1 | function output = callsdplr(interfacedata) |
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2 | |
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3 | % Author Johan Löfberg |
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4 | % $Id: callsdplr.m,v 1.8 2005/12/15 13:21:16 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 | ub = interfacedata.ub; |
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12 | lb = interfacedata.lb; |
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13 | lowrankdetails = interfacedata.lowrankdetails; |
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14 | |
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15 | % Create the parameter structure |
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16 | pars = options.sdplr; |
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17 | pars.printlevel = options.verbose; |
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18 | |
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19 | % ********************************************* |
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20 | % Bounded variables converted to constraints |
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21 | % N.B. Only happens when caller is BNB |
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22 | % ********************************************* |
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23 | if ~isempty(ub) |
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24 | [F_struc,K] = addbounds(F_struc,K,ub,lb); |
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25 | end |
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26 | |
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27 | % rmfield is slow... |
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28 | Knew.l = K.l; |
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29 | Knew.s = K.s; |
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30 | K = Knew; |
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31 | |
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32 | if options.savedebug |
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33 | save sdplrdebug F_struc c K pars -V6 |
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34 | end |
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35 | |
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36 | % ********************************************* |
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37 | %FIND LOW RANK STRUCTURES |
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38 | % ********************************************* |
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39 | problem = 0; |
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40 | lrA = []; |
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41 | if ~isempty(lowrankdetails) | (options.sdplr.maxrank>0 & (K.s(1)>0)) |
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42 | showprogress('Detecting low rank data',options.showprogress); |
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43 | sdploc = K.l+cumsum([1 K.s.^2]); |
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44 | k = 1; |
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45 | % FIX : Lazy code copy... |
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46 | [ix,jx,sx] = find(F_struc); |
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47 | if isempty(lowrankdetails) |
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48 | % Okay, this means we have to go through everything... |
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49 | % Get all data in F_struc for later |
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50 | for lmiid = 1:length(K.s) |
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51 | removethese = zeros(1,size(F_struc,2)-1); |
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52 | for i = 1:size(F_struc,2)-1 |
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53 | Fi = reshape(F_struc(sdploc(lmiid):sdploc(lmiid+1)-1,i+1),K.s(lmiid),K.s(lmiid)); |
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54 | if nnz(Fi)>0 |
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55 | [D,V] = getfactors(Fi); |
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56 | if length(D) <= options.sdplr.maxrank |
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57 | lrA(k).cons = i; |
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58 | lrA(k).start = sdploc(lmiid); |
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59 | lrA(k).D = D; |
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60 | lrA(k).V = V; |
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61 | k = k+1; |
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62 | removethese(i) = 1; |
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63 | end |
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64 | end |
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65 | end |
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66 | removethese = find(removethese); |
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67 | if ~isempty(removethese) |
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68 | these = find((sdploc(lmiid+1)-1>= ix) & (ix>=sdploc(lmiid)) & ismember(jx,1+removethese)); |
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69 | sx(these) = 0; |
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70 | end |
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71 | end |
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72 | else |
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73 | % Just check those constraints declared low-rank by user |
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74 | for lrdef = 1:length(lowrankdetails) |
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75 | for lrconstraint = 1:length(lowrankdetails{lrdef}.id) |
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76 | lmiid = lowrankdetails{lrdef}.id(lrconstraint); |
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77 | removethese = zeros(1,size(F_struc,2)-1); |
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78 | checkthese = lowrankdetails{lrdef}.variables; |
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79 | if isempty(checkthese) |
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80 | checkthese = 1:size(F_struc,2)-1; |
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81 | end |
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82 | for i = checkthese |
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83 | Fi = reshape(F_struc(sdploc(lmiid):sdploc(lmiid+1)-1,i+1),K.s(lmiid),K.s(lmiid)); |
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84 | if nnz(Fi)>0 |
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85 | [D,V] = getfactors(Fi); |
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86 | if (options.sdplr.maxrank == 0) | (options.sdplr.maxrank ~= 0 & (length(D) <= options.sdplr.maxrank)) |
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87 | lrA(k).cons = i; |
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88 | lrA(k).start = sdploc(lmiid); |
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89 | lrA(k).D = D; |
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90 | lrA(k).V = V; |
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91 | k = k+1; |
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92 | removethese(i) = 1; |
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93 | end |
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94 | end |
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95 | end |
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96 | removethese = find(removethese); |
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97 | if ~isempty(removethese) |
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98 | these = find((sdploc(lmiid+1)-1>= ix) & (ix>=sdploc(lmiid)) & ismember(jx,1+removethese)); |
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99 | sx(these) = 0; |
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100 | %F_struc(sdploc(lmiid):sdploc(lmiid+1)-1,1+removethese) = 0; |
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101 | end |
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102 | end |
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103 | end |
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104 | F_struc = sparse(ix,jx,sx,size(F_struc,1),size(F_struc,2)); |
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105 | end |
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106 | end |
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107 | |
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108 | % ********************************************* |
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109 | % CALL SDPLR |
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110 | % ********************************************* |
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111 | if options.showprogress;showprogress(['Calling ' interfacedata.solver.tag],options.showprogress);end |
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112 | solvertime = clock; |
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113 | if isempty(lrA) |
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114 | [x_s,y_s,info] = sdplr(F_struc(:,2:end),c,F_struc(:,1),K,pars); |
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115 | else |
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116 | [x_s,y_s,info] = sdplr(F_struc(:,2:end),c,F_struc(:,1),K,pars,lrA); |
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117 | end |
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118 | solvertime = etime(clock,solvertime); |
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119 | |
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120 | % YALMIP format |
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121 | D_struc = x_s; |
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122 | x = -y_s; |
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123 | |
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124 | % No error codes currently... |
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125 | problem = 0; |
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126 | |
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127 | infostr = yalmiperror(problem,interfacedata.solver.tag); |
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128 | |
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129 | % Save ALL data sent to solver |
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130 | if options.savesolverinput |
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131 | solverinput.A = F_struc(:,2:end); |
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132 | solverinput.c = F_struc(:,1); |
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133 | solverinput.b = c; |
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134 | solverinput.K = K; |
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135 | solverinput.pars = pars; |
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136 | else |
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137 | solverinput = []; |
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138 | end |
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139 | |
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140 | % Save ALL data from the solution? |
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141 | if options.savesolveroutput |
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142 | solveroutput.x = x_s; |
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143 | solveroutput.y = y_s; |
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144 | solveroutput.info = info; |
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145 | else |
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146 | solveroutput = []; |
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147 | end |
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148 | |
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149 | % Standard interface |
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150 | output.Primal = x(:); |
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151 | output.Dual = D_struc; |
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152 | output.Slack = []; |
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153 | output.problem = problem; |
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154 | output.infostr = infostr; |
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155 | output.solverinput = solverinput; |
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156 | output.solveroutput= solveroutput; |
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157 | output.solvertime = solvertime; |
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158 | |
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159 | function [D,V] = getfactors(Fi) |
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160 | if nnz(Fi)>0 |
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161 | [v,d] = eig(full(Fi)); |
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162 | d = diag(d); |
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163 | keep = find(abs(d)>1e-6); |
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164 | V = v(:,keep); |
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165 | D = d(keep); |
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166 | % lrA(k).cons = i; |
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167 | % lrA(k).start = sdploc(j); |
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168 | % lrA(k).D = D; |
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169 | % lrA(k).V = V; |
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170 | % k = k+1; |
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171 | else |
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172 | D = []; |
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173 | V = []; |
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174 | end |
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175 | |
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176 | |
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