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| 470 | [Names,quadprognames,quadprogops] = trytoset('quadprog',Names); |
---|
| 471 | [Names,linprognames,linprogops] = trytoset('linprog',Names); |
---|
| 472 | [Names,bintprognames,bintprogops] = trytoset('bintprog',Names); |
---|
| 473 | [Names,fminconnames,fminconops] = trytoset('fmincon',Names); |
---|
| 474 | [Names,fminsearchnames,fminsearchops] = trytoset('fminsearch',Names); |
---|
| 475 | |
---|
| 476 | obsoletenames ={ |
---|
| 477 | 'abstol' |
---|
| 478 | 'reltol' |
---|
| 479 | 'accelerator' |
---|
| 480 | 'maxiters' |
---|
| 481 | 'abstol_init' |
---|
| 482 | 'reltol_init' |
---|
| 483 | 'accelerator_init' |
---|
| 484 | 'maxiters_init' |
---|
| 485 | 'tv' |
---|
| 486 | 'mfactor' |
---|
| 487 | 'sedumi.maxradius' |
---|
| 488 | 'sedumi.uselpsolver' |
---|
| 489 | 'sedumi.removeequalities' |
---|
| 490 | 'silent' |
---|
| 491 | 'sos.solvedual' |
---|
| 492 | 'reduce' |
---|
| 493 | 'penbmi.pbm_eps'}; |
---|
| 494 | |
---|
| 495 | [m,n] = size(Names); |
---|
| 496 | names = lower(Names); |
---|
| 497 | |
---|
| 498 | if (nargin>0) & isstruct(varargin{1}) |
---|
| 499 | options = varargin{1}; |
---|
| 500 | paramstart = 2; |
---|
| 501 | else |
---|
| 502 | paramstart = 1; |
---|
| 503 | % YALMIP options |
---|
| 504 | options.solver = ''; |
---|
| 505 | options.verbose = 1; |
---|
| 506 | options.dimacs = 1; |
---|
| 507 | options.warning = 1; |
---|
| 508 | options.cachesolvers = 0; |
---|
| 509 | options.beeponproblem = [-5 -4 -3 -2 -1]; |
---|
| 510 | options.showprogress = 0; |
---|
| 511 | options.saveduals = 1; |
---|
| 512 | options.removeequalities = 0; |
---|
| 513 | options.savesolveroutput = 0; |
---|
| 514 | options.savesolverinput = 0; |
---|
| 515 | options.convertconvexquad = 1; |
---|
| 516 | options.radius = inf; |
---|
| 517 | options.relax = 0; |
---|
| 518 | options.dualize = 0; |
---|
| 519 | options.usex0 = 0; |
---|
| 520 | options.shift = 0; |
---|
| 521 | options.savedebug = 0; |
---|
| 522 | options.debug = 0; |
---|
| 523 | options.expand = 1; |
---|
| 524 | options.allowmilp = 1; |
---|
| 525 | options.allownonconvex = 0; |
---|
| 526 | |
---|
| 527 | options.sos.model = 0; |
---|
| 528 | options.sos.newton = 1; |
---|
| 529 | options.sos.congruence = 2; |
---|
| 530 | options.sos.scale = 1; |
---|
| 531 | options.sos.numblkdg = 0; |
---|
| 532 | options.sos.postprocess = 0; |
---|
| 533 | options.sos.csp = 0; |
---|
| 534 | options.sos.extlp = 1; |
---|
| 535 | options.sos.impsparse = 0; |
---|
| 536 | options.sos.sparsetol = 1e-5; |
---|
| 537 | options.sos.inconsistent = 0; |
---|
| 538 | options.sos.clean = eps; |
---|
| 539 | options.sos.savedecomposition = 1; |
---|
| 540 | options.sos.traceobj = 0; |
---|
| 541 | options.sos.reuse = 1; |
---|
| 542 | |
---|
| 543 | options.moment.order = []; |
---|
| 544 | options.moment.blockdiag = 0; |
---|
| 545 | options.moment.solver = ''; |
---|
| 546 | options.moment.refine = 0; |
---|
| 547 | options.moment.extractrank = 0; |
---|
| 548 | options.moment.rceftol = -1; |
---|
| 549 | |
---|
| 550 | options.bnb.branchrule = 'max'; |
---|
| 551 | options.bnb.method = 'depthbest'; |
---|
| 552 | options.bnb.verbose = 1; |
---|
