1 | function [solver,problem] = selectsolver(options,ProblemClass,solvers,socp_are_really_qc); |
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2 | %SELECTSOLVER Internal function to select solver based on problem category |
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3 | |
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4 | % Author Johan Löfberg |
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5 | % $Id: selectsolver.m,v 1.15 2006/08/17 08:11:22 joloef Exp $ |
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6 | |
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7 | problem = 0; |
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8 | |
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9 | % UNDOCUMENTED |
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10 | force_solver = yalmip('solver'); |
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11 | if length(force_solver)>0 |
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12 | options.solver = force_solver; |
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13 | end |
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14 | % *************************************************** |
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15 | % Maybe the user is stubborn and wants to pick solver |
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16 | % *************************************************** |
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17 | if length(options.solver)>0 & isempty(findstr(options.solver,'*')) |
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18 | |
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19 | % Create tags with version also |
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20 | temp = solvers; |
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21 | for i = 1:length(temp) |
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22 | if length(temp(i).version)>0 |
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23 | temp(i).tag = lower([temp(i).tag '-' temp(i).version]); |
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24 | end |
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25 | end |
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26 | |
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27 | opsolver = lower(options.solver); |
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28 | splits = findstr(opsolver,','); |
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29 | if isempty(splits) |
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30 | names{1} = opsolver; |
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31 | else |
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32 | start = 1; |
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33 | for i = 1:length(splits) |
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34 | names{i} = opsolver(start:splits(i)-1); |
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35 | start = splits(i)+1; |
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36 | end |
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37 | names{end+1} = opsolver(start:end); |
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38 | end |
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39 | |
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40 | index1 = []; |
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41 | index2 = []; |
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42 | for i = 1:length(names) |
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43 | index1 = [index1 find(strcmp(lower({solvers.tag}),names{i}))]; |
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44 | index2 = [index1 find(strcmp(lower({temp.tag}),names{i}))]; |
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45 | end |
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46 | if isempty(index1) & isempty(index2) |
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47 | solver = []; |
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48 | problem = -3; |
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49 | return; |
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50 | else |
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51 | solvers = solvers(union(index1,index2)); |
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52 | end |
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53 | end |
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54 | |
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55 | % ************************************************ |
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56 | % Prune based on objective |
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57 | % ************************************************ |
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58 | if ProblemClass.objective.sigmonial |
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59 | keep = ones(length(solvers),1); |
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60 | for i = 1:length(solvers) |
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61 | keep(i) = solvers(i).objective.sigmonial; |
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62 | end |
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63 | solvers = solvers(find(keep)); |
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64 | end |
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65 | if ProblemClass.objective.polynomial |
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66 | keep = ones(length(solvers),1); |
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67 | for i = 1:length(solvers) |
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68 | keep(i) = solvers(i).constraint.equalities.quadratic | solvers(i).constraint.inequalities.elementwise.quadratic.nonconvex | solvers(i).objective.polynomial | solvers(i).objective.sigmonial; |
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69 | end |
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70 | solvers = solvers(find(keep)); |
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71 | end |
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72 | if ProblemClass.objective.quadratic.nonconvex |
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73 | keep = ones(length(solvers),1); |
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74 | for i = 1:length(solvers) |
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75 | keep(i) = solvers(i).objective.polynomial | solvers(i).objective.sigmonial | solvers(i).objective.quadratic.nonconvex; |
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76 | end |
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77 | solvers = solvers(find(keep)); |
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78 | end |
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79 | if ProblemClass.objective.quadratic.convex |
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80 | keep = ones(length(solvers),1); |
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81 | for i = 1:length(solvers) |
