source: proiecte/pmake3d/make3d_original/Make3dSingleImageStanford_version0.1/third_party/opt/yalmip/extras/sdpt3data.m @ 37

Last change on this file since 37 was 37, checked in by (none), 14 years ago

Added original make3d

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1function [C,A,b,blk] = sdpt3data(F,h)
2%SDPT3DATA Internal function to convert data to SDPT3 format
3
4% Author Johan Löfberg
5% $Id: sdpt3data.m,v 1.3 2004/11/24 09:13:05 johanl Exp $
6
7if ~(isempty(F) | isa(F,'lmi'))
8        help lmi
9        error('First argument (F) should be an lmi object. See help text above');
10end
11
12if ~(isempty(h) | isa(h,'sdpvar'))
13        help solvesdp
14        error('Third argument (the objective function h) should be an sdpvar object (or empty). See help text above');
15end
16
17[ProblemString,real_data] = catsdp(F);
18
19% This one is used a lot
20nvars = sdpvar('nvars');
21
22% Convert the objective
23onlyfeasible = 0;
24if isempty(h)
25        c=zeros(nvars,1);
26else 
27        [n,m]=size(h);
28        if ~((n==1) & (m==1))
29                error('Scalar expression to minimize please.');
30        else
31                lmi_variables = getvariables(h);
32                c  = zeros(nvars,1);
33                for i=1:length(lmi_variables)
34                        c(lmi_variables(i))=getbasematrix(h,lmi_variables(i));
35                end;
36        end
37end
38
39[F_struc,K] = lmi2sedumistruct(F);
40
41% Which sdpvar variables are actually in the problem
42used_variables_LMI = find(any(F_struc(:,2:end),1));
43used_variables_obj = find(any(c',1));
44used_variables = uniquestripped([used_variables_LMI used_variables_obj]);
45
46% Check for unbounded variables
47unbounded_variables = setdiff(used_variables_obj,used_variables_LMI);
48if ~isempty(unbounded_variables)
49        % Remove unbounded variable from problem
50        used_variables = setdiff(used_variables,unbounded_variables);
51end
52
53% Pick out the necessary rows
54if length(used_variables)<nvars
55        c = c(used_variables);
56        F_struc = sparse(F_struc(:,[1 1+[used_variables]]));
57end
58
59
60if (K.f>0)
61        % Extract the inequalities
62        A_equ = F_struc(1:K.f,2:end);
63        b_equ = -F_struc(1:K.f,1);
64       
65        % Find feasible (turn off annoying warning on PC)
66        % Using method from Nocedal-Wright book
67        showprogress('Solving equalities',options.ShowProgress);
68        [Q,R] = qr(A_equ');
69        n = size(R,2);
70        Q1 = Q(:,1:n);
71        R = R(1:n,:);
72        x_equ = Q1*(R'\b_equ); 
73        % Exit if no consistent solution exist
74        if (norm(A_equ*x_equ-b_equ)>sqrt(eps))
75                error('Linear constraints inconsistent.');
76                return
77        end
78        % We dont need the rows for equalities anymore
79        F_struc = F_struc(K.f+1:end,:);
80        K.f = 0;
81       
82        % We found a new basis
83        H = Q(:,n+1:end); % New basis
84       
85        % objective in new basis
86        c = H'*c;
87        % LMI in new basis
88        F_struc = [F_struc*[1;x_equ] F_struc(:,2:end)*H];       
89else
90        % For simpliciy we introduce a dummy coordinate change
91        x_equ = 0;
92        H     = 1;
93end
94
95[C,A,b,blk] = sdpt3struct2sdpt3block(F_struc,c,K);
96A = svec(blk,A,ones(size(blk,1),1));
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