1 | function out = yalmiptest(prefered_solver,auto) |
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2 | %YALMIPTEST Runs a number of test problems. |
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3 | % |
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4 | % YALMIPTEST is recommended when a new solver or a new version |
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5 | % of YALMIP installed. |
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6 | % |
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7 | % EXAMPLES |
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8 | % YALMIPTEST % Without argument, default solver used |
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9 | % YALMIPTEST('solver tag') % Test with specified solver |
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10 | % YALMIPTEST(options) % Test with specific options structure from |
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11 | % |
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12 | % See also SDPSETTINGS, YALMIPDEMO |
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13 | |
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14 | % Author Johan Löfberg |
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15 | % $Id: yalmiptest.m,v 1.27 2006/05/16 14:44:27 joloef Exp $ |
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16 | |
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17 | |
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18 | if ~exist('sedumi2pen.m') |
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19 | disp('Add /yalmip/extras to your path first...') |
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20 | return |
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21 | end |
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22 | |
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23 | if ~exist('bmibnb.m') |
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24 | disp('Add /yalmip/modules/ with sub-directories to your path first...') |
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25 | return |
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26 | end |
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27 | |
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28 | if ~exist('pwa_yalmip.m') |
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29 | disp('Add /yalmip/operators to your path first...') |
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30 | return |
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31 | end |
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32 | |
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33 | if ~exist('callsedumi.m') |
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34 | disp('Add /yalmip/solvers to your path first...') |
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35 | return |
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36 | end |
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37 | |
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38 | detected = which('yalmip.m','-all'); |
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39 | if length(detected)>1 |
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40 | disp('You seem to have multiple installations of YALMIP in your path. Please correct this...'); |
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41 | detected |
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42 | return |
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43 | end |
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44 | |
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45 | donttest = 0; |
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46 | if (nargin==1) & isa(prefered_solver,'char') & strcmp(prefered_solver,'test') |
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47 | donttest = 0; |
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48 | prefered_solver = ''; |
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49 | else |
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50 | donttest = 1; |
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51 | end |
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52 | |
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53 | if nargin==0 |
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54 | prefered_solver = ''; |
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55 | else |
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56 | if ~(isa(prefered_solver,'struct') | isa(prefered_solver,'char')) |
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57 | error('Argument should be a solver tag, or a sdpsettings structure'); |
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58 | end |
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59 | if isa(prefered_solver,'char') |
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60 | donttest = 1; |
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61 | end |
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62 | end |
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63 | |
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64 | if ~(exist('callsedumi')==2) |
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65 | disp('The directory yalmip/solvers is not in your path.') |
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66 | disp('Put yalmip/, yalmip/solvers, yalmip/extras and yalmip/demos in your MATLAB path.'); |
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67 | return |
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68 | end |
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69 | |
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70 | foundstring = {'not found','found'}; |
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71 | teststring = {'-failed','+passed'}; |
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72 | if ~donttest |
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73 | header = {'Solver','Version/module','Status','Unit test'}; |
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74 | else |
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75 | header = {'Solver','Version/module','Status'}; |
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76 | end |