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82 | direct = solvers(i).objective.polynomial | solvers(i).objective.sigmonial | solvers(i).objective.quadratic.nonconvex | solvers(i).objective.quadratic.convex; |
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83 | indirect = solvers(i).constraint.inequalities.semidefinite.linear | solvers(i).constraint.inequalities.secondordercone; |
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84 | if direct | indirect |
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85 | keep(i)=1; |
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86 | else |
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87 | keep(i)=0; |
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88 | end |
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89 | end |
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90 | solvers = solvers(find(keep)); |
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91 | end |
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92 | if ProblemClass.objective.linear |
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93 | keep = ones(length(solvers),1); |
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94 | for i = 1:length(solvers) |
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95 | keep(i) = solvers(i).objective.polynomial | solvers(i).objective.sigmonial | solvers(i).objective.quadratic.nonconvex | solvers(i).objective.quadratic.convex | solvers(i).objective.linear; |
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96 | end |
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97 | solvers = solvers(find(keep)); |
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98 | end |
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99 | if ProblemClass.objective.maxdet |
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100 | keep = ones(length(solvers),1); |
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101 | for i = 1:length(solvers) |
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102 | keep(i) = solvers(i).objective.maxdet | solvers(i).constraint.inequalities.semidefinite.linear; |
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103 | end |
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104 | solvers = solvers(find(keep)); |
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105 | end |
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106 | |
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107 | % ****************************************************** |
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108 | % Prune based on rank constraints |
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109 | % ****************************************************** |
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110 | if ProblemClass.constraint.inequalities.rank |
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111 | keep = ones(length(solvers),1); |
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112 | for i = 1:length(solvers) |
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113 | keep(i) = solvers(i).constraint.inequalities.rank; |
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114 | end |
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115 | solvers = solvers(find(keep)); |
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116 | end |
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117 | |
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118 | % ****************************************************** |
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119 | % Prune based on semidefinite constraints |
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120 | % ****************************************************** |
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121 | if ProblemClass.constraint.inequalities.semidefinite.sigmonial |
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122 | keep = ones(length(solvers),1); |
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123 | for i = 1:length(solvers) |
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124 | keep(i) = solvers(i).constraint.inequalities.semidefinite.sigmonial; |
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125 | end |
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126 | solvers = solvers(find(keep)); |
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127 | end |
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128 | if ProblemClass.constraint.inequalities.semidefinite.polynomial |
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129 | keep = ones(length(solvers),1); |
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130 | for i = 1:length(solvers) |
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131 | keep(i) = solvers(i).constraint.inequalities.semidefinite.sigmonial | solvers(i).constraint.inequalities.semidefinite.polynomial; |
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132 | end |
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133 | solvers = solvers(find(keep)); |
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134 | end |
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135 | if ProblemClass.constraint.inequalities.semidefinite.quadratic |
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136 | keep = ones(length(solvers),1); |
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137 | for i = 1:length(solvers) |
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138 | keep(i) = solvers(i).constraint.inequalities.semidefinite.sigmonial | solvers(i).constraint.inequalities.semidefinite.polynomial | solvers(i).constraint.inequalities.semidefinite.quadratic; |
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139 | end |
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140 | solvers = solvers(find(keep)); |
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141 | end |
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142 | if ProblemClass.constraint.inequalities.semidefinite.linear |
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143 | keep = ones(length(solvers),1); |
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144 | for i = 1:length(solvers) |
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145 | keep(i) = solvers(i).constraint.inequalities.semidefinite.sigmonial | solvers(i).constraint.inequalities.semidefinite.polynomial | solvers(i).constraint.inequalities.semidefinite.quadratic | solvers(i).constraint.inequalities.semidefinite.linear; |
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146 | end |
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147 | solvers = solvers(find(keep)); |
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148 | end |
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149 | |
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150 | % ****************************************************** |
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151 | % Prune based on second order cone constraints |
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152 | % ****************************************************** |
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153 | if ProblemClass.constraint.inequalities.secondordercone & ~socp_are_really_qc |
