1 | function diagnostic = callkypd(F,h,options) |
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2 | |
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3 | % Author Johan Löfberg |
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4 | % $Id: callkypd.m,v 1.6 2005/02/04 10:10:28 johanl Exp $ |
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5 | |
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6 | |
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7 | kyps = is(F,'kyp'); |
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8 | if all(kyps) |
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9 | kypConstraints = F; |
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10 | otherConstraints = lmi; |
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11 | else |
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12 | kypConstraints = F(find(kyps)); |
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13 | otherConstraints = F(find(~kyps)); |
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14 | end |
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15 | |
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16 | % Trivial case |
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17 | if length(kypConstraints) == 0 |
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18 | if ~isempty(options) |
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19 | options.solver = ''; |
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20 | else |
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21 | options = sdpsettings; |
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22 | end |
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23 | diagnostic = solvesdp(F,h,options) |
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24 | return; |
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25 | end |
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26 | |
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27 | p_variables = []; |
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28 | x_variables = []; |
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29 | for i = 1:length(kypConstraints) |
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30 | [A{i},B{i},P{i},M{i},negated{i}] = extractkyp(sdpvar(kypConstraints(i))); |
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31 | if ~isa(P{i},'sdpvar') | ~isempty(intersect(p_variables,getvariables(P{i}))) |
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32 | diagnostic.solvertime = 0; |
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33 | diagnostic.problem = -4; |
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34 | diagnostic.info = yalmiperror(-4); |
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35 | return; |
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36 | end |
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37 | P_base = getbase(P{i}); |
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38 | [n,m] = size(P{i}); |
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39 | if (n~=m) | (nnz(P_base)~=n*n) | (sum(sum(P_base))~=n*n) |
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40 | diagnostic.solvertime = 0; |
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41 | diagnostic.problem = -4; |
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42 | diagnostic.info = yalmiperror(-4); |
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43 | return; |
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44 | end |
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45 | p_variables = [p_variables getvariables(P{i})]; |
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46 | x_variables = [x_variables getvariables(M{i})]; |
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47 | end |
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48 | |
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49 | if intersect(p_variables,getvariables(h)) |
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50 | diagnostic.solvertime = 0; |
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51 | diagnostic.problem = -4; |
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52 | diagnostic.info = yalmiperror(-4); |
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53 | return; |
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54 | end |
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55 | |
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56 | start = length(A);k = 1; |
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57 | for i = 1:length(otherConstraints) |
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58 | if is(otherConstraints(i),'lmi') |
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59 | A{k+start}=[]; |
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60 | B{k+start}=[]; |
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61 | P{k+start}=[]; |
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62 | M{k+start} = sdpvar(otherConstraints(i)); |
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63 | x_variables = [x_variables getvariables(M{k+start})]; |
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64 | k = k + 1; |
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65 | elseif is(otherConstraints(i),'elementwise') |
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66 | X = sdpvar(otherConstraints(i)); |
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67 | for ii = 1:size(X,1) |
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68 | for jj = 1:size(X,2) |
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69 | A{k+start}=[]; |
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70 | B{k+start}=[]; |
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71 | P{k+start}=[]; |
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72 | M{k+start} = X(ii,jj); |
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73 | x_variables = [x_variables getvariables(X(ii,jj))]; |
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74 | k = k + 1; |
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75 | end |
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76 | end |
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77 | end |
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78 | end |
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79 | |
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80 | % Objective function variables |
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81 | x_variables = unique([x_variables getvariables(h)]); |
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82 | |
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83 | % Are P and x independent |
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84 | if ~isempty(intersect(p_variables,x_variables)) |
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85 | error |
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86 | end |
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87 | |
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88 | % Generate the M-matrices |
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89 | for i = 1:length(M) |
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90 | m_variables = getvariables(M{i}); |
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91 | n = length(M{i}); |
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92 | M0{i} = getbasematrix(M{i},0); |
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93 | for j = 1:length(x_variables) |
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94 | Mi{i,j} = getbasematrix(M{i},x_variables(j)); |
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95 | end |
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96 | end |
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97 | |
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98 | c = zeros(length(x_variables),1); |
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99 | if ~isempty(h) |
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100 | for i = 1:length(x_variables) |
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101 | c(i) = getbasematrix(h,x_variables(i)); |
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102 | end |
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103 | end |
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104 | |
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105 | for i = 1:length(M) |
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106 | matrixinfo.n(i) = length(A{i}); |
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107 | matrixinfo.nm(i) = length(M{i}); |
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108 | end |
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109 | |
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110 | matrixinfo.K = length(x_variables); |
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111 | matrixinfo.c = c; |
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112 | matrixinfo.N = length(A); |
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113 | matrixinfo.A = A; |
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114 | matrixinfo.B = B; |
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115 | matrixinfo.M0 = M0; |
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116 | matrixinfo.M = Mi; |
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117 | matrixinfo.A = A; |
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118 | |
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119 | try |
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120 | solvertime = clock; |
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121 | [u,Popt,xopt,Zopt] = kypd_solver(matrixinfo,options); |
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122 | solvertime = etime(clock,solvertime); |
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123 | |
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124 | % SAVE PRIMALS |
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125 | setsdpvar(recover(x_variables),xopt); |
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126 | for i = 1:length(kypConstraints) |
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127 | if negated{i} |
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128 | setsdpvar(P{i},-Popt{i}); |
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129 | else |
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130 | setsdpvar(P{i},Popt{i}); |
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131 | end |
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132 | end |
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133 | |
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134 | % SAVE DUALS |
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135 | lmi_index = []; |
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136 | j = 1; |
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137 | for i = 1:length(kypConstraints) |
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138 | %W = struct(kypConstraints(i));lmiid = W.LMIid; |
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139 | lmiid = getlmiid(kypConstraints(i)); |
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140 | lmi_index = [lmi_index;lmiid]; |
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141 | duals{j}=Zopt{j};j = j+1; |
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142 | end |
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143 | for i = 1:length(otherConstraints) |
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144 | %W = struct(otherConstraints(i));lmiid = W.LMIid; |
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145 | lmiid = getlmiid(otherConstraints(i)); |
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146 | lmi_index = [lmi_index;lmiid]; |
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147 | duals{j}=Zopt{j};j = j+1; |
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148 | end |
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149 | yalmip('setdual',lmi_index,duals); |
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150 | |
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151 | diagnostic.solvertime = solvertime; |
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152 | diagnostic.info = yalmiperror(0,'KYPD'); |
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153 | diagnostic.problem = 0; |
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154 | catch |
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155 | solvertime = etime(clock,solvertime); |
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156 | diagnostic.solvertime = solvertime; |
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157 | diagnostic.info = yalmiperror(9,'KYPD'); |
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158 | diagnostic.problem = 9; |
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159 | end |
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