218 lines
7.7 KiB
Mathematica
218 lines
7.7 KiB
Mathematica
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%%*****************************************************************
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%% validate: validate data
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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,At,C,b,dim,nnblk,parbarrier] = ...
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validate(blk,At,C,b,par,parbarrier)
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if (nargin >= 5)
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spdensity = par.spdensity;
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else
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spdensity = 0.4;
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end
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%%
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if ~iscell(blk);
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error('validate: blk must be a cell array'); end;
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if (size(blk,2) < 2)
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error('validate: blk must be a cell array with at least 2 columns');
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end
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if ~iscell(At) | ~iscell(C);
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error('validate: At, C must be cell arrays');
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end
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if (size(At,1) ~= size(blk,1))
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if (size(At,2) == size(blk,1));
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At = At';
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else
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error('validate: size of At is not compatible with blk');
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end
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end
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if (size(C,1) ~= size(blk,1))
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if (size(C,2) == size(blk,1))
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C = C';
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else
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error('validate: size of C is not compatible with blk');
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end
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end
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if (min(size(b)) > 1); error('validate: b must be a vector'); end
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if (size(b,1) < size(b,2)); b = b'; end
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m = length(b);
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%%
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%%-----------------------------------------
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%% validate blk, At, C
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%%-----------------------------------------
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ntotal = zeros(size(blk,1),1);
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for p = 1:size(blk,1)
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if (size(blk{p,2},1) > size(blk{p,2},2))
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blk{p,2} = blk{p,2}';
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end
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pblk = blk(p,:);
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n = sum(pblk{2});
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numblk = length(pblk{2});
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if strcmp(pblk{1},'s');
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m1 = size(At{p,1},2);
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n2 = sum(pblk{2}.*pblk{2}); n22 = sum(pblk{2}.*(pblk{2}+1))/2;
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ntotal(p) = n22;
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if ~all(size(C{p}) == n)
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error('validate: blk and C are not compatible');
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end
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if (norm(C{p}-C{p}',inf) > 1e-13*norm(C{p},inf));
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error('validate: C is not symmetric');
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end
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if (size(At{p,1}) == [m1, n22] & m1~=n22);
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At{p,1} = At{p,1}';
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end
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if (~isempty(At{p,1})) & (size(At{p,1},1) ~= n22)
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error('validate: blk and At not compatible');
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end
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if (nnz(At{p,1}) < spdensity*n22*m1) || (n <= 20) %%2nd condition: 2017-May-08
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if ~issparse(At{p,1}); At{p,1} = sparse(At{p,1}); end
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else
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if issparse(At{p,1}); At{p,1} = full(At{p,1}); end
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end
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if (length(pblk) > 2) %% for low rank constraints
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len = sum(pblk{3});
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if (size(pblk{1,3},2) < size(pblk{1,3},1))
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blk{p,3} = blk{p,3}';
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end
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if any(size(At{p,2})- [n,len])
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error(' low rank structure specified in blk and At not compatible')
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end
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if (length(At(p,:)) > 2) & ~isempty(At{p,3})
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if all(size(At{p,3},2)-[1,4])
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error(' low rank structure in At{p,3} not specified correctly')
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end
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if (size(At{p,3},2) == 1)
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if (size(At{p,3},1) < size(At{p,3},2)); At{p,3} = At{p,3}'; end
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lenn = length(At{p,3});
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constrnum = mexexpand(pblk{3},[1:length(pblk{3})]');
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At{p,3} = [constrnum, [1:lenn]', [1:lenn]', At{p,3}];
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elseif (size(At{p,3},2) == 4)
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dd = At{p,3};
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[dummy,idxsort] = sort(dd(:,1));
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dd = dd(idxsort,:);
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lenn = size(dd,1);
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idxD = [0; find(diff(dd(:,1))); lenn];
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ii = zeros(lenn,1); jj = zeros(lenn,1);
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ss = [0,cumsum(pblk{3})];
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for k = 1:length(pblk{3})
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idx = [idxD(k)+1 : idxD(k+1)];
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ii(idx) = dd(idx,2)+ss(k); %% convert to cumulative indexing
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jj(idx) = dd(idx,3)+ss(k);
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end
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At{p,3} = [dd(:,1),ii,jj,dd(:,4)];
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end
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else
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constrnum = mexexpand(pblk{3},[1:length(pblk{3})]');
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At{p,3} = [constrnum, [1:len]', [1:len]', ones(len,1)];
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end
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end
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if (nnz(C{p}) < spdensity*n2) | (numblk > 1);
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if ~issparse(C{p}); C{p} = sparse(C{p}); end;
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else
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if issparse(C{p}); C{p} = full(C{p}); end; %%added: 2017-May-08
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end
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elseif strcmp(pblk{1},'q') | strcmp(pblk{1},'l') ...