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154 | keep = ones(length(solvers),1); |
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155 | for i = 1:length(solvers) |
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156 | keep(i) = solvers(i).constraint.inequalities.secondordercone | solvers(i).constraint.inequalities.semidefinite.linear; |
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157 | end |
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158 | solvers = solvers(find(keep)); |
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159 | end |
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160 | if ProblemClass.constraint.inequalities.rotatedsecondordercone |
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161 | keep = ones(length(solvers),1); |
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162 | for i = 1:length(solvers) |
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163 | keep(i) = solvers(i).constraint.inequalities.rotatedsecondordercone | solvers(i).constraint.inequalities.secondordercone | solvers(i).constraint.inequalities.semidefinite.linear; |
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164 | end |
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165 | solvers = solvers(find(keep)); |
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166 | end |
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167 | |
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168 | % ****************************************************** |
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169 | % Prune based on element-wise inequality constraints |
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170 | % ****************************************************** |
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171 | if ProblemClass.constraint.inequalities.elementwise.sigmonial |
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172 | keep = ones(length(solvers),1); |
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173 | for i = 1:length(solvers) |
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174 | keep(i) = solvers(i).constraint.inequalities.elementwise.sigmonial; |
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175 | end |
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176 | solvers = solvers(find(keep)); |
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177 | end |
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178 | if ProblemClass.constraint.inequalities.elementwise.polynomial |
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179 | keep = ones(length(solvers),1); |
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180 | for i = 1:length(solvers) |
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181 | keep(i) = solvers(i).constraint.inequalities.elementwise.quadratic.nonconvex | solvers(i).constraint.inequalities.elementwise.sigmonial | solvers(i).constraint.inequalities.elementwise.polynomial; |
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182 | end |
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183 | solvers = solvers(find(keep)); |
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184 | end |
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185 | if ProblemClass.constraint.inequalities.elementwise.quadratic.nonconvex |
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186 | keep = ones(length(solvers),1); |
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187 | for i = 1:length(solvers) |
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188 | keep(i) = solvers(i).constraint.inequalities.elementwise.sigmonial | solvers(i).constraint.inequalities.elementwise.polynomial | solvers(i).constraint.inequalities.elementwise.quadratic.nonconvex; |
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189 | end |
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190 | solvers = solvers(find(keep)); |
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191 | end |
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192 | if ProblemClass.constraint.inequalities.elementwise.quadratic.convex | (ProblemClass.constraint.inequalities.secondordercone & socp_are_really_qc) |
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193 | keep = ones(length(solvers),1); |
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194 | for i = 1:length(solvers) |
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195 | keep(i) = solvers(i).constraint.inequalities.elementwise.sigmonial | solvers(i).constraint.inequalities.elementwise.polynomial | solvers(i).constraint.inequalities.elementwise.quadratic.nonconvex | solvers(i).constraint.inequalities.elementwise.quadratic.convex | solvers(i).constraint.inequalities.secondordercone | solvers(i).constraint.inequalities.semidefinite.linear; |
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196 | end |
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197 | solvers = solvers(find(keep)); |
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198 | end |
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199 | if ProblemClass.constraint.inequalities.elementwise.linear |
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200 | keep = ones(length(solvers),1); |
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201 | for i = 1:length(solvers) |
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202 | keep(i) = solvers(i).constraint.inequalities.elementwise.sigmonial | solvers(i).constraint.inequalities.elementwise.polynomial | solvers(i).constraint.inequalities.semidefinite.quadratic | solvers(i).constraint.inequalities.elementwise.linear; |
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203 | end |
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204 | solvers = solvers(find(keep)); |
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205 | end |
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206 | |
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207 | % ****************************************************** |
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208 | % Prune based on element-wise constraints |
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209 | % ****************************************************** |
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210 | if ProblemClass.constraint.equalities.sigmonial |
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211 | keep = ones(length(solvers),1); |
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212 | for i = 1:length(solvers) |
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213 | keep(i) = solvers(i).constraint.inequalities.elementwise.sigmonial | solvers(i).constraint.equalities.sigmonial; |
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214 | end |
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215 | solvers = solvers(find(keep)); |
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216 | end |
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217 | if ProblemClass.constraint.equalities.polynomial |
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218 | keep = ones(length(solvers),1); |
