function output = callpenbmi(interfacedata); % Author Johan Löfberg % $Id: callpenbmi.m,v 1.5 2005/05/07 13:53:20 joloef Exp $ % Retrieve needed data options = interfacedata.options; F_struc = interfacedata.F_struc; c = interfacedata.c; Q = interfacedata.Q; K = interfacedata.K; x0 = interfacedata.x0; monomtable = interfacedata.monomtable; ub = interfacedata.ub; lb = interfacedata.lb; % Bounded variables converted to constraints if ~isempty(ub) [F_struc,K] = addbounds(F_struc,K,ub,lb); end if K.f>0 F_struc = [-F_struc(1:K.f,:);F_struc]; F_struc(1:K.f,1) = F_struc(1:K.f,1)+sqrt(eps); K.l = K.l + 2*K.f; K.f = 0; end nonlinearindicies = find(sum(monomtable,2)>1); linearindicies = setdiff(1:length(c),nonlinearindicies); c0 = c; c = c(linearindicies); % Any non-linear scalar inequalities? % Move these to the BMI part if K.l>0 nonlinear_scalars = find(any(full(F_struc(1:K.l,[nonlinearindicies(:)'+1])),2)); if ~isempty(nonlinear_scalars) Kold = K; linear_scalars = setdiff(1:K.l,nonlinear_scalars); F_struc = [F_struc(linear_scalars,:);F_struc(nonlinear_scalars,:);F_struc(K.l+1:end,:)]; K.l = K.l-length(nonlinear_scalars); if (length(K.s)==1) & (K.s==0) K.s = [repmat(1,1,length(nonlinear_scalars))]; else K.s = [repmat(1,1,length(nonlinear_scalars)) K.s]; end end end if ~isempty(F_struc) penstruct = sedumi2pen(F_struc(:,[1 linearindicies(:)'+1]),K,c,x0); else penstruct = sedumi2pen([],K,c,x0); end if ~isempty(nonlinearindicies) bmi = sedumi2pen(F_struc(:,[nonlinearindicies(:)'+1]),K,[],[]); penstruct.ki_dim = bmi.ai_dim; % Nonlinear index penstruct.ki_dim = bmi.ai_dim; penstruct.ki_row = bmi.ai_row; penstruct.ki_col = bmi.ai_col; penstruct.ki_nzs = bmi.ai_nzs; penstruct.ki_val = bmi.ai_val; for i = 1:length(bmi.ai_idx) nl = nonlinearindicies(1+bmi.ai_idx(i)); v = find(monomtable(nl,:)); if length(v)==1 v(2)=v(1); end penstruct.ki_idx(i)=v(1); penstruct.kj_idx(i)=v(2); end else penstruct.ki_dim = 0*penstruct.ai_dim; penstruct.ki_row = []; penstruct.ki_col = []; penstruct.ki_nzs = []; penstruct.ki_val = []; penstruct.ki_idx = []; penstruct.kj_idx = []; penstruct.kj_val = []; end if nnz(Q)>0 [row,col,vals] = find(triu(Q)); penstruct.q_nzs = length(row); penstruct.q_val = vals; penstruct.q_col = col-1; penstruct.q_row = row-1; else penstruct.q_nzs = 0; penstruct.q_val = 0; penstruct.q_col = 0; penstruct.q_row = 0; end ops = struct2cell(options.penbmi);ops = [ops{1:end}]; penstruct.ioptions = ops(1:12); penstruct.foptions = ops(13:end); penstruct.ioptions(4) = max(0,min(3,options.verbose+1)); if penstruct.ioptions(4)==1 penstruct.ioptions(4)=0; end % **************************************** % UNCOMMENT THIS IF USING PENBMI version 1 % **************************************** % penstruct.ioptions = penstruct.ioptions(1:8); % penstruct.foptions = penstruct.foptions(1:8); if ~isempty(x0) penstruct.x0 = x0(linearindicies); penstruct.x0 = penstruct.x0(:)'; end % FIX if penstruct.mconstr == 0 penstruct.msizes = []; end if options.savedebug save penbmidebug penstruct end showprogress('Calling PENBMI',options.showprogress); solvertime = clock; try if all(c==0) [xout, fx, u, iresults, fresults, iflag] = pen(penstruct,1); else [xout, fx, u, iresults, fresults, iflag] = pen(penstruct,0); end catch % Fix for bug i tomlab if all(c==0) [xout, fx, u, iresults, fresults, iflag] = pen(penstruct); else [xout, fx, u, iresults, fresults, iflag] = pen(penstruct); end end solvertime = etime(clock,solvertime); % Get dual variable % First, get the nonlinear scalars treated as BMIs if exist('nonlinear_scalars') if ~isempty(nonlinear_scalars) u = u(:); n_orig_scalars = length(nonlinear_scalars)+K.l; linear_scalars = setdiff(1:n_orig_scalars,nonlinear_scalars); u_nonlinear=u(K.l+1:K.l+length(nonlinear_scalars)); u(K.l+1:K.l+length(nonlinear_scalars))=[]; u_linear = u(1:K.l); u_scalar = zeros(1,n_orig_scalars); u_scalar(linear_scalars)=u_linear; u_scalar(nonlinear_scalars)=u_nonlinear; u = [u_scalar(:);u(1+K.l:end)]; K = Kold; end end u = u(:); D_struc = u(1:1:K.l); if length(K.s)>0 if K.s(1)>0 pos = K.l+1; for i = 1:length(K.s) temp = zeros(K.s(i),K.s(i)); vecZ = u(pos:pos+0.5*K.s(i)*(K.s(i)+1)-1); top = 1; for j = 1:K.s(i) len = K.s(i)-j+1; temp(j:end,j)=vecZ(top:top+len-1);top=top+len; end temp = (temp+temp');j = find(speye(K.s(i)));temp(j)=temp(j)/2; D_struc = [D_struc;temp(:)]; pos = pos + (K.s(i)+1)*K.s(i)/2; end end end %Recover solution if isempty(nonlinearindicies) x = xout(:); else x = zeros(length(c0),1); for i = 1:length(linearindicies) x(linearindicies(i)) = xout(i); end end problem = 0; switch iflag case 0 problem = 0; % OK case {1,3} problem = 4; case 2 problem = 1; % INFEASIBLE case 4 problem = 3; % Numerics case 5 problem = 7; case {6,7} problem = 11; otherwise problem = -1; end infostr = yalmiperror(problem,'PENBMI/TOMLAB'); if options.savesolveroutput solveroutput.xout = xout; solveroutput.fx = fx; solveroutput.u = u; solveroutput.iresults = iresults; solveroutput.fresults = fresults; solveroutput.iflag = iflag; else solveroutput = []; end if options.savesolverinput solverinput.penstruct = penstruct; else solverinput = []; end % Standard interface output.Primal = x(:); output.Dual = D_struc; output.Slack = []; output.problem = problem; output.infostr = infostr; output.solverinput = solverinput; output.solveroutput= solveroutput; output.solvertime = solvertime;