30 lines
695 B
Mathematica
30 lines
695 B
Mathematica
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function [F,G] = snopt_callback(x,mmodel)
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persistent model
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if nargin > 1
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model = mmodel;
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return
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end
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if model.SimpleLinearObjective | model.SimpleQuadraticObjective
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[f,df] = fmincon_fun_liftlayer(x,model);
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[g,geq,dg,dgeq] = fmincon_con_liftlayer(x,model);
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else
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[f,df,xevaled] = fmincon_fun_liftlayer(x,model);
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[g,geq,dg,dgeq] = fmincon_con_liftlayer(x,model,xevaled);
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end
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F = [f;g;geq];
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n = length(x);
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m = length(g);
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p = length(geq);
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G = [reshape(df,1,n);dg';dgeq'];
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if ~isempty(model.A)
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F = [F;model.A*x - model.b];
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G = [G;model.A];
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end
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if ~isempty(model.Aeq)
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F = [F;model.Aeq*x - model.beq];
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G = [G;model.Aeq];
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end
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G = full(G(model.sparsityElements));
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