84 lines
2.1 KiB
Mathematica
84 lines
2.1 KiB
Mathematica
|
function output = callfrlib(model)
|
||
|
|
|
||
|
|
% *********************************************
|
||
|
|
% Bounded variables converted to constraints
|
||
|
|
% N.B. Only happens when caller is BNB
|
||
|
|
% *********************************************
|
||
|
|
if ~isempty(model.ub)
|
||
|
|
[model.F_struc,model.K] = addStructureBounds(model.F_struc,model.K,model.ub,model.lb);
|
||
|
|
end
|
||
|
|
|
||
|
|
options = model.options;
|
||
|
|
|
||
|
|
% SeDuMi format
|
||
|
|
A = -model.F_struc(:,2:end)';
|
||
|
|
b = -model.c;
|
||
|
|
C = model.F_struc(:,1);
|
||
|
|
K = model.K;
|
||
|
|
|
||
|
|
if (strcmp(options.frlib.reduce,'') || strcmp(options.frlib.reduce,'auto'))
|
||
|
|
if model.dualized
|
||
|
|
options.frlib.reduce = 'primal';
|
||
|
|
else
|
||
|
|
options.frlib.reduce = 'dual';
|
||
|
|
end
|
||
|
|
end
|
||
|
|
|
||
|
|
if options.savedebug
|
||
|
|
save frlibdebug A b C K
|
||
|
|
end
|
||
|
|
|
||
|
|
% *********************************************
|
||
|
|
% Call frlib and solver
|
||
|
|
% *********************************************
|
||
|
|
if options.showprogress;showprogress(['Calling ' model.solver.tag],options.showprogress);end
|
||
|
|
|
||
|
|
% Reduce
|
||
|
|
prg = frlibPrg(A,b,C,K);
|
||
|
|
|
||
|
|
switch options.frlib.reduce
|
||
|
|
case 'primal'
|
||
|
|
prgR = prg.ReducePrimal(options.frlib.approximation,options.frlib);
|
||
|
|
case 'dual'
|
||
|
|
prgR = prg.ReduceDual(options.frlib.approximation,options.frlib);
|
||
|
|
otherwise
|
||
|
|
error('Wrong option ''reduce'' for frlib.');
|
||
|
|
end
|
||
|
|
|
||
|
|
if options.verbose
|
||
|
|
PrintStats(prgR);
|
||
|
|
end
|
||
|
|
|
||
|
|
% Back to YALMIP internal format to enable arbitrary solver
|
||
|
|
model.F_struc = [prgR.c' -prgR.A'];
|
||
|
|
model.c = -prgR.b;
|
||
|
|
model.K = prgR.K;
|
||
|
|
if any(model.K.s) && any(model.K.s == 0)
|
||
|
|
model.K.s(model.K.s==0)=[];
|
||
|
|
end
|
||
|
|
if any(model.K.q) && any(model.K.q == 0)
|
||
|
|
model.K.q(model.K.q==0)=[];
|
||
|
|
end
|
||
|
|
|
||
|
|
% Call SDP solver
|
||
|
|
solvertime = tic;
|
||
|
|
output = feval(model.solver.solver.call,model);
|
||
|
|
solvertime = toc(solvertime);
|
||
|
|
|
||
|
|
[x,y,dual_recov_success] = prgR.Recover(output.Dual,output.Primal);
|
||
|
|
output.Dual = x;
|
||
|
|
output.Primal = y;
|
||
|
|
|
||
|
|
output.infostr = yalmiperror(output.problem,[model.solver.tag ' -> ' model.solver.solver.tag]);
|
||
|
|
|
||
|
|
if options.savesolverinput
|
||
|
|
output.solverinput.A = A';
|
||
|
|
output.solverinput.b = b;
|
||
|
|
output.solverinput.c = C;
|
||
|
|
output.solverinput.K = K;
|
||
|
|
end
|
||
|
|
if options.savesolveroutput
|
||
|
|
output.solveroutput.reducedmodel = prgR;
|
||
|
|
output.solveroutput.dual_recov_success = dual_recov_success;
|
||
|
|
end
|