60 lines
2.0 KiB
Mathematica
60 lines
2.0 KiB
Mathematica
|
function data = datasaver(varargin)
|
||
|
|
|
||
|
|
persistent saved
|
||
|
|
|
||
|
|
if nargin > 3
|
||
|
|
saved.savedfunctiondata = varargin{1};
|
||
|
|
saved.savedfunctionGradientdata = varargin{2};
|
||
|
|
saved.savedfunctionHessiandata = varargin{3};
|
||
|
|
saved.savedconstraintdata = varargin{4};
|
||
|
|
saved.savedconstraintGradientdata = varargin{5};
|
||
|
|
saved.savedconstraintHessiandata = varargin{6};
|
||
|
|
saved.m = size(saved.savedconstraintdata.F_struc,1);
|
||
|
|
saved.n = length(saved.savedfunctiondata.linearindicies);
|
||
|
|
saved.monomials = [];
|
||
|
|
saved.x = randn(saved.n,1);
|
||
|
|
return
|
||
|
|
end
|
||
|
|
|
||
|
|
x = varargin{2};
|
||
|
|
if ~isequal(x,saved.x)
|
||
|
|
% Recompute the monomial terms for new x
|
||
|
|
saved.monomials=ones(1,size(saved.savedfunctiondata.monomtable,2));
|
||
|
|
saved.monomials(saved.savedfunctiondata.linearindicies) = x(:)';
|
||
|
|
% changed = find(x-saved.x);
|
||
|
|
% changed = saved.savedfunctiondata.linearindicies(changed);
|
||
|
|
% changedmonomials = find(any(saved.savedfunctiondata.monomtable(saved.savedfunctiondata.nonlinearindicies,changed),2));
|
||
|
|
|
||
|
|
for i = 1:length(saved.savedfunctiondata.nonlinearindicies)
|
||
|
|
saved.monomials(saved.savedfunctiondata.nonlinearindicies(i)) = prod(saved.monomials.^saved.savedfunctiondata.monomtable(saved.savedfunctiondata.nonlinearindicies(i),:));
|
||
|
|
end
|
||
|
|
saved.x = x;
|
||
|
|
end
|
||
|
|
|
||
|
|
switch varargin{1}
|
||
|
|
case 1
|
||
|
|
F = saved.savedfunctiondata.F_struc;
|
||
|
|
x = varargin{2};
|
||
|
|
case 2
|
||
|
|
F = saved.savedfunctionGradientdata.F_struc;
|
||
|
|
case 3
|
||
|
|
F = saved.savedfunctionHessiandata.F_struc;
|
||
|
|
case 4
|
||
|
|
if nargin == 2
|
||
|
|
% ipopt call
|
||
|
|
F = saved.savedconstraintdata.F_struc;
|
||
|
|
else
|
||
|
|
% pennlp call
|
||
|
|
F = saved.savedconstraintdata.F_struc(1+varargin{3},:);
|
||
|
|
end
|
||
|
|
case 5
|
||
|
|
F = saved.savedconstraintGradientdata.F_struc;
|
||
|
|
start = 1+(varargin{3}-1)*saved.n;
|
||
|
|
F = F(varargin{3}:saved.m:end,:);
|
||
|
|
case 6
|
||
|
|
F = saved.savedconstraintHessiandata.F_struc;
|
||
|
|
F = full(F((varargin{3}-1)+(1:saved.m:saved.m*saved.n^2),:));
|
||
|
|
otherwise
|
||
|
|
end
|
||
|
|
|
||
|
|
data = (F*[1;saved.monomials(:)]);
|