1 | function output = callipoptmex(interfacedata) |
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2 | |
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3 | % Author Johan Löfberg |
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4 | % $Id: callipoptmex.m,v 1.4 2006/03/31 07:25:25 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 | % Do some pre-calc to be used in calls from ipopt |
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18 | temp = sum(interfacedata.monomtable,2)>1; |
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19 | temp = (sum(interfacedata.monomtable,2)==1 & sum(interfacedata.monomtable~=0,2)==1); |
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20 | nonlinearindicies = find(full(~temp)); |
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21 | linearindicies = find(full(temp)); |
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22 | |
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23 | % Extract gradient info |
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24 | %Gradients = F_struc(K.l+K.f+1:1:end,:); |
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25 | %F_struc(K.l+K.f+1:end,:) = []; |
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26 | |
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27 | % Bounds explictly supplied? |
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28 | if isempty(lb) | all(isinf(lb)) |
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29 | %No, extract from model |
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30 | if K.l > 0 |
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31 | b = F_struc(K.f+1:K.l+K.f,1); |
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32 | A = -F_struc(K.f+1:K.l+K.f,2:end); |
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33 | [lower,upper,bound_rows] = find_variable_bounds(A,b,[],[]); |
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34 | lb(linearindicies) = lower(linearindicies); |
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35 | ub(linearindicies) = upper(linearindicies); |
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36 | bound_rows = bound_rows(find(~any(A(bound_rows,nonlinearindicies),2))); |
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37 | F_struc(K.f + bound_rows,:) = []; |
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38 | K.l = K.l - length(bound_rows); |
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39 | end |
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40 | end |
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41 | |
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42 | % Introduce new variables to handle additional inequalties |
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43 | originalNvariables = length(c); |
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44 | originalLinear = linearindicies; |
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45 | nnew = 0; |
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46 | if K.l |
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47 | F_struc = [F_struc [zeros(K.f,K.l);-eye(K.l)]]; |
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48 | lb(originalNvariables+1:originalNvariables+K.l) = 0; |
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49 | ub(originalNvariables+1:originalNvariables+K.l) = inf; |
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50 | c(originalNvariables+1:originalNvariables+K.l) = 0; |
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51 | Q = blkdiag(Q,spalloc(K.l,K.l,0)); |
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52 | monomtable = blkdiag(monomtable,eye(K.l)); |
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53 | linearindicies = [linearindicies(:)' (originalNvariables+1):(originalNvariables+K.l)]'; |
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54 | nnew = K.l; |
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55 | K.f = K.f + K.l; |
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56 | K.l = 0; |
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57 | end |
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58 | newinterfacedata = interfacedata; |
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59 | newinterfacedata.monomtable = monomtable; |
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60 | newinterfacedata.c = c; |
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61 | newinterfacedata.Q = Q; |
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62 | newinterfacedata.linearindicies = linearindicies; |
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63 | newinterfacedata.nonlinearindicies = nonlinearindicies; |
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64 | newinterfacedata.c = c; |
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65 | newinterfacedata.K = K; |
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66 | newinterfacedata.F_struc = F_struc; |
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67 | |
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68 | |
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69 | |
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70 | % Ok, now we have a model in IPOPTs prefered format |
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71 | |
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72 | if isempty(x0) |
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73 | x0 = []; |
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74 | % x0 = zeros(length(linearindicies),1); |
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75 | else |
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76 | x0 = []; |
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77 | % x0 = x0(linearindicies); |
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78 | end |
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79 | |
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80 | if ~isempty(lb) |
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81 | lb = lb(linearindicies); |
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82 | end |
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83 | if ~isempty(ub) |
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84 | ub = ub(linearindicies); |
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85 | end |
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86 | |
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87 | if options.savedebug |
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88 | ops = options.ipopt; |
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89 | save ipoptdebug interfacedata A b Aeq beq x0 lb ub ops |
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90 | end |
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91 | |
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92 | functiondata.nonlinearindicies = nonlinearindicies; |
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93 | functiondata.linearindicies = linearindicies; |
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94 | functiondata.monomtable = monomtable; |
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95 | functionGradientdata.nonlinearindicies = nonlinearindicies; |
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96 | functionGradientdata.linearindicies = linearindicies; |
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97 | functionGradientdata.monomtable = monomtable; |
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98 | functionHessiandata.nonlinearindicies = nonlinearindicies; |
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99 | functionHessiandata.linearindicies = linearindicies; |
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100 | functionHessiandata.monomtable = monomtable; |
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101 | |
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102 | constraintdata.nonlinearindicies = nonlinearindicies; |
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103 | constraintdata.linearindicies = linearindicies; |
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104 | constraintdata.monomtable = monomtable; |
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105 | constraintGradientdata.nonlinearindicies = nonlinearindicies; |
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106 | constraintGradientdata.linearindicies = linearindicies; |
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107 | constraintGradientdata.monomtable = monomtable; |
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108 | constraintHessiandata.nonlinearindicies = nonlinearindicies; |
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109 | constraintHessiandata.linearindicies = linearindicies; |
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110 | constraintHessiandata.monomtable = monomtable; |
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111 | |
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112 | functiondata.F_struc = [interfacedata.f c(:)']; |
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113 | constraintdata.F_struc = F_struc(1:K.l+K.f,:); |
