125 lines
3.3 KiB
Mathematica
125 lines
3.3 KiB
Mathematica
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function output = callecos(yalmipmodel)
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originalModel = yalmipmodel;
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% Fix ECOS options
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options = yalmipmodel.options;
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options.ecos.verbose = options.verbose~=0;
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if ~isempty(yalmipmodel.binary_variables)
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options.ecos.bool_vars_idx = yalmipmodel.binary_variables;
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end
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if ~isempty(yalmipmodel.integer_variables)
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options.ecos.int_vars_idx = yalmipmodel.integer_variables;
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end
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model.opts = options.ecos;
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if ~isempty(yalmipmodel.ub)
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[yalmipmodel.F_struc,yalmipmodel.K] = addStructureBounds(yalmipmodel.F_struc,yalmipmodel.K,yalmipmodel.ub,yalmipmodel.lb);
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end
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% Write nonlinear functions using exponential cone operators, if possible
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[yalmipmodel,output] = normalizeExponentialCone(yalmipmodel);
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if output.problem
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return
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end
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% Map to ECOS syntax
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cones = [];
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cones.f = yalmipmodel.K.f;
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cones.l = yalmipmodel.K.l;
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cones.q = yalmipmodel.K.q;
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cones.s = yalmipmodel.K.s;
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cones.ep = yalmipmodel.K.e;
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model.c = full(yalmipmodel.c);
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model.A = -yalmipmodel.F_struc(1:cones.f,2:end);if isempty(model.A);model.A = [];end
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model.b = full(yalmipmodel.F_struc(1:cones.f,1));if isempty(model.b);model.b = [];end
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model.G = -yalmipmodel.F_struc(1+cones.f:end,2:end);if isempty(model.G);model.G = [];end
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model.h = full(yalmipmodel.F_struc(1+cones.f:end,1));if isempty(model.h);model.h = [];end
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if nnz(cones.l) > 0
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model.dims.l = cones.l;
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end
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if nnz(cones.q) > 0
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model.dims.q = cones.q;
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end
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if nnz(cones.ep) > 0
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model.dims.e = cones.ep;
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tempG = model.G(1:model.dims.l+sum(cones.q),:);
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temph = model.h(1:model.dims.l+sum(cones.q));
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top = 1+model.dims.l+sum(cones.q);
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for i = 1:model.dims.e
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tempG = [tempG;model.G(top + [0;2;1],:)];
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temph = [temph;model.h(top + [0;2;1],:)];
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top = top + 3;
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end
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model.G = tempG;
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model.h = temph;
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end
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if options.savedebug
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save ecosdebug model
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end
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if options.showprogress;showprogress(['Calling ' yalmipmodel.solver.tag],options.showprogress);end
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if isempty(model.A)
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solvertime = tic;
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[x,y,info,s,z] = ecos(model.c,model.G,model.h,model.dims,model.opts);
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solvertime = toc(solvertime);
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else
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solvertime = tic;
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[x,y,info,s,z] = ecos(model.c,model.G,model.h,model.dims,model.A,model.b,model.opts);
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solvertime = toc(solvertime);
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end
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% Internal format, only keep original variablesop
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if ~isempty(x)
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Primal = x(1:length(originalModel.c));
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else
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Primal = nan(length(originalModel.c),1);
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end
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if ~isempty(yalmipmodel.evalMap)
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% No support for duals when exponential cones yet
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Dual = [];
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else
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Dual = [y;z];
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end
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switch info.exitflag
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case 0
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problem = 0;
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case 1
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problem = 1;
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case 2
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problem = 2;
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case -1
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problem = 3;
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case {-2,-3}
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problem = 4;
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case -7
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problem = 9;
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case {10,11}
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problem = 3;
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otherwise
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problem = 9;
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end
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infostr = yalmiperror(problem,yalmipmodel.solver.tag);
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% Save ALL data sent to solver
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if options.savesolverinput
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solverinput.model = model;
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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.x = x;
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solveroutput.y = y;
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solveroutput.info = info;
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solveroutput.s = s;
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solveroutput.z = z;
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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(Primal,Dual,[],problem,infostr,solverinput,solveroutput,solvertime);
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