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77 | |
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78 | [solvers,found] = getavailablesolvers(0); |
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79 | solvers = solvers([find(found);find(~found)]); |
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80 | found = [found(find(found));found(find(~found))]; |
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81 | j = 1; |
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82 | for i = 1:length(solvers) |
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83 | if solvers(i).show |
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84 | data{j,1} = upper(solvers(i).tag); |
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85 | data{j,2} = solvers(i).version; |
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86 | data{j,3} = foundstring{found(i)+1}; |
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87 | if ~donttest |
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88 | if found(i) |
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89 | if options.verbose |
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90 | disp(['Testing ' solvers(i).tag '...']); |
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91 | end |
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92 | try |
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93 | if solvers(i).maxdet |
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94 | pass = lyapell(sdpsettings('solver',solvers(i).tag,'verbose',0)); |
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95 | else |
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96 | if solvers(i).sdp |
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97 | pass = stabtest(sdpsettings('solver',solvers(i).tag,'verbose',0)); |
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98 | else |
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99 | pass = feasiblelp(sdpsettings('solver',solvers(i).tag,'verbose',0)); |
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100 | end |
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101 | end |
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102 | data{j,4} = teststring{pass+1}; |
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103 | catch |
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104 | data{j,4} = '-failed'; |
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105 | end |
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106 | else |
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107 | data{j,4} = 'not tested'; |
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108 | end |
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109 | end |
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110 | j = j+1; |
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111 | end |
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112 | end |
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113 | |
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114 | if isa(prefered_solver,'char') |
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115 | ops = sdpsettings('Solver',prefered_solver); |
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116 | else |
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117 | ops = prefered_solver; |
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118 | end |
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119 | |
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120 | if ~((nargin==2) & (ops.verbose==0)) |
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121 | table({'Searching for installed solvers'},header,data); |
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122 | disp(' ') |
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123 | end |
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124 | if nargin<2 |
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125 | disp('Press any key to continue test') |
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126 | pause |
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127 | end |
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128 | |
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129 | i=1; |
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130 | test{i}.fcn = 'testsdpvar'; |
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131 | test{i}.desc = 'sdpvar/set methods'; |
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132 | i = i+1; |
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133 | |
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134 | test{i}.fcn = 'feasiblelp'; |
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135 | test{i}.desc = 'LP'; |
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136 | i = i+1; |
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137 | |
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138 | test{i}.fcn = 'toepapprox'; |
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139 | test{i}.desc = 'LP'; |
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140 | i = i+1; |
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141 | |
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142 | test{i}.fcn = 'feasibleqp'; |
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143 | test{i}.desc = 'QP'; |
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144 | i = i+1; |
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145 | |
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146 | test{i}.fcn = 'toepapprox2'; |
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147 | test{i}.desc = 'QP'; |
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148 | i = i+1; |
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149 | |
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150 | |
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151 | test{i}.fcn = 'socptest1'; |
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152 | test{i}.desc = 'SOCP'; |
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153 | i = i+1; |
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154 | |
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155 | test{i}.fcn = 'socptest2'; |
