1 | function output = calllinprog(interfacedata) |
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2 | |
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3 | % Author Johan Löfberg |
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4 | % $Id: calllinprog.m,v 1.6 2005/05/07 13:53:20 joloef Exp $ |
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5 | |
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6 | % Standard input interface |
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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 | Q = interfacedata.Q; |
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12 | lb = interfacedata.lb; |
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13 | ub = interfacedata.ub; |
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14 | |
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15 | showprogress('Calling LINPROG',options.showprogress); |
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16 | |
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17 | if isempty(F_struc) |
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18 | Aeq = []; |
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19 | beq = []; |
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20 | A = []; |
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21 | b = []; |
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22 | else |
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23 | Aeq = -F_struc(1:1:K.f,2:end); |
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24 | beq = F_struc(1:1:K.f,1); |
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25 | A =-F_struc(K.f+1:end,2:end); |
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26 | b = F_struc(K.f+1:end,1); |
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27 | end |
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28 | solvertime = clock; |
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29 | |
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30 | switch options.verbose |
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31 | case 0 |
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32 | options.linprog.Display = 'off'; |
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33 | case 1 |
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34 | options.linprog.Display = 'final'; |
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35 | otherwise |
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36 | options.linprog.Display = 'iter'; |
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37 | end |
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38 | |
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39 | if isfield(options.linprog,'LargeScale') |
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40 | if ~isequal(options.linprog.LargeScale,'on') |
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41 | Q = full(Q); |
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42 | c = full(c); |
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43 | A = full(A); |
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44 | b = full(b); |
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45 | Aeq = full(Aeq); |
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46 | beq = full(beq); |
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47 | end |
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48 | end |
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49 | |
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50 | if options.savedebug |
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51 | ops = options.linprog; |
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52 | save linprogdebug c A b Aeq beq lb ub ops |
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53 | end |
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54 | |
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55 | [x,fmin,flag,output,lambda] = linprog(c, A, b, Aeq, beq, lb, ub, [],options.linprog); |
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56 | solvertime = etime(clock,solvertime); |
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57 | problem = 0; |
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58 | |
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59 | % Internal format for duals |
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60 | D_struc = [lambda.eqlin;lambda.ineqlin]; |
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61 | |
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62 | % Check, currently not exhaustive... |
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63 | if flag==0 |
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64 | problem = 3; |
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65 | else |
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66 | if flag>0 |
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67 | problem = 0; |
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68 | else |
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69 | if isempty(x) |
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70 | x = repmat(nan,length(c),1); |
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71 | end |
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72 | if any((A*x-b)>sqrt(eps)) | any( abs(Aeq*x-beq)>sqrt(eps)) |
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73 | problem = 1; % Likely to be infeasible |
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74 | else |
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75 | if c'*x<-1e10 % Likely unbounded |
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76 | problem = 2; |
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77 | else % Probably convergence issues |
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78 | problem = 5; |
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79 | end |
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80 | end |
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81 | end |
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82 | end |
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83 | infostr = yalmiperror(problem,'LINPROG'); |
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84 | |
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85 | % Save all data sent to solver? |
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86 | if options.savesolverinput |
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87 | solverinput.A = A; |
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88 | solverinput.b = b; |
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89 | solverinput.Aeq = Aq; |
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90 | solverinput.beq = beq; |
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91 | solverinput.c = c; |
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92 | solverinput.options = options.linprog; |
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93 | else |
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94 | solverinput = []; |
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95 | end |
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96 | |
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97 | % Save all data from the solver? |
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98 | if options.savesolveroutput |
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99 | solveroutput.x = x; |
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100 | solveroutput.fmin = fmin; |
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101 | solveroutput.flag = flag; |
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102 | solveroutput.output=output; |
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103 | else |
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104 | solveroutput = []; |
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105 | end |
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106 | |
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107 | % Standard interface |
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108 | output.Primal = x(:); |
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109 | output.Dual = D_struc; |
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110 | output.Slack = []; |
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111 | output.problem = problem; |
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112 | output.infostr = infostr; |
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113 | output.solverinput = solverinput; |
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114 | output.solveroutput= solveroutput; |
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115 | output.solvertime = solvertime; |
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