122 lines
3.5 KiB
Mathematica
122 lines
3.5 KiB
Mathematica
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function output = callquadprog(interfacedata)
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options = interfacedata.options;
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model = yalmip2quadprog(interfacedata);
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if options.savedebug
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save quadprogdebug 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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solveroutput = callsolver(model,options);
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solvertime = toc(solvertime);
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solution = quadprogsol2yalmipsol(solveroutput,model);
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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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% Standard interface
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Primal = solution.x(:);
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Dual = solution.D_struc;
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problem = solution.problem;
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infostr = yalmiperror(solution.problem,interfacedata.solver.tag);
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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(Primal,Dual,[],problem,infostr,solverinput,solveroutput,solvertime);
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function solveroutput = callsolver(model,options)
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x = [];
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fmin = [];
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flag = [];
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output = [];
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lambda = [];
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if nnz(model.Q) == 0
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% BUG in LIN/QUADPROG, computation of lambda crashes in some rare
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% cases. To avoid seeing this when we don't want the lambdas anyway, we
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% don't ask for it
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if options.saveduals
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[x,fmin,flag,output,lambda] = linprog(model.c, model.A, model.b, model.Aeq, model.beq, model.lb, model.ub, model.x0,model.ops);
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else
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lambda = [];
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[x,fmin,flag,output] = linprog(model.c, model.A, model.b, model.Aeq, model.beq, model.lb, model.ub, model.x0,model.ops);
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end
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else
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if options.saveduals
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[x,fmin,flag,output,lambda] = quadprog(model.Q, model.c, model.A, model.b, model.Aeq, model.beq, model.lb, model.ub, model.x0,model.ops);
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else
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lambda = [];
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[x,fmin,flag,output] = quadprog(model.Q, model.c, model.A, model.b, model.Aeq, model.beq, model.lb, model.ub, model.x0,model.ops);
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end
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if flag==5
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[x,fmin,flag,output,lambda] = quadprog(model.Q, model.c, model.A, model.b, model.Aeq, model.beq, model.lb, model.ub, [],model.ops);
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end
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end
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if isempty(x)
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x = nan(length(model.c),1);
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end
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solveroutput.x = x;
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solveroutput.fmin = fmin;
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solveroutput.flag = flag;
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solveroutput.output = output;
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solveroutput.lambda = lambda;
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function solution = quadprogsol2yalmipsol(solveroutput,model)
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solution.x = solveroutput.x(:);
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% Internal format for duals
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if ~isempty(solveroutput.lambda)
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solution.D_struc = [solveroutput.lambda.eqlin;solveroutput.lambda.ineqlin];
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else
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solution.D_struc = [];
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end
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% Check, currently not exhaustive...
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problem = 0;
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if solveroutput.flag==0
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solution.problem = 3;
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else
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if solveroutput.flag==-3
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solution.problem = 2;
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elseif solveroutput.flag==-2
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solution.problem = 1;
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else
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if solveroutput.flag>0
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solution.problem = 0;
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else
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if isempty(solveroutput.x)
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solution.x = repmat(nan,length(model.f),1);
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end
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if any((model.A*solveroutput.x-model.b)>sqrt(eps)) | any( abs(model.Aeq*solveroutput.x-model.beq)>sqrt(eps))
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solution.problem = 1; % Likely to be infeasible
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else
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if model.f'*solveroutput.x<-1e10 % Likely unbounded
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solution.problem = 2;
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else % Probably convergence issues
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solution.problem = 5;
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end
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end
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end
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end
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end
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