18 lines
633 B
Mathematica
18 lines
633 B
Mathematica
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function [f,df,xevaledout] = fmincon_fun_liftlayer(x,model)
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if isempty(model.lift)
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[f,df,xevaledout,dx] = fmincon_fun(x,model);
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else
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xlift = zeros(length(model.linearindicies),1);
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xlift(model.lift.linearIndex) = x;
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xlift(model.lift.liftedIndex) = model.lift.d + model.lift.T*x;
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% Call the computational kernel which works in the fully expanded
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% normalized format.
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[f,df,xevaledout,dx] = fmincon_fun(xlift,model);
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%Now map gradient to exposed variables to fmincon
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df = df(:)';
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if ~isempty(df)
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df = df(model.lift.linearIndex) + df(model.lift.liftedIndex)*model.lift.T;
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end
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end
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