[37] | 1 | function [C,A,b,blk] = sdpt3struct2sdpt3block(F_struc,c,K) |
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| 2 | %SDPT3STRUCT2SDPT3BLOCK Internal function to convert data to SDPT3 format |
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| 3 | |
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| 4 | % Author Johan Löfberg |
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| 5 | % $Id: sdpt3struct2sdpt3block.m,v 1.2 2004/07/02 08:17:31 johanl Exp $ |
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| 6 | |
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| 7 | |
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| 8 | nvars = size(F_struc,2)-1; |
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| 9 | block = 1; |
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| 10 | top = 1; |
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| 11 | block = 1; |
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| 12 | blksz = 100; |
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| 13 | |
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| 14 | if K.l>0 |
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| 15 | blk{block,1} = 'l'; |
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| 16 | blk{block,2} = K.l; |
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| 17 | C{block,1} = sparse(F_struc(top:top+K.l-1,1)); |
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| 18 | for var_index = 1:nvars |
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| 19 | A{block,var_index} = -sparse(F_struc(top:top+K.l-1,var_index+1)); |
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| 20 | end |
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| 21 | block = block+1; |
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| 22 | top = top+sum(K.l); |
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| 23 | end |
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| 24 | |
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| 25 | if K.q>0 |
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| 26 | blk{block,1} = 'q'; |
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| 27 | blk{block,2} = K.q; |
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| 28 | C{block,1} = sparse(F_struc(top:top+sum(K.q)-1,1)); |
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| 29 | for var_index = 1:nvars |
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| 30 | A{block,var_index} = -sparse(F_struc(top:top+sum(K.q)-1,var_index+1)); |
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| 31 | end |
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| 32 | block = block+1; |
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| 33 | top = top+sum(K.q); |
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| 34 | end |
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| 35 | |
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| 36 | if K.s>0 |
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| 37 | constraints = 1; |
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| 38 | while constraints<=length(K.s) |
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| 39 | n = K.s(constraints); |
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| 40 | Cvec = F_struc(top:top+n^2-1,1); |
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| 41 | C{block,1} = reshape(Cvec,n,n); |
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| 42 | for var_index = 1:nvars |
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| 43 | Avec = -F_struc(top:top+n^2-1,var_index+1); |
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| 44 | A{block,var_index} = reshape(Avec,n,n); |
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| 45 | end |
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| 46 | blk{block,1} = 's'; |
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| 47 | blk{block,2} = n; |
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| 48 | top = top+n^2; |
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| 49 | constraints = constraints+1; |
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| 50 | sum_n = n; |
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| 51 | while (sum_n<blksz) & (constraints<=length(K.s)) |
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| 52 | n = K.s(constraints); |
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| 53 | Cvec = F_struc(top:top+n^2-1,1); |
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| 54 | C{block,1} = blkdiag(C{block,1},reshape(Cvec,n,n)); |
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| 55 | [n1,m1] = size(A{block,var_index}); |
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| 56 | [n2,m2] = size(reshape(-F_struc(top:top+n^2-1,1+1),n,n)); |
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| 57 | Z = spalloc(n1,m2,0); |
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| 58 | for var_index = 1:nvars |
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| 59 | Avec = -F_struc(top:top+n^2-1,var_index+1); |
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| 60 | A{block,var_index} = [A{block,var_index} Z;Z' reshape(Avec,n,n)]; |
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| 61 | end |
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| 62 | blk{block,2} = [blk{block,2} n]; |
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| 63 | top = top+n^2; |
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| 64 | sum_n = sum_n+n; |
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| 65 | constraints = constraints+1; |
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| 66 | end |
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| 67 | block = block+1; |
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| 68 | end |
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| 69 | end |
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| 70 | |
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| 71 | % And we solve dual... |
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| 72 | b = -c(:); |
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| 73 | |
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| 74 | % blkdiag with 2 sparse blocks |
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| 75 | function y = blkdiag(x1,x2) |
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| 76 | [n1,m1] = size(x1); |
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| 77 | [n2,m2] = size(x2); |
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| 78 | Z = spalloc(n1,m2,0); |
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| 79 | y = [x1 Z;Z' x2]; |
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