124 lines
3.0 KiB
Mathematica
124 lines
3.0 KiB
Mathematica
|
function output = calldsdp(interfacedata)
|
||
|
|
|
||
|
|
% Retrieve needed data
|
||
|
|
options = interfacedata.options;
|
||
|
|
F_struc = interfacedata.F_struc;
|
||
|
|
c = interfacedata.c;
|
||
|
|
K = interfacedata.K;
|
||
|
|
x0 = interfacedata.x0;
|
||
|
|
ub = interfacedata.ub;
|
||
|
|
lb = interfacedata.lb;
|
||
|
|
|
||
|
|
% Bounded variables converted to constraints
|
||
|
|
if ~isempty(ub)
|
||
|
|
[F_struc,K] = addStructureBounds(F_struc,K,ub,lb);
|
||
|
|
end
|
||
|
|
|
||
|
|
% Convert from SeDuMi format
|
||
|
|
[b,AC] = sedumi2dsdp5(F_struc,c,K);
|
||
|
|
|
||
|
|
options.dsdp.printyes = (options.verbose>0);
|
||
|
|
options.dsdp.print = (options.verbose>0);
|
||
|
|
|
||
|
|
if options.showprogress;showprogress(['Calling ' interfacedata.solver.tag],options.showprogress);end
|
||
|
|
|
||
|
|
if options.savedebug
|
||
|
|
pars = options.dsdp;
|
||
|
|
save dsdpdebug AC b pars
|
||
|
|
end
|
||
|
|
|
||
|
|
solvertime = tic;
|
||
|
|
if isempty(x0)
|
||
|
|
if options.saveduals | options.dimacs | options.savesolveroutput
|
||
|
|
if options.verbose==0 % to fix display bug reported from user
|
||
|
|
evalc('[STAT,y,X] = dsdp(b,AC,options.dsdp);');
|
||
|
|
else
|
||
|
|
[STAT,y,X] = dsdp(b,AC,options.dsdp);
|
||
|
|
end
|
||
|
|
else
|
||
|
|
if options.verbose==0 % to fix display bug reported from user
|
||
|
|
evalc('[STAT,y] = dsdp(b,AC,options.dsdp);');
|
||
|
|
else
|
||
|
|
[STAT,y] = dsdp(b,AC,options.dsdp);;
|
||
|
|
end
|
||
|
|
end
|
||
|
|
else
|
||
|
|
if options.saveduals | options.dimacs | options.savesolveroutput
|
||
|
|
if options.verbose==0 % to fix display bug reported from user
|
||
|
|
evalc('[STAT,y,X] = dsdp(b,AC,options.dsdp,x0);');
|
||
|
|
else
|
||
|
|
[STAT,y,X] = dsdp(b,AC,options.dsdp,x0);
|
||
|
|
end
|
||
|
|
else
|
||
|
|
if options.verbose==0 % to fix display bug reported from user
|
||
|
|
evalc('[STAT,y] = dsdp(b,AC,options.dsdp,x0);');
|
||
|
|
else
|
||
|
|
[STAT,y] = dsdp(b,AC,options.dsdp,x0);
|
||
|
|
end
|
||
|
|
end
|
||
|
|
end
|
||
|
|
solvertime = toc(solvertime);
|
||
|
|
|
||
|
|
% Create dual variable in internal format
|
||
|
|
if options.saveduals | options.dimacs
|
||
|
|
Dual = [];
|
||
|
|
for i = 1:length(X)
|
||
|
|
if isequal('SDP',AC{i,1})
|
||
|
|
XX = dmat(X{i});
|
||
|
|
else
|
||
|
|
XX = X{i};
|
||
|
|
end
|
||
|
|
Dual = [Dual;XX(:)];
|
||
|
|
end
|
||
|
|
else
|
||
|
|
Dual = [];
|
||
|
|
end
|
||
|
|
|
||
|
|
Primal = y; % Our notation do not coincide ...
|
||
|
|
|
||
|
|
% Backwards compatibility
|
||
|
|
if isfield(STAT,'dual')
|
||
|
|
switch STAT.dual
|
||
|
|
case 'Infeasible'
|
||
|
|
STAT.termcode = 2;
|
||
|
|
case 'Unbounded'
|
||
|
|
STAT.termcode = 1;
|
||
|
|
otherwise
|
||
|
|
end
|
||
|
|
end
|
||
|
|
|
||
|
|
switch STAT.termcode
|
||
|
|
case 0
|
||
|
|
if STAT.iterates>=options.dsdp.maxit
|
||
|
|
problem = 3;
|
||
|
|
else
|
||
|
|
problem = 0;
|
||
|
|
end
|
||
|
|
case 1
|
||
|
|
problem = 2;
|
||
|
|
case 2
|
||
|
|
problem = 1;
|
||
|
|
case -3
|
||
|
|
problem = 4;
|
||
|
|
otherwise
|
||
|
|
problem = -1;
|
||
|
|
end
|
||
|
|
|
||
|
|
if options.savesolveroutput
|
||
|
|
solveroutput.STAT = STAT;
|
||
|
|
solveroutput.X = X;
|
||
|
|
solveroutput.y = y;
|
||
|
|
else
|
||
|
|
solveroutput = [];
|
||
|
|
end
|
||
|
|
|
||
|
|
if options.savesolverinput
|
||
|
|
solverinput.AC = AC;
|
||
|
|
solverinput.b = b;
|
||
|
|
solverinput.pars = options.dsdp;
|
||
|
|
else
|
||
|
|
solverinput = [];
|
||
|
|
end
|
||
|
|
|
||
|
|
% Standard interface
|
||
|
|
output = createOutputStructure(Primal,Dual,[],problem,infostr,solverinput,solveroutput,solvertime);
|