254 lines
12 KiB
Mathematica
254 lines
12 KiB
Mathematica
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function solver = findapplicablesolvers(options,ProblemClass,solvers,socp_are_really_qc);
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%findapplicablesolvers Internal function to select solver based on problem category
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% ************************************************
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% Prune based on objective
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% ************************************************
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if ProblemClass.objective.sigmonial
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keep = ones(length(solvers),1);
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for i = 1:length(solvers)
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keep(i) = solvers(i).objective.sigmonial;
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end
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solvers = solvers(find(keep));
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end
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if ProblemClass.objective.polynomial
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keep = ones(length(solvers),1);
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for i = 1:length(solvers)
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keep(i) = solvers(i).constraint.equalities.quadratic | solvers(i).constraint.inequalities.elementwise.quadratic.nonconvex | solvers(i).objective.polynomial | solvers(i).objective.sigmonial;
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end
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solvers = solvers(find(keep));
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end
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if ProblemClass.objective.quadratic.nonconvex
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keep = ones(length(solvers),1);
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for i = 1:length(solvers)
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keep(i) = solvers(i).objective.polynomial | solvers(i).objective.sigmonial | solvers(i).objective.quadratic.nonconvex;
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end
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solvers = solvers(find(keep));
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end
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if ProblemClass.objective.quadratic.convex
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keep = ones(length(solvers),1);
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for i = 1:length(solvers)
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direct = solvers(i).objective.polynomial | solvers(i).objective.sigmonial | solvers(i).objective.quadratic.nonconvex | solvers(i).objective.quadratic.convex;
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indirect = solvers(i).constraint.inequalities.semidefinite.linear | solvers(i).constraint.inequalities.secondordercone;
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if direct | indirect
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keep(i)=1;
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else
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keep(i)=0;
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end
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end
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solvers = solvers(find(keep));
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end
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if ProblemClass.objective.linear
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keep = ones(length(solvers),1);
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for i = 1:length(solvers)
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keep(i) = solvers(i).objective.polynomial | solvers(i).objective.sigmonial | solvers(i).objective.quadratic.nonconvex | solvers(i).objective.quadratic.convex | solvers(i).objective.linear;
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end
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solvers = solvers(find(keep));
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end
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% ******************************************************
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% Prune based on rank constraints
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% ******************************************************
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if ProblemClass.constraint.inequalities.rank
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keep = ones(length(solvers),1);
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for i = 1:length(solvers)
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keep(i) = solvers(i).constraint.inequalities.rank;
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end
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solvers = solvers(find(keep));
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end
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% ******************************************************
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% Prune based on semidefinite constraints
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% ******************************************************
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if ProblemClass.constraint.inequalities.semidefinite.sigmonial
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keep = ones(length(solvers),1);
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for i = 1:length(solvers)
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keep(i) = solvers(i).constraint.inequalities.semidefinite.sigmonial;
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end
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solvers = solvers(find(keep));
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end
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if ProblemClass.constraint.inequalities.semidefinite.polynomial
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keep = ones(length(solvers),1);
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for i = 1:length(solvers)
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keep(i) = solvers(i).constraint.inequalities.semidefinite.sigmonial | solvers(i).constraint.inequalities.semidefinite.polynomial;
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end
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solvers = solvers(find(keep));
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end
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if ProblemClass.constraint.inequalities.semidefinite.quadratic
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keep = ones(length(solvers),1);
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for i = 1:length(solvers)
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keep(i) = solvers(i).constraint.inequalities.semidefinite.sigmonial | solvers(i).constraint.inequalities.semidefinite.polynomial | solvers(i).constraint.inequalities.semidefinite.quadratic;
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end
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solvers = solvers(find(keep));
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end
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if ProblemClass.constraint.inequalities.semidefinite.linear
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keep = ones(length(solvers),1);
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for i = 1:length(solvers)
