149 lines
2.9 KiB
Mathematica
149 lines
2.9 KiB
Mathematica
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function output = calllsqnonneg(interfacedata)
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K = interfacedata.K;
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c = interfacedata.c;
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CA = interfacedata.F_struc;
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options = interfacedata.options;
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% To begin with, with try to figure out if this is a simple non-negative
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% least squares in disguise
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if length(K.q)~=1
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output = error_output;
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return
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end
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% total number of variables, #x+1 since YALMIP has introduced an epi-graph
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% variable to model norm(Cx-d)
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n = size(CA,2)-1;
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if nnz(c)~=1
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output = error_output;
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return
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end
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if c(end)~=1
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output = error_output;
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return
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end
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if c(end)~=1
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output = error_output;
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return
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end
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if K.l~=n-1
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output = error_output;
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return
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end
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Cones = CA(K.l+1:end,:);
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LPs = CA(1:K.l,:);
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if any(LPs(:,end))
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% Epigraph involved in LPs
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output = error_output;
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return
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end
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% Are we constraining all x>0
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if any(LPs(:,1))
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output = error_output;
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return
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end
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[i,j,k] = find(LPs(:,2:end));
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if ~all(k==1)
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output = error_output;
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return
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end
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if ~all(LPs*ones(n+1,1)==1)
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output = error_output;
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return
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end
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% Is it really cone(C*x-d,t)
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if ~all(Cones(1,:) == [zeros(1,n) 1])
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output = error_output;
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return
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end
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if ~all(Cones(:,end) == [1;zeros(K.q-1,1)])
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output = error_output;
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return
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end
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model.d = -Cones(2:end,1);
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model.C = Cones(2:end,2:end-1);
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model.options = interfacedata.options.lsqnonneg;
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if isempty(interfacedata.x0)
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model.x0 = [];
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else
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model.x0 = interfacedata.x0(1:end-1);
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end
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if options.savedebug
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save debugfile model
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end
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if options.showprogress;showprogress(['Calling ' interfacedata.solver.tag],options.showprogress);end
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solvertime = tic;
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try
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[X,RESNORM,RESIDUAL,EXITFLAG] = lsqnonneg(model.C,model.d,model.options);
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catch
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[X,RESNORM,RESIDUAL,EXITFLAG] = lsqnonneg(model.C,model.d,model.x0,model.options);
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end
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solvertime = toc(solvertime);
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solveroutput.X = X;
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solveroutput.RESNORM = RESNORM;
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solveroutput.RESIDUAL = RESIDUAL;
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solveroutput.EXITFLAG = EXITFLAG;
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solution.x = [X;RESNORM];
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solution.D_struc = [];
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switch EXITFLAG
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case 1
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solution.problem = 0;
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case 0
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solution.problem = 3;
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otherwise
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solution.problem = 9;
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end
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% Save all data sent to solver?
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if ~options.savesolverinput
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model = [];
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end
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% Save all data from the solver?
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if ~options.savesolveroutput
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solveroutput = [];
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end
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if ~options.savesolverinput
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solverinput = [];
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else
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solverinput = model;
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end
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if ~options.savesolveroutput
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solveroutput = [];
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else
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solveroutput = solveroutput;
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end
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% Standard interface
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output = createOutputStructure(solution.x(:),solution.D_struc,[],solution.problem,yalmiperror(solution.problem,interfacedata.solver.tag),solverinput,solveroutput,solvertime);
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function output = error_output(e)
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if nargin == 0
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e = -4;
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end
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output.Primal = [];
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output.Dual = [];
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output.Slack = [];
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output.problem = e;
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output.infostr = yalmiperror(e,'LSQNONNEG');
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output.solvertime = 0;
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