| 553 | options.bnb.solver = ''; |
---|
| 554 | options.bnb.uppersolver = 'rounder'; |
---|
| 555 | options.bnb.presolve = 0; |
---|
| 556 | options.bnb.inttol = 1e-4; |
---|
| 557 | options.bnb.feastol = 1e-7; |
---|
| 558 | options.bnb.gaptol = 1e-4; |
---|
| 559 | options.bnb.weight = []; |
---|
| 560 | options.bnb.nodetight = 0; |
---|
| 561 | options.bnb.nodefix = 0; |
---|
| 562 | |
---|
| 563 | options.bnb.round = 1; |
---|
| 564 | options.bnb.maxiter = 300; |
---|
| 565 | |
---|
| 566 | options.bnb.prunetol = 1e-4; |
---|
| 567 | options.bnb.multiple = 0; |
---|
| 568 | |
---|
| 569 | try |
---|
| 570 | options.bpmpd.opts = bpopt; |
---|
| 571 | catch |
---|
| 572 | options.bpmpd.opts =[]; |
---|
| 573 | end |
---|
| 574 | |
---|
| 575 | |
---|
| 576 | % Options for global BMI solver |
---|
| 577 | options.bmibnb.branchmethod = 'best'; |
---|
| 578 | options.bmibnb.branchrule = 'omega'; |
---|
| 579 | options.bmibnb.sdpcuts = 0; |
---|
| 580 | options.bmibnb.lpreduce = 1; |
---|
| 581 | options.bmibnb.lowrank = 0; |
---|
| 582 | options.bmibnb.lowersolver = ''; |
---|
| 583 | options.bmibnb.uppersolver = ''; |
---|
| 584 | options.bmibnb.lpsolver = ''; |
---|
| 585 | options.bmibnb.target = -inf; |
---|
| 586 | options.bmibnb.vartol = 1e-3; |
---|
| 587 | options.bmibnb.relgaptol = 1e-2; |
---|
| 588 | options.bmibnb.absgaptol = 1e-2; |
---|
| 589 | options.bmibnb.pdtol = -1e-6; |
---|
| 590 | options.bmibnb.eqtol = 1e-6; |
---|
| 591 | options.bmibnb.maxiter = 100; |
---|
| 592 | options.bmibnb.maxtime = 3600; |
---|
| 593 | options.bmibnb.roottight = 1; |
---|
| 594 | options.bmibnb.numglobal = inf; |
---|
| 595 | |
---|
| 596 | options.cutsdp.solver = ''; |
---|
| 597 | options.cutsdp.maxiter = 100; |
---|
| 598 | options.cutsdp.cutlimit = inf; |
---|
| 599 | options.cutsdp.feastol = -1e-8; |
---|
| 600 | options.cutsdp.recoverdual = 0; |
---|
| 601 | options.cutsdp.variablebound = inf; |
---|
| 602 | options.cutsdp.nodefix = 0; |
---|
| 603 | options.cutsdp.nodetight = 0; |
---|
| 604 | |
---|
| 605 | options.mp.algorithm = 1; |
---|
| 606 | options.mp.simplify = 0; |
---|
| 607 | options.mp.presolve = 0; |
---|
| 608 | options.mp.unbounded = 0; |
---|
| 609 | |
---|
| 610 | options.global.branchmethod = 'best'; |
---|
| 611 | options.global.branchrule = 'omega'; |
---|
| 612 | options.global.lowersolver = ''; |
---|
| 613 | options.global.uppersolver = ''; |
---|
| 614 | options.global.lpsolver = ''; |
---|
| 615 | options.global.sdpcuts = 0; |
---|
| 616 | options.global.lpreduce = 1; |
---|
| 617 | options.global.roottight = 1; |
---|
| 618 | options.global.lowrank = 0; |
---|
| 619 | options.global.target = -inf; |
---|
| 620 | options.global.vartol = 1e-3; |
---|
| 621 | options.global.relgaptol = 1e-2; |
---|
| 622 | options.global.absgaptol = 1e-2; |
---|
| 623 | options.global.pdtol = -1e-6; |
---|
| 624 | options.global.eqtol = 1e-6; |
---|
| 625 | options.global.inttol = 1e-4; |
---|
| 626 | options.global.round = 1; |
---|
| 627 | options.global.maxiter = 100; |
---|
| 628 | options.global.maxtime = 3600; |
---|
| 629 | |
---|
| 630 | % Options for approximate multi-parametric |
---|
| 631 | % options.mpcvx.solver = ''; |
---|
