[37] | 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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