117 lines
2.9 KiB
Mathematica
117 lines
2.9 KiB
Mathematica
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function output = callgpposy(interfacedata)
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% Retrieve needed data
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options = interfacedata.options;
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F_struc = interfacedata.F_struc;
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c = interfacedata.c;
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Q = interfacedata.Q;
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K = interfacedata.K;
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extended_variables = interfacedata.extended_variables;
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ub = interfacedata.ub;
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lb = interfacedata.lb;
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mt = interfacedata.monomtable;
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variabletype = interfacedata.variabletype;
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% *********************************
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% What type of variables do we have
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% *********************************
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if isempty(variabletype)
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linear_variables = find((sum(abs(mt),2)==1) & (any(mt==1,2)));
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else
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linear_variables = find(variabletype == 0);
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end
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% Same for fmincon,mosek,gpposy (for gpposy, we do not add bound constraints)
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[prob,problem] = yalmip2geometric(options,F_struc,c,Q,K,[],[],mt,linear_variables,extended_variables);
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if problem == 0
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%
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fixed = find(ub(linear_variables) == lb(linear_variables));
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if ~isempty(fixed)
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prob.G = [prob.G;-sparse(1:length(fixed),fixed,1,length(fixed),length(linear_variables))];
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prob.h = [prob.h;lb(linear_variables(fixed))];
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end
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ub(linear_variables(fixed)) = inf;
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lb(linear_variables(fixed)) = -inf;
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% Account for numerical problems in gpposy
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if ~isempty(lb);
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lb=lb(linear_variables);
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lb(lb<0)=1e-100;
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lb(lb==0) = 1e-100;
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end
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if ~isempty(ub);
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ub=ub(linear_variables);
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ub(isinf(ub))=1e100;
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end
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% Convert to gpposy
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A=prob.A;
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b=prob.b;
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G = prob.G;
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h = prob.h;
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szs=[];
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for i=0:max(prob.map)
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szs=[szs;nnz(find(i==prob.map))];
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end
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if szs(1) == 0
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% Feasibility problem not supported by GPPOSY
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% Just minimize sum of all variables
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A = [eye(size(A,2));A];
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b = [ones(size(A,2),1);b];
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szs(1) = size(A,2);
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end
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if options.savedebug
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save gpposydebug A b szs
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end
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solvertime = tic;
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[x,status,lambda,nu] = gpposy(A,b,szs,G,h,lb,ub,double(options.verbose)==0);
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solvertime = toc(solvertime);
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Primal = zeros(length(c),1);
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% Check, currently not exhaustive...
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switch lower(status)
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case 'solved'
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problem = 0;
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Primal(linear_variables) = x;
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case 'infeasible'
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problem = 1;
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case 'failed'
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problem = 4;
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otherwise
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problem = 9;
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end
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else
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Primal = [];
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solvertime = [];
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end
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% Internal format for duals
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Dual = [];
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infostr = yalmiperror(problem,interfacedata.solver.tag);
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if options.savesolverinput
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solverinput.A = A;
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solverinput.b = b;
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solverinput.szs = szs;
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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.status = status;
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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 = createOutputStructure(Primal,Dual,[],problem,infostr,solverinput,solveroutput,solvertime);
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