| 632 | % options.mpcvx.eps = 0.25; |
---|
| 633 | |
---|
| 634 | options.cdd.method = 'criss-cross'; |
---|
| 635 | |
---|
| 636 | options.clp.solver = 1; |
---|
| 637 | options.clp.maxnumiterations = 99999999; |
---|
| 638 | options.clp.maxnumseconds = 3600; |
---|
| 639 | options.clp.primaltolerance = 1e-7; |
---|
| 640 | options.clp.dualtolerance = 1e-7; |
---|
| 641 | options.clp.primalpivot = 1; |
---|
| 642 | options.clp.dualpivot = 1; |
---|
| 643 | |
---|
| 644 | options.cplex.presol = 1; |
---|
| 645 | options.cplex.niter = 1; |
---|
| 646 | options.cplex.epgap = 1e-4; |
---|
| 647 | options.cplex.epagap = 1e-6; |
---|
| 648 | options.cplex.relobjdif = 0.0; |
---|
| 649 | options.cplex.objdif = 0.0; |
---|
| 650 | options.cplex.tilim = 1e75; |
---|
| 651 | options.cplex.logfile = 0; |
---|
| 652 | options.cplex.param.double = []; |
---|
| 653 | options.cplex.param.int = []; |
---|
| 654 | |
---|
| 655 | options.csdp.axtol = 1e-8; |
---|
| 656 | options.csdp.atytol = 1e-8; |
---|
| 657 | options.csdp.objtol = 1e-8; |
---|
| 658 | options.csdp.pinftol = 1e8; |
---|
| 659 | options.csdp.dinftol = 1e8; |
---|
| 660 | options.csdp.maxiter = 100; |
---|
| 661 | options.csdp.minstepfrac = 0.90; |
---|
| 662 | options.csdp.maxstepfrac = 0.97; |
---|
| 663 | options.csdp.minstepp = 1e-8; |
---|
| 664 | options.csdp.minstepd = 1e-8; |
---|
| 665 | options.csdp.usexzgap = 1; |
---|
| 666 | options.csdp.tweakgap = 0; |
---|
| 667 | |
---|
| 668 | options.mosek.param = []; |
---|
| 669 | |
---|
| 670 | % Options for DSDP 5.6 |
---|
| 671 | options.dsdp.r0 = -1; |
---|
| 672 | options.dsdp.zbar = 0; |
---|
| 673 | options.dsdp.penalty = 1e8; |
---|
| 674 | options.dsdp.boundy = 1e6; |
---|
| 675 | options.dsdp.gaptol = 1e-7; |
---|
| 676 | options.dsdp.maxit = 500; |
---|
| 677 | options.dsdp.steptol=5e-2; |
---|
| 678 | options.dsdp.inftol=1e-8; |
---|
| 679 | options.dsdp.dual_bound = 1e20; |
---|
| 680 | options.dsdp.rho = 3; |
---|
| 681 | options.dsdp.dynamicrho = 1; |
---|
| 682 | options.dsdp.bigM = 0; |
---|
| 683 | options.dsdp.mu0 = -1; |
---|
| 684 | options.dsdp.reuse = 4; |
---|
| 685 | options.dsdp.lp_barrier = 1; |
---|
| 686 | |
---|
| 687 | % Older versions |
---|
| 688 | options.dsdp.objectiveconstant = 0; |
---|
| 689 | options.dsdp.matrixfreesize = 3000; |
---|
| 690 | options.dsdp.scale_data = 1; |
---|
| 691 | options.dsdp.max_trust_radius = -1; |
---|
| 692 | options.dsdp.maxtrustradius = 1e10; |
---|
| 693 | options.dsdp.max_infeasible_trust_radius = -1; |
---|
| 694 | options.dsdp.max_infeasible_mu_reduction = 2; |
---|
| 695 | options.dsdp.max_mu_reduction = 1e8; |
---|
| 696 | options.dsdp.maxlanczos = 20; |
---|
| 697 | |
---|
| 698 | % Options for GLPK |
---|
| 699 | options.glpk.lpsolver = 1; |
---|
| 700 | options.glpk.scale = 1; |
---|
| 701 | options.glpk.dual = 0; |
---|
| 702 | options.glpk.price = 1; |
---|
| 703 | options.glpk.relax = 0.07; |
---|
| 704 | options.glpk.tolbnd = 1e-7; |
---|
| 705 | options.glpk.toldj = 1e-7; |
---|
| 706 | options.glpk.tolpiv = 1e-9; |
---|
| 707 | options.glpk.round = 0; |
---|
| 708 | options.glpk.objll = -1e12; |
---|
| 709 | options.glpk.objul = 1e12; |
---|
| 710 | options.glpk.itlim = 1e4; |
---|