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| strcmp(pblk{1},'u');
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ntotal(p) = n;
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if (min(size(C{p})) ~= 1 | max(size(C{p})) ~= n);
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error(['validate: blk and C are not compatible']);
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end;
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if (size(C{p},1) < size(C{p},2)); C{p} = C{p}'; end
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if (size(At{p,1}) == [m, n] & m~=n);
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At{p,1} = At{p,1}';
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end
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if ~all(size(At{p,1}) == [n,m]);
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error('validate: blk and At not compatible');
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end
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if ~issparse(At{p,1});
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At{p,1} = sparse(At{p,1});
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end
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if (nnz(C{p}) < spdensity*n);
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if ~issparse(C{p}); C{p} = sparse(C{p}); end;
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else
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if issparse(C{p}); C{p} = full(C{p}); end;
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end;
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else
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error(' blk: some fields are not specified correctly');
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end
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end
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if (sum(ntotal) < m)
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error(' total dimension of C should be > length(b)');
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end
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%%
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%%-----------------------------------------
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%% problem dimension
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%%-----------------------------------------
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%%
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dim = zeros(1,4); nnblk = zeros(1,2);
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for p = 1:size(blk,1)
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pblk = blk(p,:);
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if strcmp(pblk{1},'s')
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dim(1) = dim(1) + sum(pblk{2});
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nnblk(1) = nnblk(1) + length(pblk{2});
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nn(p) = sum(pblk{2});
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elseif strcmp(pblk{1},'q')
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dim(2) = dim(2) + sum(pblk{2});
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nnblk(2) = nnblk(2) + length(pblk{2});
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nn(p) = length(pblk{2});
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elseif strcmp(pblk{1},'l')
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dim(3) = dim(3) + sum(pblk{2});
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nn(p) = sum(pblk{2});
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elseif strcmp(pblk{1},'u')
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dim(4) = dim(4) + sum(pblk{2});
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nn(p) = sum(pblk{2});
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end
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end
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%%
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%%-----------------------------------------
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%% validate parbarrier
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%%-----------------------------------------
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%%
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if (nargin == 6)
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if ~iscell(parbarrier);
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if (length(parbarrier) == size(blk,1))
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tmp = parbarrier;
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clear parbarrier;
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parbarrier = cell(size(blk,1),1);
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for p = 1:size(blk,1)
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parbarrier{p} = tmp(p);
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end
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end
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end
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if (size(parbarrier,2) > size(parbarrier,1))
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parbarrier = parbarrier';
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end
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for p = 1:size(blk,1)
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pblk = blk(p,:);
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if (size(parbarrier{p},1) > size(parbarrier{p},2))
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parbarrier{p} = parbarrier{p}';
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end
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len = length(parbarrier{p});
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if strcmp(pblk{1},'s') | strcmp(pblk{1},'q')
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if (len == 1)
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parbarrier{p} = parbarrier{p}*ones(1,length(pblk{2}));
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elseif (len == 0)
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parbarrier{p} = zeros(1,length(pblk{2}));
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elseif (len ~= length(pblk{2}))
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error('blk and parbarrier not compatible');
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end
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elseif strcmp(pblk{1},'l')
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if (len == 1)
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parbarrier{p} = parbarrier{p}*ones(1,sum(pblk{2}));
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elseif (len == 0)
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parbarrier{p} = zeros(1,sum(pblk{2}));
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elseif (len ~= sum(pblk{2}))
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error('blk and parbarrier not compatible');
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end
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elseif strcmp(pblk{1},'u')
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parbarrier{p}= zeros(1,sum(pblk{2}));
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end
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end
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end
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%%***********************************************************************
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