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156 | test{i}.desc = 'SOCP'; |
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157 | i = i+1; |
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158 | |
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159 | test{i}.fcn = 'socptest3'; |
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160 | test{i}.desc = 'SOCP'; |
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161 | i = i+1; |
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162 | |
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163 | test{i}.fcn = 'complete'; |
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164 | test{i}.desc = 'SDP'; |
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165 | i = i+1; |
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166 | |
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167 | test{i}.fcn = 'complete_2'; |
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168 | test{i}.desc = 'SDP'; |
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169 | i = i+1; |
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170 | |
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171 | test{i}.fcn = 'maxcut'; |
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172 | test{i}.desc = 'SDP'; |
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173 | i = i+1; |
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174 | |
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175 | test{i}.fcn = 'feasible'; |
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176 | test{i}.desc = 'SDP'; |
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177 | i = i+1; |
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178 | |
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179 | test{i}.fcn = 'lyapell'; |
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180 | test{i}.desc = 'MAXDET'; |
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181 | i = i+1; |
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182 | |
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183 | test{i}.fcn = 'lyapell2'; |
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184 | test{i}.desc = 'MAXDET'; |
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185 | i = i+1; |
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186 | |
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187 | %test{i}.fcn = 'circuit1'; |
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188 | %test{i}.desc = 'GP'; |
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189 | %i = i+1; |
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190 | |
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191 | test{i}.fcn = 'infeasible'; |
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192 | test{i}.desc = 'Infeasible LP'; |
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193 | i = i+1; |
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194 | |
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195 | test{i}.fcn = 'infeasibleqp'; |
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196 | test{i}.desc = 'Infeasible QP'; |
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197 | i = i+1; |
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198 | |
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199 | test{i}.fcn = 'infeasiblesdp'; |
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200 | test{i}.desc = 'Infeasible SDP'; |
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201 | i = i+1; |
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202 | |
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203 | test{i}.fcn = 'momenttest'; |
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204 | test{i}.desc = 'Moment relaxation'; |
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205 | i = i+1; |
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206 | |
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207 | test{i}.fcn = 'sostest'; |
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208 | test{i}.desc = 'Sum-of-squares'; |
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209 | i = i+1; |
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210 | |
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211 | test{i}.fcn = 'bmitest'; |
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212 | test{i}.desc = 'Bilinear SDP'; |
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213 | i = i+1; |
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214 | |
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215 | |
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216 | |
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217 | pass_strings = {'Error','Passed','Solver not available'}; |
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218 | |
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219 | tt = cputime; |
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220 | |
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221 | % Run test-problems |
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222 | for i = 1:length(test) |
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223 | try |
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224 | t=cputime; |
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225 | if ops.verbose |
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226 | disp(' '); |
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227 | disp(['Testing function ' test{i}.fcn]); |
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228 | disp(' '); |
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229 | end |
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230 | [pp,ss,res] = eval([test{i}.fcn '(ops)']); |
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231 | pass(i) = pp; |
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232 | sols{i} = ss.info; |
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233 | results{i}=res; |
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234 | ttime(i) = cputime-t; |
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235 | catch |
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236 | pass(i) = 0; |
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237 | results{i} = 'NAN'; |
