60 lines
1.5 KiB
Mathematica
60 lines
1.5 KiB
Mathematica
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function prob = appendMosekSDPdata(F_struc,K,prob)
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prob.bardim = K.s;
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prob.barc.subj = [];
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prob.barc.subk = [];
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prob.barc.subl = [];
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prob.barc.val = [];
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prob.bara.subi = [];
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prob.bara.subj = [];
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prob.bara.subk = [];
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prob.bara.subl = [];
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prob.bara.val = [];
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C = F_struc(:,1);
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A = -F_struc(:,2:end);
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% -- Faster fix by Shahar
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tops = [1 cumsum(K.s.^2)+1];
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top = 1+K.f+K.l+sum(K.q);
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[ii,jj,kk] = find(A(top:top + sum(K.s.^2)-1,:));
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allcon = floor(interp1(tops,1:length(tops),ii,'linear'));
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all_iilocal = ii-tops(allcon)'+1;
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a = all_iilocal;
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b = K.s(allcon);
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allcol = ceil(a(:)./b(:))';
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allrow = a(:)' - (allcol-1).*b(:)';
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allvar = jj;
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allval = kk;
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% sort (for backward compatibility?)
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[~,ind_sort] = sort(allcon);
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allcon = allcon(ind_sort)';
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allcol = allcol(ind_sort)';
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allrow = allrow(ind_sort)';
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allvar = allvar(ind_sort)';
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allval = allval(ind_sort)';
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% --
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keep = find(allrow >= allcol);
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allcol = allcol(keep);
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allrow = allrow(keep);
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allcon = allcon(keep);
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allvar = allvar(keep);
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allval = allval(keep);
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prob.bara.subi = [prob.bara.subi allvar];
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prob.bara.subj = [prob.bara.subj allcon];
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prob.bara.subk = [prob.bara.subk allrow];
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prob.bara.subl = [prob.bara.subl allcol];
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prob.bara.val = [prob.bara.val allval];
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for j = 1:length(K.s)
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n = K.s(j);
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Ci = C(top:top+n^2-1);
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Ci = tril(reshape(Ci,n,n));
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[k,l,val] = find(Ci);
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prob.barc.subj = [prob.barc.subj j*ones(1,length(k))];
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prob.barc.subk = [prob.barc.subk k(:)'];
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prob.barc.subl = [prob.barc.subl l(:)'];
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prob.barc.val = [prob.barc.val val(:)'];
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top = top + n^2;
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end
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