99 lines
2.1 KiB
Mathematica
99 lines
2.1 KiB
Mathematica
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function output = callooqp(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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K = interfacedata.K;
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x0 = interfacedata.x0;
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Q = interfacedata.Q;
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lb = interfacedata.lb;
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ub = interfacedata.ub;
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switch options.verbose
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case 0
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options.quadprog.Display = 'off';
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case 1
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options.quadprog.Display = 'final';
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otherwise
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options.quadprog.Display = 'iter';
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end
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showprogress('Calling OOQP',options.showprogress);
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if ~isempty(F_struc)
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A = -F_struc(1:1:K.f,2:end);
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dA = full(F_struc(1:1:K.f,1));
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C =-F_struc(K.f+1:end,2:end);
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cupp = full(F_struc(K.f+1:end,1));
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clow = full(-ones(size(C,1),1)*1e4);
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else
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A = [];
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dA = [];
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C = [];
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cupp = [];
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clow = [];
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end
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n = length(c);
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if isempty(lb)
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xlow = -ones(n,1)*1e9;
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xupp = ones(n,1)*1e9;
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else
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lb(isinf(lb)) = -1e9;
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ub(isinf(ub)) = 1e9;
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xlow = lb;
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xupp = ub;
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end
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if options.verbose==0
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doprint = 'no';
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else
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doprint = 'yes';
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end
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solvertime = tic;
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[status, x, gamma, phi, y, z, lambda, pi] = ooqp( c, 2*Q, xlow, xupp, A, dA, C, clow, cupp, doprint);
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solvertime = toc(solvertime);
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problem = 0;
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% Internal format for duals
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D_struc = -[y;z];
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% Check, currently not exhaustive...
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switch status
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case 0
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problem = 0;
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case 3
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problem = 1;
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otherwise
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problem = 13;
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end
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infostr = yalmiperror(problem,'OOQP');
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% Save all data sent to solver?
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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.Aeq = Aq;
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solverinput.beq = beq;
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solverinput.c = c;
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solverinput.H = Q;
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solverinput.options = options.quadprog;
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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 = createOutputStructure(x(:),D_struc,[],problem,infostr,solverinput,solveroutput,solvertime);
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