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238 | sols{i} = 'Unknown problem in YALMIP'; |
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239 | ttime(i) = cputime-tt; |
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240 | end |
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241 | end |
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242 | totaltime = cputime-tt; |
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243 | |
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244 | clear data; |
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245 | header = {'Test','Solution', 'Solver message'}; |
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246 | for i = 1:length(pass) |
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247 | thetime = num2str(ttime(i),4); |
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248 | data{i,1} = test{i}.desc; |
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249 | data{i,2} = results{i}; |
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250 | data{i,3} = sols{i}; |
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251 | end |
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252 | if ops.verbose |
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253 | disp(' '); |
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254 | end |
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255 | formats{1}.data.just = 'right'; |
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256 | formats{2}.data.just = 'right'; |
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257 | formats{3}.data.just = 'right'; |
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258 | |
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259 | formats{1}.header.just = 'right'; |
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260 | formats{2}.header.just = 'right'; |
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261 | formats{3}.header.just = 'right'; |
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262 | |
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263 | clc |
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264 | table([],header,data,formats) |
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265 | |
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266 | |
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267 | function [pass,sol,result] = testsdpvar(ops) |
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268 | |
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269 | % Test the sdpvar implementation |
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270 | pass = 1; |
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271 | sol.info = yalmiperror(0,'YALMIP'); |
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272 | try |
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273 | x = sdpvar(2,2); |
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274 | x = sdpvar(2,2,'symmetric'); |
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275 | x = sdpvar(2,2,'full'); |
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276 | x = sdpvar(2,2,'toeplitz'); |
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277 | x = sdpvar(2,2,'hankel'); |
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278 | x = sdpvar(2,2,'skew'); |
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279 | if ~ishermitian(sdpvar(2,2,'hermitian','complex')) |
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280 | error('bug') |
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281 | end |
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282 | if ~issymmetric(sdpvar(2,2,'symmetric','complex')) |
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283 | error('bug') |
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284 | end |
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285 | if ~isreal(real(sdpvar(2,2,'symmetric','complex'))) |
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286 | error('bug') |
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287 | end |
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288 | if isreal(sqrt(-1)*real(sdpvar(2,2,'symmetric','complex'))) |
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289 | error('bug') |
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290 | end |
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291 | x = sdpvar(2,1,'','co'); |
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292 | if ~isreal(x'*x) |
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293 | error('bug') |
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294 | end |
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295 | x = sdpvar(2,2,'','co'); |
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296 | if ~isreal(diag(x'*x)) |
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297 | error('bug') |
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298 | end |
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299 | x = sdpvar(1,1); |
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300 | y = sdpvar(2,2); |
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301 | x*eye(2); |
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302 | eye(2)*x; |
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303 | y*3; |
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304 | 3*y; |
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305 | x = sdpvar(2,3); |
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306 | y = sdpvar(2,3); |
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307 | setsdpvar(x,randn(2,3)); |
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308 | z = replace(x,x(1,1:2),[8 9]); |
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309 | z = x+y; |
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310 | z = x-y; |
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311 | z = x+1; |
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312 | z = x-1; |
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313 | z = x+ones(2,3); |
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314 | z = x-ones(2,3); |
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315 | z = ones(2,3)-x; |
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316 | z = ones(2,3)-x; |