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keep(i) = solvers(i).constraint.inequalities.semidefinite.sigmonial | solvers(i).constraint.inequalities.semidefinite.polynomial | solvers(i).constraint.inequalities.semidefinite.quadratic | solvers(i).constraint.inequalities.semidefinite.linear;
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end
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solvers = solvers(find(keep));
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end
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% ******************************************************
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% Prune based on second order cone constraints
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% ******************************************************
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if ProblemClass.constraint.inequalities.secondordercone & ~socp_are_really_qc
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keep = ones(length(solvers),1);
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for i = 1:length(solvers)
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keep(i) = solvers(i).constraint.inequalities.secondordercone | solvers(i).constraint.inequalities.semidefinite.linear;
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end
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solvers = solvers(find(keep));
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end
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if ProblemClass.constraint.inequalities.rotatedsecondordercone
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keep = ones(length(solvers),1);
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for i = 1:length(solvers)
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keep(i) = solvers(i).constraint.inequalities.rotatedsecondordercone | solvers(i).constraint.inequalities.secondordercone | solvers(i).constraint.inequalities.semidefinite.linear;
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end
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solvers = solvers(find(keep));
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end
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% ******************************************************
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% Prune based on element-wise inequality constraints
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% ******************************************************
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if ProblemClass.constraint.inequalities.elementwise.sigmonial
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keep = ones(length(solvers),1);
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for i = 1:length(solvers)
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keep(i) = solvers(i).constraint.inequalities.elementwise.sigmonial;
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end
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solvers = solvers(find(keep));
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end
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if ProblemClass.constraint.inequalities.elementwise.polynomial
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keep = ones(length(solvers),1);
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for i = 1:length(solvers)
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keep(i) = solvers(i).constraint.inequalities.elementwise.quadratic.nonconvex | solvers(i).constraint.inequalities.elementwise.sigmonial | solvers(i).constraint.inequalities.elementwise.polynomial;
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end
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solvers = solvers(find(keep));
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end
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if ProblemClass.constraint.inequalities.elementwise.quadratic.nonconvex
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keep = ones(length(solvers),1);
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for i = 1:length(solvers)
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keep(i) = solvers(i).constraint.inequalities.elementwise.sigmonial | solvers(i).constraint.inequalities.elementwise.polynomial | solvers(i).constraint.inequalities.elementwise.quadratic.nonconvex;
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end
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solvers = solvers(find(keep));
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end
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if ProblemClass.constraint.inequalities.elementwise.quadratic.convex | (ProblemClass.constraint.inequalities.secondordercone & socp_are_really_qc)
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keep = ones(length(solvers),1);
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for i = 1:length(solvers)
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keep(i) = solvers(i).constraint.inequalities.elementwise.sigmonial | solvers(i).constraint.inequalities.elementwise.polynomial | solvers(i).constraint.inequalities.elementwise.quadratic.nonconvex | solvers(i).constraint.inequalities.elementwise.quadratic.convex | solvers(i).constraint.inequalities.secondordercone | solvers(i).constraint.inequalities.semidefinite.linear;
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end
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solvers = solvers(find(keep));
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end
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if ProblemClass.constraint.inequalities.elementwise.linear
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keep = ones(length(solvers),1);
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for i = 1:length(solvers)
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keep(i) = solvers(i).constraint.inequalities.elementwise.sigmonial | solvers(i).constraint.inequalities.elementwise.polynomial | solvers(i).constraint.inequalities.semidefinite.quadratic | solvers(i).constraint.inequalities.elementwise.linear;
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end
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solvers = solvers(find(keep));
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end
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% ******************************************************
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% Prune based on element-wise constraints
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% ******************************************************
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if ProblemClass.constraint.equalities.sigmonial
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keep = ones(length(solvers),1);
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for i = 1:length(solvers)
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keep(i) = solvers(i).constraint.inequalities.elementwise.sigmonial | solvers(i).constraint.equalities.sigmonial;
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end
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solvers = solvers(find(keep));
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end
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if ProblemClass.constraint.equalities.polynomial
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keep = ones(length(solvers),1);
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for i = 1:length(solvers)
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indirect = solvers(i).constraint.inequalities.elementwise.quadratic.nonconvex | solvers(i).constraint.inequalities.elementwise.sigmonial | solvers(i).constraint.inequalities.elementwise.polynomial;
