[37] | 1 | function output = callfminsearch(interfacedata) |
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| 2 | |
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| 3 | % Author Johan Löfberg |
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| 4 | % $Id: callfminsearch.m,v 1.2 2005/05/07 13:53:20 joloef Exp $ |
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| 5 | |
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| 6 | % Retrieve needed data |
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| 7 | options = interfacedata.options; |
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| 8 | F_struc = interfacedata.F_struc; |
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| 9 | c = interfacedata.c; |
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| 10 | K = interfacedata.K; |
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| 11 | x0 = interfacedata.x0; |
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| 12 | Q = interfacedata.Q; |
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| 13 | lb = interfacedata.lb; |
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| 14 | ub = interfacedata.ub; |
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| 15 | monomtable = interfacedata.monomtable; |
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| 16 | |
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| 17 | switch options.verbose |
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| 18 | case 0 |
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| 19 | options.fmincon.Display = 'off'; |
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| 20 | case 1 |
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| 21 | options.fmincon.Display = 'final'; |
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| 22 | otherwise |
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| 23 | options.fmincon.Display = 'iter'; |
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| 24 | end |
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| 25 | |
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| 26 | % Do some pre-calc to be used in calls from fmincon |
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| 27 | temp = sum(interfacedata.monomtable,2)>1; |
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| 28 | nonlinearindicies = find(temp); |
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| 29 | linearindicies = find(~temp); |
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| 30 | interfacedata.nonlinearindicies = nonlinearindicies; |
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| 31 | interfacedata.linearindicies = linearindicies; |
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| 32 | |
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| 33 | Aeq = []; |
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| 34 | beq = []; |
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| 35 | A = []; |
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| 36 | b = []; |
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| 37 | |
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| 38 | if isfield(options.fminsearch,'LargeScale') |
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| 39 | if isequal(options.fminsearch.LargeScale,'off') |
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| 40 | A = full(A); |
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| 41 | b = full(b); |
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| 42 | Aeq = full(Aeq); |
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| 43 | beq = full(beq); |
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| 44 | end |
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| 45 | end |
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| 46 | |
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| 47 | if isempty(x0) |
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| 48 | x0 = zeros(length(linearindicies),1); |
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| 49 | else |
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| 50 | x0 = x0(linearindicies); |
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| 51 | end |
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| 52 | |
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| 53 | if options.savedebug |
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| 54 | ops = options.fminsearch; |
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| 55 | save fmincondebug interfacedata A b Aeq beq x0 ops |
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| 56 | end |
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| 57 | |
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| 58 | showprogress('Calling FMINSEARCH',options.showprogress); |
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| 59 | fmincon_fun([],[],[],interfacedata); % initialize persistent |
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| 60 | fmincon_con([],[],[],interfacedata); % initialize persistent |
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| 61 | solvertime = clock; |
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| 62 | [xout,fmin,flag,output] = fminsearch('fmincon_fun',x0,options.fminsearch); |
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| 63 | solvertime = etime(clock,solvertime); |
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| 64 | |
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| 65 | if isempty(nonlinearindicies) |
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| 66 | x = xout(:); |
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| 67 | else |
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| 68 | x = zeros(length(interfacedata.c),1); |
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| 69 | for i = 1:length(linearindicies) |
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| 70 | x(linearindicies(i)) = xout(i); |
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| 71 | end |
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| 72 | end |
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| 73 | |
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| 74 | problem = 0; |
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| 75 | |
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| 76 | % Internal format for duals |
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| 77 | D_struc = []; |
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| 78 | |
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| 79 | % Check, currently not exhaustive... |
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| 80 | if flag==0 |
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| 81 | problem = 3; |
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| 82 | else |
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| 83 | if flag>0 |
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| 84 | problem = 0; |
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| 85 | else |
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| 86 | if isempty(x) |
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| 87 | x = repmat(nan,length(c),1); |
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| 88 | end |
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| 89 | if 0%any((A*x-b)>sqrt(eps)) | any( abs(Aeq*x-beq)>sqrt(eps)) |
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| 90 | problem = 1; % Likely to be infeasible |
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| 91 | else |
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| 92 | if c'*x<-1e10 % Likely unbounded |
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| 93 | problem = 2; |
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| 94 | else % Probably convergence issues |
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| 95 | problem = 5; |
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| 96 | end |
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| 97 | end |
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| 98 | end |
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| 99 | end |
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| 100 | infostr = yalmiperror(problem,'FMINSEARCH'); |
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| 101 | |
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| 102 | % Save all data sent to solver? |
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| 103 | if options.savesolverinput |
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| 104 | solverinput.A = A; |
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| 105 | solverinput.b = b; |
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| 106 | solverinput.Aeq = Aq; |
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| 107 | solverinput.beq = beq; |
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| 108 | solverinput.c = c; |
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| 109 | solverinput.H = Q; |
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| 110 | solverinput.options = options.quadprog; |
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| 111 | else |
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| 112 | solverinput = []; |
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| 113 | end |
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| 114 | |
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| 115 | % Save all data from the solver? |
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| 116 | if options.savesolveroutput |
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| 117 | solveroutput.x = x; |
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| 118 | solveroutput.fmin = fmin; |
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| 119 | solveroutput.flag = flag; |
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| 120 | solveroutput.output=output; |
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| 121 | solveroutput.lambda=lambda; |
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| 122 | else |
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| 123 | solveroutput = []; |
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| 124 | end |
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| 125 | |
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| 126 | |
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| 127 | |
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| 128 | % Standard interface |
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| 129 | output.Primal = x; |
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| 130 | output.Dual = D_struc; |
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| 131 | output.Slack = []; |
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| 132 | output.problem = problem; |
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| 133 | output.infostr = infostr; |
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| 134 | output.solverinput = solverinput; |
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| 135 | output.solveroutput= solveroutput; |
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| 136 | output.solvertime = solvertime; |
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