24 lines
828 B
Mathematica
24 lines
828 B
Mathematica
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function [g,geq,dg,dgeq,xevaled] = fmincon_con_liftlayer(x,model,xevaled)
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if isempty(model.lift)
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[g,geq,dg,dgeq,xevaled] = fmincon_con(x,model);
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else
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xlift = zeros(length(model.linearindicies),1);
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xlift(model.lift.linearIndex) = x;
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xlift(model.lift.liftedIndex) = model.lift.d + model.lift.T*x;
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% Call the computational kernel which works in the fully expanded
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% normalized format
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[g,geq,dg,dgeq,xevaled] = fmincon_con(xlift,model);
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[f,df,xevaledout] = fmincon_fun(xlift,model);
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%Now map gradient to exposed varaibles to fmincon
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if ~isempty(dg)
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dg = dg(model.lift.linearIndex,:) + model.lift.T'*dg(model.lift.liftedIndex,:);
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end
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if ~isempty(dgeq)
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dgeq = dgeq(model.lift.linearIndex,:) + model.lift.T'*dgeq(model.lift.liftedIndex,:);
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end
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end
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