87 lines
1.7 KiB
Mathematica
87 lines
1.7 KiB
Mathematica
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function output = callipqp(varargin)
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% Retrieve needed data
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interfacedata = varargin{1};
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options = interfacedata.options;
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F_struc = interfacedata.F_struc;
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c = interfacedata.c;
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K = interfacedata.K;
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x0 = interfacedata.x0;
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Q = 2*interfacedata.Q;
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ub = interfacedata.ub;
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lb = interfacedata.lb;
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showprogress('Calling IPQP',options.showprogress);
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if K.f>0
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A = -F_struc(1:K.f,2:end);
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b = F_struc(1:K.f,1);
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else
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A = [];
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b = [];
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end
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if K.l>0
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C = -F_struc(1+K.f:K.f+K.l,2:end);
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d = F_struc(1+K.f:K.f+K.l,1);
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else
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C = [];
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d = [];
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end
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if ~isempty(ub)
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C = [C;eye(length(c))];
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d = [d;ub];
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end
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if ~isempty(lb)
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C = [C;-eye(length(c))];
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d = [d;-lb];
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end
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solvertime = tic;
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[x,problem] = ipqp(2*Q,c,C,d,A,b);
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solvertime = toc(solvertime);
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% Internal format for duals
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D_struc = [];
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switch problem
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case 0
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problem = 0;
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infostr = yalmiperror(problem,'IPQP');
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case 1
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problem = 1;
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infostr = yalmiperror(problem,'IPQP');
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otherwise
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problem = 2;
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infostr = yalmiperror(problem,'IPQP');
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end
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% Save all data sent to solver?
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if options.savesolverinput
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% solverinput.A = A;
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% solverinput.b = b;
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% solverinput.C = Aq;
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% solverinput.q = beq;
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% solverinput.c = c;
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% solverinput.H = Q;
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% solverinput.options = options.nag;
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else
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solverinput = [];
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end
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% Save all data from the solver?
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if options.savesolveroutput
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% solveroutput.x = x;
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% solveroutput.fmin = fmin;
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% solveroutput.flag = flag;
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% solveroutput.output=output;
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% solveroutput.lambda=lambda;
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else
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solveroutput = [];
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end
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% Standard interface
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output = createOutputStructure(x,D_struc,[],problem,infostr,solverinput,solveroutput,solvertime);
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