123 lines
3.2 KiB
Mathematica
123 lines
3.2 KiB
Mathematica
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function output = callsdpt331(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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ub = interfacedata.ub;
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lb = interfacedata.lb;
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% Bounded variables converted to constraints
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if ~isempty(ub)
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[F_struc,K] = addStructureBounds(F_struc,K,ub,lb);
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end
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% Convert from internal (sedumi-like) format
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[blk,A,C,b,oldKs]=sedumi2sdpt3(F_struc(:,1),F_struc(:,2:end),c,K,options.sdpt3.smallblkdim);
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options.sdpt3.printyes=double(options.verbose);
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options.sdpt3.expon=options.sdpt3.expon(1);
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if options.savedebug
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ops = options.sdpt3;
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save sdpt3debug blk A C b ops x0
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end
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if options.showprogress;showprogress(['Calling ' interfacedata.solver.tag],options.showprogress);end
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solvertime = tic;
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if options.verbose==0 % SDPT3 does not run silent despite printyes=0!
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evalc('[obj,X,y,Z,info,runhist] = sqlp(blk,A,C,b,options.sdpt3,[],x0,[]);');
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else
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[obj,X,y,Z,info,runhist] = sqlp(blk,A,C,b,options.sdpt3,[],x0,[]);
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end
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solvertime = toc(solvertime);
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% Create YALMIP dual variable and slack
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Dual = [];
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Slack = [];
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top = 1;
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if K.f>0
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Dual = [Dual;X{top}(:)];
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Slack = [Slack;Z{top}(:)];
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top = top+1;
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end
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if K.l>0
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Dual = [Dual;X{top}(:)];
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Slack = [Slack;Z{top}(:)];
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top = top + 1;
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end
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if K.q(1)>0
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Dual = [Dual;X{top}(:)];
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Slack = [Slack;Z{top}(:)];
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top = top + 1;
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end
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if K.s(1)>0
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% Messy format in SDPT3 to block and sort small SDPs
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u = blk(:,1);
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u = find([u{:}]=='s');
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s = 1;
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for top = u
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ns = blk(top,2);ns = ns{1};
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k = 1;
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for i = 1:length(ns)
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Xi{oldKs(s)} = X{top}(k:k+ns(i)-1,k:k+ns(i)-1);
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Zi{oldKs(s)} = Z{top}(k:k+ns(i)-1,k:k+ns(i)-1);
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s = s + 1;
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k = k+ns(i);
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end
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end
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for i = 1:length(Xi)
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Dual = [Dual;Xi{i}(:)];
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Slack = [Slack;Zi{i}(:)];
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end
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end
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Primal = -y; % Primal variable in YALMIP
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% Convert error code
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switch info.termcode
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case 0
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problem = 0; % No problems detected
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case {-1,-5}
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problem = 5; % Lack of progress
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case {-2,-3,-4,-7}
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problem = 4; % Numerical problems
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case -6
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problem = 3; % Maximum iterations exceeded
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case -10
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problem = 7; % YALMIP sent incorrect input to solver
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case 1
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problem = 2; % Dual feasibility
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case 2
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problem = 1; % Primal infeasibility
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otherwise
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problem = -1; % Unknown error
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end
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infostr = yalmiperror(problem,interfacedata.solver.tag);
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if options.savesolveroutput
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solveroutput.obj = obj;
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solveroutput.X = X;
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solveroutput.y = y;
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solveroutput.Z = Z;
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solveroutput.info = info;
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solveroutput.runhist = runhist;
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else
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solveroutput = [];
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end
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if options.savesolverinput
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solverinput.blk = blk;
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solverinput.A = A;
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solverinput.C = C;
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solverinput.b = b;
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solverinput.X0 = [];
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solverinput.y0 = x0;
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solverinput.Z0 = [];
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solverinput.options = options.sdpt3;
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else
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solverinput = [];
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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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