function varargout = solvemp(F,h,ops,x,y) %SOLVEMP Computes solution to multi-parametric optimization problem % % min_z(x) h(x,z) % subject to % F(x,z) > 0 % % % [SOL, DIAGNOSTIC,Z,HPWF,ZPWF] = SOLVEMP(F,h,options,x,y) % % SOL : Multi-parametric solution (see MPT toolbox) % % DIAGNOSTIC : struct with diagnostic information % % Z : SDPVAR object with the detected decision variable z % % HPWF : The value function as a pwf function % % ZPWF : The optimal decision variable as a pfw function % % Input % F : SET object describing the constraints. % h : SDPVAR object describing the objective function h(x,z). % options : solver options. See SDPSETTINGS. Can be []. % x : Parametric variables % y : Requested decision variables (subset of z) % % NOTE : If you are solving a problem leading to an mpMILP, the % output SOL will be a set-valued map. To obtain the minimal % solution (without so called overlaps), run removeOverlaps(SOL). If you % have requested the 5th output ZPWF, overlaps are automatically removed. % If your problem leads to an mpMIQP, the output SOL will also be a % set-valued map, but there is currently no way in MPT to obtain a % non-overlapping solution. To use the solution in MPT, the command % mpt_mergeCS(SOL) can be useful. Notice that the fifth output argument % not will be available for mpMIQP problems. % % See also PARAMETRIC, SET, SDPSETTINGS, YALMIPERROR % Author Johan Löfberg % $Id: solvemp.m,v 1.9 2006/09/13 09:28:52 joloef Exp $ if nargin <= 3 ops = sdpsettings; end if nargin <=3 x = []; y = []; end par_declarations = is(F,'parametric'); if any(par_declarations) x = [x;recover(getvariables(sdpvar(F(find(par_declarations)))))]; F = F(find(~par_declarations)); end if length(x) == 0 error('solvemp must always have 4 input arguments or a parametric declaration'); end if ~isempty(ops) if isequal(ops.solver,'') ops.solver = 'mpt'; end else ops = sdpsettings('solver','mpt'); end if nargin == 4 y = []; ny = 0; my = 0; else % YALMIP wants a vector as desired decsision variable [ny,my] = size(y); y = reshape(y,ny*my,1); end % Robustify first? if length(F) > 0 unc_declarations = is(F,'uncertain'); if any(unc_declarations) w = recover(getvariables(sdpvar(F(find(unc_declarations))))); F = F(find(~unc_declarations)); [F,h,failure] = robustify(F,h,ops,w); if failure error('Derivation of robust counter-part failed') end end end sol = solvesdp(F,h,ops,x,y); if isfield(sol,'mpsol') if ~isfield(sol.mpsol,'model') varargout{1} = []; varargout{2} = sol; varargout{3} = []; varargout{4} = []; varargout{5} = []; elseif isempty(sol.mpsol.model{1}) varargout{1} = sol.mpsol.model; varargout{2} = sol; varargout{3} = []; varargout{4} = []; varargout{5} = []; else mpsolution = sol.mpsol.model; varargout{1} = sol.mpsol.model; if nargout > 2 z = recover(sol.solveroutput.U); x = recover(sol.solveroutput.x); varargout{3}= z; end if nargout > 3 % User wants the value function if length(mpsolution) == 1 if isequal(mpsolution{1}.convex,1) % Simple mpLP value function if ops.mp.simplify s = mpsolution{1}; s.Fi = s.Bi; s.Gi = s.Ci; s = mpt_simplify(s); s.Bi = s.Fi; s.Ci = s.Gi; varargout{4} = pwf(s,x,'convex'); else varargout{4} = pwf(mpsolution{1},x,'convex'); end else % Probably generated from removing overlaps varargout{4} = pwf(mpsolution,x,'general'); end else % No overlap removal done varargout{4} = pwf(mpsolution,x,'convexoverlapping'); end end if nargout > 4 % User wants optimizer in YALMIP format % Any overlaps? anyQP = 0; if length(varargout{1}) > 1 for i = 1:length(sol.mpsol.model) if nnz([sol.mpsol.model{i}.Ai{:}])>0 anyQP = 1; break end end if ~anyQP minimalmodel{1} = mpt_removeOverlaps(sol.mpsol.model); varargout{1} = minimalmodel; end else minimalmodel = varargout{1}; end % PWA assumes we want Bi and Ci if ~anyQP minimalmodel{1}.Ai = cell(1,length(minimalmodel{1}.Fi)); minimalmodel{1}.Bi = minimalmodel{1}.Fi; minimalmodel{1}.Ci = minimalmodel{1}.Gi; varargout{5} = pwf(minimalmodel,x,'general'); if min([ny my])>0 varargout{5} = reshape(varargout{5},ny,my); end else disp('Optimizer (5th output) not available for overlapping quadratic problems.'); varargout{5} = []; end end end else varargout{1} = []; varargout{2} = sol; varargout{3} = []; varargout{4} = []; varargout{5} = []; end varargout{2} = sol;