1 | function output = callsdpt3302(interfacedata) |
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2 | |
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3 | % Author Johan Löfberg |
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4 | % $Id: callsdpt3302.m,v 1.8 2006/03/20 19:32:21 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 | ub = interfacedata.ub; |
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13 | lb = interfacedata.lb; |
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14 | |
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15 | % Bounded variables converted to constraints |
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16 | if ~isempty(ub) |
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17 | [F_struc,K] = addbounds(F_struc,K,ub,lb); |
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18 | end |
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19 | |
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20 | % Convert from internal (sedumi-like) format |
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21 | [blk,A,C,b,oldKs]=sedumi2sdpt3(F_struc(:,1),F_struc(:,2:end),c,K,30); |
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22 | |
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23 | options.sdpt3.printyes=double(options.verbose); |
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24 | |
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25 | if options.savedebug |
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26 | sdpt3options = options.sdpt3; |
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27 | save sdpt3debug blk A C b sdpt3options x0 |
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28 | end |
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29 | |
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30 | solvertime = clock; |
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31 | showprogress('Calling SDPT3',options.showprogress); |
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32 | if options.verbose==0 % SDPT3 does not run silent despite printyes=0! |
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33 | evalc('[obj,X,y,Z,info,runhist,Xiter,yiter,Ziter] = sqlp(blk,A,C,b,options.sdpt3,[],x0,[]);'); |
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34 | else |
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35 | [obj,X,y,Z,info,runhist,Xiter,yiter,Ziter] = sqlp(blk,A,C,b,options.sdpt3,[],x0,[]); |
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36 | end |
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37 | |
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38 | % Create variables in internal format |
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39 | % A bit messy ... |
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40 | Dual = []; |
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41 | Slack = []; |
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42 | top = 1; |
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43 | if K.f>0 |
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44 | Dual = [Dual;X{top}(:)]; |
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45 | Slack = [Slack;Z{top}(:)]; |
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46 | top = top+1; |
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47 | end |
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48 | if K.l>0 |
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49 | Dual = [Dual;X{top}(:)]; |
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50 | Slack = [Slack;Z{top}(:)]; |
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51 | top = top + 1; |
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52 | end |
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53 | if K.q(1)>0 |
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54 | Dual = [Dual;Z{top}(:)]; |
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55 | Slack = [Slack;Z{top}(:)]; |
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56 | top = top + 1; |
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57 | end |
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58 | if K.s(1)>0 |
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59 | % Messy format in SDPT3 to block and sort small SDPs |
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60 | u = blk(:,1); |
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61 | u = find([u{:}]=='s'); |
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62 | s = 1; |
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63 | for top = u |
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64 | ns = blk(top,2);ns = ns{1}; |
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65 | k = 1; |
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66 | for i = 1:length(ns) |
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67 | Xi{oldKs(s)} = X{top}(k:k+ns(i)-1,k:k+ns(i)-1); |
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68 | Zi{oldKs(s)} = Z{top}(k:k+ns(i)-1,k:k+ns(i)-1); |
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69 | s = s + 1; |
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70 | k = k+ns(i); |
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71 | end |
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72 | end |
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73 | for i = 1:length(Xi) |
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74 | Dual = [Dual;Xi{i}(:)]; |
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75 | Slack = [Slack;Zi{i}(:)]; |
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76 | end |
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77 | end |
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78 | |
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79 | solvertime = etime(clock,solvertime); |
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80 | x = -y; % Our notation does not coincide ... |
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81 | |
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82 | % Convert error code |
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83 | switch info(1) |
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84 | case 0 |
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85 | problem = 0; % No problems detected |
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86 | case {-1,-5} |
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87 | problem = 5; % Lack of progress |
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88 | case {-2,-3,-4,-7} |
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89 | problem = 4; % Numerical problems |
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90 | case -6 |
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91 | problem = 3; % Maximum iterations exceeded |
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92 | case -10 |
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93 | problem = 7; % YALMIP sent incorrect input to solver |
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94 | case 1 |
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95 | problem = 2; % Dual feasibility |
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96 | case 2 |
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97 | problem = 1; % Primal infeasibility |
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98 | otherwise |
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99 | problem = -1; % Unknown error |
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100 | end |
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101 | infostr = yalmiperror(problem,interfacedata.solver.tag); |
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102 | |
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103 | if options.savesolveroutput |
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104 | solveroutput.obj = obj; |
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105 | solveroutput.X = X; |
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106 | solveroutput.y = y; |
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107 | solveroutput.Z = Z; |
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108 | solveroutput.info = info; |
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109 | solveroutput.runhist = runhist; |
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110 | solveroutput.Xiter = Xiter; |
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111 | solveroutput.yiter = yiter; |
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112 | solveroutput.Ziter = Ziter; |
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113 | else |
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114 | solveroutput = []; |
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115 | end |
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116 | |
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117 | if options.savesolverinput |
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118 | solverinput.blk = blk; |
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119 | solverinput.A = A; |
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120 | solverinput.C = C; |
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121 | solverinput.b = b; |
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122 | solverinput.X0 = []; |
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123 | solverinput.y0 = x0; |
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124 | solverinput.Z0 = []; |
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125 | solverinput.options = options.sdpt3; |
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126 | else |
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127 | solverinput = []; |
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128 | end |
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129 | |
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130 | % Standard interface |
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131 | output.Primal = x; |
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132 | output.Dual = Dual; |
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133 | output.Slack = Slack; |
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134 | output.problem = problem; |
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135 | output.infostr = infostr; |
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136 | output.solverinput = solverinput; |
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137 | output.solveroutput= solveroutput; |
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138 | output.solvertime = solvertime; |
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