61 lines
1.6 KiB
Mathematica
61 lines
1.6 KiB
Mathematica
|
function [C,A,b,blk] = sedumi2dsdp(F_struc,c,K)
|
||
|
|
%SEDUMI2DSDP Internal function to convert SeDuMi structure to format needed in DSDP
|
||
|
|
|
||
|
|
nvars = size(F_struc,2)-1;
|
||
|
|
A = [];
|
||
|
|
block = 1;
|
||
|
|
top = 1;
|
||
|
|
|
||
|
|
if K.l>0
|
||
|
|
blk{block,1} = 'diag';
|
||
|
|
blk{block,2} = K.l;
|
||
|
|
C{block,1} = sparse(F_struc(1:K.l,1));
|
||
|
|
for var_index = 1:nvars
|
||
|
|
A{block,var_index} = -sparse(F_struc(1:K.l,var_index+1));
|
||
|
|
end
|
||
|
|
block = block+1;
|
||
|
|
top = top+K.l;
|
||
|
|
end
|
||
|
|
|
||
|
|
% if K.q>0
|
||
|
|
% constraints = 1;
|
||
|
|
% while (constraints<=length(K.q))
|
||
|
|
% n = K.q(constraints);
|
||
|
|
% Cvec = F_struc(top:top+n-1,1);
|
||
|
|
% C{block,1} = [Cvec(1) Cvec(2:end)';Cvec(2:end) Cvec(1)*speye(n-1,n-1)];
|
||
|
|
% Avec = -F_struc(top:top+n-1,2:end);
|
||
|
|
% for var_index = 1:nvars
|
||
|
|
% lh = Avec(2:end,var_index);
|
||
|
|
% rh = Avec(1,var_index);
|
||
|
|
% A{block,var_index} = [rh lh';lh rh*speye(n-1)];
|
||
|
|
% end
|
||
|
|
% blk{block,1} = 'nondiag';
|
||
|
|
% blk{block,2} = n;
|
||
|
|
% constraints = constraints+1;
|
||
|
|
% block = block+1;
|
||
|
|
% top = top+n;
|
||
|
|
% end
|
||
|
|
% end
|
||
|
|
|
||
|
|
if K.s>0
|
||
|
|
constraints = 1;
|
||
|
|
while (constraints<=length(K.s))
|
||
|
|
n = K.s(constraints);
|
||
|
|
Cvec = F_struc(top:top+n^2-1,1);
|
||
|
|
C{block,1} = reshape(Cvec,n,n);
|
||
|
|
Avec = -F_struc(top:top+n^2-1,(1:nvars)+1);
|
||
|
|
Avec = reshape(Avec,n,n*nvars);
|
||
|
|
left = 1;
|
||
|
|
for var_index = 1:nvars
|
||
|
|
A{block,var_index} = Avec(:,left:left+n-1);left = left+n;
|
||
|
|
end
|
||
|
|
blk{block,1} = 'nondiag';
|
||
|
|
blk{block,2} = n;
|
||
|
|
constraints = constraints+1;
|
||
|
|
block = block+1;
|
||
|
|
top = top+n*n;
|
||
|
|
end
|
||
|
|
end
|
||
|
|
% And we solve dual...
|
||
|
|
b = -c(:);
|