| 711 | options.glpk.tmlim = -1; |
---|
| 712 | options.glpk.branch = 2; |
---|
| 713 | options.glpk.btrack = 2; |
---|
| 714 | options.glpk.tolint = 1e-6; |
---|
| 715 | options.glpk.tolobj = 1e-7; |
---|
| 716 | options.glpk.presol = 1; |
---|
| 717 | options.glpk.save = 0; |
---|
| 718 | |
---|
| 719 | % options.specsdp.gatol1 = 5d-1; |
---|
| 720 | % options.specsdp.gatol2 = 5d-3; |
---|
| 721 | % options.specsdp.niter=20; |
---|
| 722 | % options.specsdp.faiseps=1d-8; |
---|
| 723 | % options.specsdp.compleps=1d-6; |
---|
| 724 | % options.specsdp.stateps=1e-6; |
---|
| 725 | % options.specsdp.penfact=2; |
---|
| 726 | % options.specsdp.penmin=300; |
---|
| 727 | % options.specsdp.pendiv= 5; |
---|
| 728 | % options.specsdp.peneps=1.0d-8; |
---|
| 729 | % options.specsdp.Vinit = 1.0; |
---|
| 730 | % options.specsdp.radius= 1e9; |
---|
| 731 | |
---|
| 732 | options.kypd.solver = ''; |
---|
| 733 | options.kypd.lyapunovsolver = 'schur'; |
---|
| 734 | options.kypd.reduce = 0; |
---|
| 735 | options.kypd.transform = 0; |
---|
| 736 | options.kypd.rho = 1; |
---|
| 737 | options.kypd.tol = 1e-8; |
---|
| 738 | options.kypd.lowrank = 0; |
---|
| 739 | |
---|
| 740 | options.lmilab.reltol = 1e-3; |
---|
| 741 | options.lmilab.maxiter = 100; |
---|
| 742 | options.lmilab.feasradius = 1e9; |
---|
| 743 | options.lmilab.L = 10; |
---|
| 744 | |
---|
| 745 | options.lmirank.solver = ''; |
---|
| 746 | options.lmirank.maxiter = 100; |
---|
| 747 | options.lmirank.maxiter = 1000; |
---|
| 748 | options.lmirank.eps = 1e-9; |
---|
| 749 | options.lmirank.itermod = 1; |
---|
| 750 | |
---|
| 751 | options.lindo.LS_IPARAM_NLP_SOLVER = 'LS_NMETHOD_MSW_GRG'; |
---|
| 752 | options.lindo.LS_IPARAM_NLP_MAXLOCALSEARCH = 1; |
---|
| 753 | options.lindo.LS_METHOD = 'LS_METHOD_FREE'; |
---|
| 754 | |
---|
| 755 | options.lpsolve.scalemode = 0; |
---|
| 756 | |
---|
| 757 | % Options for MAXDET solver |
---|
| 758 | options.maxdet.AbsTol = 1e-6; |
---|
| 759 | options.maxdet.RelTol = 1e-6; |
---|
| 760 | options.maxdet.gam = 25; |
---|
| 761 | options.maxdet.NTiters= 50; |
---|
| 762 | |
---|
| 763 | options.nag.featol = sqrt(eps); |
---|
| 764 | options.nag.itmax = 500; |
---|
| 765 | options.nag.bigbnd = 1e10; |
---|
| 766 | options.nag.orthog = 0; |
---|
| 767 | |
---|
| 768 | options.penbmi.DEF = 1; |
---|
| 769 | options.penbmi.PBM_MAX_ITER = 50; |
---|
| 770 | options.penbmi.UM_MAX_ITER = 100; |
---|
| 771 | options.penbmi.OUTPUT = 1; |
---|
| 772 | options.penbmi.DENSE = 1; %!0 |
---|
| 773 | options.penbmi.LS = 0; |
---|
| 774 | options.penbmi.XOUT = 0; |
---|
| 775 | options.penbmi.UOUT = 0; |
---|
| 776 | options.penbmi.NWT_SYS_MODE = 0; |
---|
| 777 | options.penbmi.PREC_TYPE = 0; |
---|
| 778 | options.penbmi.DIMACS = 0; |
---|
| 779 | options.penbmi.TR_MODE = 0; |
---|
| 780 | options.penbmi.U0 = 1; |
---|
| 781 | options.penbmi.MU = 0.7; |
---|
| 782 | options.penbmi.MU2 = 0.5; %!0.1 |
---|
| 783 | % options.penbmi.PBM_EPS = 1e-6; %!1e-7 |
---|
| 784 | options.penbmi.PRECISION = 1e-6; %!1e-7 |
---|
| 785 | options.penbmi.P_EPS = 1e-4; %!1e-6 |
---|
| 786 | options.penbmi.UMIN = 1e-14; |
---|
| 787 | options.penbmi.ALPHA = 1e-2; |
---|
| 788 | options.penbmi.P0 = 0.1; %!0.01 |
---|
