1 | function output = callquadprog(interfacedata) |
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2 | |
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3 | % Author Johan Löfberg |
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4 | % $Id: callpennlp.m,v 1.5 2005/05/07 13:53:20 joloef Exp $ |
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5 | |
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6 | % Retrieve needed data |
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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 | x0 = interfacedata.x0; |
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12 | Q = interfacedata.Q; |
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13 | lb = interfacedata.lb; |
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14 | ub = interfacedata.ub; |
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15 | monomtable = interfacedata.monomtable; |
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16 | |
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17 | switch options.verbose |
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18 | case 0 |
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19 | options.fmincon.Display = 'off'; |
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20 | case 1 |
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21 | options.fmincon.Display = 'final'; |
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22 | otherwise |
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23 | options.fmincon.Display = 'iter'; |
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24 | end |
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25 | |
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26 | % Do some pre-calc to be used in calls from pennlp |
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27 | temp = sum(interfacedata.monomtable,2)>1; |
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28 | temp = (sum(interfacedata.monomtable,2)==1 & sum(interfacedata.monomtable~=0,2)==1); |
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29 | nonlinearindicies = find(full(~temp)); |
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30 | linearindicies = find(full(temp)); |
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31 | interfacedata.nonlinearindicies = nonlinearindicies; |
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32 | interfacedata.linearindicies = linearindicies; |
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33 | |
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34 | Infinity = 1.0E38; |
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35 | if isempty(lb) |
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36 | lb = -Infinity*ones(length(linearindicies),1); |
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37 | else |
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38 | lb(isinf(lb)) = -Infinity; |
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39 | end |
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40 | if isempty(ub) |
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41 | ub = Infinity*ones(length(linearindicies),1); |
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42 | else |
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43 | ub(isinf(ub)) = Infinity; |
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44 | end |
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45 | |
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46 | % Numer of constraints |
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47 | m = K.l+K.f; |
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48 | n = length(linearindicies); |
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49 | |
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50 | lb = lb(linearindicies); |
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51 | ub = ub(linearindicies); |
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52 | |
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53 | lbc = 0*ones(m,1); |
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54 | ubc = Infinity*ones(m,1); |
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55 | ubc(1:K.f) = 0; |
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56 | |
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57 | if isempty(x0) |
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58 | x0 = zeros(length(linearindicies),1); |
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59 | else |
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60 | x0 = x0(linearindicies); |
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61 | end |
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62 | |
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63 | linearConstraints = ~any(F_struc(1:K.f+K.l,1+nonlinearindicies),2); |
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64 | if ~isempty(linearConstraints) |
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65 | F = F_struc(1:K.f+K.l,:); |
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66 | F_struc = [F(~linearConstraints,:);F(linearConstraints,:);F_struc(K.f+K.l+1:end,:)]; |
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67 | lbc = [lbc(~linearConstraints);lbc(linearConstraints)]; |
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68 | ubc = [ubc(~linearConstraints);ubc(linearConstraints)]; |
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69 | end |
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70 | |
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71 | functiondata.nonlinearindicies = nonlinearindicies; |
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72 | functiondata.linearindicies = linearindicies; |
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73 | functiondata.monomtable = monomtable; |
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74 | functionGradientdata.nonlinearindicies = nonlinearindicies; |
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75 | functionGradientdata.linearindicies = linearindicies; |
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76 | functionGradientdata.monomtable = monomtable; |
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77 | functionHessiandata.nonlinearindicies = nonlinearindicies; |
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78 | functionHessiandata.linearindicies = linearindicies; |
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79 | functionHessiandata.monomtable = monomtable; |
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80 | |
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81 | constraintdata.nonlinearindicies = nonlinearindicies; |
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82 | constraintdata.linearindicies = linearindicies; |
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83 | constraintdata.monomtable = monomtable; |
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84 | constraintGradientdata.nonlinearindicies = nonlinearindicies; |
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85 | constraintGradientdata.linearindicies = linearindicies; |
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86 | constraintGradientdata.monomtable = monomtable; |
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87 | constraintHessiandata.nonlinearindicies = nonlinearindicies; |
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88 | constraintHessiandata.linearindicies = linearindicies; |
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89 | constraintHessiandata.monomtable = monomtable; |
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90 | |
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91 | functiondata.F_struc = [interfacedata.f c(:)']; |
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92 | constraintdata.F_struc = F_struc(1:K.l+K.f,:);start = K.f + K.l + 1; |
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93 | functionGradientdata.F_struc = F_struc(start:start+n-1,:);start = start+n; |
