77 lines
2.1 KiB
Mathematica
77 lines
2.1 KiB
Mathematica
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function p = pwaproj(h,w)
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if prod(size(h))>1
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error('pwaproj is currently only applicable to scalars');
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end
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hvars = getvariables(h);
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wvars = getvariables(w);
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basis = getbase(h);
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coefficients = basis(2:end);
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Complicating = find(ismember(hvars,yalmip('extvariables')));
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if length(Complicating)==length(hvars)
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LinearTerm = 0;
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else
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NonComplicating = find(~ismember(hvars,yalmip('extvariables')));
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LinearwIndex = find(ismember(hvars,wvars));
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NonComplicating = setdiff(NonComplicating,LinearwIndex);
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LinearTerm = recover(hvars(NonComplicating))'*coefficients(NonComplicating)';
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if isempty(LinesarwIndex)
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Linearw = 0;
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else
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Linearw = recover(hvars(LinearwIndex))'*coefficients(LinearwIndex)';
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end
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end
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if isempty(Complicating)
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p = h;
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return
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end
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basis = getbase(h);
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coefficients = basis(2:end);
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totalobjective = 0;
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totalF = [];
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allz = [];
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allargs = [];
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if ~isempty(Complicating)
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for i = 1:length(Complicating)
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extstruct = yalmip('extstruct',hvars(Complicating(i)));
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[properties{i},F{i},arguments{i}]=model(recover(hvars(Complicating(i))));
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if intersect(depends(arguments{i}),wvars)
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RequiresEpi(i) = 1;
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z = sdpvar(size(arguments{i},1),size(arguments{i},2));
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allz = [allz;z];
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allargs = [allargs;arguments{i}];
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extstruct.arg{1} = z;
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t = feval(properties{i}{1}.name,z);
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f = eval(['@' properties{i}{1}.name]);
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t = f(extstruct.arg{1:end-1});
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[dummy{i},thisF]=model(t);
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totalF = totalF + thisF;
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totalobjective=coefficients(Complicating(i))*t+totalobjective;
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else
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LinearTerm = LinearTerm + recover(hvars(Complicating(i)))'*coefficients(Complicating(i))';
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end
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end
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end
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sdpvar t
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totalF = [totalF, totalobjective < t];
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P = projection([totalF,t<1234],[allz;t]);
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P = full(getbase(P));
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b = P(:,1);
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A = P(:,2:end);
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rmv = find(A(:,end)== 0);
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A(rmv,:)=[];
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b(rmv) = [];
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rmv = find(abs(b-1234)<1e-8);
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A(rmv,:)=[];
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b(rmv) = [];
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p = basis(1)+LinearTerm+max((A(:,1:end-1)*allargs-b)./A(:,end));
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