115 lines
2.7 KiB
Mathematica
115 lines
2.7 KiB
Mathematica
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function output = callpenlab(model)
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model = yalmip2nonlinearsolver(model);
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if ~model.derivative_available
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disp('Derivate-free call to penlab not supported')
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error('Derivate-free call to penlab not implemented')
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end
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if model.options.savedebug
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save penlabdebug model
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end
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penm = [];
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penm.Nx=length(model.linearindicies);
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if length(nnz(model.K.s)>0)
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top = 1 + model.K.f + model.K.l + sum(model.K.q);
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for i = 1:length(model.K.s)
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model.vecF{i} = model.F_struc(top:top+model.K.s(i)^2-1,:);
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top = top + model.K.s(i)^2;
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end
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end
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showprogress('Calling PENLAB',model.options.showprogress);
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% These are needed to avoid recomputation due to penlab double call to get
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% f and df, and g and dg
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global latest_x_f
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global latest_x_g
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global latest_df
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global latest_f
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global latest_G
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global latest_g
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global latest_xevaled
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global latest_x_xevaled
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latest_G = [];
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latest_g = [];
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latest_x_f = [];
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latest_x_g = [];
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latest_xevaled = [];
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latest_x_xevaled = [];
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penm.userdata=model;
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penm.objfun = @(x,Y,userdata) penlab_callback_f(x,userdata);
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penm.objgrad = @(x,Y,userdata) penlab_callback_df(x,userdata);
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penm.objhess = @(x,Y,userdata) penlab_callback_df2(x,userdata);
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if length(model.b)>0 | length(model.beq)>0
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penm.lbg = [model.beq;model.b-inf];
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penm.ubg = [model.beq;model.b];
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penm.NgLIN = length(model.beq) + length(model.b);
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penm.confun = @(x,Y,userdata) penlab_callback_con(x,userdata);
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penm.congrad = @(x,Y,userdata) penlab_callback_dcon(x,userdata);
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penm.conhess = @(x,Y,k,userdata) penlab_callback_dcon2(x,k,userdata);
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end
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if model.K.s(1)>0
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penm.NALIN=length(model.K.s);
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penm.lbA=zeros(find(model.K.s)>0,1);
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penm.mconfun = @(x,Y,k,userdata) penlab_callback_matrixG(x, k,userdata);
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penm.mcongrad = @(x,Y,k,i,userdata) penlab_callback_matrixdG(x,k,i,userdata);
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end
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prob=penlab(penm);
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solvertime = tic;
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prob.solve();
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solvertime = toc(solvertime);
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x = prob.x;
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% Duals currently not supported
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lambda = [];
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switch 0
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case {0,1}
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problem = 0;
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case {2}
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problem = 1;
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case {-1}
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problem = 3;
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case {3,4,-2,-3}
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problem = 4;
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case {-11,-12,-13}
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problem = 7;
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case {-10,-100,-101,-102,-199}
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problem = 11;
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otherwise
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problem = -1;
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end
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% Internal format for duals
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D_struc = [];
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% Save all data sent to solver?
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if model.options.savesolverinput
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solverinput.model = model;
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else
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solverinput = [];
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end
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% Save all data from the solver?
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if model.options.savesolveroutput
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solveroutput.x = xout;
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solveroutput.info = info;
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else
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solveroutput = [];
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end
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% Standard interface
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output = createoutput(x,D_struc,[],problem,'PENLAB',solverinput,solveroutput,solvertime);
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