| 789 | options.penbmi.PEN_UP = 0.5; %!0 |
---|
| 790 | options.penbmi.ALPHA_UP = 1.0; |
---|
| 791 | options.penbmi.PRECISION_2 = 1e-6; %!1e-7 |
---|
| 792 | options.penbmi.CG_TOL_DIR = 5e-2; |
---|
| 793 | |
---|
| 794 | options.pennlp.maxit = 100; |
---|
| 795 | options.pennlp.nwtiters = 100; |
---|
| 796 | options.pennlp.hessianmode = 0; |
---|
| 797 | options.pennlp.autoscale = 1; |
---|
| 798 | options.pennlp.convex = 0; |
---|
| 799 | options.pennlp.eqltymode = 1; |
---|
| 800 | options.pennlp.ignoreinit = 0; |
---|
| 801 | options.pennlp.ncmode = 0; |
---|
| 802 | options.pennlp.nwtstopcrit = 2; |
---|
| 803 | options.pennlp.penalty = 0; |
---|
| 804 | options.pennlp.nwtmode = 0; |
---|
| 805 | options.pennlp.prec = 0; |
---|
| 806 | options.pennlp.cmaxnzs =-1; |
---|
| 807 | options.pennlp.autoini = 1; |
---|
| 808 | options.pennlp.ipenup = 1; |
---|
| 809 | |
---|
| 810 | options.pennlp.precision = 1e-7; |
---|
| 811 | options.pennlp.uinit = 1; |
---|
| 812 | options.pennlp.pinit = 1; |
---|
| 813 | options.pennlp.alpha = 0.01; |
---|
| 814 | options.pennlp.mu = 0.5; |
---|
| 815 | options.pennlp.dpenup = 0.1; |
---|
| 816 | options.pennlp.peps = 1e-8; |
---|
| 817 | options.pennlp.umin = 1e-12; |
---|
| 818 | options.pennlp.preckkt = 1e-1; |
---|
| 819 | options.pennlp.cgtolmin = 5e-2; |
---|
| 820 | options.pennlp.cgtolup = 1; |
---|
| 821 | options.pennlp.uinitbox = 1; |
---|
| 822 | options.pennlp.uinitnc = 1; |
---|
| 823 | |
---|
| 824 | |
---|
| 825 | options.pensdp.DEF = 1; |
---|
| 826 | options.pensdp.PBM_MAX_ITER = 50; |
---|
| 827 | options.pensdp.UM_MAX_ITER = 100; |
---|
| 828 | options.pensdp.OUTPUT = 1; |
---|
| 829 | options.pensdp.DENSE = 0; |
---|
| 830 | options.pensdp.LS = 0; |
---|
| 831 | options.pensdp.XOUT = 0; |
---|
| 832 | options.pensdp.UOUT = 0; |
---|
| 833 | options.pensdp.U0 = 1; |
---|
| 834 | options.pensdp.MU = 0.7; |
---|
| 835 | options.pensdp.MU2 = 0.1; |
---|
| 836 | options.pensdp.PBM_EPS = 1e-7; |
---|
| 837 | options.pensdp.P_EPS = 1e-6; |
---|
| 838 | options.pensdp.UMIN = 1e-14; |
---|
| 839 | options.pensdp.ALPHA = 1e-2; |
---|
| 840 | options.pensdp.P0 = 0.9; |
---|
| 841 | |
---|
| 842 | % Options for SDPA |
---|
| 843 | options.sdpa.maxIteration = 40 ; |
---|
| 844 | options.sdpa.epsilonStar = 1.0E-7; |
---|
| 845 | options.sdpa.lambdaStar = 1.0E2 ; |
---|
| 846 | options.sdpa.omegaStar = 2.0 ; |
---|
| 847 | options.sdpa.lowerBound = -1.0E5 ; |
---|
| 848 | options.sdpa.upperBound = 1.0E5 ; |
---|
| 849 | options.sdpa.betaStar = 0.1 ; |
---|
| 850 | options.sdpa.betaBar = 0.2 ; |
---|
| 851 | options.sdpa.gammaStar = 0.9 ; |
---|
| 852 | options.sdpa.epsilonDash = 1.0E-7 ; |
---|
| 853 | options.sdpa.searchDir = 1 ; |
---|
| 854 | options.sdpa.isSymmetric = 0 ; |
---|
| 855 | |
---|
| 856 | options.sdplr.feastol = 1e-5; |
---|
| 857 | options.sdplr.centol = 1e-1; |
---|
| 858 | options.sdplr.dir = 1; |
---|
| 859 | options.sdplr.penfac = 2; |
---|
| 860 | options.sdplr.reduce = 1; |
---|
| 861 | options.sdplr.limit = 3600; |
---|
| 862 | options.sdplr.soln_factored = 0; |
---|
| 863 | options.sdplr.maxrank = 0; |
---|
| 864 | |
---|
| 865 | % Options for SDPT3 (2.3 -> 3.01) |
---|
| 866 | options.sdpt3.vers = 1; |
