251 lines
7.3 KiB
Mathematica
251 lines
7.3 KiB
Mathematica
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function solution = saveampl(varargin)
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%SAVEAMPL Saves a problem definition in AMPL format
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%
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% SAVEAMPL(F,h,'filename') Saves the problem min(h(x)), F(x)>0 to the file filename
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% SAVEAMPL(F,h) A "Save As"- box will be opened
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%
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% YALMIP is currently able to save problems with linear and non-linear
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% element-wise inequality and equality constraints. Integer and binary
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% variables are also supported.
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%
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% Note that YALMIP changes the variable names. Continuous variables
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% are called x, binary are called y while z denotes integer variables.
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F = varargin{1};
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h = varargin{2};
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% Expand nonlinear operators
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options = sdpsettings;
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[F2,failure,cause] = expandmodel(F,h,options);
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if failure % Convexity propgation failed
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interfacedata = [];
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recoverdata = [];
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solver = '';
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diagnostic.solvertime = 0;
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diagnostic.problem = 14;
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diagnostic.info = yalmiperror(14,cause);
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return
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end
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%% FIXME: SYNC with expandmodel etc. Same in compileinterfacedata
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setupBounds(F,options,yalmip('extvariables'));
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solver.constraint.equalities.polynomial=0;
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solver.constraint.binary=1;
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solver.constraint.integer=0;
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[F] = modelComplementarityConstraints(F,solver,[]);
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%%
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nvars = yalmip('nvars');
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vars = depends(F);
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vars = unique([vars depends(h)]);
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binvars = yalmip('binvariables');
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integervars = yalmip('intvariables');
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for i = 1:length(F)
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if is(F(i),'binary')
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binvars = [binvars depends(F(i))];
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elseif is(F(i),'integer')
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integervars = [integervars depends(F(i))];
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end
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end
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binvars = intersect(binvars,vars);
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integervars = intersect(integervars,vars);
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vars = setdiff(vars,union(integervars,binvars));
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integervars = setdiff(integervars,binvars);
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obj = amplexpr(h,vars,binvars,integervars);
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constraints = {};
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if ~isempty(F)
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for i = 1:length(F)
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if is(F(i),'element-wise')
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C = sdpvar(F(i));C=C(:);
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dummy = amplexpr(C,vars,binvars,integervars);
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for j = 1:length(C)
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if ~isempty(dummy{j})
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constraints{end+1} = ['0 <= ' dummy{j}];
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end
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end
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elseif is(F(i),'socp')
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C = sdpvar(F(i));C=C(:);
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dummy = amplexpr(C(1)^2-C(2:end)'*C(2:end),vars,binvars,integervars);
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constraints{end+1} = ['0 <= ' dummy{1}];
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dummy = amplexpr(C(1),vars,binvars,integervars);
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constraints{end+1} = ['0 <= ' dummy{1}];
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elseif is(F(i),'equality')
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C = sdpvar(F(i));C=C(:);
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dummy = amplexpr(C,vars,binvars,integervars);
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for j = 1:length(C)
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constraints{end+1} = ['0 == ' dummy{j}];
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end
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end
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end
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end
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% Is a filename supplied
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if nargin<3
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[filename, pathname] = uiputfile('*.mod', 'Save AMPL format file');
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if isa(filename,'double')
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return % User cancelled
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else
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% Did the user change the extension
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if isempty(findstr(filename,'.'))
