122 lines
2.8 KiB
Mathematica
122 lines
2.8 KiB
Mathematica
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function output = callfminsearch(model)
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% Retrieve needed data
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options = model.options;
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c = model.c;
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x0 = model.x0;
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Q = model.Q;
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lb = model.lb;
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ub = model.ub;
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K = model.K;
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monomtable = model.monomtable;
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nobounds = isempty(lb) | (~isempty(lb) & all(isinf(lb)));
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nobounds = nobounds & (isempty(ub) | (~isempty(ub) & all(isinf(ub))));
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if any(K.l) | any(K.q) | any(K.s) | ~nobounds
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output = createoutput(zeros(length(c),1),[],[],-4,'FMINSEARCH',[],[],0);
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return
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end
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if isempty(model.evaluation_scheme)
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model = build_recursive_scheme(model);
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end
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switch options.verbose
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case 0
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options.fmincon.Display = 'off';
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case 1
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options.fmincon.Display = 'final';
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otherwise
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options.fmincon.Display = 'iter';
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end
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% Do some pre-calc to be used in calls from fmincon
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nonlinearindicies = union(find(model.variabletype~=0),model.evalVariables);
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linearindicies = setdiff(find(model.variabletype==0),nonlinearindicies);
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model.nonlinearindicies = nonlinearindicies;
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model.linearindicies = linearindicies;
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model.Anonlinineq = [];
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model.bnonlinineq = [];
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model.Anonlineq = [];
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model.bnonlineq = [];
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% Extract linear and nonlinear equality constraints
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Aeq = [];
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beq = [];
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A = [];
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b = [];
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% This helps with robustness in bnb in some cases
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x0candidate = zeros(length(c),1);
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if isempty(x0)
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x0 = x0candidate(linearindicies);
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else
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x0 = x0(linearindicies);
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end
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if options.savedebug
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ops = options.fminsearch;
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save fminsearch model x0 ops
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end
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showprogress('Calling FMINSEARCH',options.showprogress);
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% Precalc for the callbacks
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model = setup_fmincon_params(model);
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if (model.SimpleQuadraticObjective | model.SimpleNonlinearObjective) & isempty(model.evalMap)
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options.fmincon.GradObj = 'on';
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end
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fun = @(x,m)fmincon_fun(x,m);
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solvertime = tic;
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[xout,fmin,flag,output] = fminsearch(@(x)fun(x,model),x0,options.fminsearch);
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solvertime = toc(solvertime);
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if isempty(nonlinearindicies)
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x = xout(:);
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else
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x = zeros(length(c),1);
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for i = 1:length(linearindicies)
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x(linearindicies(i)) = xout(i);
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end
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x = x(1:length(c));
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end
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problem = 0;
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% Internal format for duals
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D_struc = [];
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% Check, currently not exhaustive...
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if flag==0
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problem = 3;
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else
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problem = 0;
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end
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% Save all data sent to solver?
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if options.savesolverinput
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solverinput.fun = 'fmincon_fun';
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solverinput.x0 = x0;
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solverinput.ops = options.fminsearch;
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solverinput.param = model;
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else
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solverinput = [];
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end
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% Save all data from the solver?
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if options.savesolveroutput
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solveroutput.x = x;
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solveroutput.fmin = fmin;
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solveroutput.flag = flag;
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solveroutput.output=output;
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solveroutput.lambda=lambda;
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else
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solveroutput = [];
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end
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% Standard interface
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output = createoutput(x,D_struc,[],problem,'FMINSEARCH',solverinput,solveroutput,solvertime);
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