---|
| 867 | options.sdpt3.gam = 0; |
---|
| 868 | options.sdpt3.predcorr = 1; |
---|
| 869 | options.sdpt3.expon = 1; |
---|
| 870 | options.sdpt3.gaptol = 1e-7; |
---|
| 871 | options.sdpt3.inftol = 1e-7; |
---|
| 872 | options.sdpt3.steptol = 1e-6; |
---|
| 873 | options.sdpt3.maxit = 50; |
---|
| 874 | options.sdpt3.stoplevel= 1; |
---|
| 875 | options.sdpt3.sw2PC_tol = inf; |
---|
| 876 | options.sdpt3.use_corrprim = 0; |
---|
| 877 | options.sdpt3.printyes = 1; |
---|
| 878 | options.sdpt3.scale_data = 0; |
---|
| 879 | options.sdpt3.schurfun = []; |
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| 880 | options.sdpt3.schurfun_parms = []; |
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| 881 | options.sdpt3.randnstate = 0; |
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| 882 | options.sdpt3.spdensity = 0.5; |
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| 883 | options.sdpt3.rmdepconstr = 0; |
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| 884 | options.sdpt3.CACHE_SIZE = 256; |
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| 885 | options.sdpt3.LOOP_LEVEL = 8; |
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| 886 | options.sdpt3.cachesize = 256; |
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| 887 | options.sdpt3.linsys_options = 'raugmatsys'; |
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| 888 | options.sdpt3.smallblkdim = 30; |
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| 889 | |
---|
| 890 | % Options for SeDuMi (1.03 -> 1.05) |
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| 891 | options.sedumi.alg = 2; |
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| 892 | options.sedumi.beta = 0.5; |
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| 893 | options.sedumi.theta = 0.25; |
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| 894 | options.sedumi.free = 1; |
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| 895 | options.sedumi.sdp = 0; |
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| 896 | options.sedumi.stepdif= 0; |
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| 897 | options.sedumi.w = [1 1]; |
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| 898 | options.sedumi.mu = 1.0; |
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| 899 | options.sedumi.eps = 1e-9; |
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| 900 | options.sedumi.bigeps = 1e-3; |
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| 901 | options.sedumi.maxiter= 150; |
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| 902 | options.sedumi.vplot = 0; |
---|
| 903 | options.sedumi.stopat = -1; |
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| 904 | options.sedumi.denq = 0.75; |
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| 905 | options.sedumi.denf = 10; |
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| 906 | options.sedumi.numtol = 5e-7; |
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| 907 | options.sedumi.bignumtol = 0.9; |
---|
| 908 | options.sedumi.numlvlv = 0; |
---|
| 909 | options.sedumi.chol.skip = 1; |
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| 910 | options.sedumi.chol.canceltol = 1e-12; |