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219 | for i = 1:length(solvers) |
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220 | indirect = solvers(i).constraint.inequalities.elementwise.quadratic.nonconvex | solvers(i).constraint.inequalities.elementwise.sigmonial | solvers(i).constraint.inequalities.elementwise.polynomial; |
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221 | indirect = indirect | solvers(i).constraint.inequalities.elementwise.sigmonial | solvers(i).constraint.inequalities.elementwise.polynomial; |
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222 | direct = solvers(i).constraint.equalities.sigmonial | solvers(i).constraint.equalities.polynomial; |
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223 | keep(i) = direct | indirect; |
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224 | end |
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225 | solvers = solvers(find(keep)); |
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226 | end |
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227 | if ProblemClass.constraint.equalities.quadratic |
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228 | keep = ones(length(solvers),1); |
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229 | for i = 1:length(solvers) |
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230 | indirect = solvers(i).constraint.inequalities.elementwise.sigmonial | solvers(i).constraint.inequalities.elementwise.polynomial | solvers(i).constraint.inequalities.elementwise.quadratic.nonconvex; |
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231 | direct = solvers(i).constraint.equalities.sigmonial | solvers(i).constraint.equalities.polynomial | solvers(i).constraint.equalities.quadratic; |
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232 | keep(i) = direct | indirect; |
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233 | end |
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234 | solvers = solvers(find(keep)); |
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235 | end |
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236 | if ProblemClass.constraint.equalities.linear |
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237 | keep = ones(length(solvers),1); |
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238 | for i = 1:length(solvers) |
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239 | indirect = solvers(i).constraint.inequalities.elementwise.linear | solvers(i).constraint.inequalities.elementwise.sigmonial | solvers(i).constraint.inequalities.elementwise.polynomial; |
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240 | direct = solvers(i).constraint.equalities.linear | solvers(i).constraint.equalities.sigmonial | solvers(i).constraint.equalities.polynomial; |
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241 | keep(i) = direct | indirect; |
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242 | end |
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243 | solvers = solvers(find(keep)); |
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244 | end |
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245 | |
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246 | % ****************************************************** |
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247 | % Discrete data |
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248 | % ****************************************************** |
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249 | if ProblemClass.constraint.integer |
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250 | keep = ones(length(solvers),1); |
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251 | for i = 1:length(solvers) |
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252 | keep(i) = solvers(i).constraint.integer; |
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253 | end |
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254 | solvers = solvers(find(keep)); |
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255 | end |
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256 | if ProblemClass.constraint.binary |
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257 | keep = ones(length(solvers),1); |
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258 | for i = 1:length(solvers) |
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259 | keep(i) = solvers(i).constraint.integer | solvers(i).constraint.binary; |
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260 | end |
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261 | solvers = solvers(find(keep)); |
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262 | end |
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263 | |
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264 | % ****************************************************** |
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265 | % Parametric problem |
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266 | % ****************************************************** |
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267 | keep = ones(length(solvers),1); |
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268 | for i = 1:length(solvers) |
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269 | keep(i) = (ProblemClass.parametric == solvers(i).parametric); |
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270 | end |
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271 | solvers = solvers(find(keep)); |
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272 | |
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273 | % ****************************************************** |
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274 | % General functions (exp, log,...) |
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275 | % ****************************************************** |
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276 | keep = ones(length(solvers),1); |
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277 | for i = 1:length(solvers) |
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278 | keep(i) = (ProblemClass.evaluation <= solvers(i).evaluation); |
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279 | end |
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280 | solvers = solvers(find(keep)); |
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281 | |
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282 | % FIX : UUUUUUGLY |
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283 | if isempty(solvers) |
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284 | solver = []; |
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285 | else |
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286 | if length(options.solver)>0 |
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287 | solver = []; |
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288 | |
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289 | % FIX : Re-use from above |
