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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