46 lines
1.5 KiB
Mathematica
46 lines
1.5 KiB
Mathematica
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function varargout = solvemp(P,x,y,options)
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%SOLVEMP Computes solution to multi-parametric optimization problem
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%
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% min_z(x) h(x,z)
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% subject to
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% F(x,z) > 0
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%
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%
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% [SOL, DIAGNOSTIC,Z,HPWF,ZPWF] = SOLVEMP(P,options,x,y)
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%
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% SOL : Multi-parametric solution (see MPT toolbox)
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%
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% DIAGNOSTIC : struct with diagnostic information
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%
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% Z : SDPVAR object with the detected decision variable z
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%
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% HPWF : The value function as a pwf function
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%
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% ZPWF : The optimal decision variable as a pfw function
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%
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% Input
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% P : Optimization model
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% options : solver options. See SDPSETTINGS. Can be [].
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% x : Parametric variables
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% y : Requested decision variables (subset of z)
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%
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% NOTE : If you are solving a problem leading to an mpMILP, the
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% output SOL will be a set-valued map. To obtain the minimal
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% solution (without so called overlaps), run removeOverlaps(SOL). If you
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% have requested the 5th output ZPWF, overlaps are automatically removed.
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% If your problem leads to an mpMIQP, the output SOL will also be a
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% set-valued map, but there is currently no way in MPT to obtain a
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% non-overlapping solution. To use the solution in MPT, the command
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% mpt_mergeCS(SOL) can be useful. Notice that the fifth output argument
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% not will be available for mpMIQP problems.
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%
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% See also PARAMETRIC, SDPSETTINGS, YALMIPERROR
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if nargin < 4
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options = sdpsettings;
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else
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options = P.Options;
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end
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[sol,info] = solvemp(P.Constraints,P.Objective,options,x,y)
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