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94 | functionHessiandata.F_struc = F_struc(start:start+n^2-1,:);start = start+n^2; |
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95 | constraintGradientdata.F_struc = F_struc(start:start+n*m-1,:);start = start+n*m; |
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96 | constraintHessiandata.F_struc = F_struc(start:end,:);start = start+n*m; |
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97 | |
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98 | datasaver(functiondata,functionGradientdata,functionHessiandata,constraintdata,constraintGradientdata,constraintHessiandata) |
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99 | |
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100 | Infinity = 1.0E38; |
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101 | pen.nvars = n; |
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102 | pen.nlin = length(find(linearConstraints)); |
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103 | pen.nconstr = m; |
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104 | pen.nnz_gradient = n; |
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105 | pen.nnz_hessian = (n+1)*n/2; |
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106 | pen.lbv = lb(:)'; |
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107 | pen.ubv = ub(:)'; |
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108 | pen.lbc = lbc(:)'; |
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109 | pen.ubc = ubc(:)'; |
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110 | pen.xinit= x0(:)'; |
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111 | pen.my_f = 'pennlp_fun'; |
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112 | pen.my_f_gradient = 'pennlp_fungrad'; |
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113 | pen.my_f_hessian = 'pennlp_funhess'; |
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114 | pen.my_g = 'pennlp_con'; |
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115 | pen.my_g_gradient = 'pennlp_congrad'; |
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116 | pen.my_g_hessian = 'pennlp_conhess'; |
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117 | |
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118 | ops = struct2cell(options.pennlp);ops = [ops{1:end}]; |
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119 | pen.ioptions = [ops(1:2) options.verbose ops(3:15)]; |
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120 | if options.verbose>0 |
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121 | pen.ioptions(3) = pen.ioptions(3)+1; |
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122 | end |
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123 | pen.doptions = ops(16:end); |
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124 | |
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125 | %pen.ioptions = ops(1:15); |
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126 | %pen.foptions = ops(16:end); |
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127 | %pen.ioptions(4) = max(0,min(3,options.verbose+1)); |
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128 | |
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129 | %pen.ioptions = [100 100 2 0 0 0 1 0 0 2 0 0 0 -1 0 1]; |
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130 | %pen.doptions = [1.0E-7 1.0E0 1.0E-0 1.0E-2 5.0E-1 1.0E-1 1.0E-6 1.0E-12 1.0e-1 0.05 1.0 1.0 1.0]; |
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131 | |
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132 | if options.savedebug |
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133 | save pennlpdebug pen |
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134 | end |
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135 | |
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136 | showprogress('Calling FMINCON',options.showprogress); |
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137 | solvertime = clock; |
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138 | [obj,xout,duals,flag] = pennlpm(pen); |
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139 | solvertime = etime(clock,solvertime); |
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140 | |
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141 | if isempty(nonlinearindicies) |
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142 | x = xout(:); |
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143 | else |
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144 | x = zeros(length(interfacedata.c),1); |
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145 | for i = 1:length(linearindicies) |
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146 | x(linearindicies(i)) = xout(i); |
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147 | end |
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148 | end |
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149 | |
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150 | switch flag |
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151 | case 0 |
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152 | problem = 0; |
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153 | case {1,6,7} |
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154 | problem = 4; |
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155 | otherwise |
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156 | problem = 9; |
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157 | end |
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158 | |
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159 | % Internal format for duals |
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160 | D_struc = []; |
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161 | |
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162 | % Save all data sent to solver? |
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163 | if options.savesolverinput |
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164 | solverinput.pen = pen; |
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165 | else |
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166 | solverinput = []; |
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167 | end |
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168 | |
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169 | % Save all data from the solver? |
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170 | if options.savesolveroutput |
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171 | solveroutput.obj = obj; |
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172 | solveroutput.xout = xout; |
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173 | solveroutput.duals = duals; |
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174 | solveroutput.flag = flag; |
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175 | else |
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176 | solveroutput = []; |
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177 | end |
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178 | |
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179 | % Standard interface |
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180 | output.Primal = x; |
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181 | output.Dual = D_struc; |
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182 | output.Slack = []; |
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183 | output.problem = problem; |
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184 | output.solverinput = solverinput; |
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185 | output.solveroutput= solveroutput; |
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186 | output.solvertime = solvertime; |
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