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317 | z = eye(2)*x; |
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318 | z = x*eye(3); |
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319 | z = diag(x); |
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320 | z = trace(x); |
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321 | z = diff(x); |
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322 | z = fliplr(x); |
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323 | z = flipud(x); |
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324 | z = kron(x,eye(3)); |
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325 | z = kron(eye(3),x); |
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326 | z = rot90(x); |
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327 | z = sum(x); |
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328 | z = diff(x); |
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329 | z = x'; |
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330 | z = x.'; |
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331 | z = tril(x); |
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332 | z = triu(x); |
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333 | z = [x y]; |
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334 | z = [x;y]; |
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335 | sdpvar x y |
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336 | diag([x y])*[x^-1;y^-1]; |
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337 | assert(isequal([x x;x x]*x,[x x;x x].*x)) |
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338 | assert(isequal(trace([x x;x x]*[x y;y x]),x*x+x*y+y*x+x*x)) |
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339 | |
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340 | % Regression ?? |
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341 | yalmip('clear') |
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342 | sdpvar x |
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343 | |
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344 | (1+x+x^4)*(1-x^2); |
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345 | |
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346 | % Regression complex multiplcation |
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347 | A = randn(10,5)+sqrt(-1)*randn(10,5); |
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348 | b = randn(10,1)+sqrt(-1)*randn(10,1); |
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349 | x = sdpvar(5,1); |
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350 | res = A*x-b; |
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351 | assert(nnz(clean([res res]'*[res res]-res'*res,1e-8))==0) |
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352 | assert(isreal(clean(res'*res,1e-8))) |
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353 | |
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354 | sdpvar x(1,1,'full','complex'); |
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355 | assert(isreal(x*x')) |
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356 | |
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357 | % x = sdpvar(4,1); |
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358 | % sdpvar i a |
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359 | % y = [i a]; |
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360 | % y(1) |
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361 | % % i = sdpvar(1,1); |
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362 | % % a = sdpvar(1,1); |
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363 | % % [i a] |
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364 | % |
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365 | % |
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366 | % |
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367 | % size(x([i j])) |
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368 | % assert(all(size(x([i j])) == [2 1])) |
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369 | % assert(all(size(x(1,[i j])) == [1 2])) |
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370 | % % assert(all(size(x(1,[i j])) == [1 2])); |
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371 | % % x(1,[i j]); |
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372 | % x([i j],1); |
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373 | % x([i j],[i j]); |
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374 | |
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375 | |
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376 | |
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377 | result = 'N/A'; |
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378 | catch |
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379 | sol.info = 'Problems'; |
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380 | result = 'N/A'; |
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381 | pass = 0; |
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382 | end |
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383 | |
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384 | |
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385 | function [pass,sol,result] = feasible(ops) |
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386 | t = sdpvar(1,1); |
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387 | Y = sdpvar(2,2); |
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388 | F = set('Y<t*eye(2)'); |
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389 | F = F+set('Y>[1 0.2;0.2 1]'); |
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390 | sol = solvesdp(F,t,ops); |
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391 | pass = ismember(sol.problem,[0 3 4 5]); |
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392 | if pass |
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393 | result = resultstring(t,1.2); |
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394 | else |
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395 | result = 'N/A'; |
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396 | end |
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397 | |
