1 | function output = callpensdpm(interfacedata); |
---|
2 | |
---|
3 | % Retrieve needed data |
---|
4 | options = interfacedata.options; |
---|
5 | F_struc = interfacedata.F_struc; |
---|
6 | c = interfacedata.c; |
---|
7 | K = interfacedata.K; |
---|
8 | x0 = interfacedata.x0; |
---|
9 | ub = interfacedata.ub; |
---|
10 | lb = interfacedata.lb; |
---|
11 | |
---|
12 | % Bounded variables converted to constraints |
---|
13 | if ~isempty(ub) |
---|
14 | [F_struc,K] = addbounds(F_struc,K,ub,lb); |
---|
15 | end |
---|
16 | |
---|
17 | % ******************************* |
---|
18 | % CONVERT FROM INTERNAL FORMAT |
---|
19 | % ******************************* |
---|
20 | penstruct = sedumi2pen(F_struc,K,c,x0); |
---|
21 | |
---|
22 | % ************************** |
---|
23 | % COPY OPTIONS |
---|
24 | % ************************** |
---|
25 | ops = struct2cell(options.pensdp);ops = [ops{1:end}]; |
---|
26 | penstruct.ioptions = ops(1:8); |
---|
27 | penstruct.foptions = ops(9:end); |
---|
28 | penstruct.ioptions(4) = max(0,min(3,options.verbose+1)); |
---|
29 | if penstruct.ioptions(4)==1 |
---|
30 | penstruct.ioptions(4)=0; |
---|
31 | end |
---|
32 | |
---|
33 | % FIX |
---|
34 | if penstruct.mconstr == 0 |
---|
35 | penstruct.msizes = []; |
---|
36 | end |
---|
37 | |
---|
38 | if options.savedebug |
---|
39 | save pensdpdebug penstruct |
---|
40 | end |
---|
41 | |
---|
42 | %************************** |
---|
43 | % CALL PENSDP |
---|
44 | %************************** |
---|
45 | showprogress('Calling PENSDP',options.showprogress); |
---|
46 | solvertime = clock; |
---|
47 | [x, fx, u, iresults, fresults, iflag] = pen(penstruct); |
---|
48 | solvertime = etime(clock,solvertime); |
---|
49 | |
---|
50 | % Get dual variable (this must be possible to do easier...) |
---|
51 | u = u(:); |
---|
52 | D_struc = u(1:1:K.l); |
---|
53 | if length(K.s)>0 |
---|
54 | if K.s(1)>0 |
---|
55 | pos = K.l+1; |
---|
56 | for i = 1:length(K.s) |
---|
57 | temp = zeros(K.s(i),K.s(i)); |
---|
58 | vecZ = u(pos:pos+0.5*K.s(i)*(K.s(i)+1)-1); |
---|
59 | top = 1; |
---|
60 | for j = 1:K.s(i) |
---|
61 | len = K.s(i)-j+1; |
---|
62 | temp(j:end,j)=vecZ(top:top+len-1);top=top+len; |
---|
63 | end |
---|
64 | temp = (temp+temp');j = find(speye(K.s(i)));temp(j)=temp(j)/2; |
---|
65 | D_struc = [D_struc;temp(:)]; |
---|
66 | pos = pos + (K.s(i)+1)*K.s(i)/2; |
---|
67 | end |
---|
68 | end |
---|
69 | end |
---|
70 | |
---|
71 | switch iflag |
---|
72 | case 0 |
---|
73 | problem = 0; |
---|
74 | case 1 |
---|
75 | problem = 4; |
---|
76 | case 2 |
---|
77 | problem = 1; |
---|
78 | case 3 |
---|
79 | problem = 4; |
---|
80 | case 4 |
---|
81 | problem = 3; |
---|
82 | case 5 |
---|
83 | problem = 7; |
---|
84 | case 6 |
---|
85 | problem = 11; |
---|
86 | case 7 |
---|
87 | problem = 9; |
---|
88 | otherwise |
---|
89 | problem = -1; |
---|
90 | end |
---|
91 | infostr = yalmiperror(problem,'PENSDP/TOMLAB'); |
---|
92 | |
---|
93 | if options.savesolveroutput |
---|
94 | solveroutput.f = f; |
---|
95 | solveroutput.x = x; |
---|
96 | solveroutput.u = u; |
---|
97 | solveroutput.iflag = iflag; |
---|
98 | solveroutput.niter = niter; |
---|
99 | solveroutput.feas = feas; |
---|
100 | else |
---|
101 | solveroutput = []; |
---|
102 | end |
---|
103 | if options.savesolverinput |
---|
104 | solverinput.penstruct = penstruct; |
---|
105 | else |
---|
106 | solverinput = []; |
---|
107 | end |
---|
108 | |
---|
109 | % Standard interface |
---|
110 | output.Primal = x(:); |
---|
111 | output.Dual = D_struc; |
---|
112 | output.Slack = []; |
---|
113 | output.problem = problem; |
---|
114 | output.infostr = infostr; |
---|
115 | output.solverinput = solverinput; |
---|
116 | output.solveroutput= solveroutput; |
---|
117 | output.solvertime = solvertime; |
---|
118 | |
---|
119 | |
---|
120 | |
---|
121 | |
---|