---|
| 911 | options.sedumi.chol.maxu = 5e5; |
---|
| 912 | options.sedumi.chol.abstol = 1e-20; |
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| 913 | options.sedumi.chol.maxuden= 5e2; |
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| 914 | options.sedumi.cg.maxiter = 25; |
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| 915 | options.sedumi.cg.restol = 5e-3; |
---|
| 916 | options.sedumi.cg.refine = 1; |
---|
| 917 | options.sedumi.cg.stagtol = 5e-14; |
---|
| 918 | options.sedumi.cg.qprec = 0; |
---|
| 919 | options.sedumi.maxradius = inf; |
---|
| 920 | |
---|
| 921 | |
---|
| 922 | options.qsopt.dual = 0; |
---|
| 923 | options.qsopt.primalprice = 1; |
---|
| 924 | options.qsopt.dualprice = 6; |
---|
| 925 | options.qsopt.scale = 1; |
---|
| 926 | options.qsopt.maxiter = 300000; |
---|
| 927 | options.qsopt.maxtime = 10000.0; |
---|
| 928 | |
---|
| 929 | options.xpress.presol = 1; |
---|
| 930 | options.xpress.niter = 1; |
---|
| 931 | |
---|
| 932 | try |
---|
| 933 | % Maybe we already created these above |
---|
| 934 | if exist('fminconops','var') |
---|
| 935 | options.quadprog = quadprogops; |
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| 936 | options.linprog = linprogops; |
---|
| 937 | options.bintprog = bintprogops; |
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| 938 | options.fmincon = fminconops; |
---|
| 939 | options.fminsearch = fminsearchops; |
---|
| 940 | else |
---|
| 941 | options.quadprog = optimset('quadprog'); |
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| 942 | options.linprog = optimset('linprog'); |
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| 943 | options.bintprog = optimset('linprog'); |
---|
| 944 | options.fmincon = optimset('fmincon'); |
---|
| 945 | options.fminsearch = optimset('fminsearch'); |
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| 946 | end |
---|
| 947 | catch |
---|
| 948 | try |
---|
| 949 | % Ok, what about tomlab then? |
---|
| 950 | options.quadprog = optimset; |
---|
| 951 | options.linprog = optimset; |
---|
| 952 | options.bintprog = optimset; |
---|
| 953 | options.fmincon = optimset; |
---|
| 954 | options.fminsearch = optimset; |
---|
| 955 | catch |
---|
| 956 | options.quadprog = []; |
---|
| 957 | options.linprog = []; |
---|
| 958 | options.bintprog = []; |
---|
| 959 | options.fmincon = []; |
---|
| 960 | options.fminsearch = []; |
---|
| 961 | end |
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| 962 | end |
---|
| 963 | end |
---|
| 964 | |
---|
| 965 | i = paramstart; |
---|
| 966 | % A finite state machine to parse name-value pairs. |
---|
| 967 | if rem(nargin-i+1,2) ~= 0 |
---|
| 968 | error('Arguments must occur in name-value pairs.'); |
---|
| 969 | end |
---|
| 970 | expectval = 0; % start expecting a name, not a value |
---|
| 971 | while i <= nargin |
---|
| 972 | arg = varargin{i}; |
---|
| 973 | |
---|
| 974 | if ~expectval |
---|
| 975 | if ~isstr(arg) |
---|
| 976 | error(sprintf('Expected argument %d to be a string property name.', i)); |
---|
| 977 | end |
---|
| 978 | |
---|
| 979 | lowArg = lower(arg); |
---|
| 980 | |
---|
| 981 | j_old = strmatch(lowArg,obsoletenames); |
---|
| 982 | if ~isempty(j_old) |
---|
