[37] | 1 | function output = callpensdpm(interfacedata); |
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| 2 | |
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| 3 | % Retrieve needed data |
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| 4 | options = interfacedata.options; |
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| 5 | F_struc = interfacedata.F_struc; |
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| 6 | c = interfacedata.c; |
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| 7 | K = interfacedata.K; |
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| 8 | x0 = interfacedata.x0; |
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| 9 | ub = interfacedata.ub; |
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| 10 | lb = interfacedata.lb; |
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| 11 | |
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| 12 | % Bounded variables converted to constraints |
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| 13 | if ~isempty(ub) |
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| 14 | [F_struc,K] = addbounds(F_struc,K,ub,lb); |
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| 15 | end |
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| 16 | |
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| 17 | if K.f>0 |
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| 18 | F_struc = [-F_struc(1:K.f,:);F_struc]; |
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| 19 | F_struc(1:K.f,1) = F_struc(1:K.f,1)+sqrt(eps); |
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| 20 | K.l = K.l + 2*K.f; |
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| 21 | K.f = 0; |
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| 22 | end |
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| 23 | |
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| 24 | % ******************************* |
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| 25 | % CONVERT FROM INTERNAL FORMAT |
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| 26 | % ******************************* |
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| 27 | pen = sedumi2pen(F_struc,K,c,x0); |
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| 28 | |
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| 29 | % ************************** |
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| 30 | % COPY OPTIONS |
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| 31 | % ************************** |
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| 32 | ops = struct2cell(options.pensdp);ops = [ops{1:end}]; |
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| 33 | pen.ioptions = ops(1:8); |
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| 34 | pen.foptions = ops(9:end); |
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| 35 | pen.ioptions(4) = max(0,min(3,options.verbose+1)); |
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| 36 | if pen.ioptions(4)==1 |
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| 37 | pen.ioptions(4)=0; |
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| 38 | end |
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| 39 | |
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| 40 | if ~isempty(x0) |
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| 41 | x0(isnan(x0)) = 0; |
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| 42 | pen.x0 = x0(:)'; |
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| 43 | end |
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| 44 | |
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| 45 | %************************** |
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| 46 | % CALL PENSDP |
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| 47 | %************************** |
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| 48 | if options.savedebug |
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| 49 | save pensdpmdebug pen |
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| 50 | end |
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| 51 | if options.showprogress;showprogress('Calling PENSDP',options.showprogress);end |
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| 52 | if interfacedata.getsolvertime solvertime = clock; end |
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| 53 | [f,x,u,iflag,niter,feas] = pensdpm(pen); |
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| 54 | if interfacedata.getsolvertime solvertime = etime(clock,solvertime);else solvertime = 0;end |
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| 55 | |
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| 56 | % Get dual variable (this must be possible to do easier...) |
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| 57 | if options.saveduals | options.dimacs |
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| 58 | u = u(:); |
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| 59 | D_struc = u(1:1:K.l); |
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| 60 | if length(K.s)>0 |
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| 61 | if K.s(1)>0 |
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| 62 | pos = K.l+1; |
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| 63 | for i = 1:length(K.s) |
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| 64 | temp = zeros(K.s(i),K.s(i)); |
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| 65 | vecZ = u(pos:pos+0.5*K.s(i)*(K.s(i)+1)-1); |
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| 66 | top = 1; |
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| 67 | for j = 1:K.s(i) |
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| 68 | len = K.s(i)-j+1; |
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| 69 | temp(j:end,j)=vecZ(top:top+len-1);top=top+len; |
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| 70 | end |
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| 71 | temp = (temp+temp');j = find(speye(K.s(i)));temp(j)=temp(j)/2; |
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| 72 | D_struc = [D_struc;temp(:)]; |
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| 73 | pos = pos + (K.s(i)+1)*K.s(i)/2; |
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| 74 | end |
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| 75 | end |
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| 76 | end |
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| 77 | else |
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| 78 | D_struc = []; |
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| 79 | end |
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| 80 | |
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| 81 | switch iflag |
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| 82 | case 0 |
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| 83 | problem = 0; |
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| 84 | case 1 |
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| 85 | problem = 4; |
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| 86 | case 2 |
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| 87 | problem = 1; |
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| 88 | case 3 |
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| 89 | problem = 4; |
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| 90 | case 4 |
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| 91 | problem = 3; |
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| 92 | case 5 |
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| 93 | problem = 7; |
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| 94 | case 6 |
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| 95 | problem = 11; |
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| 96 | case 7 |
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| 97 | problem = 9; |
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| 98 | otherwise |
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| 99 | problem = -1; |
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| 100 | end |
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| 101 | infostr = yalmiperror(problem,'PENSDP/PENOPT'); |
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| 102 | |
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| 103 | if options.savesolveroutput |
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| 104 | solveroutput.f = f; |
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| 105 | solveroutput.x = x; |
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| 106 | solveroutput.u = u; |
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| 107 | solveroutput.iflag = iflag; |
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| 108 | solveroutput.niter = niter; |
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| 109 | solveroutput.feas = feas; |
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| 110 | else |
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| 111 | solveroutput = []; |
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| 112 | end |
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| 113 | if options.savesolverinput |
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| 114 | solverinput.pen = pen; |
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| 115 | else |
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| 116 | solverinput = []; |
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| 117 | end |
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| 118 | |
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| 119 | % Standard interface |
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| 120 | output.Primal = x(:); |
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| 121 | output.Dual = D_struc; |
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| 122 | output.Slack = []; |
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| 123 | output.problem = problem; |
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| 124 | output.infostr = infostr; |
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| 125 | output.solverinput = solverinput; |
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| 126 | output.solveroutput= solveroutput; |
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| 127 | output.solvertime = solvertime; |
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| 128 | |
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| 129 | |
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| 130 | |
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| 131 | |
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