320 lines
11 KiB
Mathematica
320 lines
11 KiB
Mathematica
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function [sys,values] = value(X,allextended,allevaluators,allStruct,mt,variabletype,solution,values)
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%VALUE Returns current numerical value of an SDPVAR object
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%
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% After solving an optimization problem, we can extract the current
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% solution by applying VALUE on a variable of interest
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%
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% xvalue = value(x)
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%
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% If you have solved a multiple problems simultaneously by using a
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% non-scalar objective function, you can select the solution by using a
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% second argument
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%
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% xvalue = value(x,i)
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% Normal users might use the second arguement in order to select solution
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if nargin == 2
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if numel(allextended)==1
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try
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selectsolution(allextended);
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sys = value(X);
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selectsolution(1);
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return
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catch
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error(['Solution ' num2str(allextended) ' not available']);
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end
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else
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error(['Solution number should be a positive scalar']);
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end
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end
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% Definition of nonlinear variables
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if nargin == 1
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[mt,variabletype] = yalmip('monomtable');
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solution = yalmip('getsolution');
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end
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lmi_variables = X.lmi_variables;
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nonlinears = lmi_variables(find(variabletype(lmi_variables)));
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% FIXME: This code does not work
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% if ~isempty(solution.values)
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% if max(lmi_variables) <= length(solution.values) && isempty(nonlinears)
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% if ~any(isnan(solution.values(lmi_variables(:))))
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% % Yihoo, we can do this really fast by
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% % re-using the old values
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% sys = X.basis*[1;solution.values(lmi_variables(:))];
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% if X.typeflag==10
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% sys = eig(full(reshape(sys,X.dim(1),X.dim(2))));
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% else
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% sys = full(reshape(sys,X.dim(1),X.dim(2)));
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% end
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% return
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% end
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% end
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% end
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% Okey, we could not do it really fast...
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if nargin == 1
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% Definition of nonlinear variables
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allextended = yalmip('extvariables');
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allevaluators = [];
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allStruct = yalmip('extstruct');
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end
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if isempty(nonlinears) && isempty(allextended)
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members = ismembcYALMIP(lmi_variables,solution.variables);
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if all(members)
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% speed up code for simple linear case
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values = solution.values;
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if isempty(solution.values)
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values = sparse(solution.variables,ones(length(solution.variables),1),solution.optvar,size(mt,1),1);
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yalmip('setvalues',values);
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else
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if any(isnan(solution.values(lmi_variables(:))))
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values = sparse(solution.variables,ones(length(solution.variables),1),solution.optvar,size(mt,1),1);
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yalmip('setvalues',values);
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end
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end
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sys = X.basis*[1;values(lmi_variables(:))];
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if X.typeflag==10
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sys = eig(full(reshape(sys,X.dim(1),X.dim(2))));
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else
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sys = full(reshape(sys,X.dim(1),X.dim(2)));
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end
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return
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end
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end
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if nargin == 1
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% All double values
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if isempty(solution.optvar)
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values=nan(size(mt,1),1);
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else
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values=solution.optvar(1)*nan(size(mt,1),1);
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end
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values(solution.variables) = solution.optvar;
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clear_these = allextended;
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if yalmip('containsSemivar') && ~isempty(allStruct)
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tmp = strcmp({allStruct.fcn},'semivar');
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for i = find(tmp)
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clear_these = setdiff(clear_these,allextended(i));
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end
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end
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values(clear_these) = nan;
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end
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% Evaluate the extended operators
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if ~isempty(allextended)
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extended_variables = find(ismembcYALMIP(X.lmi_variables,allextended));
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if ~isempty(extended_variables)
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for i = 1:length(extended_variables)
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extvar = lmi_variables(extended_variables(i));
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if isnan(values(extvar))
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extstruct = allStruct(find(X.lmi_variables(extended_variables(i)) == allextended));
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for k = 1:length(extstruct.arg)
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if isa(extstruct.arg{k},'sdpvar')
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[extstruct.arg{k},values] = value(extstruct.arg{k},allextended,allevaluators,allStruct,mt,variabletype,solution,values);
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elseif isa(extstruct.arg{k},'constraint')
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extstruct.arg{k} = value(extstruct.arg{k});
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end
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end
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switch extstruct.fcn
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case 'sort'
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[w,loc] = sort(extstruct.arg{1});
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if extstruct.arg{2}.isthisloc
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val = loc(extstruct.arg{2}.i);
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else
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val = w(extstruct.arg{2}.i);
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end
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case 'semivar'
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% A bit messy, since it not really is a nonlinear
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% operator. semivar(1) does not return 1, but a new
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% semivar variable...