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398 | |
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399 | |
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400 | function [pass,sol,result] = infeasible(ops) |
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401 | t = sdpvar(1,1); |
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402 | Y = sdpvar(2,2); |
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403 | F = set('t>0'); |
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404 | F = F+set('t<-10'); |
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405 | sol = solvesdp(F,t,ops); |
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406 | pass = ~(sol.problem==0); |
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407 | result = 'N/A'; |
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408 | |
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409 | function [pass,sol,result] = lyapell(ops) |
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410 | A = [1 0;0.4 1]; |
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411 | B = [0.4;0.08]; |
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412 | L = [1.9034 1.1501]; |
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413 | |
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414 | Y = sdpvar(2,2); |
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415 | F = set([Y Y*(A-B*L)';(A-B*L)*Y Y]); |
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416 | F = F+set('L*Y*L''<1'); |
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417 | sol = solvesdp(F,-logdet(Y),ops); |
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418 | Y = double(Y); |
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419 | pass = ismember(sol.problem,[0 3 4 5]); |
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420 | if pass |
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421 | result = resultstring(Y,[2.9957 -4.1514;-4.1514 6.2918]); |
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422 | else |
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423 | result = 'N/A'; |
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424 | end |
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425 | %pass = pass & (sum(sum(abs(Y-[2.9957 -4.15;-4.15 6.29])))<0.01); |
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426 | |
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427 | function [pass,sol,result] = lyapell2(ops) |
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428 | A = [1 0;0.4 1]; |
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429 | B = [0.4;0.08]; |
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430 | L = [1.9034 1.1501]; |
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431 | Y = sdpvar(2,2); |
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432 | F = set('[Y Y*(A-B*L)'';(A-B*L)*Y Y]>0'); |
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433 | F = F+set('L*Y*L''<1'); |
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434 | sol = solvesdp(F,-logdet(Y),ops); |
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435 | Y = double(Y); |
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436 | pass = ismember(sol.problem,[0 3 4 5]); |
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437 | if pass |
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438 | result = resultstring(Y,[2.9957 -4.1514;-4.1514 6.2918]); |
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439 | else |
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440 | result = 'N/A'; |
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441 | end |
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442 | |
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443 | function [pass,sol,result] = complete(ops) |
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444 | x = sdpvar(1,1); |
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445 | y = sdpvar(1,1); |
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446 | z = sdpvar(1,1); |
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447 | |
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448 | X = [x 1 2;1 y 3;2 3 100]; |
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449 | |
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450 | F = set(X>0); |
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451 | F = F+set(x>10); |
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452 | F = F+set(y>0); |
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453 | F = F+set(z>0); |
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454 | F = F+set(x<1000); |
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455 | F = F+set(y<1000); |
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456 | F = F+set(z<1000); |
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457 | sol = solvesdp(F,x+y+z,ops); |
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458 | x = double(x); |
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459 | y = double(y); |
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460 | z = double(z); |
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461 | |
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462 | pass = ismember(sol.problem,[0 3 4 5]); |
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463 | result = 'N/A'; |
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464 | if pass |
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465 | result = resultstring([x;y;z],[10;0.1787;0]); |
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466 | else |
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467 | result = 'N/A'; |
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468 | end |
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469 | |
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470 | |
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471 | function [pass,sol,result] = complete_2(ops) |
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472 | x = sdpvar(1,1); |
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473 | %y = sdpvar(1,1); |
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474 | z = sdpvar(1,1); |
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475 | |