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indirect = indirect | solvers(i).constraint.inequalities.elementwise.sigmonial | solvers(i).constraint.inequalities.elementwise.polynomial;
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direct = solvers(i).constraint.equalities.sigmonial | solvers(i).constraint.equalities.polynomial;
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keep(i) = direct | indirect;
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end
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solvers = solvers(find(keep));
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end
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if ProblemClass.constraint.equalities.quadratic
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keep = ones(length(solvers),1);
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for i = 1:length(solvers)
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indirect = solvers(i).constraint.inequalities.elementwise.sigmonial | solvers(i).constraint.inequalities.elementwise.polynomial | solvers(i).constraint.inequalities.elementwise.quadratic.nonconvex;
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direct = solvers(i).constraint.equalities.sigmonial | solvers(i).constraint.equalities.polynomial | solvers(i).constraint.equalities.quadratic;
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keep(i) = direct | indirect;
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end
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solvers = solvers(find(keep));
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end
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if ProblemClass.constraint.equalities.linear
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keep = ones(length(solvers),1);
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for i = 1:length(solvers)
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indirect = solvers(i).constraint.inequalities.elementwise.linear | solvers(i).constraint.inequalities.elementwise.sigmonial | solvers(i).constraint.inequalities.elementwise.polynomial;
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direct = solvers(i).constraint.equalities.linear | solvers(i).constraint.equalities.sigmonial | solvers(i).constraint.equalities.polynomial;
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keep(i) = direct | indirect;
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end
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solvers = solvers(find(keep));
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end
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% ******************************************************
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% Discrete data
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% ******************************************************
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if ProblemClass.constraint.integer
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keep = ones(length(solvers),1);
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for i = 1:length(solvers)
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keep(i) = solvers(i).constraint.integer;
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end
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solvers = solvers(find(keep));
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end
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if ProblemClass.constraint.binary
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keep = ones(length(solvers),1);
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for i = 1:length(solvers)
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keep(i) = solvers(i).constraint.integer | solvers(i).constraint.binary;
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end
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solvers = solvers(find(keep));
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end
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if isempty(solvers)
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solver = [];
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else
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solver=solvers;
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% solver = solvers(1);
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end
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% if isempty(solver)
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% if length(options.solver)>0 % User selected available solver, but it is not applicable
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% problem = -4;
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% else
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% problem = -2;
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% end
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% end
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% FIX : Hack when chosing the wrong fmincon thingy
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if ~isempty(solver)
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if (length(options.solver)==0 | isequal(options.solver,'fmincon')) & isequal(solver.tag,'fmincon') & isequal(solver.version,'geometric')
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if ~(ProblemClass.objective.sigmonial | ProblemClass.constraint.inequalities.elementwise.sigmonial)
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solver.version = 'standard';
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solver.call = 'callfmincon';
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solver.objective.linear = 1;
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solver.objective.quadratic.convex = 1;
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solver.objective.quadratic.nonconvex = 1;
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solver.objective.polynomial = 1;
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solver.objective.sigmonial = 1;
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solver.constraint.equalities.elementwise.linear = 1;
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solver.constraint.equalities.elementwise.quadratic.convex = 1;
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solver.constraint.equalities.elementwise.quadratic.nonconvex = 1;
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solver.constraint.equalities.elementwise.polynomial = 1;
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solver.constraint.equalities.elementwise.sigmonial = 1;
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solver.constraint.inequalities.elementwise.linear = 1;
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solver.constraint.inequalities.elementwise.quadratic.convex = 1;
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solver.constraint.inequalities.elementwise.quadratic.nonconvex = 1;
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solver.constraint.inequalities.elementwise.polynomial = 1;
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solver.constraint.inequalities.elementwise.sigmonial = 1;
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solver.constraint.inequalities.semidefinite.linear = 1;
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solver.constraint.inequalities.semidefinite.quadratic = 1;
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solver.constraint.inequalities.semidefinite.polynomial = 1;
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solver.dual = 1;
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end
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end
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end
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