39 lines
1.1 KiB
Mathematica
39 lines
1.1 KiB
Mathematica
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function Z = jacobiansparsityfromnonlinear(model,includeLinear)
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if nargin == 1
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% IPOPT appends linear constraints, and that sparsity structure should
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% thus be included. KNITRO does not append linears to the structure
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includeLinear = 1;
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end
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m = length(model.lb);
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allA=[model.Anonlinineq];
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if any(model.K.q)
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top = 1 + model.K.f + model.K.l;
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allQ = [];
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for i = 1:length(model.K.q)
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allQ = [allQ;any(model.F_struc(top:top+model.K.q(i)-1,2:end))];
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top = top + model.K.q(i);
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end
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allA = [allA;allQ];
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end
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allA = [allA;model.Anonlineq];
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jacobianstructure = spalloc(size(allA,1),m,0);
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depends = allA | allA;
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for i = 1:size(depends,1)
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vars = find(depends(i,:));
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[ii,vars] = find(model.deppattern(vars,:));
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vars = unique(vars);
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s = size(jacobianstructure,1);
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for j = 1:length(vars)
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jacobianstructure(i,find(vars(j) == model.linearindicies)) = 1;
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end
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end
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if includeLinear
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allA=[model.A; model.Aeq];
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depends = allA | allA;
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jacobianstructure = [jacobianstructure;depends];
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end
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Z = sparse(jacobianstructure);
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