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476 | X = [x 2;2 z]; |
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477 | |
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478 | F = set('X>0'); |
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479 | F = F+set('x>0'); |
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480 | F = F+set('z>0'); |
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481 | F = F+set('x<10'); |
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482 | F = F+set('z<10'); |
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483 | sol = solvesdp(F,x+z,ops); |
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484 | x = double(x); |
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485 | %y = double(y); |
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486 | z = double(z); |
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487 | |
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488 | pass = ismember(sol.problem,[0 3 4 5]); |
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489 | result = 'N/A'; |
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490 | if pass |
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491 | result = resultstring([x;z],[2;2]); |
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492 | else |
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493 | result = 'N/A'; |
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494 | end |
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495 | |
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496 | |
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497 | |
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498 | function [pass,sol,result] = maxcut(ops) |
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499 | % Upper bound on maxcut of a n-cycle |
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500 | n = 15; |
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501 | Q = zeros(n); |
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502 | for i = 1:n-1 |
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503 | Q(i,i+1) = 1;Q(i+1,i) = 1; |
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504 | end |
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505 | Q(n,1) = 1;Q(1,n) = 1; |
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506 | Q = 0.25*(diag(Q*ones(n,1))-Q); |
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507 | |
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508 | t = sdpvar(1,1); |
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509 | tau = sdpvar(n,1); |
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510 | |
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511 | F = set('t>0'); |
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512 | |
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513 | M = [-Q zeros(n,1);zeros(1,n) t]; |
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514 | |
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515 | for i = 1:n |
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516 | ei = zeros(n,1);ei(i,1) = 1; |
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517 | M = M+tau(i)*[ei*ei' zeros(n,1);zeros(1,n) -1]; |
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518 | end |
---|
519 | |
---|
520 | F = F+set(M>0); |
---|
521 | sol = solvesdp(F,t,ops); |
---|
522 | |
---|
523 | t = double(t); |
---|
524 | tau = double(t); |
---|
525 | |
---|
526 | pass = ismember(sol.problem,[0 3 4 5]); |
---|
527 | if pass |
---|
528 | result = resultstring(t,14.8361); |
---|
529 | else |
---|
530 | result = 'N/A'; |
---|
531 | end |
---|
532 | |
---|
533 | |
---|
534 | function [pass,sol,result] = socptest1(ops) |
---|
535 | x = sdpvar(2,1); |
---|
536 | a = [0;1]; |
---|
537 | b = [1;1]; |
---|
538 | F = set('||x-a||<1'); |
---|
539 | F = F+set('||x-b||<1'); |
---|
540 | sol = solvesdp(F,sum(x),ops); |
---|
541 | pass = ismember(sol.problem,[0 3 4 5]); |
---|
542 | |
---|
543 | x = double(x); |
---|
544 | |
---|
545 | if pass |
---|
546 | result = resultstring(sum(x),0.58578); |
---|
547 | else |
---|
548 | result = 'N/A'; |
---|
549 | end |
---|
550 | |
---|
551 | |
---|
552 | |
---|
553 | function [pass,sol,result] = socptest2(ops) |
---|
554 | z = sdpvar(3,1); |
---|
555 | x = sdpvar(3,1); |
---|
556 | y = sdpvar(3,1); |
---|
557 | a = [0;1;0]; |
---|
558 | b = [1;1;0]; |
---|
559 | F = set('||x-a||<1'); |
---|
560 | F = F+set('||x-b||<1'); |
---|
561 | F = F+set('x(1)==0.35'); |
---|
562 | F = F+set('z(2:3)==[5;6]'); |
---|
563 | sol = solvesdp(F,sum(x),ops); |
---|
564 | pass = ismember(sol.problem,[0 3 4 5]); |
---|
565 | |
---|
566 | x = double(x); |
---|
567 | y = double(y); |
---|
568 | z = double(z); |
---|
569 | |
---|
570 | if pass |
---|
571 | result = resultstring(sum(x),0.27592); |
---|
572 | else |
---|
573 | result = 'N/A'; |
---|
574 | end |
---|
575 | |
---|
576 | |
---|
577 | |
---|
578 | function [pass,sol,result] = socptest3(ops) |
---|
579 | z = sdpvar(2,1); |
---|
580 | x = sdpvar(2,1); |
---|
581 | y = sdpvar(3,1); |
---|
582 | a = [0;1]; |
---|
583 | b = [1;1]; |
---|
584 | F = set('||x-a||<1'); |
---|
585 | F = F+set('||x-b||<1'); |
---|
586 | F = F+set('x(1)==0.35'); |
---|
587 | F = F+set('z(1,end)>5'); |
---|
588 | F = F+set('z(2,end)<100'); |
---|
589 | F = F+set('z(2)==5'); |
---|
590 | |
---|
591 | sol = solvesdp(F,sum(x),ops); |
---|
592 | pass = ismember(sol.problem,[0 3 4 5]); |
---|
593 | |
---|
594 | x = double(x); |
---|
595 | y = double(y); |
---|
596 | z = double(z); |
---|
597 | if pass |
---|
598 | result = resultstring(sum(x),0.59); |
---|
599 | else |
---|
600 | result = 'N/A'; |
---|
601 | end |
---|
602 | |
---|
603 | |
---|
604 | |
---|
605 | function [pass,sol,result] = feasiblelp(ops) |
---|
606 | N = 5; |
---|
607 | A = [2 -1;1 0]; |
---|
608 | B = [1;0]; |
---|
609 | C = [0.5 0.5]; |
---|
610 | [H,S] = create_CHS(A,B,C,N); |
---|
611 | x = [2;0]; |
---|
612 | t = sdpvar(2*N,1); |
---|
613 | U = sdpvar(N,1); |
---|
614 | Y = H*x+S*U; |
---|
615 | F = set(U<1)+set(U>-1); |
---|
616 | F = F+set(Y(N)>-1); |
---|
617 | F = F+set(Y(N)<1); |
---|
618 | F = F+set([Y;U]<t)+set([Y;U]>-t); |
---|
619 | sol = solvesdp(F,sum(t),ops); |
---|
620 | pass = ismember(sol.problem,[0 3 4 5]); |
