123 lines
2.7 KiB
Mathematica
123 lines
2.7 KiB
Mathematica
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function output = callpensdpm(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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if K.f>0
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F_struc = [-F_struc(1:K.f,:);F_struc];
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F_struc(1:K.f,1) = F_struc(1:K.f,1)+sqrt(eps);
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K.l = K.l + 2*K.f;
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K.f = 0;
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end
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% *******************************
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% CONVERT FROM INTERNAL FORMAT
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% *******************************
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pen = sedumi2pen(F_struc,K,c,x0);
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% **************************
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% COPY OPTIONS
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% **************************
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ops = struct2cell(options.pensdp);ops = [ops{1:end}];
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pen.ioptions = ops(1:8);
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pen.foptions = ops(9:end);
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pen.ioptions(4) = max(0,min(3,options.verbose+1));
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if pen.ioptions(4)==1
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pen.ioptions(4)=0;
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end
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if ~isempty(x0)
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x0(isnan(x0)) = 0;
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pen.x0 = x0(:)';
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end
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%**************************
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% CALL PENSDP
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%**************************
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if options.savedebug
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save pensdpmdebug pen
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end
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if options.showprogress;showprogress('Calling PENSDP',options.showprogress);end
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solvertime = tic;
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[f,x,u,iflag,niter,feas] = pensdpm(pen);
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solvertime = toc(solvertime);
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% Get dual variable (this must be possible to do easier...)
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if options.saveduals | options.dimacs
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u = u(:);
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D_struc = u(1:1:K.l);
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if length(K.s)>0
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if K.s(1)>0
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pos = K.l+1;
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for i = 1:length(K.s)
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temp = zeros(K.s(i),K.s(i));
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vecZ = u(pos:pos+0.5*K.s(i)*(K.s(i)+1)-1);
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top = 1;
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for j = 1:K.s(i)
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len = K.s(i)-j+1;
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temp(j:end,j)=vecZ(top:top+len-1);top=top+len;
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end
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temp = (temp+temp');j = find(speye(K.s(i)));temp(j)=temp(j)/2;
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D_struc = [D_struc;temp(:)];
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pos = pos + (K.s(i)+1)*K.s(i)/2;
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end
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end
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end
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else
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D_struc = [];
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end
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switch iflag
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case 0
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problem = 0;
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case 1
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problem = 4;
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case 2
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problem = 1;
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case 3
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problem = 4;
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case 4
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problem = 3;
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case 5
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problem = 7;
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case 6
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problem = 11;
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case 7
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problem = 9;
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otherwise
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problem = -1;
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end
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infostr = yalmiperror(problem,'PENSDP/PENOPT');
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if options.savesolveroutput
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solveroutput.f = f;
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solveroutput.x = x;
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solveroutput.u = u;
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solveroutput.iflag = iflag;
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solveroutput.niter = niter;
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solveroutput.feas = feas;
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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.pen = pen;
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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(x(:),D_struc,[],problem,infostr,solverinput,solveroutput,solvertime);
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