32 lines
1.1 KiB
Mathematica
32 lines
1.1 KiB
Mathematica
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%%*******************************************************************
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%% solve min { t | Ax+y=b, norm(y) <= t, x\in K }
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%% to detect primal infeasible problem
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%%*******************************************************************
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function [dist] = detect_infeas(blk,At,C,b)
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m = length(b);
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AAt = At; bblk = blk; CC = ops(C,'zeros');
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numblk = size(blk,1);
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dd = zeros(1,m);
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for p=1:numblk
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dd = dd + sqrt(sum(At{p}.*At{p}));
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end
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dd = 1./min(1e4,max(1,dd'));
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D = spdiags(dd,0,m,m);
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for p=1:numblk
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AAt{p}= AAt{p}*D; %%important to scale
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end
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b = b.*dd;
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AAt{numblk+1,1} = [zeros(1,m); speye(m)];
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CC{numblk+1,1} = [1; zeros(m,1)];
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bblk{numblk+1,1} = 'q'; bblk{numblk+1,2} = m+1;
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OPTIONS.gaptol = 1e-12;
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[obj,X,y,Z,info] = sqlp(bblk,AAt,CC,b,OPTIONS);
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err = max(info.dimacs);
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dist = mean(obj);
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if (err < 1e-6) && (dist/err > 20)
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fprintf('\n primal problem is infeasible: err = %3.2e, dist = %3.2e\n',err,dist);
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end
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%%*******************************************************************
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