1 | function output = callnage04naf(varargin) |
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2 | % Author Johan Löfberg |
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3 | % $Id: callnage04naf.m,v 1.12 2006/04/10 09:34:47 joloef Exp $ |
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4 | |
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5 | % Hack for NAG |
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6 | persistent Q |
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7 | |
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8 | if nargin>1 |
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9 | output = Q*varargin{6}; |
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10 | return |
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11 | end |
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12 | |
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13 | % Retrieve needed data |
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14 | interfacedata = varargin{1}; |
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15 | options = interfacedata.options; |
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16 | F_struc = interfacedata.F_struc; |
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17 | c = interfacedata.c; |
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18 | K = interfacedata.K; |
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19 | x0 = interfacedata.x0; |
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20 | Q = 2*interfacedata.Q; |
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21 | ub = interfacedata.ub; |
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22 | lb = interfacedata.lb; |
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23 | |
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24 | bigbnd = options.nag.bigbnd; |
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25 | if isempty(ub) |
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26 | ub = bigbnd*ones(length(c),1); |
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27 | lb = -bigbnd*ones(length(c),1); |
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28 | end |
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29 | |
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30 | % NAG fails on semidefinite |
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31 | if nnz(Q)>0 |
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32 | ii = find(diag(Q)==0); |
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33 | if ~isempty(ii) |
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34 | d = zeros(length(Q),1); |
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35 | d(ii) = sqrt(eps); |
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36 | Q = Q + diag(d); |
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37 | end |
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38 | end |
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39 | |
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40 | showprogress('Calling NAG',options.showprogress); |
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41 | |
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42 | if ~isempty(F_struc) |
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43 | A =-F_struc(1:end,2:end); |
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44 | beq = F_struc(1:1:K.f,1); |
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45 | b = F_struc(K.f+1:end,1); |
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46 | |
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47 | ub = full([ub;beq;b]); |
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48 | lb = full([lb;beq;-bigbnd*ones(length(b),1)]); |
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49 | elseif ~isempty(lb)% NAG stinks on problems with no A<b constraints |
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50 | A = eye(length(c)); |
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51 | ub = full([ub;ub]); |
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52 | lb = full([lb;lb]); |
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53 | else |
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54 | A = zeros(1,length(c)); |
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55 | ub = full([ub;1]); |
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56 | lb = full([lb;0]); |
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57 | end |
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58 | |
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59 | % Bug prevents lp=full(nnz(... |
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60 | if nnz(Q)==0 |
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61 | lp = 1; |
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62 | else |
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63 | lp = 0; |
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64 | end |
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65 | |
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66 | cold = 1; |
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67 | istate = zeros(length(ub),1); |
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68 | featol = options.nag.featol*ones(length(ub),1); |
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69 | switch options.verbose |
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70 | case 0 |
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71 | msglev = -1; |
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72 | ifail = 1; |
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73 | case 1 |
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74 | msglev = 2; |
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75 | ifail = -1; |
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76 | otherwise |
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77 | msglev = 5*options.verbose; |
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78 | ifail = -1; |
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79 | end |
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80 | solvertime = clock; |
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81 | |
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82 | [x,iter,obj,clambda,istate,ifail] = e04naf(full(lb),full(ub),'callnage04naf',zeros(length(c),1),full(c),full(A),0,lp, cold,istate,featol,msglev,options.nag.itmax,options.nag.bigbnd,options.nag.orthog,ifail); |
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83 | |
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84 | solvertime = etime(clock,solvertime); |
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85 | problem = 0; |
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86 | |
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87 | % Internal format for duals |
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88 | D_struc = -clambda(length(c)+1:end); |
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89 | |
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90 | switch ifail |
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91 | case {-1,0,1,3} |
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92 | problem = 0; |
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93 | case 2 |
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94 | problem = 2; |
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95 | case {4,7} |
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96 | problem = 4; |
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97 | case {5,8} |
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98 | problem = 3; |
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99 | case 6 |
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100 | problem = 1; |
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101 | otherwise |
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102 | problem = 9; |
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103 | end |
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104 | infostr = yalmiperror(problem,'NAG'); |
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105 | |
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106 | % Save all data sent to solver? |
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107 | if options.savesolverinput |
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108 | solverinput.bl = full(lb); |
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109 | solverinput.bu = full(ub); |
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110 | solverinput.X = zeros(length(c),1); |
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111 | solverinput.cvec = full(c); |
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112 | solverinput.A = full(A); |
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113 | else |
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114 | solverinput = []; |
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115 | end |
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116 | |
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117 | % Save all data from the solver? |
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118 | if options.savesolveroutput |
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119 | solveroutput.x = x; |
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120 | solveroutput.iter = iter; |
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121 | solveroutput.obj = obj; |
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122 | solveroutput.clambda=clambda; |
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123 | solveroutput.istate=istate; |
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124 | solveroutput.ifail=ifail; |
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125 | else |
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126 | solveroutput = []; |
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127 | end |
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128 | |
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129 | % Standard interface |
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130 | output.Primal = x; |
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131 | output.Dual = D_struc; |
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132 | output.Slack = []; |
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133 | output.problem = problem; |
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134 | output.infostr = infostr; |
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135 | output.solverinput = solverinput; |
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136 | output.solveroutput= solveroutput; |
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137 | output.solvertime = solvertime; |
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138 | |
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139 | |
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140 | % NAG-hack |
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141 | clear Q |
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