229 lines
7.7 KiB
Mathematica
229 lines
7.7 KiB
Mathematica
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%%*******************************************************************
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%% Read in a problem in SeDuMi format.
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%%
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%% [blk,A,C,b,perm] = read_sedumi(fname,b,c,K)
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%%
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%% Input: fname.mat = name of the file containing SDP data in
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%% SeDuMi format.
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%%
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%% Important note: Sedumi's notation for free variables "K.f"
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%% is coded in SDPT3 as blk{p,1} = 'u', where
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%% "u" is used for unrestricted variables.
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%%*****************************************************************
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%% SDPT3: version 4.0
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%% Copyright (c) 1997 by
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%% Kim-Chuan Toh, Michael J. Todd, Reha H. Tutuncu
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%% Last Modified: 16 Sep 2004
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%%*****************************************************************
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function [blk,Avec,C,b,perm] = read_sedumi(fname,b,c,K,smallblkdim)
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if (nargin < 5)
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smallblkdim = 50;
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end
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A = 0;
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At = 0;
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if isstr(fname)
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%%
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%% load the matlab file containing At, c, b, and K
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%%
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K.f = []; K.l = []; K.q = [];
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compressed = 0;
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if exist([fname,'.mat.gz']);
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compressed = 1;
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%unix(['gunzip ', fname,'.mat.gz']); %%modified: 2017-May-08
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gunzup([fname,'.mat.gz']);
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elseif exist([fname,'.gz']);
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compressed = 2;
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%unix(['gunzip ', fname,'.gz']);
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gunzip([fname,'.gz']);
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elseif exist([fname,'.mat.Z']);
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compressed = 3;
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unix(['uncompress ', fname,'.mat.Z']);
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elseif exist([fname,'.Z']);
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compressed = 4;
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unix(['uncompress ', fname,'.Z']);
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end
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if exist([fname,'.mat']) | exist(fname)
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eval(['load ', fname]);
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else
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fprintf('*** Problem not found, please specify the correct path or problem. \n');
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blk = []; Avec = []; C = []; b = [];
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return;
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end
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if (compressed == 1)
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%unix(['gzip ', fname,'.mat']);
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gzip([fname,'.mat']); %%modified: 2017-May-08
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delete([fname,'.mat']);
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elseif (compressed == 2)
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%unix(['gzip ', fname]);
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gzip(fname);
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delete(fname);
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elseif (compressed == 3)
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unix(['compress ', fname,'.mat']);
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elseif (compressed == 4)
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unix(['compress ', fname]);
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end
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elseif (nargin < 4)
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error('read_sedumi: need 4 input ');
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else
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A = fname;
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end
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%%
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if exist('c','var')
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if (size(c,1) == 1), c = c'; end;
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end
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if exist('C','var')
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c = C;
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if (size(c,1) == 1), c = c'; end;
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end
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if (size(b,1) == 1), b = b'; end;
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if (norm(A,'fro') > 0) & (size(A,2) == length(b)); At = A; end
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%%
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if (norm(At,'fro')==0), At = A'; end;
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[nn,mm] = size(At); if (max(size(c)) == 1); c = c*ones(nn,1); end;
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if ~isfield(K,'f'); K.f = 0; end
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if ~isfield(K,'l'); K.l = 0; end
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if ~isfield(K,'q'); K.q = 0; end
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if ~isfield(K,'s'); K.s = 0; end
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if (K.f == 0) | isempty(K.f); K.f = 0; end;
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if (K.l == 0) | isempty(K.l); K.l = 0; end;
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if (sum(K.q) == 0) | isempty(K.q); K.q = 0; end
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if (sum(K.s) == 0) | isempty(K.s); K.s = 0; end
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%%
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%%
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%%
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m = length(b);
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rowidx = 0; idxblk = 0;
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if ~(K.f == 0)
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len = K.f;
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idxblk = idxblk + 1;
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blk{idxblk,1} = 'u'; blk{idxblk,2} = K.f;
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Atmp = At(rowidx+[1:len],:);
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Avec{idxblk,1} = Atmp;
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C{idxblk,1} = c(rowidx+[1:len]);
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perm{idxblk} = [];
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rowidx = rowidx + len;
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end
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if ~(K.l == 0)
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len = K.l;
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idxblk = idxblk + 1;
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blk{idxblk,1} = 'l'; blk{idxblk,2} = K.l;
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Atmp = At(rowidx+[1:len],:);
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Avec{idxblk,1} = Atmp;
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C{idxblk,1} = c(rowidx+[1:len]);
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perm{idxblk} = [];