| 983 | % For compability... |
---|
| 984 | |
---|
| 985 | if strcmp(lowArg,'sedumi.removeequalities') |
---|
| 986 | lowArg = 'removeequalities'; |
---|
| 987 | arg = lowArg; |
---|
| 988 | |
---|
| 989 | elseif strcmp(lowArg,'silent') |
---|
| 990 | lowArg = 'verbose'; |
---|
| 991 | if varargin{i+1}==1 |
---|
| 992 | varargin{i+1} = 0; |
---|
| 993 | else |
---|
| 994 | varargin{i+1} = 1; |
---|
| 995 | end |
---|
| 996 | warning('The field ''silent'' is obsolete. Use ''verbose'' instead') |
---|
| 997 | elseif strcmp(lowArg,'sedumi.maxradius') |
---|
| 998 | lowArg = 'radius'; |
---|
| 999 | arg = lowArg; |
---|
| 1000 | warning('The field ''sedumi.maxradius'' is obsolete. Use ''radius'' instead') |
---|
| 1001 | elseif strcmp(lowArg,'penbmi.pbm_eps') |
---|
| 1002 | lowArg = 'penbmi.precision'; |
---|
| 1003 | arg = lowArg; |
---|
| 1004 | warning('The field ''penbmi.pbm_eps'' is obsolete. Use ''penbmi.precision'' instead') |
---|
| 1005 | elseif strcmp(lowArg,'sos.solvedual') |
---|
| 1006 | lowArg = 'sos.model'; |
---|
| 1007 | arg = lowArg; |
---|
| 1008 | else |
---|
| 1009 | error(sprintf('The property name ''%s'' is obsolete. Sorry...', arg)); |
---|
| 1010 | end |
---|
| 1011 | end |
---|
| 1012 | |
---|
| 1013 | j = strmatch(lowArg,names); |
---|
| 1014 | if isempty(j) % if no matches |
---|
| 1015 | error(sprintf('Unrecognized property name ''%s''.', arg)); |
---|
| 1016 | elseif length(j) > 1 % if more than one match |
---|
| 1017 | % Check for any exact matches (in case any names are subsets of others) |
---|
| 1018 | k = strmatch(lowArg,names,'exact'); |
---|
| 1019 | if length(k) == 1 |
---|
| 1020 | j = k; |
---|
| 1021 | else |
---|
| 1022 | msg = sprintf('Ambiguous property name ''%s'' ', arg); |
---|
| 1023 | msg = [msg '(' deblank(Names{j(1)})]; |
---|
| 1024 | for k = j(2:length(j))' |
---|
| 1025 | msg = [msg ', ' deblank(Names{k})]; |
---|
| 1026 | end |
---|
| 1027 | msg = sprintf('%s).', msg); |
---|
| 1028 | error(msg); |
---|
| 1029 | end |
---|
| 1030 | end |
---|
| 1031 | expectval = 1; % we expect a value next |
---|
| 1032 | else |
---|
| 1033 | eval(['options.' Names{j} '= arg;']); |
---|
| 1034 | expectval = 0; |
---|
| 1035 | end |
---|
| 1036 | i = i + 1; |
---|
| 1037 | end |
---|
| 1038 | |
---|
| 1039 | if expectval |
---|
| 1040 | error(sprintf('Expected value for property ''%s''.', arg)); |
---|
| 1041 | end |
---|
| 1042 | |
---|
| 1043 | |
---|
| 1044 | function [Names,solvernames,solverops] = trytoset(solver,Names) |
---|
| 1045 | |
---|
| 1046 | try |
---|
| 1047 | solverops = optimset(solver); |
---|
| 1048 | solvernames = fieldnames(solverops); |
---|
| 1049 | |
---|
| 1050 | if any(strcmp(solvernames,'LargeScale')) |
---|
| 1051 | solverops.LargeScale = 'off'; |
---|
| 1052 | else |
---|
| 1053 | solvernames{end+1} = 'LargeScale'; |
---|
| 1054 | solverops.LargeScale = 'off'; |
---|
| 1055 | end |
---|
| 1056 | |
---|
| 1057 | for i = 1:length(solvernames) |
---|
| 1058 | Names = [Names;{[solver '.' solvernames{i}]}]; |
---|
| 1059 | end |
---|
| 1060 | |
---|
| 1061 | catch |
---|
| 1062 | solvernames = {'LargeScale'}; |
---|
| 1063 | solverops = struct('LargeScale','off'); |
---|
| 1064 | end |
---|
| 1065 | |
---|