98 lines
2.6 KiB
Mathematica
98 lines
2.6 KiB
Mathematica
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function prob = yalmip2SDPmosek(model)
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% Extract to sedumi format
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%model.C = model.F_struc(:,1);
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%model.A = -model.F_struc(:,2:end);
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model.b = -model.c;
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K = model.K;
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%prob.a = model.A(1:(K.f+K.l+sum(K.q)),:)';
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%prob.c = model.C(1:(K.f+K.l+sum(K.q)));
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prob.a = -model.F_struc(1:(K.f+K.l+sum(K.q)),2:end)';
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prob.c = model.F_struc(1:(K.f+K.l+sum(K.q)),1);
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prob.blx = [-inf(K.f,1);zeros(K.l,1);-inf(sum(K.q),1)];
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prob.bux = [inf(K.f+K.l+sum(K.q),1)];
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prob.bardim = model.K.s;
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prob.blc = model.b;
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prob.buc = model.b;
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top = 1+K.f+K.l+sum(K.q);
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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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tops = [1];
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for j = 1:length(model.K.s)
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n = model.K.s(j);
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tops = [tops tops(end)+n^2];
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end
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[ii,jj,kk] = find(model.F_struc(top:top + sum(K.s.^2)-1,2:end));
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%[ii,jj,kk] = find(model.A(top:top + sum(K.s.^2)-1,:));
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cols = zeros(length(ii),1);
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rows = zeros(length(ii),1);
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allcol = [];
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allrow = [];
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allcon = [];
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allvar = [];
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allval = [];
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for j = 1:length(model.K.s)
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ind = find(ii>=tops(j) & ii<=tops(j+1)-1);
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iilocal = ii(ind)-tops(j)+1;
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col = ceil(iilocal/model.K.s(j));
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row = iilocal - (col-1)*model.K.s(j);
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allcol = [allcol col(:)'];
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allrow = [allrow row(:)'];
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allvar = [allvar jj(ind(:))'];
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allval = [allval -kk(ind(:))'];
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%allval = [allval kk(ind(:))'];
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allcon = [allcon repmat(j,1,length(col))];
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end
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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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%allvar = jj(keep);
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%allval = kk(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(model.K.s)
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n = model.K.s(j);
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%Ci = model.C(top:top+n^2-1);
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Ci = model.F_struc(top:top+n^2-1,1);
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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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if K.q(1)>0
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prob.cones.type = [repmat(0,1,length(K.q))];
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top = 1 + K.f + K.l;
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prob.cones.sub = [];
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prob.cones.subptr = [];
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for i = 1:length(K.q)
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prob.cones.subptr = [ prob.cones.subptr 1+length(prob.cones.sub)];
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prob.cones.sub = [prob.cones.sub 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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