102 lines
2.0 KiB
Mathematica
102 lines
2.0 KiB
Mathematica
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function output = calloptiooqp(interfacedata)
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% Standard input interface
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options = interfacedata.options;
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F_struc = interfacedata.F_struc;
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c = full(interfacedata.c);
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K = interfacedata.K;
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lb = full(interfacedata.lb);
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ub = full(interfacedata.ub);
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Q = interfacedata.Q;
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showprogress('Calling OOQP',options.showprogress);
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blow = -inf(K.l,1);
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if isempty(F_struc)
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A = sparse([]);
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bupp = [];
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blow = [];
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Aeq = sparse([]);
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beq = [];
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else
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Aeq = -F_struc(1:K.f,2:end);
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beq = full(F_struc(1:K.f,1));
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A =-F_struc(K.f+1:end,2:end);
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bupp = full(F_struc(K.f+1:end,1));
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end
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if isempty(lb)
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lb = -inf(length(c),1);
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ub = inf(length(c),1);
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end
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opts = options.ooqp;
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H = 2*sparse(triu(Q));
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A = A';
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Aeq = Aeq';
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if K.f == 0
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Aeq = [];
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beq = [];
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end
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if K.l == 0
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A = [];
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blow = [];
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bupp = [];
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end
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if options.savedebug
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save ooqpdebug c H lb ub Aeq beq A blow bupp opts
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end
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solvertime = tic;
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[x,fval,stat,iter] = ooqp(H, c, A, blow, bupp, Aeq,beq,lb,ub,opts);
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solvertime = toc(solvertime);
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% No duals
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D_struc = [];
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% Return Status:
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% 0 - optimal
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% 1 - not finished
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% 2 - maximum iterations exceeded
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% 3 - infeasible
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% 4 - ooqp error
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switch stat
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case 0
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problem = 0;
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case 2
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problem = 3;
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case 3
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problem = 1;
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case 1
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problem = 11;
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case {1,4}
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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,'OOQP');
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% Save all data sent to solver?
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if options.savesolverinput
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solverinput.A = A;
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solverinput.b = b;
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solverinput.f = c;
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solverinput.lb = lb;
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solverinput.ub = ub;
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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.fmin = fmin;
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solveroutput.flag = flag;
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solveroutput.output=output;
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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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