---|
621 | if pass |
---|
622 | result = resultstring(sum(t),12.66666); |
---|
623 | else |
---|
624 | result = 'N/A'; |
---|
625 | end |
---|
626 | |
---|
627 | function [pass,sol,result] = feasibleqp(ops) |
---|
628 | N = 5; |
---|
629 | A = [2 -1;1 0]; |
---|
630 | B = [1;0]; |
---|
631 | C = [0.5 0.5]; |
---|
632 | [H,S] = create_CHS(A,B,C,N); |
---|
633 | x = [2;0]; |
---|
634 | U = sdpvar(N,1); |
---|
635 | Y = H*x+S*U; |
---|
636 | F = set(U<1)+set(U>-1); |
---|
637 | F = F+set(Y(N)>-1); |
---|
638 | F = F+set(Y(N)<1); |
---|
639 | sol = solvesdp(F,Y'*Y+U'*U,ops); |
---|
640 | pass = ismember(sol.problem,[0 3 4 5]); |
---|
641 | if pass |
---|
642 | result = resultstring(Y'*Y+U'*U,26.35248); |
---|
643 | else |
---|
644 | result = 'N/A'; |
---|
645 | end |
---|
646 | |
---|
647 | |
---|
648 | function [pass,sol,result] = infeasibleqp(ops) |
---|
649 | N = 5; |
---|
650 | A = [2 -1;1 0]; |
---|
651 | B = [1;0]; |
---|
652 | C = [0.5 0.5]; |
---|
653 | [H,S] = create_CHS(A,B,C,N); |
---|
654 | x = [2;0]; |
---|
655 | U = sdpvar(N,1); |
---|
656 | Y = H*x+S*U; |
---|
657 | F = set(U<1)+set(U>-1); |
---|
658 | F = F+set(Y(N)>-1); |
---|
659 | F = F+set(Y(N)<1); |
---|
660 | F = F + set(U>0); |
---|
661 | sol = solvesdp(F,Y'*Y+U'*U,ops); |
---|
662 | pass = ismember(sol.problem,[1]); |
---|
663 | result = 'N/A'; |
---|
664 | |
---|
665 | |
---|
666 | |
---|
667 | function [pass,sol,result] = infeasiblesdp(ops) |
---|
668 | A = magic(6); |
---|
669 | A = A*A'; |
---|
670 | P = sdpvar(6,6); |
---|
671 | sol = solvesdp(set(A'*P+P*A < -P) + set(P>eye(6)),trace(P),ops); |
---|
672 | pass = (sol.problem==1); |
---|
673 | result = 'N/A'; |
---|
674 | |
---|
675 | function [pass,sol,result]=toepapprox(ops) |
---|
676 | |
---|
677 | n = 5; |
---|
678 | P = magic(n); |
---|
679 | Z = sdpvar(n,n,'toeplitz'); |
---|
680 | t = sdpvar(n,n,'full'); |
---|
681 | F = set(P-Z<t)+set(P-Z>-t); |
---|
682 | sol = solvesdp(F,sum(sum(t)),ops); |
---|
683 | pass = ismember(sol.problem,[0 3 4 5]); |
---|
684 | result = 'N/A'; |
---|
685 | if pass |
---|
686 | result = resultstring(sum(sum(t)),156); |
---|
687 | else |
---|
688 | result = 'N/A'; |
---|
689 | end |
---|
690 | |
---|
691 | |
---|
692 | function [pass,sol,result]=toepapprox2(ops) |
---|
693 | |
---|
694 | n = 5; |
---|
695 | P = magic(n); |
---|
696 | Z = sdpvar(n,n,'toeplitz'); |
---|
697 | t = sdpvar(n,n,'full'); |
---|
698 | resid = P-Z;resid = resid(:); |
---|
699 | sol = solvesdp([],resid'*resid,ops); |
---|
700 | pass = ismember(sol.problem,[0 3 4 5]); |
---|
701 | result = 'N/A'; |
---|
702 | if pass |
---|
703 | result = resultstring(resid'*resid,1300); |
---|
704 | else |
---|
705 | result = 'N/A'; |
---|
706 | end |
---|
707 | |
---|
708 | function [pass,sol,result]=momenttest(ops) |
---|
709 | |
---|
710 | x1 = sdpvar(1,1); |
---|
711 | x2 = sdpvar(1,1); |
---|
712 | x3 = sdpvar(1,1); |
---|
713 | |
---|
714 | objective = -2*x1+x2-x3; |
---|
715 | |
---|
716 | F = set(x1*(4*x1-4*x2+4*x3-20)+x2*(2*x2-2*x3+9)+x3*(2*x3-13)+24>0); |
---|
717 | F = F + set(4-(x1+x2+x3)>0); |
---|
718 | F = F + set(6-(3*x2+x3)>0); |
---|
719 | F = F + set(x1>0); |
---|
720 | F = F + set(2-x1>0); |
---|
721 | F = F + set(x2>0); |
---|
722 | F = F + set(x3>0); |
---|
723 | F = F + set(3-x3>0); |
---|
724 | sol = solvemoment(F,objective,ops); |
---|
725 | pass = ismember(sol.problem,[0 3 4 5]); |
---|
726 | result = 'N/A'; |
---|
727 | if pass |
---|
728 | result = resultstring(objective,-6); |
---|
729 | else |
---|
730 | result = 'N/A'; |
---|
731 | end |
---|
732 | |
---|
733 | function [pass,sol,result]=sostest(ops) |
---|
734 | |
---|
735 | yalmip('clear') |
---|
736 | x = sdpvar(1,1); |
---|
737 | y = sdpvar(1,1); |
---|
738 | t = sdpvar(1,1); |
---|
739 | F = set(sos(1+x^7+x^8+y^4-t)); |
---|
740 | sol = solvesos(F,-t,ops); |
---|
741 | pass = ismember(sol.problem,[0 3 4 5]); |
---|
742 | result = 'N/A'; |
---|
743 | if pass |
---|
744 | result = resultstring(t,0.9509); |
---|
745 | else |
---|
746 | result = 'N/A'; |
---|
747 | end |
---|
748 | |
---|
749 | function [pass,sol,result]=bmitest(ops) |
---|
750 | |
---|
751 | A = [-1 2;-3 -4]; |
---|
752 | P = sdpvar(2,2); |
---|
753 | alpha = sdpvar(1,1); |
---|
754 | F = set(P>eye(2))+set(A'*P+P*A < -2*alpha*P)+set(alpha > 0); |
---|
755 | sol = solvesdp(F,-alpha,ops); |
---|
756 | pass = ismember(sol.problem,[0 3 4 5]); |
---|
757 | result = 'N/A'; |
---|
758 | if pass |
---|
759 | result = resultstring(alpha,2.5); |
---|
760 | else |
---|
761 | result = 'N/A'; |
---|
762 | end |
---|
763 | |
---|
764 | |
---|
765 | function [pass,sol,result]=circuit1(ops) |
---|
766 | x = sdpvar(7,1); |
---|
767 | |
---|
768 | % Data |
---|
769 | a = ones(7,1); |
---|
770 | alpha = ones(7,1); |
---|
771 | beta = ones(7,1); |
---|
772 | gamma = ones(7,1); |
---|
773 | f = [1 0.8 1 0.7 0.7 0.5 0.5]'; |
---|
774 | e = [1 2 1 1.5 1.5 1 2]'; |
---|
775 | Cout6 = 10; |
---|
776 | Cout7 = 10; |
---|
777 | |
---|
778 | % Model |
---|
779 | C = alpha+beta.*x; |
---|
780 | A = sum(a.*x); |
---|
781 | P = sum(f.*e.*x); |
---|
782 | R = gamma./x; |
---|
783 | |
---|
784 | D1 = R(1)*(C(4)); |
---|
785 | D2 = R(2)*(C(4)+C(5)); |
---|
786 | D3 = R(3)*(C(5)+C(7)); |
---|
787 | D4 = R(4)*(C(6)+C(7)); |
---|
788 | D5 = R(5)*(C(7)); |
---|
789 | D6 = R(6)*Cout6; |
---|
790 | D7 = R(7)*Cout7; |
---|
791 | |
---|
792 | % Constraints |
---|
793 | F = set(x > 1) + set(P < 20) + set(A < 100); |
---|
794 | |
---|
795 | % Objective |
---|
796 | D = max((D1+D4+D6),(D1+D4+D7),(D2+D4+D6),(D2+D4+D7),(D2+D5+D7),(D3+D5+D6),(D3+D7)); |
---|
797 | |
---|
798 | sol = solvesdp(F,D,ops); |
---|
799 | |
---|
800 | pass = ismember(sol.problem,[0 3 4 5]); |
---|
801 | result = 'N/A'; |
---|
802 | if pass |
---|
803 | result = resultstring(D,7.8936); |
---|
804 | else |
---|
805 | result = 'N/A'; |
---|
806 | end |
---|
807 | |
---|
808 | |
---|
809 | |
---|
810 | |
---|
811 | |
---|
812 | function result = resultstring(x,xopt) |
---|
813 | if norm(double(x(:))-xopt(:))<1e-3*(1+norm(xopt(:))) |
---|
814 | result = 'Correct'; |
---|
815 | else |
---|
816 | result = 'Incorrect'; |
---|
817 | end |
---|
818 | |
---|
819 | function assert(a) |
---|
820 | if ~a |
---|
821 | error('Assertion failed!'); |
---|
822 | end |
---|
823 | |
---|