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114 | |
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115 | start = 1; |
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116 | start = start+originalNvariables; |
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117 | datasaver(functiondata,[],[],constraintdata,[],[]) |
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118 | |
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119 | i_lb = find(~isinf(lb)); |
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120 | val_lb = lb(i_lb); |
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121 | i_ub = find(~isinf(ub)); |
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122 | val_ub = ub(i_ub); |
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123 | |
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124 | NoEquCons = K.f; |
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125 | StartPoint = zeros(length(lb),1); |
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126 | |
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127 | solvertime = clock; |
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128 | switch options.verbose |
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129 | case 1 |
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130 | % [xout,ObjFinal,mlb,mub,lambda,info,XInfo,ObjInfo] = Ipopt('ipopt_fun','ipopt_con','fd','fd','fd', NoEquCons, StartPoint, i_lb, val_lb, i_ub,val_ub,setup_fmincon_params(newinterfacedata));%,'print',-1,'IPRINT',-1); |
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131 | [xout,ObjFinal,mlb,mub,lambda,info,XInfo,ObjInfo] = Ipopt('ipopt_fun','ipopt_con','fmincon_fungrad','fd','fmincon_funhessian', NoEquCons, StartPoint, i_lb, val_lb, i_ub,val_ub,setup_fmincon_params(newinterfacedata));%,'print',1,'IPRINT',0); |
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132 | otherwise |
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133 | [xout,ObjFinal,mlb,mub,lambda,info,XInfo,ObjInfo] = Ipopt('ipopt_fun','ipopt_con','fmincon_fungrad','fd','fmincon_funhessian', NoEquCons, StartPoint, i_lb, val_lb, i_ub,val_ub,setup_fmincon_params(newinterfacedata));%,'print',1,'IPRINT',0); |
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134 | % [xout,ObjFinal,mlb,mub,lambda,info,XInfo,ObjInfo] = |
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135 | % Ipopt('ipopt_fun','ipopt_con','fd','fd','fd', NoEquCons, StartPoint, i_lb, val_lb, i_ub,val_ub,setup_fmincon_params(newinterfacedata)); |
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136 | end |
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137 | |
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138 | solvertime = etime(clock,solvertime); |
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139 | |
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140 | % get rid of slaxks |
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141 | xout = xout(1:length(originalLinear)); |
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142 | linearindicies = originalLinear; |
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143 | |
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144 | % Put the linear variables in place |
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145 | if isempty(nonlinearindicies) |
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146 | x = xout(:); |
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147 | else |
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148 | x = zeros(length(interfacedata.c),1); |
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149 | for i = 1:length(linearindicies) |
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150 | x(linearindicies(i)) = xout(i); |
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151 | end |
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152 | end |
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153 | |
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154 | problem = 0; |
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155 | |
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156 | % Internal format for duals |
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157 | D_struc = []; |
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158 | |
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159 | infostr = yalmiperror(problem,'IPOPT'); |
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160 | |
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161 | % Save all data sent to solver? |
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162 | if options.savesolverinput |
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163 | |
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164 | else |
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165 | solverinput = []; |
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166 | end |
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167 | |
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168 | % Save all data from the solver? |
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169 | if options.savesolveroutput |
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170 | solveroutput.xout = x; |
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171 | solveroutput.ObjFinal = ObjFinal; |
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172 | solveroutput.mlb = mlb; |
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173 | solveroutput.mub=mub; |
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174 | solveroutput.lmbda=lambda; |
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175 | solveroutput.info=info; |
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176 | solveroutput.XInfo=ObjInfo; |
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177 | else |
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178 | solveroutput = []; |
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179 | end |
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180 | |
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181 | % Standard interface |
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182 | output.Primal = x; |
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183 | output.Dual = D_struc; |
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184 | output.Slack = []; |
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185 | output.problem = problem; |
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186 | output.infostr = infostr; |
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187 | output.solverinput = solverinput; |
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188 | output.solveroutput= solveroutput; |
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189 | output.solvertime = solvertime; |
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190 | |
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191 | % Some pre-calc that is sent to function evaluations etc |
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192 | function constant_data = setup_fmincon_params(interfacedata) |
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193 | |
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194 | monomtable = interfacedata.monomtable; |
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195 | nonlinearindicies = interfacedata.nonlinearindicies; |
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196 | linearindicies = interfacedata.linearindicies; |
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197 | |
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198 | % actuallyused = any(interfacedata.F_struc(:,2:end),1); |
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199 | % if ~isempty(interfacedata.Anonlinineq) |
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200 | % actuallyused = actuallyused | any(interfacedata.Anonlinineq,1); |
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201 | % end |
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202 | % if ~isempty(interfacedata.Anonlineq) |
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203 | % actuallyused = actuallyused | any(interfacedata.Anonlineq,1); |
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204 | % end |
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205 | % nonlinearindicies = intersect(nonlinearindicies,find(actuallyused)); |
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206 | |
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207 | constant_data.interfacedata = interfacedata; |
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208 | constant_data.monomtable = monomtable; |
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209 | constant_data.nonlinearindicies = nonlinearindicies; |
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210 | constant_data.linearindicies = linearindicies; |
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211 | |
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212 | |
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