1 | function output = callnage04mbf(varargin) |
---|
2 | % Author Johan Löfberg |
---|
3 | % $Id: callnage04mbf.m,v 1.6 2006/04/10 08:08:47 joloef Exp $ |
---|
4 | |
---|
5 | % Retrieve needed data |
---|
6 | interfacedata = varargin{1}; |
---|
7 | options = interfacedata.options; |
---|
8 | F_struc = interfacedata.F_struc; |
---|
9 | c = interfacedata.c; |
---|
10 | K = interfacedata.K; |
---|
11 | x0 = interfacedata.x0; |
---|
12 | Q = 2*interfacedata.Q; |
---|
13 | ub = interfacedata.ub; |
---|
14 | lb = interfacedata.lb; |
---|
15 | |
---|
16 | bigbnd = options.nag.bigbnd; |
---|
17 | sent_bounds = 1; |
---|
18 | if isempty(ub) |
---|
19 | sent_bounds = 0; |
---|
20 | ub = bigbnd*ones(length(c),1); |
---|
21 | lb = -bigbnd*ones(length(c),1); |
---|
22 | end |
---|
23 | |
---|
24 | showprogress('Calling NAG',options.showprogress); |
---|
25 | |
---|
26 | if ~isempty(F_struc) |
---|
27 | A =-F_struc(1:end,2:end); |
---|
28 | beq = F_struc(1:1:K.f,1); |
---|
29 | b = F_struc(K.f+1:end,1); |
---|
30 | |
---|
31 | ub = full([ub;beq;b]); |
---|
32 | lb = full([lb;beq;-bigbnd*ones(length(b),1)]); |
---|
33 | else |
---|
34 | A=zeros(1,length(c)); |
---|
35 | end |
---|
36 | |
---|
37 | lp = 0; |
---|
38 | cold = 1; |
---|
39 | istate = zeros(length(ub),1); |
---|
40 | featol = options.nag.featol*ones(length(ub),1); |
---|
41 | switch options.verbose |
---|
42 | case 0 |
---|
43 | msglev = -1; |
---|
44 | ifail = 1; |
---|
45 | case 1 |
---|
46 | msglev = 2; |
---|
47 | ifail = -1; |
---|
48 | otherwise |
---|
49 | msglev = 5*options.verbose; |
---|
50 | ifail = -1; |
---|
51 | end |
---|
52 | solvertime = clock; |
---|
53 | [x,istate,objlp,clambda,ifail] = e04mbf(full(lb),full(ub),zeros(length(c),1),full(c),full(A),msglev,options.nag.itmax,ifail);%options.nag.bigbnd,options.nag.orthog); |
---|
54 | solvertime = etime(clock,solvertime); |
---|
55 | problem = 0; |
---|
56 | |
---|
57 | % Internal format for duals |
---|
58 | %if sent_bounds |
---|
59 | % D_struc_bound = -clambda(1:length(c)); |
---|
60 | % D_struc = -clambda(length(c)+1:end); |
---|
61 | % D_struc = [repmat(inf,length(c)*2,1);D_struc]; |
---|
62 | %else |
---|
63 | D_struc = -clambda(length(c)+1:end); |
---|
64 | %end |
---|
65 | |
---|
66 | switch ifail |
---|
67 | case {-1,0} |
---|
68 | problem = 0; |
---|
69 | case 1 |
---|
70 | problem = 1; |
---|
71 | case 2 |
---|
72 | problem = 2; |
---|
73 | case 3 |
---|
74 | problem = 4; |
---|
75 | case 4 |
---|
76 | problem = 3; |
---|
77 | case 5 |
---|
78 | problem = 7; |
---|
79 | otherwise |
---|
80 | problem = -1; |
---|
81 | end |
---|
82 | infostr = yalmiperror(problem,'NAG'); |
---|
83 | |
---|
84 | % Save all data sent to solver? |
---|
85 | if options.savesolverinput |
---|
86 | solverinput.bl = full(lb); |
---|
87 | solverinput.bu = full(ub); |
---|
88 | solverinput.X = zeros(length(c),1); |
---|
89 | solverinput.cvec = full(c); |
---|
90 | solverinput.A = full(A); |
---|
91 | else |
---|
92 | solverinput = []; |
---|
93 | end |
---|
94 | |
---|
95 | % Save all data from the solver? |
---|
96 | if options.savesolveroutput |
---|
97 | solveroutput.x = x; |
---|
98 | solveroutput.objlp = objlp; |
---|
99 | solveroutput.clambda=clambda; |
---|
100 | solveroutput.istate=istate; |
---|
101 | solveroutput.ifail=ifail; |
---|
102 | else |
---|
103 | solveroutput = []; |
---|
104 | end |
---|
105 | |
---|
106 | % Standard interface |
---|
107 | output.Primal = x; |
---|
108 | output.Dual = D_struc; |
---|
109 | output.Slack = []; |
---|
110 | output.problem = problem; |
---|
111 | output.infostr = infostr; |
---|
112 | output.solverinput = solverinput; |
---|
113 | output.solveroutput= solveroutput; |
---|
114 | output.solvertime = solvertime; |
---|