115 lines
2.8 KiB
Mathematica
115 lines
2.8 KiB
Mathematica
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%%*****************************************************************
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%% SDPT3soln_SEDUMIsoln: convert SQLP solution in SDPT3 format to
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%% SeDuMi format
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%%
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%% [xx,yy,zz] = SDPT3soln_SEDUMIsoln(blk,X,y,Z,perm);
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%%
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%% usage: load SEDUMI_data_file (containing say, A,b,c,K)
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%% [blk,At,C,b,perm] = read_sedumi(A,b,c,K);
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%% [obj,X,y,Z] = sdpt3(blk,At,C,b);
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%% [xx,yy,zz] = SDPT3soln_SEDUMIsoln(blk,X,y,Z,perm);
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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 [xx,yy,zz] = SDPT3soln_SEDUMIsoln(blk,X,y,Z,perm);
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yy = y;
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xx = []; zz = [];
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%%
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%% extract unrestricted blk
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%%
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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},'u')
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xx = [xx; X{p,1}];
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zz = [zz; Z{p,1}];
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end
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end
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%%
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%% extract linear blk
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%%
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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},'l')
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xx = [xx; X{p,1}];
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zz = [zz; Z{p,1}];
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end
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end
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%%
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%% extract second order cone blk
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%%
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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},'q')
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xx = [xx; X{p,1}];
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zz = [zz; Z{p,1}];
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end
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end
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%%
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%% extract rotated cone blk
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%%
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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},'r')
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xx = [xx; X{p,1}];
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zz = [zz; Z{p,1}];
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end
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end
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%%
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%% extract semidefinite cone blk
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%%
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per = [];
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len = 0;
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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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sblk(p) = length(pblk{2});
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per = [per, perm{p}];
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len = len + sum(pblk{2}.*pblk{2});
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end
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end
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sblk = sum(sblk);
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cnt = 1;
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Xsblk = cell(sblk,1); Zsblk = cell(sblk,1);
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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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ss = [0,cumsum(pblk{2})];
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numblk = length(pblk{2});
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Xp = X{p,1};
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Zp = Z{p,1};
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xtmp = []; ztmp = [];
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for tt = 1:numblk
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if (numblk > 1)
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idx = [ss(tt)+1: ss(tt+1)];
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Xsblk{cnt} = full(Xp(idx,idx));
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Zsblk{cnt} = full(Zp(idx,idx));
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else
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Xsblk{cnt} = Xp;
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Zsblk{cnt} = Zp;
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end
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cnt = cnt + 1;
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end
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end
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end
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if ~isempty(per)
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Xsblk(per) = Xsblk; Zsblk(per) = Zsblk;
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xtmp = zeros(len,1); ztmp = zeros(len,1);
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cnt = 0;
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for p = 1:sblk
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if strcmp(pblk{1},'s')
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idx = [1:length(Xsblk{p})^2];
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xtmp(cnt+idx) = Xsblk{p}(:);
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ztmp(cnt+idx) = Zsblk{p}(:);
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cnt = cnt + length(idx);
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end
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end
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xx = [xx; xtmp];
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zz = [zz; ztmp];
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end
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%%**********************************************************
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