130 lines
2.7 KiB
Mathematica
130 lines
2.7 KiB
Mathematica
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function output = callnage04naf(varargin)
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% Hack for NAG
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persistent Q
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if nargin>1
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output = Q*varargin{6};
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return
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end
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% Retrieve needed data
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interfacedata = varargin{1};
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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 = 2*interfacedata.Q;
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ub = interfacedata.ub;
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lb = interfacedata.lb;
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bigbnd = options.nag.bigbnd;
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if isempty(ub)
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ub = bigbnd*ones(length(c),1);
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lb = -bigbnd*ones(length(c),1);
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end
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% NAG fails on semidefinite
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if nnz(Q)>0
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ii = find(diag(Q)==0);
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if ~isempty(ii)
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d = zeros(length(Q),1);
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d(ii) = sqrt(eps);
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Q = Q + diag(d);
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end
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end
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showprogress('Calling NAG',options.showprogress);
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if ~isempty(F_struc)
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A =-F_struc(1:end,2:end);
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beq = F_struc(1:1:K.f,1);
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b = F_struc(K.f+1:end,1);
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ub = full([ub;beq;b]);
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lb = full([lb;beq;-bigbnd*ones(length(b),1)]);
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elseif ~isempty(lb)% NAG stinks on problems with no A<b constraints
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A = eye(length(c));
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ub = full([ub;ub]);
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lb = full([lb;lb]);
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else
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A = zeros(1,length(c));
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ub = full([ub;1]);
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lb = full([lb;0]);
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end
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% Bug prevents lp=full(nnz(...
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if nnz(Q)==0
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lp = 1;
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else
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lp = 0;
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end
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cold = 1;
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istate = zeros(length(ub),1);
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featol = options.nag.featol*ones(length(ub),1);
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switch options.verbose
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case 0
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msglev = -1;
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ifail = 1;
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case 1
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msglev = 2;
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ifail = -1;
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otherwise
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msglev = 5*options.verbose;
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ifail = -1;
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end
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solvertime = tic;
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[x,iter,obj,clambda,istate,ifail] = e04naf(full(lb),full(ub),'callnage04naf',zeros(length(c),1),full(c),full(A),0,lp, cold,istate,featol,msglev,options.nag.itmax,options.nag.bigbnd,options.nag.orthog,ifail);
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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 = -clambda(length(c)+1:end);
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switch ifail
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case {-1,0,1,3}
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problem = 0;
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case 2
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problem = 2;
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case {4,7}
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problem = 4;
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case {5,8}
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problem = 3;
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case 6
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problem = 1;
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otherwise
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problem = 9;
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end
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infostr = yalmiperror(problem,'NAG');
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% Save all data sent to solver?
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if options.savesolverinput
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solverinput.bl = full(lb);
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solverinput.bu = full(ub);
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solverinput.X = zeros(length(c),1);
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solverinput.cvec = full(c);
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solverinput.A = full(A);
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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.iter = iter;
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solveroutput.obj = obj;
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solveroutput.clambda=clambda;
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solveroutput.istate=istate;
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solveroutput.ifail=ifail;
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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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% NAG-hack
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clear Q
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