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val = values(getvariables(extstruct.var));
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case 'geomean' % Not 100% MATLAB consistent (Hermitian case differ)
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val = extstruct.arg{1};
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if ~any(any(isnan(val)))
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[n,m] = size(val);
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if n == m
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if isessentiallyhermitian(val)
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val = max(0,real(det(val)))^(1/n);
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else
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val = prod(val).^(1./(size(val,1)));
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end
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elseif min(n,m)>1
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val = prod(val).^(1./(size(val,1)));
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else
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val = prod(val).^(1./(length(val)));
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end
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else
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val = nan;
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end
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case 'pwf'
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% Has to be placed here due to the case when
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% all functions are double, since in this case,
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% we cannot determine in pwf if we want the double or
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% create a pw constant function...
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n = length(extstruct.arg-1)/2;
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warning('Loop index ''i'' is changed inside of a FOR loop.')
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i = 1;
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val = nan;
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while i<=n
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if min(checkset(extstruct.arg{2*i}))>=0
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val = extstruct.arg{2*i-1};
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break
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end
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i = i + 1;
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end
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case 'or'
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temp = [extstruct.arg{1:end-1}];
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if any(isnan(temp))
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val = NaN;
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else
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val = any(temp);
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end
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case 'and'
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temp = [extstruct.arg{1:end-1}];
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if any(isnan(temp))
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val = NaN;
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else
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val = all(temp);
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end
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case 'xor'
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temp = [extstruct.arg{1:end-1}];
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if any(isnan(temp))
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val = NaN;
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else
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val = nnz([extstruct.arg{1:end-1}]) == 1;
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end
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case 'abs'
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try
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% ABS has predefined binary appended to
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% argument list
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val = feval(extstruct.fcn,extstruct.arg{1:end-2});
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catch
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val = nan;
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end
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otherwise
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try
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val = feval(extstruct.fcn,extstruct.arg{1:end-1});
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catch
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val = nan;
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end
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end
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values(extstruct.computes) = full(val);
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end
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end
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end
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end
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if ~isempty(nonlinears)
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mt_t = mt'; %Working columnwise is faster
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use_these = find(ismember(lmi_variables,nonlinears));
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all_extended_variables = yalmip('extvariables');
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if ~isempty(allStruct)
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allStruct_computes = [allStruct.computes];
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else
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allStruct_computes = [];
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end
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for i = use_these
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monom_i = mt_t(:,lmi_variables(i));
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used_in_monom = find(monom_i);
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if ~isempty(all_extended_variables)
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extended_variables = find(ismembcYALMIP(used_in_monom,all_extended_variables));
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if ~isempty(extended_variables)
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for ii = 1:length(extended_variables)
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extvar = used_in_monom(extended_variables(ii));
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%extstruct = yalmip('extstruct',extvar);
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%extstruct = getExtStruct(allStruct,extvar);
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extstruct = allStruct(allStruct_computes == extvar);
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for k = 1:length(extstruct.arg)
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if isa(extstruct.arg{k},'sdpvar')
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extstruct.arg{k} = value(extstruct.arg{k});
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end
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end
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switch extstruct.fcn
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case 'abs'
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val = feval(extstruct.fcn,extstruct.arg{1:end-2});
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case 'sort'
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w = sort(extstruct.arg{1});
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val = w(extstruct.arg{2});
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case 'semivar'
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val = values(getvariables(extstruct.var));
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case 'geomean' % Not 100% MATLAB consistent (Hermitian case differ)
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val = extstruct.arg{1};
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if ~any(any(isnan(val)))
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[n,m] = size(val);
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if n == m
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if issymmetric(val)
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val = max(0,real(det(val)))^(1/n);
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else
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val = geomean(val);
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end
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else
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val = geomean(val);
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end
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else
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val = nan;
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end
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otherwise
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val = feval(extstruct.fcn,extstruct.arg{1:end-1});
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end
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values(extstruct.computes) = full(val);
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end
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end
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end
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% This code is a bit shaky due to the 0^0 bug in linux 6.5
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%the_product = prod(values(used_in_monom).^monom_i(used_in_monom));
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the_product = 1;
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for j = 1:length(used_in_monom)
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the_product = the_product*values(used_in_monom(j))^monom_i(used_in_monom(j));
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end
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values(lmi_variables(i)) = the_product;
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end
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end
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sys = X.basis*[1;values(lmi_variables(:))];
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if X.typeflag==10
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sys = eig(full(reshape(sys,X.dim(1),X.dim(2))));
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else
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sys = full(reshape(sys,X.dim(1),X.dim(2)));
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end
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function extstruct = getExtStruct(allStruct,extvar)
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found = 0;
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extstruct = [];
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i = 1;
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while ~found && i <=length(allStruct)
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if extvar == getvariables(allStruct(i).var)
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found = 1;
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extstruct = allStruct(i);
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end
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i = i + 1;
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end
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