124 lines
2.5 KiB
Mathematica
124 lines
2.5 KiB
Mathematica
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function varargout = log(varargin)
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%LOG (overloaded)
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switch class(varargin{1})
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case 'double'
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error('Overloaded SDPVAR/LOG CALLED WITH DOUBLE. Report error')
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case 'sdpvar'
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% Try to detect logsumexp construction etc
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varargout{1} = check_for_special_cases(varargin{:});
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% Nope, then just define this logarithm
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if isempty(varargout{1})
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varargout{1} = InstantiateElementWise(mfilename,varargin{:});
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end
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case 'char'
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X = varargin{3};
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F = (X >= 1e-8);
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operator = struct('convexity','concave','monotonicity','increasing','definiteness','none','model','callback');
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operator.convexhull = @convexhull;
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operator.bounds = @bounds;
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operator.domain = [0 inf];
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operator.derivative = @(x)(1./(abs(x)+eps));
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operator.inverse = @(x)(exp(x));
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varargout{1} = F;
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varargout{2} = operator;
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varargout{3} = X;
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otherwise
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error('SDPVAR/LOG called with CHAR argument?');
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end
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function [L,U] = bounds(xL,xU)
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if xL <= 0
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% The variable is not bounded enough yet
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L = -inf;
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else
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L = log(xL);
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end
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if xU < 0
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% This is an infeasible problem
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L = inf;
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U = -inf;
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else
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U = log(xU);
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end
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function [Ax, Ay, b, K] = convexhull(xL,xU)
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K = [];
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if xL <= 0
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fL = inf;
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else
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fL = log(xL);
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end
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fU = log(xU);
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dfL = 1/(xL);
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dfU = 1/(xU);
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%xM = (xU - xL)/(fU-fL);
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xM = (xL + xU)/2;
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fM = log(xM);
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dfM = 1/xM;
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[Ax,Ay,b] = convexhullConcave(xL,xM,xU,fL,fM,fU,dfL,dfM,dfU);
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remove = isinf(b) | isinf(Ax) | isnan(b);
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if any(remove)
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remove = find(remove);
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Ax(remove)=[];
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b(remove)=[];
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Ay(remove)=[];
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end
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function f = check_for_special_cases(x)
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f = [];
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% Check for log(1+x)
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base = getbase(x);
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if all(base(:,1)==1)
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f = slog(x-1);
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return;
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end
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% Check if user is constructing log(sum(exp(x)))
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if base(1)~=0
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return
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end
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if ~all(base(2:end)==1)
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return
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end
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modelst = yalmip('extstruct',getvariables(x));
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if isempty(modelst)
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return;
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end
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if length(modelst)==1
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models{1} = modelst;
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else
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models = modelst;
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end
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% LOG(DET(X))
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if length(models)==1
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if strcmp(models{1}.fcn,'det_internal')
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n = length(models{1}.arg{1});
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try
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f = logdet(reshape(models{1}.arg{1},sqrt(n),sqrt(n)));
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catch
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end
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return
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end
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end
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% LOG(EXP(x1)+...+EXP(xn))
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for i = 1:length(models)
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if ~strcmp(models{i}.fcn,'exp')
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return
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end
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end
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p = [];
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for i = 1:length(models)
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p = [p;models{i}.arg{1}];
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end
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f = logsumexp(p);
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