54 lines
1.5 KiB
Mathematica
54 lines
1.5 KiB
Mathematica
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function [x,D_struc,problem,r,res,solvertime,prob] = call_mosek_geometric(model);
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x = [];
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D_struc = [];
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r = [];
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res = [];
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solvertime = 0;
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[prob,problem] = yalmip2geometric(model.options,model.F_struc,model.c,model.Q,model.K,model.ub,model.lb,model.monomtable,model.linear_variables,model.extended_variables);
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if problem == 0
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% Mosek does not support equalities
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if ~isempty(prob.G)
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prob.A = [prob.A;prob.G;-prob.G];
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prob.b = [prob.b;prob.h;1./prob.h];
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prob.map = [prob.map;max(prob.map) + (1:2*length(prob.h))'];
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end
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if model.options.savedebug
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save mosekdebug prob
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end
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param = model.options.mosek;
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% Call MOSEK
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showprogress('Calling MOSEK',model.options.showprogress);
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if model.options.verbose == 0
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solvertime = tic;
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res = mskgpopt(prob.b,prob.A,prob.map,param,'minimize echo(0)');
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solvertime = toc(solvertime);
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else
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solvertime = tic;
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res = mskgpopt(prob.b,prob.A,prob.map,param,'minimize');
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solvertime = toc(solvertime);
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end
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sol = res.sol;
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x = zeros(length(model.c),1);
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x(model.linear_variables)=exp(res.sol.itr.xx);
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D_struc = [];
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% Check, currently not exhaustive...
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switch res.sol.itr.prosta
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case 'PRIMAL_AND_DUAL_FEASIBLE'
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problem = 0;
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case 'PRIMAL_INFEASIBLE'
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problem = 1;
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case 'DUAL_INFEASIBLE'
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problem = 2;
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case 'UNKNOWN'
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problem = 9;
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otherwise
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problem = -1;
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end
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end
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