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290 | opsolver = lower(options.solver); |
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291 | splits = findstr(opsolver,','); |
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292 | if isempty(splits) |
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293 | names{1} = opsolver; |
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294 | else |
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295 | names = {}; |
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296 | start = 1; |
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297 | for i = 1:length(splits) |
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298 | names{i} = opsolver(start:splits(i)-1); |
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299 | start = splits(i)+1; |
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300 | end |
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301 | names{end+1} = opsolver(start:end); |
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302 | end |
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303 | |
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304 | temp = solvers; |
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305 | for i = 1:length(temp) |
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306 | if length(temp(i).version)>0 |
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307 | temp(i).tag = lower([temp(i).tag '-' temp(i).version]); |
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308 | end |
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309 | end |
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310 | |
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311 | for i = 1:length(names) |
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312 | if isequal(names{i},'*') |
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313 | solver = solvers(1); |
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314 | break |
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315 | else |
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316 | j = find(strcmpi(lower({solvers.tag}),names{i})); |
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317 | if ~isempty(j) |
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318 | solver = solvers(j(1)); |
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319 | break |
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320 | end |
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321 | j = find(strcmpi(lower({temp.tag}),names{i})); |
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322 | if ~isempty(j) |
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323 | solver = solvers(j(1)); |
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324 | break |
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325 | end |
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326 | end |
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327 | end |
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328 | else |
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329 | solver = solvers(1); |
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330 | end |
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331 | end |
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332 | |
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333 | if isempty(solver) |
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334 | if length(options.solver)>0 % User selected available solver, but it is not applicable |
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335 | problem = -4; |
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336 | else |
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337 | problem = -2; |
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338 | end |
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339 | end |
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340 | |
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341 | % FIX : Hack when chosing the wrong fmincon thingy |
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342 | if ~isempty(solver) |
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343 | if (length(options.solver)==0 | isequal(options.solver,'fmincon')) & isequal(solver.tag,'fmincon') & isequal(solver.version,'geometric') |
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344 | if ~(ProblemClass.objective.sigmonial | ProblemClass.constraint.inequalities.elementwise.sigmonial) |
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345 | solver.version = 'standard'; |
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346 | solver.call = 'callfmincon'; |
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347 | solver.objective.linear = 1; |
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348 | solver.objective.quadratic.convex = 1; |
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349 | solver.objective.quadratic.nonconvex = 1; |
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350 | solver.objective.polynomial = 1; |
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351 | solver.objective.sigmonial = 1; |
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352 | solver.constraint.equalities.elementwise.linear = 1; |
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353 | solver.constraint.equalities.elementwise.quadratic.convex = 1; |
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354 | solver.constraint.equalities.elementwise.quadratic.nonconvex = 1; |
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355 | solver.constraint.equalities.elementwise.polynomial = 1; |
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356 | solver.constraint.equalities.elementwise.sigmonial = 1; |
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357 | solver.constraint.inequalities.elementwise.linear = 1; |
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358 | solver.constraint.inequalities.elementwise.quadratic.convex = 1; |
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359 | solver.constraint.inequalities.elementwise.quadratic.nonconvex = 1; |
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360 | solver.constraint.inequalities.elementwise.polynomial = 1; |
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361 | solver.constraint.inequalities.elementwise.sigmonial = 1; |
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362 | solver.constraint.inequalities.semidefinite.linear = 1; |
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363 | solver.constraint.inequalities.semidefinite.quadratic = 1; |
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364 | solver.constraint.inequalities.semidefinite.polynomial = 1; |
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365 | solver.dual = 1; |
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366 | end |
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367 | end |
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368 | end |
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369 | |
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370 | |
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