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rowidx = rowidx + len;
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end
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if ~(K.q == 0)
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len = sum(K.q);
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idxblk = idxblk + 1;
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blk{idxblk,1} = 'q';
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if size(K.q,1) <= size(K.q,2);
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blk{idxblk,2} = K.q;
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else
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blk{idxblk,2} = K.q';
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end
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Atmp = At(rowidx+[1:len],:);
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Avec{idxblk,1} = Atmp;
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C{idxblk,1} = c(rowidx+[1:len]);
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perm{idxblk} = [];
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rowidx = rowidx + len;
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end
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if ~(K.s == 0)
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blksize = K.s;
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if (size(blksize,2) == 1); blksize = blksize'; end
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blknnz = [0, cumsum(blksize.*blksize)];
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deblkidx = find(blksize > smallblkdim);
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if ~isempty(deblkidx)
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for p = 1:length(deblkidx)
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idxblk = idxblk + 1;
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n = blksize(deblkidx(p));
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pblk{1,1} = 's'; pblk{1,2} = n;
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blk(idxblk,:) = pblk;
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Atmp = At(rowidx+blknnz(deblkidx(p))+[1:n*n],:);
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%%
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%% column-wise positions of upper triangular part
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%%
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tmp = triu(ones(n)); tmp = tmp(:);
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idxtriu = find(tmp);
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%%
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%% row-wise positions of lower triangular part
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%%
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tmp = tril(reshape([1:n*n],n,n)); tmp = tmp(:);
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idxtmp = find(tmp);
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[dummy,idxsub] = sort(rem(tmp(idxtmp),n));
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idxtril = [idxtmp(idxsub(n+1:end));idxtmp(idxsub(1:n))];
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%%
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tmp2 = sqrt(2)*triu(ones(n),1) + speye(n,n);
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tmp2 = tmp2(:);
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dd = tmp2(find(tmp2));
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n2 = n*(n+1)/2;
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Atmptriu = Atmp(idxtriu,:);
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Atmptril = Atmp(idxtril,:);
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if (norm(Atmptriu-Atmptril,'fro') > 1e-13)
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fprintf('\n warning: constraint matrices not symmetric.');
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fprintf('\n matrices are symmetrized.\n');
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Atmptriu = 0.5*(Atmptriu+Atmptril);
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end
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Avec{idxblk,1} = spdiags(dd,0,n2,n2)*Atmptriu;
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Ctmp = c(rowidx+blknnz(deblkidx(p))+[1:n*n]);
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Ctmp = mexmat(pblk,Ctmp,1);
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C{idxblk,1} = 0.5*(Ctmp+Ctmp');
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perm{idxblk,1} = deblkidx(p);
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end
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end
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spblkidx = find(blksize <= smallblkdim);
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if ~isempty(spblkidx)
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cnt = 0; cnt2 = 0;
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spblksize = blksize(spblkidx);
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nn = sum(spblksize.*spblksize);
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nn2 = sum(spblksize.*(spblksize+1)/2);
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pos = zeros(nn,1);
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dd = zeros(nn2,1);
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idxtriu = zeros(nn2,1);
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idxtril = zeros(nn2,1);
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for p = 1:length(spblkidx)
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n = blksize(spblkidx(p));
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n2 = n*(n+1)/2;
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pos(cnt+[1:n*n]) = rowidx+blknnz(spblkidx(p))+[1:n*n];
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%%
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%% column-wise positions of upper triangular part
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%%
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tmp = triu(ones(n)); tmp = tmp(:);
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idxtriu(cnt2+[1:n2]) = cnt+find(tmp);
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%%
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%% row-wise positions of lower triangular part
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%%
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tmp = tril(reshape([1:n*n],n,n)); tmp = tmp(:);
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idxtmp = find(tmp);
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[dummy,idxsub] = sort(rem(tmp(idxtmp),n));
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idxtril(cnt2+[1:n2]) = cnt+[idxtmp(idxsub(n+1:end));idxtmp(idxsub(1:n))];
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%%
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tmp2 = sqrt(2)*triu(ones(n),1) + speye(n,n);
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tmp2 = tmp2(:);
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dd(cnt2+[1:n2]) = tmp2(find(tmp2));
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cnt = cnt + n*n;
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cnt2 = cnt2 + n2;
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end
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idxblk = idxblk + 1;
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blk{idxblk,1} = 's'; blk{idxblk,2} = blksize(spblkidx);
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Atmp = At(pos,:);
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Atmptriu = Atmp(idxtriu,:);
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Atmptril = Atmp(idxtril,:);
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if (norm(Atmptriu-Atmptril,'fro') > 1e-13)
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fprintf('\n warning: constraint matrices not symmetric.');
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fprintf('\n matrices are symmetrized.\n');
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Atmptriu = 0.5*(Atmptriu+Atmptril);
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end
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Avec{idxblk,1} = spdiags(dd,0,length(dd),length(dd))*Atmptriu;
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Ctmp = c(pos);
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Ctmp = mexmat(blk(idxblk,:),Ctmp,1);
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C{idxblk,1} = 0.5*(Ctmp+Ctmp');
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perm{idxblk,1} = spblkidx;
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end
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end
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%%
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%%*******************************************************************
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