117 lines
3.0 KiB
Mathematica
117 lines
3.0 KiB
Mathematica
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function output = callcdcs(model)
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% Retrieve needed data
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options = model.options;
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F_struc = model.F_struc;
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c = model.c;
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K = model.K;
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ub = model.ub;
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lb = model.lb;
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% *********************************************
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% Bounded variables converted to constraints
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% N.B. Only happens when caller is BNB
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% *********************************************
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if ~isempty(ub)
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[F_struc,K] = addStructureBounds(F_struc,K,ub,lb);
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end
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% Avoid bug (by design?) in SeDuMi on 1D second order cones
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if any(K.q == 2)
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[F_struc,K] = fix1Dqcone(F_struc,K);
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end
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options.cdcs.verbose = options.verbose;
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aK.f = K.f;
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aK.l = K.l;
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aK.q = K.q;
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aK.s = K.s;
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K = aK;
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% Create the options structure for cdcs
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opts = options.cdcs;
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opts.verbose = double(options.verbose);
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if options.savedebug
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save cdcsdebug F_struc c K opts
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end
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% *********************************************
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% Call CDCS
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% *********************************************
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if options.showprogress;showprogress(['Calling ' model.solver.tag],options.showprogress);end
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% GF: this shoud now work. Outputs x_s, y_s are in standard SeDuMi format
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problem = 0;
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solvertime = tic;
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try
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[x_s,y_s,z_s,info] = cdcs(-F_struc(:,2:end),-c,F_struc(:,1),K,options.cdcs);
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% Internal format
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Primal = y_s;
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Dual = x_s;
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catch
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disp('Unexpected crash in CDCS!')
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disp('Make sure you have a recent working version of CDCS (test with CDCSTest)')
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problem = 9;
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end
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solvertime = toc(solvertime);
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% Set problem code from solver if successful run
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if problem~=9
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if info.problem<4
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% CDCS problem code matches YALMIP
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% 0: successfully solved
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% 1: primal infeasible
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% 2: dual infeasible (unbounded objective)
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% 3: max number of iterations reached
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problem = info.problem;
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else
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% Solution probably good, but error in post-processing routine
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% Please check if problem code is appropriate
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problem = 11;
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end
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end
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infostr = yalmiperror(problem,model.solver.tag);
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% Save ALL data sent to solver
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if options.savesolverinput
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solverinput.Atveriny = -F_struc(:,2:end);
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solverinput.c = F_struc(:,1);
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solverinput.b = -c;
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solverinput.K = K;
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solverinput.options = options.cdcs;
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else
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solverinput = [];
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end
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% Save ALL data from the solution?
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if options.savesolveroutput
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solveroutput.x = x_s;
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solveroutput.y = y_s;
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solveroutput.z = z_s;
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solveroutput.info = info;
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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(Primal,Dual,[],problem,infostr,solverinput,solveroutput,solvertime);
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function [new_F_struc,K] = fix1Dqcone(F_struc,K);
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new_F_struc = F_struc(1:(K.l+K.f),:);
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top = K.f + K.l + 1;
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for i = 1:length(K.q)
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if K.q(i) == 2
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new_F_struc = [new_F_struc;F_struc(top,:);F_struc(top+1,:);F_struc(top,:)*0];
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K.q(i) = 3;
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top = top + 2;
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else
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new_F_struc = [new_F_struc;F_struc(top:top+K.q(i)-1,:)];
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top = top + K.q(i);
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end
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end
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new_F_struc = [new_F_struc;F_struc(top:end,:)];
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