71 lines
1.5 KiB
Mathematica
71 lines
1.5 KiB
Mathematica
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function model = yalmip2quadprog(interfacedata);
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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 = interfacedata.Q;
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lb = interfacedata.lb;
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ub = interfacedata.ub;
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if nnz(Q)==0
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ops = options.linprog;
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else
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ops = options.quadprog;
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end
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switch options.verbose
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case 0
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ops.Display = 'off';
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case 1
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ops.Display = 'final';
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otherwise
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ops.Display = 'iter';
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end
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% QUAPROG does not like lb==ub in (LINUX/6.1)
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equality_in_bound = find((abs(lb-ub)<1e-12) & ~isinf(lb));
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n = length(c);
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m = length(equality_in_bound);
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if ~isempty(equality_in_bound)
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F_struc = [-lb(equality_in_bound) sparse(1:m,equality_in_bound,ones(m,1),m,n);F_struc];
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ub(equality_in_bound) = ub(equality_in_bound) + 1;
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lb(equality_in_bound) = lb(equality_in_bound) - 1;
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K.f = K.f + m;
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end
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if ~isempty(F_struc)
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Aeq = -F_struc(1:1:K.f,2:end);
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beq = F_struc(1:1:K.f,1);
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A =-F_struc(K.f+1:end,2:end);
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b = F_struc(K.f+1:end,1);
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else
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A = [];
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b = [];
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Aeq = [];
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beq = [];
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end
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if isfield(ops,'LargeScale')
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if ~isequal(ops.LargeScale,'on')
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Q = full(Q);
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c = full(c);
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A = full(A);
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b = full(b);
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Aeq = full(Aeq);
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beq = full(beq);
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end
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end
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model.Q = 2*Q;
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model.c = c;
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model.A = A;
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model.b = b;
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model.Aeq = Aeq;
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model.beq = beq;
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model.lb = lb;
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model.ub = ub;
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model.ops = ops;
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model.x0 = interfacedata.x0;
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model.f = interfacedata.f;
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