61 lines
1.2 KiB
Mathematica
61 lines
1.2 KiB
Mathematica
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function gi = pennonm_callback_g(i,x,model_in)
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global latest_G
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global latest_g
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global latest_x_g
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persistent model
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persistent g
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persistent geq
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if nargin>2
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model = model_in;
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return
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end
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% Compute the nonlinear terms in the constraints
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x = x(:);
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if ~isequal(latest_x_g,x)
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[g,geq,dg,dgeq] = fmincon_con(x,model);
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latest_x_g = x;
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% Append with linear constraints
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g = [g;geq];
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if ~isempty(model.A)
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g = [g;model.A*x - model.b];
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end
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if ~isempty(model.Aeq)
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g = [g;model.Aeq*x - model.beq];
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end
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G = [dg';dgeq'];
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if ~isempty(model.A)
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G = [G;model.A];
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end
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if ~isempty(model.Aeq)
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G = [G;model.Aeq];
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end
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start = length(x) - sum((model.K.s).*(model.K.s+1)/2)+1;
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for j = 1:length(model.K.s)
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ni = model.K.s(j);
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T = ones(ni);T = triu(T);
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Ti = find(triu(T));
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xs = x(start:start+ni*(ni+1)/2-1);
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T = T*0;
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T(Ti)=xs;
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X = T+T'-diag(diag(T));
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start = start + ni*(ni+1)/2;
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end
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[cc,cg] = detfun(X,6);
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G(end+1,end-2)=0;%cg(Ti);
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g(end+1)=0;%X(end-2,end);
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latest_G = G;
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latest_g = g;
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else
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g = latest_g;
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end
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gi = full(g(i+1));
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