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filename = [pathname filename '.mod'];
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else
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filename = [pathname filename];
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end
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end
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else
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filename = varargin{3};
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end
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fid = fopen(filename,'w');
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try
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% fprintf(fid,['option randseed 0;\r\n']);
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if length(vars)>0
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fprintf(fid,['var x {1..%i};\r\n'],length(vars));
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end
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if length(binvars)>0
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fprintf(fid,['var y {1..%i} binary ;\r\n'],length(binvars));
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end
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if length(integervars)>0
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fprintf(fid,['var z {1..%i} integer ;\r\n'],length(integervars));
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end
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fprintf(fid,['minimize obj: ' obj{1} ';'],max(vars));
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fprintf(fid,'\r\n');
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if length(constraints)>0
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for i = 1:length(constraints)
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constraints{i} = strrep(constraints{i},'mpower_internal','');
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fprintf(fid,['subject to constr%i: ' constraints{i} ';'],i);
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fprintf(fid,'\r\n');
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end
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end
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fprintf(fid,'solve;\r\n');
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if length(vars)>0
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fprintf(fid,'display x;\r\n');
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end
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if length(binvars)>0
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fprintf(fid,'display y;\r\n');
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end
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if length(integervars)>0
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fprintf(fid,'display z;\r\n');
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end
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fprintf(fid,'display obj;\r\n');
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catch
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fclose(fid);
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end
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fclose(fid);
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function symb_pvec = amplexpr(pvec,vars,binvars,integervars)
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extVariables = yalmip('extvariables');
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for pi = 1:size(pvec,1)
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for pj = 1:size(pvec,2)
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p = pvec(pi,pj);
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if isa(p,'double')
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symb_p = num2str(p,12);
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elseif isinf(getbasematrix(p,0))
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symb_p = [];
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else
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LinearVariables = depends(p);
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x = recover(LinearVariables);
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exponent_p = full(exponents(p,x));
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names = cell(length(LinearVariables),1);
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for i = 1:length(LinearVariables)
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v1 = find(vars==LinearVariables(i));
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if ~isempty(v1)
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names{i}=['x[' num2str(find(vars==LinearVariables(i))) ']'];
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else
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v1 = find(binvars==LinearVariables(i));
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if ~isempty(v1)
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names{i}=['y[' num2str(find(binvars==LinearVariables(i))) ']'];
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else
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names{i}=['z[' num2str(find(integervars==LinearVariables(i))) ']'];
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end
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end
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end
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for i = 1:length(LinearVariables)
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v1 = find(extVariables==LinearVariables(i));
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if ~isempty(v1)
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e = yalmip('extstruct',extVariables(v1));
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inner = amplexpr(e.arg{1},depends(e.arg{1}),binvars,integervars);
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names{i} = [e.fcn '(' inner{1} ')'];
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names{i} = strrep(names{i},'mpower_internal','');
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end
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end
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symb_p = '';
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if all(exponent_p(1,:)==0)
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symb_p = num2str(full(getbasematrix(p,0)),12);
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exponent_p = exponent_p(2:end,:);
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end
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for i = 1:size(exponent_p,1)
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coeff = getbasematrixwithoutcheck(p,i);
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switch full(coeff)
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case 1
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coeff='+';
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case -1
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coeff = '-';
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otherwise
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if coeff >0
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coeff = ['+' num2str2(coeff)];
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else
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coeff=[num2str2(coeff)];
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end
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end
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if strcmp(symb_p,'') & (strcmp(coeff,'+') | strcmp(coeff,'-'))
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symb_p = [symb_p coeff symbmonom(names,exponent_p(i,:))];
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else
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symb_p = [symb_p coeff '*' symbmonom(names,exponent_p(i,:))];
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end
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end
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if symb_p(1)=='+'
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symb_p = symb_p(2:end);
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end
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end
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if ~isempty(symb_p)
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symb_p = strrep(symb_p,'+*','+');
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symb_p = strrep(symb_p,'-*','-');
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end
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symb_pvec{pi,pj} = symb_p;
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end
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end
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function s = symbmonom(names,monom)
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s = '';
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for j = 1:length(monom)
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if monom(j)
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if strcmp(s,'')
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s = [s names{j}];
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else
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s = [s '*' names{j}];
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end
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if monom(j)~=1
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s = [s '^' num2str(monom(j))];
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end
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end
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end
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function s = num2str2(x)
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s = num2str(full(x),12);
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if isequal(s,'1')
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s = '';
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end
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if isequal(s,'-1')
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s = '-';
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end
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