47 lines
1.4 KiB
Mathematica
47 lines
1.4 KiB
Mathematica
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function [F_struc,K,c,Q,UB,LB,x0,Qi,Li,ri] = append_normalized_socp(F_struc,K,c,Q,UB,LB,x0)
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if K.q(1)>0
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% We don't support initials here yet
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x0 = [];
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% To simplify code, we currently normalize everything to z'*z<z0^2
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% This done by writting [c^Tx+d;Ax+b] in cone as
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% [c^Tx+d;Ax+b]==[z0;z], [z0;z] in cone
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nNew = sum(K.q);
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nOriginal = length(c);
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Ftemp = F_struc(1+K.f+K.l:end,:);
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F_strucSOCP = [Ftemp -speye(nNew)];
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F_struc = [F_struc(1:K.f+K.l,:) spalloc(K.f+K.l,nNew,0)];
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F_struc = [F_strucSOCP;F_struc];
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K.f = K.f + nNew;
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c(end+nNew) = sparse(0);
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Q(end+nNew,end+nNew) = sparse(0);
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%c = [c;spalloc(nNew,1,0)];
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%Q = blkdiag(Q,spalloc(nNew,nNew,0));
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UB = [UB;inf(nNew,1)];
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lb_local = -inf(sum(K.q),1);lb_local([1 1+cumsum(K.q(1:end-1))])=0;
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LB = [LB;lb_local];
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% for i = 1:length(K.q);
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% LB = [LB;0;-inf(K.q(i)-1,1)];
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% end
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if nargout > 7
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% Cplex interface needs explicit representations of z'Q*z+Lz+r
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top = nOriginal+1;
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ri = zeros(1,length(K.q));
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Li = spalloc(nOriginal+nNew,length(K.q),0);
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nTotal = nOriginal+nNew;
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for i = 1:length(K.q);
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ind = top:top+K.q(i)-1;
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vals = [-1 ones(1,K.q(i)-1)];
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aux = diag(sparse(ind,1,vals,nTotal,1));
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Qi{i} = aux;
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top = top + K.q(i);
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end
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end
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else
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Qi = [];
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ri = [];
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Li = [];
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end
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