70 lines
1.5 KiB
Mathematica
70 lines
1.5 KiB
Mathematica
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function [H,C,A,B,LB,UB,QC,VARTYPE,INDEQ,PARAM,OPTIONS] = cplex2yalmip(interfacedata)
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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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Q = interfacedata.Q;
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K = interfacedata.K;
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x0 = interfacedata.x0;
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integer_variables = interfacedata.integer_variables;
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binary_variables = interfacedata.binary_variables;
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UB = interfacedata.ub;
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LB = interfacedata.lb;
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SENSE = 1;
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C = full(c);
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if K.l+K.f+K.q == 0
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A = zeros(1,length(c));A(1)=1;
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B = 1e6;
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else
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A =-(F_struc(1:K.f+K.l,2:end));
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B = full(F_struc(1:K.f+K.l,1));
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end
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INDEQ = [];
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if K.f>0
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INDEQ(1:K.f) = 1:K.f;
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end
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if K.q(1)>0
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top = K.f+K.l + 1;
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for i = 1:length(K.q)
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% [cx+d;Ax+b] |Ax+b|<cx+d, originally a QCQP
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m = K.q(i);
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ci = F_struc(top,2:end)';
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di = F_struc(top,1);
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Ai = F_struc(top+1:top+m-1,2:end);
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bi = F_struc(top+1:top+m-1,1);
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QC(i).Q = full(Ai'*Ai - ci*ci');
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QC(i).r = full(di'*di - bi'*bi);
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QC(i).L = full(2*bi'*Ai - 2*di*ci');
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top = top+m;
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end
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else
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QC = [];
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end
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VARTYPE = repmat('C',size(A,2),1);
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VARTYPE(integer_variables)='I'; % Integer variables
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VARTYPE(binary_variables) ='B'; % Binary variables
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if nnz(Q)==0
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H = [];
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else
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H = full(2*Q);
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end
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try
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PARAM = options.cplex.param;
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catch
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PARAM = [];
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end
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OPTIONS.verbose = options.verbose;
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try
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OPTIONS.logfile = options.cplex.logfile;
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catch
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OPTIONS.logfile = '';
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end
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if ~isempty(x0)
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OPTIONS.x0 = [(1:length(x0))' x0(:)];
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end
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