102 lines
2.6 KiB
Mathematica
102 lines
2.6 KiB
Mathematica
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function output = callspecsdp(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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ub = interfacedata.ub;
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lb = interfacedata.lb;
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x0 = interfacedata.x0;
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% *********************************************
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% Bounded variables converted to constraints
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% N.B. Only happens when caller is BNB
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% *********************************************
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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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% *********************************************
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% Lower triangular parts on semi-definite parts
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% *********************************************
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trilindicies = [];
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top = 0;
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Dims = [];
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Nlmi = 0;
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nbvar = length(c);
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if K.l>0
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trilindicies = (1:K.l)';
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top = top + K.l;
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Dims = [Dims ones(1,K.l)];
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Nlmi = Nlmi + K.l;
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end
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if K.s(1)>0
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for i = 1:length(K.s)
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trilindicies = [trilindicies;top + find(tril(ones(K.s(i))))];
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top = top + K.s(i)^2;
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end
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Nlmi = Nlmi + length(K.s);
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Dims = [Dims K.s];
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end
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A0 = full(-F_struc(trilindicies,1));
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AA = -F_struc(trilindicies,2:end);
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% YALMIP sends empty initials
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if isempty(x0)
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x0=zeros(nbvar,1);
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end
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% Apkarians code to get indicies in sparse format
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% Note, code to remove non-used variables is
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% skipped, YALMIP takes care of this (I think)
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nrowA=size(AA,1);
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[irowA,icolA,AAval]=find(AA);
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nonzerA=length(icolA);
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nbvar=max(icolA);
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nnnn=[nrowA nonzerA nbvar Nlmi];
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% *********************************************
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% Get options
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% *********************************************
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ops = struct2cell(options.specsdp);ops = [ops{1:end}];
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opts = ops(1:6);
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penopts = ops(7:end);
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% *********************************************
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% Call Apkarians solver
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% *********************************************
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showprogress('Calling Apkarian',options.showprogress);
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problem = 0;
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solvertime = tic;
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[x,laug,lmax]=SPSDPLSCX(nnnn,A0,AAval,irowA,icolA,Dims,c,opts,penopts,x0);
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solvertime = toc(solvertime);
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% *********************************************
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% Dual variables not available
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% *********************************************
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D_struc = [];
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% *********************************************
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% Error codes not available
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% *********************************************
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problem = 13;
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infostr = yalmiperror(problem,'SPECSDP');
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% Save ALL data sent to solver
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if options.savesolverinput
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solverinput = [];
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else
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solverinput = [];
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end
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% Save ALL data from the solution?
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if options.savesolveroutput
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solveroutput = [];
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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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